WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 521,351: 114,948 204,788 190,722 173,608 87,682 479,279 483,192: 42,073 38,159
Old : 432,703: 132,898 192,359 138,831 123,889 71,532 395,618 402,721: 37,085 29,981
Other: 88,648: 21,310 51,689 12,631 49,719 16,150 83,661 80,471: 4,988 8,178
: : :
: : Changes in Commitments from: November 14, 2023 :
: 7,133: -145 19,397 -8,202 13,505 -4,681 5,158 6,514: 1,975 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 39.3 36.6 33.3 16.8 91.9 92.7: 8.1 7.3
Old : 100.0: 30.7 44.5 32.1 28.6 16.5 91.4 93.1: 8.6 6.9
Other: 100.0: 24.0 58.3 14.2 56.1 18.2 94.4 90.8: 5.6 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 114 125 139 118 99 313 298:
Old : 375: 122 113 126 113 92 294 281:
Other: 186: 31 59 41 56 62 121 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 11.3 19.6 20.6 8.3 9.8 14.4 17.0
Old : 12.6 12.9 22.1 22.4 9.0 11.1 15.3 19.5
Other: 31.6 24.0 45.9 36.9 31.5 22.6 45.9 33.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 242,800: 52,737 91,004 68,976 99,108 59,688 220,820 219,667: 21,980 23,133
Old : 204,159: 59,545 89,716 49,608 76,949 45,662 186,102 184,985: 18,057 19,173
Other: 38,642: 7,697 15,793 4,863 22,159 14,026 34,718 34,682: 3,923 3,960
: : :
: : Changes in Commitments from: November 14, 2023 :
: -3,168: 381 8,276 -6,813 2,561 -6,710 -3,872 -5,248: 704 2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 37.5 28.4 40.8 24.6 90.9 90.5: 9.1 9.5
Old : 100.0: 29.2 43.9 24.3 37.7 22.4 91.2 90.6: 8.8 9.4
Other: 100.0: 19.9 40.9 12.6 57.3 36.3 89.8 89.8: 10.2 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 63 60 63 69 74 162 172:
Old : 214: 64 59 60 69 66 157 163:
Other: 127: 20 34 25 46 45 86 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.9 28.0 27.6 11.7 13.8 19.1 23.0
Old : 16.5 18.7 28.3 30.5 13.9 15.9 22.7 26.4
Other: 36.0 31.3 49.2 46.7 31.7 29.4 44.7 40.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,809,415: 235,214 388,647 590,018 784,942 609,698 1,610,174 1,588,363: 199,241 221,052
Old : 1,612,517: 253,350 397,328 477,223 697,687 553,759 1,428,260 1,428,310: 184,257 184,207
Other: 196,898: 62,408 71,863 32,252 87,255 55,939 181,914 160,053: 14,984 36,845
: : :
: : Changes in Commitments from: November 14, 2023 :
: -27,782: 3,859 14,202 -20,196 -8,783 -18,266 -25,119 -24,260: -2,663 -3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 21.5 32.6 43.4 33.7 89.0 87.8: 11.0 12.2
Old : 100.0: 15.7 24.6 29.6 43.3 34.3 88.6 88.6: 11.4 11.4
Other: 100.0: 31.7 36.5 16.4 44.3 28.4 92.4 81.3: 7.6 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 133 170 205 378 360 638 633:
Old : 750: 131 177 190 376 351 624 613:
Other: 400: 65 58 44 104 224 189 307:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.7 8.7 14.7 15.3 6.5 6.4 11.3 9.6
Old : 8.4 8.9 15.2 15.3 7.2 6.8 12.8 10.4
Other: 17.0 24.8 31.1 34.0 16.7 24.1 28.7 30.7
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,356: 2,396 4,941 5,991 4,234 1,030 12,621 11,962: 1,735 2,394
Old : 14,356: 2,396 4,941 5,991 4,234 1,030 12,621 11,962: 1,735 2,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 122: -49 284 2 166 -19 118 266: 4 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 34.4 41.7 29.5 7.2 87.9 83.3: 12.1 16.7
Old : 100.0: 16.7 34.4 41.7 29.5 7.2 87.9 83.3: 12.1 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 7 6 8 5 15 14:
Old : 21: 3 7 6 8 5 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 61.7 72.3 75.8 29.6 27.5 41.2 37.2
Old : 54.8 61.7 72.3 75.8 29.6 27.5 41.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,030: 451 547 180 2,696 2,806 3,326 3,533: 1,704 1,497
Old : 4,907: 493 547 130 2,672 2,771 3,294 3,448: 1,613 1,459
Other: 123: 0 42 8 24 35 32 85: 91 38
: : :
: : Changes in Commitments from: November 14, 2023 :
: -15: -34 -32 33 193 -16 191 -15: -206 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.9 3.6 53.6 55.8 66.1 70.2: 33.9 29.8
Old : 100.0: 10.0 11.2 2.6 54.4 56.5 67.1 70.3: 32.9 29.7
Other: 100.0: 0.0 34.1 6.5 19.5 28.5 26.0 69.1: 74.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 3 10 8 15 15:
Old : 22: 4 5 3 10 8 15 15:
Other: 3: 0 1 1 2 2 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 48.6 56.8 61.2 18.6 27.0 28.4 35.1
Old : 43.0 49.1 57.6 61.5 18.8 27.2 29.6 35.5
Other: 26.0 69.1 26.0 69.1 11.4 54.5 11.4 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 891,751: 146,972 67,683 259,787 423,177 484,770 829,937 812,241: 61,815 79,510
Old : 805,151: 144,776 55,884 228,800 375,139 452,255 748,714 736,939: 56,437 68,213
Other: 86,600: 20,470 30,073 12,714 48,038 32,515 81,222 75,302: 5,378 11,298
: : :
: : Changes in Commitments from: November 14, 2023 :
: 12,772: -6,596 4,064 10,920 10,280 -3,696 14,604 11,289: -1,832 1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.6 29.1 47.5 54.4 93.1 91.1: 6.9 8.9
Old : 100.0: 18.0 6.9 28.4 46.6 56.2 93.0 91.5: 7.0 8.5
Other: 100.0: 23.6 34.7 14.7 55.5 37.5 93.8 87.0: 6.2 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 597: 154 132 184 232 263 484 493:
Old : 591: 147 138 178 222 258 469 481:
Other: 298: 51 56 40 80 158 149 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 10.7 19.8 19.1 8.5 9.0 13.8 15.0
Old : 12.2 11.4 20.8 20.6 9.8 9.9 15.8 16.5
Other: 21.0 29.3 38.0 40.7 19.9 29.1 34.7 37.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 565,166: 98,690 87,464 165,970 263,929 286,043 528,589 539,477: 36,577 25,690
Old : 519,854: 114,897 90,023 134,295 236,673 271,365 485,866 495,683: 33,989 24,171
Other: 45,312: 7,987 21,636 7,480 27,256 14,678 42,723 43,793: 2,589 1,519
: : :
: : Changes in Commitments from: November 14, 2023 :
: -12,622: 333 -1,421 -6,110 -7,118 -2,570 -12,896 -10,102: 274 -2,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.5 29.4 46.7 50.6 93.5 95.5: 6.5 4.5
Old : 100.0: 22.1 17.3 25.8 45.5 52.2 93.5 95.4: 6.5 4.6
Other: 100.0: 17.6 47.7 16.5 60.2 32.4 94.3 96.6: 5.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 104 71 116 108 101 266 249:
Old : 319: 102 75 114 106 101 262 248:
Other: 96: 18 23 16 45 18 73 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 18.0 19.7 27.8 8.1 16.4 13.4 23.1
Old : 10.5 18.3 19.0 28.7 7.6 16.7 13.6 23.5
Other: 34.0 46.7 52.1 70.5 29.4 43.5 44.2 61.0
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,564,835: 112,114 204,248 165,021 1,073,978 1,026,531 1,351,114 1,395,801: 213,721 169,034
Old : 1,564,835: 112,114 204,248 165,021 1,073,978 1,026,531 1,351,114 1,395,801: 213,721 169,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -4,775: 7,057 -12,509 18,343 -21,636 -16,265 3,764 -10,431: -8,539 5,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.1 10.5 68.6 65.6 86.3 89.2: 13.7 10.8
Old : 100.0: 7.2 13.1 10.5 68.6 65.6 86.3 89.2: 13.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 34 35 44 119 117 178 171:
Old : 216: 34 35 44 119 117 178 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 16.9 34.1 30.2 21.4 14.4 31.4 23.7
Old : 23.6 16.9 34.1 30.2 21.4 14.4 31.4 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,656,229: 93,375 413,886 63,456 1,314,135 1,010,561 1,470,966 1,487,902: 185,263 168,327
Old : 1,656,229: 93,375 413,886 63,456 1,314,135 1,010,561 1,470,966 1,487,902: 185,263 168,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 66,023: 3,393 -1,257 44,122 7,184 1,193 54,699 44,058: 11,324 21,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 25.0 3.8 79.3 61.0 88.8 89.8: 11.2 10.2
Old : 100.0: 5.6 25.0 3.8 79.3 61.0 88.8 89.8: 11.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 16 27 17 103 89 130 122:
Old : 170: 16 27 17 103 89 130 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 35.2 38.4 49.1 21.7 33.2 33.9 42.4
Old : 22.6 35.2 38.4 49.1 21.7 33.2 33.9 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 671,039: 171,055 26,681 224,974 218,165 378,989 614,193 630,643: 56,845 40,396
Old : 640,862: 171,582 30,066 207,908 207,343 364,994 586,833 602,968: 54,029 37,894
Other: 30,177: 10,467 7,610 6,071 10,822 13,995 27,360 27,675: 2,817 2,501
: : :
: : Changes in Commitments from: November 14, 2023 :
: 24,894: 6,884 3,275 18,472 2,661 594 28,017 22,340: -3,123 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 4.0 33.5 32.5 56.5 91.5 94.0: 8.5 6.0
Old : 100.0: 26.8 4.7 32.4 32.4 57.0 91.6 94.1: 8.4 5.9
Other: 100.0: 34.7 25.2 20.1 35.9 46.4 90.7 91.7: 9.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 109 61 109 124 125 290 250:
Old : 328: 107 64 109 124 125 289 250:
Other: 99: 30 15 22 35 29 76 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 27.4 18.0 39.7 7.0 24.7 12.6 31.9
Old : 10.7 28.6 18.4 40.4 7.3 26.4 13.3 32.9
Other: 34.9 38.1 49.6 53.2 32.0 37.4 43.6 49.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,244: 4,802 466 683 4,196 10,359 9,681 11,508: 2,562 735
Old : 11,533: 4,800 468 681 3,525 9,692 9,006 10,840: 2,527 692
Other: 711: 4 0 1 671 667 676 668: 35 43
: : :
: : Changes in Commitments from: November 14, 2023 :
: 1,447: 1,328 -76 290 -472 1,169 1,147 1,383: 301 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 3.8 5.6 34.3 84.6 79.1 94.0: 20.9 6.0
Old : 100.0: 41.6 4.1 5.9 30.6 84.0 78.1 94.0: 21.9 6.0
Other: 100.0: 0.6 0.0 0.1 94.4 93.8 95.1 93.9: 4.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 27 7 9 19 24 52 36:
Old : 68: 27 7 9 19 24 52 36:
Other: 7: 2 0 2 2 3 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 58.5 41.7 70.5 27.6 56.6 40.4 68.5
Old : 25.3 56.4 38.9 69.0 24.0 54.4 37.6 67.0
Other: 95.1 93.9 95.1 93.9 95.0 93.8 95.0 93.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 4,253,233: 415,776 1,803,436 133,691 3,425,069 2,182,815 3,974,537 4,119,942: 278,696 133,290
Old : 4,253,233: 415,776 1,803,436 133,691 3,425,069 2,182,815 3,974,537 4,119,942: 278,696 133,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -21,146: -12,121 -24,123 12,118 -31,896 -6,135 -31,898 -18,139: 10,753 -3,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 42.4 3.1 80.5 51.3 93.4 96.9: 6.6 3.1
Old : 100.0: 9.8 42.4 3.1 80.5 51.3 93.4 96.9: 6.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 108 59 56 255 188 387 279:
Old : 473: 108 59 56 255 188 387 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 34.7 32.3 51.8 22.0 34.5 29.9 51.6
Old : 23.6 34.7 32.3 51.8 22.0 34.5 29.9 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,763,370: 429,493 1,105,426 753,835 4,104,879 3,490,233 5,288,207 5,349,495: 475,163 413,875
Old : 5,763,370: 429,493 1,105,426 753,835 4,104,879 3,490,233 5,288,207 5,349,495: 475,163 413,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 87,880: -41,907 -7,691 83,190 38,281 -2,246 79,565 73,254: 8,315 14,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 19.2 13.1 71.2 60.6 91.8 92.8: 8.2 7.2
Old : 100.0: 7.5 19.2 13.1 71.2 60.6 91.8 92.8: 8.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 60 81 85 268 228 384 339:
Old : 443: 60 81 85 268 228 384 339:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 18.3 29.4 27.4 17.1 14.9 23.5 21.9
Old : 19.4 18.3 29.4 27.4 17.1 14.9 23.5 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,269,770: 206,318 441,639 70,535 1,777,071 1,461,201 2,053,924 1,973,375: 215,847 296,395
Old : 2,269,770: 206,318 441,639 70,535 1,777,071 1,461,201 2,053,924 1,973,375: 215,847 296,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 224,807: 11,788 -19,381 32,593 178,783 177,846 223,164 191,058: 1,643 33,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.5 3.1 78.3 64.4 90.5 86.9: 9.5 13.1
Old : 100.0: 9.1 19.5 3.1 78.3 64.4 90.5 86.9: 9.5 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 19 31 23 102 109 136 148:
Old : 193: 19 31 23 102 109 136 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 24.1 46.0 35.4 30.6 21.0 39.6 27.5
Old : 32.3 24.1 46.0 35.4 30.6 21.0 39.6 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 6,022: 1,543 1,436 3,399 0 72 4,942 4,907: 1,080 1,115
Old : 6,022: 1,543 1,436 3,399 0 72 4,942 4,907: 1,080 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 131: 198 -97 118 -108 72 208 93: -77 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 23.8 56.4 0.0 1.2 82.1 81.5: 17.9 18.5
Old : 100.0: 25.6 23.8 56.4 0.0 1.2 82.1 81.5: 17.9 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 12 3 0 1 11 16:
Old : 24: 9 12 3 0 1 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 72.8 80.6 76.7 22.7 19.1 25.2 22.4
Old : 77.6 72.8 80.6 76.7 22.7 19.1 25.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 6,537,562: 425,543 1,932,481 418,933 5,236,975 3,886,086 6,081,451 6,237,499: 456,111 300,063
Old : 6,537,562: 425,543 1,932,481 418,933 5,236,975 3,886,086 6,081,451 6,237,499: 456,111 300,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 56,906: 17,425 64,486 55,771 -16,813 -37,785 56,383 82,473: 523 -25,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 29.6 6.4 80.1 59.4 93.0 95.4: 7.0 4.6
Old : 100.0: 6.5 29.6 6.4 80.1 59.4 93.0 95.4: 7.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 63 58 61 238 196 335 281:
Old : 403: 63 58 61 238 196 335 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 24.4 31.5 35.7 20.2 23.3 27.7 33.2
Old : 22.1 24.4 31.5 35.7 20.2 23.3 27.7 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,762,263: 117,630 266,912 253,661 1,355,195 1,188,099 1,726,486 1,708,672: 35,777 53,591
Old : 1,762,263: 117,630 266,912 253,661 1,355,195 1,188,099 1,726,486 1,708,672: 35,777 53,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -4,561: -24,781 -25,620 9,687 8,842 14,463 -6,252 -1,470: 1,691 -3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 15.1 14.4 76.9 67.4 98.0 97.0: 2.0 3.0
Old : 100.0: 6.7 15.1 14.4 76.9 67.4 98.0 97.0: 2.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 29 28 45 80 82 132 133:
Old : 148: 29 28 45 80 82 132 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 25.9 44.5 36.8 18.8 20.5 28.0 26.4
Old : 27.5 25.9 44.5 36.8 18.8 20.5 28.0 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 94,545: 16,405 50,709 1,034 66,395 27,001 83,833 78,744: 10,711 15,801
Old : 94,545: 16,405 50,709 1,034 66,395 27,001 83,833 78,744: 10,711 15,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -6,526: -4,509 -6,718 -906 -999 1,407 -6,414 -6,218: -113 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 53.6 1.1 70.2 28.6 88.7 83.3: 11.3 16.7
Old : 100.0: 17.4 53.6 1.1 70.2 28.6 88.7 83.3: 11.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 25 30 9 32 28 61 63:
Old : 103: 25 30 9 32 28 61 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 42.9 54.8 56.9 40.0 42.9 54.0 56.9
Old : 40.8 42.9 54.8 56.9 40.0 42.9 54.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 94,545: 16,405 50,709 1,034 66,395 27,001 83,833 78,744: 10,711 15,801
Old : 94,545: 16,405 50,709 1,034 66,395 27,001 83,833 78,744: 10,711 15,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -6,526: -4,509 -6,718 -906 -999 1,407 -6,414 -6,218: -113 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 53.6 1.1 70.2 28.6 88.7 83.3: 11.3 16.7
Old : 100.0: 17.4 53.6 1.1 70.2 28.6 88.7 83.3: 11.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 25 30 9 32 28 61 63:
Old : 103: 25 30 9 32 28 61 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 42.9 54.8 56.9 40.0 42.9 54.0 56.9
Old : 40.8 42.9 54.8 56.9 40.0 42.9 54.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 43,966: 609 3,672 0 41,338 38,924 41,947 42,596: 2,019 1,370
Old : 43,966: 609 3,672 0 41,338 38,924 41,947 42,596: 2,019 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 14: 193 167 0 1,980 -241 2,173 -74: -2,159 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 8.4 0.0 94.0 88.5 95.4 96.9: 4.6 3.1
Old : 100.0: 1.4 8.4 0.0 94.0 88.5 95.4 96.9: 4.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 4 0 25 17 26 21:
Old : 43: 1 4 0 25 17 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 52.5 60.5 74.9 31.7 50.0 52.6 69.7
Old : 36.2 52.5 60.5 74.9 31.7 50.0 52.6 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 64,620: 12,549 18,907 387 51,440 45,301 64,376 64,595: 244 25
Old : 64,620: 12,549 18,907 387 51,440 45,301 64,376 64,595: 244 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 285: 533 557 -265 42 0 310 292: -25 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 29.3 0.6 79.6 70.1 99.6 100.0: 0.4 0.0
Old : 100.0: 19.4 29.3 0.6 79.6 70.1 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 20 12 4 6 2 28 16:
Old : 39: 20 12 4 6 2 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 88.8 92.2 98.4 84.3 88.8 91.8 98.4
Old : 84.5 88.8 92.2 98.4 84.3 88.8 91.8 98.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 17,971: 15,991 11,190 1,980 0 4,800 17,971 17,970: 0 1
Old : 17,971: 15,991 11,190 1,980 0 4,800 17,971 17,970: 0 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -340: -1,009 -987 669 0 0 -340 -318: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 62.3 11.0 0.0 26.7 100.0 100.0: 0.0 0.0
Old : 100.0: 89.0 62.3 11.0 0.0 26.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 14 2 0 1 6 16:
Old : 20: 5 14 2 0 1 6 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.1 64.6 100.0 93.3 88.8 60.5 89.0 84.1
Old : 99.1 64.6 100.0 93.3 88.8 60.5 89.0 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 69,344: 18,494 17,557 50,850 0 917 69,344 69,324: 0 20
Old : 69,344: 18,494 17,557 50,850 0 917 69,344 69,324: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 1,196: 1,346 1,496 -150 0 -150 1,196 1,196: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.3 73.3 0.0 1.3 100.0 100.0: 0.0 0.0
Old : 100.0: 26.7 25.3 73.3 0.0 1.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 11 4 0 1 15 14:
Old : 25: 13 11 4 0 1 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 97.1 92.9 99.5 16.6 25.6 25.1 26.4
Old : 77.2 97.1 92.9 99.5 16.6 25.6 25.1 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 32,832: 28,740 21,410 4,092 0 7,269 32,832 32,771: 0 61
Old : 32,832: 28,740 21,410 4,092 0 7,269 32,832 32,771: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 1,785: 1,785 1,785 0 0 0 1,785 1,785: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 65.2 12.5 0.0 22.1 100.0 99.8: 0.0 0.2
Old : 100.0: 87.5 65.2 12.5 0.0 22.1 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 16 3 0 1 13 18:
Old : 28: 11 16 3 0 1 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 70.3 95.0 86.8 72.3 61.6 85.6 76.7
Old : 73.1 70.3 95.0 86.8 72.3 61.6 85.6 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2023