WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 459,107: 109,608 211,575 136,668 175,064 73,341 421,341 421,585: 37,766 37,522
Old : 368,126: 125,839 198,048 85,379 124,025 55,757 335,244 339,183: 32,882 28,942
Other: 90,981: 21,613 51,372 13,445 51,038 17,584 86,097 82,401: 4,884 8,580
: : :
: : Changes in Commitments from: November 21, 2023 :
: -62,245: -5,340 6,787 -54,054 1,455 -14,341 -57,938 -61,608: -4,307 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 46.1 29.8 38.1 16.0 91.8 91.8: 8.2 8.2
Old : 100.0: 34.2 53.8 23.2 33.7 15.1 91.1 92.1: 8.9 7.9
Other: 100.0: 23.8 56.5 14.8 56.1 19.3 94.6 90.6: 5.4 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 103 134 130 107 87 287 283:
Old : 356: 115 121 109 101 78 263 261:
Other: 192: 37 66 45 57 56 130 133:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 12.3 20.7 21.7 11.0 11.7 18.0 19.7
Old : 13.9 14.0 22.8 24.4 12.9 13.8 20.1 23.4
Other: 30.9 25.5 45.7 38.8 30.9 24.1 45.6 35.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 226,335: 58,029 94,395 58,498 91,053 52,653 207,580 205,546: 18,755 20,789
Old : 184,820: 64,921 93,343 37,542 67,783 37,574 170,245 168,459: 14,574 16,361
Other: 41,515: 8,818 16,761 5,247 23,270 15,079 37,335 37,087: 4,180 4,428
: : :
: : Changes in Commitments from: November 21, 2023 :
: -16,466: 5,292 3,391 -10,477 -8,055 -7,035 -13,240 -14,121: -3,226 -2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 41.7 25.8 40.2 23.3 91.7 90.8: 8.3 9.2
Old : 100.0: 35.1 50.5 20.3 36.7 20.3 92.1 91.1: 7.9 8.9
Other: 100.0: 21.2 40.4 12.6 56.1 36.3 89.9 89.3: 10.1 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 68 56 64 74 74 169 172:
Old : 218: 72 53 54 72 65 161 156:
Other: 136: 20 41 25 47 47 86 95:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 18.9 30.0 30.9 13.6 15.8 21.5 26.0
Old : 18.7 21.8 30.7 35.0 16.5 18.7 26.2 30.7
Other: 35.5 31.4 49.1 44.8 31.5 27.5 43.9 37.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 1,524,237: 236,143 407,415 424,124 677,812 485,013 1,338,079 1,316,553: 186,158 207,684
Old : 1,317,309: 256,743 420,228 300,839 590,539 428,343 1,148,121 1,149,410: 169,187 167,899
Other: 206,928: 69,840 77,627 32,845 87,273 56,670 189,958 167,142: 16,970 39,786
: : :
: : Changes in Commitments from: November 21, 2023 :
: -285,178: 929 18,768 -165,894 -107,130 -124,685 -272,095 -271,811: -13,083 -13,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 26.7 27.8 44.5 31.8 87.8 86.4: 12.2 13.6
Old : 100.0: 19.5 31.9 22.8 44.8 32.5 87.2 87.3: 12.8 12.7
Other: 100.0: 33.8 37.5 15.9 42.2 27.4 91.8 80.8: 8.2 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 120 165 191 358 331 602 587:
Old : 704: 119 173 170 355 320 580 567:
Other: 389: 68 64 40 97 211 185 295:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 9.4 14.7 15.2 7.6 8.2 13.2 12.0
Old : 9.2 9.5 16.4 15.4 8.6 9.1 15.4 13.2
Other: 17.2 25.1 29.7 34.2 16.7 24.7 27.6 31.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 4,145: 429 692 129 2,227 2,360 2,785 3,181: 1,360 964
Old : 4,022: 471 692 79 2,203 2,325 2,753 3,096: 1,269 926
Other: 123: 0 42 8 24 35 32 85: 91 38
: : :
: : Changes in Commitments from: November 21, 2023 :
: -885: -22 144 -50 -468 -446 -541 -352: -344 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.7 3.1 53.7 56.9 67.2 76.7: 32.8 23.3
Old : 100.0: 11.7 17.2 2.0 54.8 57.8 68.5 77.0: 31.5 23.0
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: 3 5 2 10 9 14 15:
Old : 22: 3 5 2 10 9 14 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 : 39.5 54.9 56.8 68.1 25.4 37.7 38.2 49.9
Old : 40.1 55.9 57.8 68.8 25.8 38.2 40.0 50.8
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 28, 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 : 865,163: 138,548 78,856 241,767 423,651 464,224 803,966 784,847: 61,198 80,317
Old : 774,428: 133,644 63,481 211,779 373,448 431,155 718,872 706,416: 55,556 68,012
Other: 90,735: 20,725 31,196 14,166 50,202 33,069 85,094 78,431: 5,641 12,305
: : :
: : Changes in Commitments from: November 21, 2023 :
: -26,588: -8,424 11,173 -18,021 474 -20,547 -25,971 -27,394: -617 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.1 27.9 49.0 53.7 92.9 90.7: 7.1 9.3
Old : 100.0: 17.3 8.2 27.3 48.2 55.7 92.8 91.2: 7.2 8.8
Other: 100.0: 22.8 34.4 15.6 55.3 36.4 93.8 86.4: 6.2 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 144 131 180 229 256 474 476:
Old : 568: 142 131 171 220 252 457 465:
Other: 292: 47 55 43 79 155 148 233:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.7 19.4 19.0 8.4 9.2 14.0 15.0
Old : 11.4 11.5 20.2 20.6 9.4 10.2 15.6 16.5
Other: 20.6 28.3 37.0 38.2 19.1 28.1 33.9 35.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 511,262: 95,115 83,524 143,500 239,850 257,792 478,465 484,817: 32,798 26,446
Old : 464,727: 109,187 85,912 112,316 212,992 241,833 434,494 440,061: 30,233 24,666
Other: 46,535: 9,459 21,143 7,654 26,858 15,959 43,971 44,756: 2,565 1,780
: : :
: : Changes in Commitments from: November 21, 2023 :
: -53,904: -3,575 -3,939 -22,470 -24,080 -28,251 -50,124 -54,660: -3,780 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.3 28.1 46.9 50.4 93.6 94.8: 6.4 5.2
Old : 100.0: 23.5 18.5 24.2 45.8 52.0 93.5 94.7: 6.5 5.3
Other: 100.0: 20.3 45.4 16.4 57.7 34.3 94.5 96.2: 5.5 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 95 68 106 110 96 258 229:
Old : 302: 93 70 104 107 95 252 227:
Other: 96: 19 20 16 47 19 74 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 : 10.7 18.0 19.6 27.4 8.9 17.0 14.6 24.1
Old : 9.9 18.7 18.6 28.2 8.6 17.5 15.2 24.2
Other: 33.8 47.7 50.5 70.8 27.8 44.6 41.9 61.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 1,399,095: 103,527 210,076 62,504 1,010,590 952,733 1,176,621 1,225,313: 222,474 173,783
Old : 1,399,095: 103,527 210,076 62,504 1,010,590 952,733 1,176,621 1,225,313: 222,474 173,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -165,739: -8,588 5,827 -102,518 -63,388 -73,798 -174,493 -170,488: 8,754 4,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 15.0 4.5 72.2 68.1 84.1 87.6: 15.9 12.4
Old : 100.0: 7.4 15.0 4.5 72.2 68.1 84.1 87.6: 15.9 12.4
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 : 200: 25 30 35 119 113 165 157:
Old : 200: 25 30 35 119 113 165 157:
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 : 25.1 18.6 36.7 32.8 23.6 16.2 34.7 26.8
Old : 25.1 18.6 36.7 32.8 23.6 16.2 34.7 26.8
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 28, 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 : 1,603,324: 96,000 425,407 25,099 1,304,305 984,856 1,425,405 1,435,363: 177,920 167,962
Old : 1,603,324: 96,000 425,407 25,099 1,304,305 984,856 1,425,405 1,435,363: 177,920 167,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -52,905: 2,625 11,522 -38,356 -9,830 -25,705 -45,562 -52,540: -7,343 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 26.5 1.6 81.4 61.4 88.9 89.5: 11.1 10.5
Old : 100.0: 6.0 26.5 1.6 81.4 61.4 88.9 89.5: 11.1 10.5
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 : 173: 14 28 17 109 92 135 125:
Old : 173: 14 28 17 109 92 135 125:
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 : 23.1 37.4 39.2 49.5 22.3 35.3 34.7 43.2
Old : 23.1 37.4 39.2 49.5 22.3 35.3 34.7 43.2
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 28, 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 : 617,529: 173,009 34,323 186,982 198,824 358,484 558,816 579,790: 58,713 37,739
Old : 584,629: 174,577 38,178 166,733 187,630 344,311 528,940 549,222: 55,689 35,407
Other: 32,900: 11,532 9,245 7,150 11,194 14,173 29,875 30,568: 3,024 2,332
: : :
: : Changes in Commitments from: November 21, 2023 :
: -53,510: 1,955 7,643 -37,992 -19,341 -20,504 -55,378 -50,853: 1,868 -2,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.6 30.3 32.2 58.1 90.5 93.9: 9.5 6.1
Old : 100.0: 29.9 6.5 28.5 32.1 58.9 90.5 93.9: 9.5 6.1
Other: 100.0: 35.1 28.1 21.7 34.0 43.1 90.8 92.9: 9.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 105 64 106 114 122 275 250:
Old : 322: 108 66 106 114 120 274 248:
Other: 104: 27 20 21 39 29 79 59:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 28.6 18.0 41.1 7.8 25.8 14.0 33.9
Old : 10.4 30.1 18.6 42.0 8.2 27.9 14.9 35.2
Other: 32.6 37.3 47.7 53.7 30.3 37.2 42.6 49.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 12,846: 5,641 478 655 3,977 10,861 10,273 11,994: 2,573 852
Old : 12,124: 5,640 480 653 3,297 10,183 9,590 11,316: 2,535 808
Other: 722: 3 0 0 680 678 683 678: 38 43
: : :
: : Changes in Commitments from: November 21, 2023 :
: 603: 839 12 -28 -219 503 592 486: 11 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 3.7 5.1 31.0 84.5 80.0 93.4: 20.0 6.6
Old : 100.0: 46.5 4.0 5.4 27.2 84.0 79.1 93.3: 20.9 6.7
Other: 100.0: 0.4 0.0 0.0 94.2 93.9 94.7 94.0: 5.3 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 29 5 8 20 24 52 35:
Old : 68: 28 6 8 20 24 52 35:
Other: 7: 1 0 1 2 4 3 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 : 29.3 57.4 43.5 69.3 29.3 56.2 42.4 67.9
Old : 26.0 55.4 41.1 67.9 25.9 54.1 39.9 66.4
Other: 94.7 93.9 94.7 94.0 94.6 93.9 94.6 93.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 4,107,508: 429,908 1,719,959 86,174 3,308,210 2,165,011 3,824,292 3,971,144: 283,216 136,364
Old : 4,107,508: 429,908 1,719,959 86,174 3,308,210 2,165,011 3,824,292 3,971,144: 283,216 136,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -145,725: 14,132 -83,477 -47,518 -116,859 -17,804 -150,245 -148,798: 4,520 3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 41.9 2.1 80.5 52.7 93.1 96.7: 6.9 3.3
Old : 100.0: 10.5 41.9 2.1 80.5 52.7 93.1 96.7: 6.9 3.3
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 : 446: 104 53 47 234 175 356 257:
Old : 446: 104 53 47 234 175 356 257:
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 : 24.8 32.4 34.0 49.5 23.5 32.4 31.5 49.4
Old : 24.8 32.4 34.0 49.5 23.5 32.4 31.5 49.4
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 28, 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 : 5,386,611: 468,785 1,177,378 511,566 3,949,871 3,293,042 4,930,222 4,981,985: 456,389 404,625
Old : 5,386,611: 468,785 1,177,378 511,566 3,949,871 3,293,042 4,930,222 4,981,985: 456,389 404,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -376,759: 39,292 71,952 -242,270 -155,007 -197,191 -357,986 -367,509: -18,774 -9,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 21.9 9.5 73.3 61.1 91.5 92.5: 8.5 7.5
Old : 100.0: 8.7 21.9 9.5 73.3 61.1 91.5 92.5: 8.5 7.5
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 : 428: 61 80 76 249 216 362 320:
Old : 428: 61 80 76 249 216 362 320:
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 : 20.5 18.3 30.8 27.6 18.4 16.1 25.3 24.0
Old : 20.5 18.3 30.8 27.6 18.4 16.1 25.3 24.0
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 28, 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 : 2,024,401: 200,148 458,140 29,780 1,587,644 1,260,489 1,817,571 1,748,409: 206,830 275,993
Old : 2,024,401: 200,148 458,140 29,780 1,587,644 1,260,489 1,817,571 1,748,409: 206,830 275,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -245,369: -6,170 16,501 -40,755 -189,427 -200,712 -236,352 -224,966: -9,016 -20,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.6 1.5 78.4 62.3 89.8 86.4: 10.2 13.6
Old : 100.0: 9.9 22.6 1.5 78.4 62.3 89.8 86.4: 10.2 13.6
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 : 186: 17 29 17 98 105 126 140:
Old : 186: 17 29 17 98 105 126 140:
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 : 34.2 27.3 47.4 37.1 33.9 23.8 43.6 31.3
Old : 34.2 27.3 47.4 37.1 33.9 23.8 43.6 31.3
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 28, 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 : 4,775: 1,254 1,310 2,488 0 0 3,742 3,798: 1,033 977
Old : 4,775: 1,254 1,310 2,488 0 0 3,742 3,798: 1,033 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -1,247: -289 -126 -911 0 -72 -1,200 -1,109: -47 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 27.4 52.1 0.0 0.0 78.4 79.5: 21.6 20.5
Old : 100.0: 26.3 27.4 52.1 0.0 0.0 78.4 79.5: 21.6 20.5
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 : 22: 10 11 2 0 0 11 13:
Old : 22: 10 11 2 0 0 11 13:
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 : 71.3 71.0 76.5 75.7 20.5 21.4 25.1 25.7
Old : 71.3 71.0 76.5 75.7 20.5 21.4 25.1 25.7
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 28, 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 : 6,298,286: 448,186 1,858,624 309,700 5,082,039 3,818,923 5,839,926 5,987,247: 458,360 311,039
Old : 6,298,286: 448,186 1,858,624 309,700 5,082,039 3,818,923 5,839,926 5,987,247: 458,360 311,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -239,276: 22,643 -73,857 -109,233 -154,935 -67,162 -241,525 -250,253: 2,249 10,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 29.5 4.9 80.7 60.6 92.7 95.1: 7.3 4.9
Old : 100.0: 7.1 29.5 4.9 80.7 60.6 92.7 95.1: 7.3 4.9
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 : 395: 63 53 55 228 199 320 278:
Old : 395: 63 53 55 228 199 320 278:
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 : 21.7 25.0 31.4 35.7 19.7 24.9 27.5 33.9
Old : 21.7 25.0 31.4 35.7 19.7 24.9 27.5 33.9
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 28, 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 : 1,917,677: 146,621 350,111 271,814 1,468,991 1,248,824 1,887,426 1,870,749: 30,251 46,928
Old : 1,917,677: 146,621 350,111 271,814 1,468,991 1,248,824 1,887,426 1,870,749: 30,251 46,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 155,414: 28,991 83,199 18,153 113,796 60,725 160,940 162,077: -5,526 -6,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 18.3 14.2 76.6 65.1 98.4 97.6: 1.6 2.4
Old : 100.0: 7.6 18.3 14.2 76.6 65.1 98.4 97.6: 1.6 2.4
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 : 153: 30 29 42 81 84 133 134:
Old : 153: 30 29 42 81 84 133 134:
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 : 25.9 23.9 40.8 36.9 18.4 19.5 25.4 26.5
Old : 25.9 23.9 40.8 36.9 18.4 19.5 25.4 26.5
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 28, 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 : 101,013: 22,540 47,590 885 64,006 34,700 87,431 83,175: 13,582 17,838
Old : 101,013: 22,540 47,590 885 64,006 34,700 87,431 83,175: 13,582 17,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 6,468: 6,135 -3,119 -148 -2,389 7,699 3,598 4,431: 2,870 2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 47.1 0.9 63.4 34.4 86.6 82.3: 13.4 17.7
Old : 100.0: 22.3 47.1 0.9 63.4 34.4 86.6 82.3: 13.4 17.7
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 : 117: 33 33 15 33 31 75 70:
Old : 117: 33 33 15 33 31 75 70:
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 : 36.5 40.2 49.9 53.8 35.4 40.2 48.9 53.6
Old : 36.5 40.2 49.9 53.8 35.4 40.2 48.9 53.6
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 28, 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 : 98,391: 22,201 46,804 521 63,976 34,543 86,697 81,867: 11,694 16,524
Old : 98,391: 22,201 46,804 521 63,976 34,543 86,697 81,867: 11,694 16,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 3,846: 5,796 -3,905 -513 -2,419 7,542 2,864 3,124: 983 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 47.6 0.5 65.0 35.1 88.1 83.2: 11.9 16.8
Old : 100.0: 22.6 47.6 0.5 65.0 35.1 88.1 83.2: 11.9 16.8
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 : 105: 28 27 10 32 30 65 62:
Old : 105: 28 27 10 32 30 65 62:
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 : 37.4 41.3 51.2 55.2 36.4 41.3 50.2 55.0
Old : 37.4 41.3 51.2 55.2 36.4 41.3 50.2 55.0
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 28, 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 : 44,345: 340 3,371 0 41,927 39,523 42,267 42,894: 2,078 1,451
Old : 44,345: 340 3,371 0 41,927 39,523 42,267 42,894: 2,078 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 379: -269 -301 0 589 599 320 298: 59 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 7.6 0.0 94.5 89.1 95.3 96.7: 4.7 3.3
Old : 100.0: 0.8 7.6 0.0 94.5 89.1 95.3 96.7: 4.7 3.3
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 : 41: 1 3 0 25 16 26 19:
Old : 41: 1 3 0 25 16 26 19:
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 : 36.7 55.3 62.0 77.5 32.6 52.9 54.3 72.2
Old : 36.7 55.3 62.0 77.5 32.6 52.9 54.3 72.2
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 28, 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 : 66,544: 14,392 20,844 381 51,505 45,263 66,278 66,488: 266 56
Old : 66,544: 14,392 20,844 381 51,505 45,263 66,278 66,488: 266 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 1,924: 1,843 1,937 -6 65 -38 1,902 1,893: 22 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 31.3 0.6 77.4 68.0 99.6 99.9: 0.4 0.1
Old : 100.0: 21.6 31.3 0.6 77.4 68.0 99.6 99.9: 0.4 0.1
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 : 40: 24 9 2 6 2 30 13:
Old : 40: 24 9 2 6 2 30 13:
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 : 86.1 89.9 93.0 99.0 86.1 89.9 92.9 99.0
Old : 86.1 89.9 93.0 99.0 86.1 89.9 92.9 99.0
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 28, 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 21, 2023 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 28, 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 : 69,394: 18,544 17,587 50,850 0 917 69,394 69,354: 0 40
Old : 69,394: 18,544 17,587 50,850 0 917 69,394 69,354: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 50: 50 30 0 0 0 50 30: 0 20
: : :
: : 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 99.9: 0.0 0.1
Old : 100.0: 26.7 25.3 73.3 0.0 1.3 100.0 99.9: 0.0 0.1
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 : 24: 13 10 4 0 1 15 13:
Old : 24: 13 10 4 0 1 15 13:
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 92.8 99.5 16.6 25.7 25.1 26.5
Old : 77.2 97.1 92.8 99.5 16.6 25.7 25.1 26.5
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 28, 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 : 32,922: 28,830 21,500 4,092 0 7,269 32,922 32,861: 0 61
Old : 32,922: 28,830 21,500 4,092 0 7,269 32,922 32,861: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 90: 90 90 0 0 0 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 65.3 12.4 0.0 22.1 100.0 99.8: 0.0 0.2
Old : 100.0: 87.6 65.3 12.4 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 : 72.9 70.0 94.7 86.5 72.1 61.4 85.3 76.5
Old : 72.9 70.0 94.7 86.5 72.1 61.4 85.3 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2023