WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 468,937: 113,996 187,245 143,187 178,536 100,795 435,719 431,227: 33,218 37,709
Old : 372,207: 121,273 174,591 95,184 128,167 73,951 344,624 343,725: 27,583 28,482
Other: 96,730: 26,642 46,573 14,084 50,369 26,845 91,095 87,502: 5,634 9,228
: : :
: : Changes in Commitments from: November 28, 2023 :
: 9,830: 4,388 -24,331 6,519 3,472 27,454 14,379 9,643: -4,548 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 39.9 30.5 38.1 21.5 92.9 92.0: 7.1 8.0
Old : 100.0: 32.6 46.9 25.6 34.4 19.9 92.6 92.3: 7.4 7.7
Other: 100.0: 27.5 48.1 14.6 52.1 27.8 94.2 90.5: 5.8 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 108 118 128 102 97 283 275:
Old : 343: 112 109 105 95 92 258 256:
Other: 198: 44 60 45 54 65 133 137:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.8 20.4 20.6 10.4 10.2 17.2 17.5
Old : 13.4 12.6 22.9 22.2 11.8 12.3 19.1 21.0
Other: 28.3 29.9 43.9 43.1 28.3 29.6 43.5 40.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 216,556: 57,727 83,154 55,427 84,090 57,619 197,244 196,200: 19,312 20,356
Old : 169,885: 63,001 80,408 34,092 58,477 39,695 155,570 154,195: 14,314 15,689
Other: 46,672: 10,312 18,332 5,749 25,613 17,924 41,674 42,005: 4,998 4,667
: : :
: : Changes in Commitments from: November 28, 2023 :
: -9,778: -302 -11,241 -3,071 -6,963 4,966 -10,336 -9,346: 557 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 38.4 25.6 38.8 26.6 91.1 90.6: 8.9 9.4
Old : 100.0: 37.1 47.3 20.1 34.4 23.4 91.6 90.8: 8.4 9.2
Other: 100.0: 22.1 39.3 12.3 54.9 38.4 89.3 90.0: 10.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 70 48 59 68 72 159 161:
Old : 209: 71 47 49 64 63 150 144:
Other: 135: 25 35 24 44 53 82 99:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 19.6 31.4 32.2 14.1 16.5 21.7 26.5
Old : 20.0 23.4 32.6 37.0 17.1 20.2 27.6 32.2
Other: 32.9 32.5 46.2 46.3 29.1 28.6 41.4 37.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 1,505,781: 251,666 382,556 426,851 650,663 495,442 1,329,179 1,304,849: 176,602 200,932
Old : 1,285,577: 272,084 399,943 295,209 560,359 432,655 1,127,653 1,127,807: 157,924 157,769
Other: 220,204: 77,256 80,288 33,966 90,304 62,787 201,526 177,041: 18,678 43,163
: : :
: : Changes in Commitments from: November 28, 2023 :
: -18,456: 15,523 -24,859 2,726 -27,149 10,429 -8,900 -11,704: -9,556 -6,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.4 28.3 43.2 32.9 88.3 86.7: 11.7 13.3
Old : 100.0: 21.2 31.1 23.0 43.6 33.7 87.7 87.7: 12.3 12.3
Other: 100.0: 35.1 36.5 15.4 41.0 28.5 91.5 80.4: 8.5 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 708: 120 160 178 336 331 571 575:
Old : 694: 118 169 160 332 313 551 547:
Other: 398: 68 62 40 101 223 188 308:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 9.9 14.9 16.2 7.7 8.4 13.6 12.4
Old : 9.5 9.9 16.9 16.1 8.8 9.2 16.0 13.7
Other: 17.2 23.1 28.5 31.9 16.6 22.7 26.6 30.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 3,209: 467 692 64 1,282 1,641 1,813 2,397: 1,396 812
Old : 3,086: 510 692 13 1,258 1,606 1,781 2,311: 1,305 775
Other: 123: 0 43 8 24 35 32 86: 91 37
: : :
: : Changes in Commitments from: November 28, 2023 :
: -936: 38 0 -65 -945 -719 -972 -784: 36 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 21.6 2.0 40.0 51.1 56.5 74.7: 43.5 25.3
Old : 100.0: 16.5 22.4 0.4 40.8 52.0 57.7 74.9: 42.3 25.1
Other: 100.0: 0.0 35.0 6.5 19.5 28.5 26.0 69.9: 74.0 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 2 9 7 14 13:
Old : 21: 4 5 1 9 7 14 12:
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 : 30.8 53.2 47.3 67.7 29.6 52.9 44.3 66.9
Old : 31.3 54.3 48.4 69.4 30.4 54.2 47.0 68.7
Other: 26.0 69.9 26.0 69.9 11.4 55.3 11.4 55.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 846,078: 117,482 89,382 239,643 426,854 437,563 783,979 766,589: 62,098 79,489
Old : 753,401: 110,293 71,308 209,317 377,388 406,002 696,999 686,627: 56,402 66,774
Other: 92,676: 23,070 33,956 14,444 49,466 31,561 86,981 79,962: 5,696 12,715
: : :
: : Changes in Commitments from: November 28, 2023 :
: -19,086: -21,066 10,526 -2,123 3,203 -26,660 -19,986 -18,258: 901 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.6 28.3 50.5 51.7 92.7 90.6: 7.3 9.4
Old : 100.0: 14.6 9.5 27.8 50.1 53.9 92.5 91.1: 7.5 8.9
Other: 100.0: 24.9 36.6 15.6 53.4 34.1 93.9 86.3: 6.1 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 126 159 186 232 252 476 489:
Old : 572: 126 155 178 222 247 460 476:
Other: 297: 52 61 44 79 149 156 229:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 11.1 18.6 19.0 8.4 9.9 14.4 15.0
Old : 10.8 12.0 19.1 20.4 9.0 11.0 15.6 16.8
Other: 19.6 25.5 35.4 36.3 18.7 25.2 33.0 33.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 510,073: 87,497 90,184 144,481 245,166 248,182 477,144 482,847: 32,928 27,225
Old : 460,409: 102,373 92,200 111,882 215,968 230,885 430,223 434,967: 30,185 25,442
Other: 49,664: 9,163 22,024 8,560 29,198 17,297 46,921 47,881: 2,743 1,783
: : :
: : Changes in Commitments from: November 28, 2023 :
: -1,190: -7,618 6,660 981 5,317 -9,610 -1,321 -1,969: 131 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 17.7 28.3 48.1 48.7 93.5 94.7: 6.5 5.3
Old : 100.0: 22.2 20.0 24.3 46.9 50.1 93.4 94.5: 6.6 5.5
Other: 100.0: 18.5 44.3 17.2 58.8 34.8 94.5 96.4: 5.5 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 94 67 112 108 93 256 234:
Old : 300: 92 72 109 105 92 250 232:
Other: 101: 23 20 21 49 19 82 51:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 17.3 18.3 25.9 8.3 16.6 14.3 22.3
Old : 9.8 17.7 18.2 26.7 8.5 17.1 15.0 22.3
Other: 32.0 47.9 48.1 69.8 26.6 44.4 40.6 61.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 1,434,755: 108,839 242,576 87,232 1,036,485 944,605 1,232,556 1,274,413: 202,199 160,342
Old : 1,434,755: 108,839 242,576 87,232 1,036,485 944,605 1,232,556 1,274,413: 202,199 160,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: 35,660: 5,312 32,500 24,728 25,895 -8,128 55,935 49,101: -20,276 -13,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 16.9 6.1 72.2 65.8 85.9 88.8: 14.1 11.2
Old : 100.0: 7.6 16.9 6.1 72.2 65.8 85.9 88.8: 14.1 11.2
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 : 212: 25 41 43 114 115 170 168:
Old : 212: 25 41 43 114 115 170 168:
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 : 24.6 17.0 35.9 30.3 22.8 15.3 33.6 24.4
Old : 24.6 17.0 35.9 30.3 22.8 15.3 33.6 24.4
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, December 05, 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 : 1,586,375: 99,089 416,861 6,205 1,304,105 1,010,324 1,409,399 1,433,390: 176,976 152,985
Old : 1,586,375: 99,089 416,861 6,205 1,304,105 1,010,324 1,409,399 1,433,390: 176,976 152,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -16,949: 3,089 -8,546 -18,894 -200 25,468 -16,006 -1,973: -943 -14,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 26.3 0.4 82.2 63.7 88.8 90.4: 11.2 9.6
Old : 100.0: 6.2 26.3 0.4 82.2 63.7 88.8 90.4: 11.2 9.6
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 : 173: 12 26 14 104 93 126 123:
Old : 173: 12 26 14 104 93 126 123:
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 : 23.8 35.2 40.3 49.7 22.2 33.7 35.4 44.6
Old : 23.8 35.2 40.3 49.7 22.2 33.7 35.4 44.6
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, December 05, 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 : 594,283: 158,826 37,968 175,310 203,464 347,710 537,600 560,988: 56,683 33,295
Old : 558,325: 160,645 42,046 154,480 189,483 331,105 504,608 527,631: 53,717 30,694
Other: 35,958: 12,044 9,785 6,967 13,981 16,605 32,992 33,356: 2,966 2,602
: : :
: : Changes in Commitments from: November 28, 2023 :
: -23,246: -14,183 3,644 -11,672 4,640 -10,775 -21,215 -18,802: -2,030 -4,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 6.4 29.5 34.2 58.5 90.5 94.4: 9.5 5.6
Old : 100.0: 28.8 7.5 27.7 33.9 59.3 90.4 94.5: 9.6 5.5
Other: 100.0: 33.5 27.2 19.4 38.9 46.2 91.8 92.8: 8.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 104 60 103 122 121 277 245:
Old : 318: 110 56 103 121 119 275 243:
Other: 111: 27 23 22 40 33 80 67:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 29.0 19.3 41.9 8.3 25.9 14.4 34.5
Old : 11.4 30.8 20.0 43.0 8.7 28.3 15.7 36.0
Other: 29.5 37.5 46.5 54.1 29.1 37.5 43.0 52.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 12,978: 5,521 588 811 4,117 10,750 10,448 12,149: 2,530 830
Old : 12,243: 5,521 592 807 3,426 10,058 9,754 11,456: 2,489 786
Other: 736: 3 0 0 691 692 694 692: 41 43
: : :
: : Changes in Commitments from: November 28, 2023 :
: 132: -120 111 155 140 -111 176 154: -43 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 4.5 6.2 31.7 82.8 80.5 93.6: 19.5 6.4
Old : 100.0: 45.1 4.8 6.6 28.0 82.2 79.7 93.6: 20.3 6.4
Other: 100.0: 0.4 0.0 0.0 93.9 94.1 94.4 94.1: 5.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 28 7 11 19 23 52 38:
Old : 68: 28 7 11 19 23 52 38:
Other: 8: 1 0 1 3 4 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 : 29.0 56.8 43.5 69.7 27.6 55.4 42.0 68.1
Old : 25.7 54.8 41.0 68.4 24.2 53.2 39.5 66.6
Other: 94.4 94.1 94.4 94.1 94.3 94.1 94.3 94.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 4,149,739: 390,106 1,866,307 91,147 3,394,785 2,059,058 3,876,039 4,016,512: 273,700 133,226
Old : 4,149,739: 390,106 1,866,307 91,147 3,394,785 2,059,058 3,876,039 4,016,512: 273,700 133,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: 42,231: -39,801 146,348 4,973 86,575 -105,953 51,747 45,368: -9,516 -3,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 45.0 2.2 81.8 49.6 93.4 96.8: 6.6 3.2
Old : 100.0: 9.4 45.0 2.2 81.8 49.6 93.4 96.8: 6.6 3.2
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 : 452: 89 67 40 239 173 352 256:
Old : 452: 89 67 40 239 173 352 256:
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 : 25.3 31.8 34.4 48.4 24.1 31.7 32.0 48.2
Old : 25.3 31.8 34.4 48.4 24.1 31.7 32.0 48.2
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, December 05, 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 : 5,406,900: 435,174 1,128,396 598,913 3,929,871 3,284,856 4,963,958 5,012,165: 442,943 394,736
Old : 5,406,900: 435,174 1,128,396 598,913 3,929,871 3,284,856 4,963,958 5,012,165: 442,943 394,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: 20,290: -33,610 -48,981 87,347 -20,000 -8,186 33,736 30,179: -13,446 -9,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 20.9 11.1 72.7 60.8 91.8 92.7: 8.2 7.3
Old : 100.0: 8.0 20.9 11.1 72.7 60.8 91.8 92.7: 8.2 7.3
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 : 421: 56 79 76 243 210 352 312:
Old : 421: 56 79 76 243 210 352 312:
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 : 20.2 17.5 30.8 27.5 18.2 14.6 25.1 23.1
Old : 20.2 17.5 30.8 27.5 18.2 14.6 25.1 23.1
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, December 05, 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 : 1,992,001: 209,338 477,304 15,680 1,569,587 1,231,404 1,794,605 1,724,388: 197,396 267,612
Old : 1,992,001: 209,338 477,304 15,680 1,569,587 1,231,404 1,794,605 1,724,388: 197,396 267,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -32,401: 9,190 19,164 -14,100 -18,056 -29,085 -22,966 -24,021: -9,434 -8,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.0 0.8 78.8 61.8 90.1 86.6: 9.9 13.4
Old : 100.0: 10.5 24.0 0.8 78.8 61.8 90.1 86.6: 9.9 13.4
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 : 188: 16 30 16 96 107 123 142:
Old : 188: 16 30 16 96 107 123 142:
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 : 34.4 27.7 48.6 37.5 34.1 24.0 44.7 31.3
Old : 34.4 27.7 48.6 37.5 34.1 24.0 44.7 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, December 05, 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 : 3,276: 2,163 1,523 115 0 646 2,278 2,284: 998 992
Old : 3,276: 2,163 1,523 115 0 646 2,278 2,284: 998 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -1,499: 909 213 -2,373 0 646 -1,464 -1,514: -35 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 46.5 3.5 0.0 19.7 69.5 69.7: 30.5 30.3
Old : 100.0: 66.0 46.5 3.5 0.0 19.7 69.5 69.7: 30.5 30.3
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 : 23: 13 9 2 0 1 14 11:
Old : 23: 13 9 2 0 1 14 11:
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 : 57.6 59.7 64.4 66.1 54.7 58.0 61.5 64.0
Old : 57.6 59.7 64.4 66.1 54.7 58.0 61.5 64.0
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, December 05, 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 : 6,066,698: 415,761 1,840,815 219,200 4,974,312 3,686,395 5,609,273 5,746,410: 457,424 320,287
Old : 6,066,698: 415,761 1,840,815 219,200 4,974,312 3,686,395 5,609,273 5,746,410: 457,424 320,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -231,588: -32,425 -17,809 -90,500 -107,727 -132,528 -230,652 -240,837: -936 9,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 30.3 3.6 82.0 60.8 92.5 94.7: 7.5 5.3
Old : 100.0: 6.9 30.3 3.6 82.0 60.8 92.5 94.7: 7.5 5.3
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 : 380: 60 48 50 222 193 305 268:
Old : 380: 60 48 50 222 193 305 268:
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 : 22.5 24.9 32.7 35.7 20.7 24.7 28.7 34.4
Old : 22.5 24.9 32.7 35.7 20.7 24.7 28.7 34.4
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, December 05, 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 : 1,482,072: 138,769 291,923 208,946 1,104,260 939,163 1,451,975 1,440,032: 30,097 42,040
Old : 1,482,072: 138,769 291,923 208,946 1,104,260 939,163 1,451,975 1,440,032: 30,097 42,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -435,605: -7,852 -58,188 -62,868 -364,731 -309,661 -435,451 -430,717: -154 -4,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.7 14.1 74.5 63.4 98.0 97.2: 2.0 2.8
Old : 100.0: 9.4 19.7 14.1 74.5 63.4 98.0 97.2: 2.0 2.8
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 : 148: 23 35 40 75 78 126 126:
Old : 148: 23 35 40 75 78 126 126:
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 : 26.3 29.8 39.2 42.1 18.1 24.7 26.3 32.2
Old : 26.3 29.8 39.2 42.1 18.1 24.7 26.3 32.2
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, December 05, 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 : 94,920: 26,260 25,945 1,924 53,478 50,637 81,662 78,506: 13,257 16,414
Old : 94,920: 26,260 25,945 1,924 53,478 50,637 81,662 78,506: 13,257 16,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -6,093: 3,720 -21,645 1,039 -10,527 15,937 -5,769 -4,669: -324 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 27.3 2.0 56.3 53.3 86.0 82.7: 14.0 17.3
Old : 100.0: 27.7 27.3 2.0 56.3 53.3 86.0 82.7: 14.0 17.3
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 : 107: 27 27 14 32 35 65 70:
Old : 107: 27 27 14 32 35 65 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 : 33.3 29.9 46.9 47.1 32.9 29.6 46.3 46.3
Old : 33.3 29.9 46.9 47.1 32.9 29.6 46.3 46.3
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, December 05, 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 : 94,920: 26,260 25,945 1,924 53,478 50,637 81,662 78,506: 13,257 16,414
Old : 94,920: 26,260 25,945 1,924 53,478 50,637 81,662 78,506: 13,257 16,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -3,471: 4,059 -20,859 1,404 -10,498 16,094 -5,035 -3,362: 1,564 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 27.3 2.0 56.3 53.3 86.0 82.7: 14.0 17.3
Old : 100.0: 27.7 27.3 2.0 56.3 53.3 86.0 82.7: 14.0 17.3
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 : 107: 27 27 14 32 35 65 70:
Old : 107: 27 27 14 32 35 65 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 : 33.3 29.9 46.9 47.1 32.9 29.6 46.3 46.3
Old : 33.3 29.9 46.9 47.1 32.9 29.6 46.3 46.3
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, December 05, 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 : 43,267: 0 2,874 0 39,352 39,426 39,352 42,300: 3,915 967
Old : 43,267: 0 2,874 0 39,352 39,426 39,352 42,300: 3,915 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -1,078: -340 -497 0 -2,575 -97 -2,915 -594: 1,837 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 0.0 91.0 91.1 91.0 97.8: 9.0 2.2
Old : 100.0: 0.0 6.6 0.0 91.0 91.1 91.0 97.8: 9.0 2.2
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 : 36: 0 3 0 23 14 23 17:
Old : 36: 0 3 0 23 14 23 17:
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 : 39.6 69.5 63.2 86.3 37.3 69.5 59.4 86.3
Old : 39.6 69.5 63.2 86.3 37.3 69.5 59.4 86.3
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, December 05, 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 : 64,412: 12,582 18,941 174 51,343 45,255 64,099 64,370: 313 42
Old : 64,412: 12,582 18,941 174 51,343 45,255 64,099 64,370: 313 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -2,132: -1,810 -1,903 -207 -162 -8 -2,179 -2,118: 47 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 29.4 0.3 79.7 70.3 99.5 99.9: 0.5 0.1
Old : 100.0: 19.5 29.4 0.3 79.7 70.3 99.5 99.9: 0.5 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 : 42: 24 11 2 6 2 30 15:
Old : 42: 24 11 2 6 2 30 15:
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 : 84.6 89.9 92.0 99.2 84.6 89.9 92.0 99.2
Old : 84.6 89.9 92.0 99.2 84.6 89.9 92.0 99.2
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, December 05, 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 : 68,187: 17,337 16,400 50,850 0 917 68,187 68,167: 0 20
Old : 68,187: 17,337 16,400 50,850 0 917 68,187 68,167: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -1,207: -1,207 -1,187 0 0 0 -1,207 -1,187: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 24.1 74.6 0.0 1.3 100.0 100.0: 0.0 0.0
Old : 100.0: 25.4 24.1 74.6 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 : 22: 11 10 4 0 1 13 13:
Old : 22: 11 10 4 0 1 13 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 : 78.6 97.4 94.4 99.5 16.9 24.5 25.2 25.2
Old : 78.6 97.4 94.4 99.5 16.9 24.5 25.2 25.2
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, December 05, 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 : 31,791: 27,699 17,399 4,092 0 10,238 31,791 31,729: 0 62
Old : 31,791: 27,699 17,399 4,092 0 10,238 31,791 31,729: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2023 :
: -1,131: -1,131 -4,101 0 0 2,969 -1,131 -1,132: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 54.7 12.9 0.0 32.2 100.0 99.8: 0.0 0.2
Old : 100.0: 87.1 54.7 12.9 0.0 32.2 100.0 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 : 27: 10 16 3 0 1 12 18:
Old : 27: 10 16 3 0 1 12 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 : 75.5 72.4 96.6 87.3 74.7 63.4 85.4 76.9
Old : 75.5 72.4 96.6 87.3 74.7 63.4 85.4 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2023