WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 409,905: 101,450 148,286 127,085 150,278 95,975 378,813 371,346: 31,092 38,559
Old : 307,477: 108,685 136,653 75,848 97,522 65,616 282,055 278,117: 25,423 29,361
Other: 102,428: 27,406 46,273 16,597 52,756 30,359 96,758 93,229: 5,669 9,198
: : :
: : Changes in Commitments from: December 5, 2023 :
: -59,032: -12,546 -38,959 -16,102 -28,258 -4,820 -56,906 -59,882: -2,126 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 36.2 31.0 36.7 23.4 92.4 90.6: 7.6 9.4
Old : 100.0: 35.3 44.4 24.7 31.7 21.3 91.7 90.5: 8.3 9.5
Other: 100.0: 26.8 45.2 16.2 51.5 29.6 94.5 91.0: 5.5 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 103 106 130 101 97 278 264:
Old : 318: 104 98 107 91 94 247 247:
Other: 196: 42 58 46 57 65 132 139:
:----------------------------------------------------------------------------------------------------
: 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 12.5 19.5 22.1 9.7 9.8 16.4 16.5
Old : 12.0 12.9 22.0 22.0 10.2 12.2 18.0 20.8
Other: 26.8 31.7 43.2 42.9 26.8 30.1 42.8 39.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 211,976: 58,227 75,487 58,032 76,533 58,192 192,791 191,711: 19,184 20,265
Old : 164,219: 62,823 72,437 35,402 51,240 40,535 149,465 148,374: 14,754 15,845
Other: 47,756: 11,304 18,950 6,729 25,293 17,657 43,326 43,337: 4,430 4,419
: : :
: : Changes in Commitments from: December 5, 2023 :
: -4,581: 500 -7,667 2,605 -7,557 573 -4,453 -4,489: -128 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 35.6 27.4 36.1 27.5 90.9 90.4: 9.1 9.6
Old : 100.0: 38.3 44.1 21.6 31.2 24.7 91.0 90.4: 9.0 9.6
Other: 100.0: 23.7 39.7 14.1 53.0 37.0 90.7 90.7: 9.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 67 45 57 62 70 150 156:
Old : 202: 68 47 45 57 63 138 142:
Other: 133: 25 33 24 43 51 83 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 : 21.4 18.3 32.5 30.2 14.1 15.7 22.0 25.2
Old : 21.2 21.9 33.0 35.7 18.2 19.2 27.9 30.7
Other: 33.5 32.8 45.8 47.6 29.6 29.8 40.9 39.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 1,504,457: 250,269 369,704 434,386 649,118 499,912 1,333,773 1,304,002: 170,684 200,455
Old : 1,278,672: 267,890 386,534 300,762 557,979 436,479 1,126,631 1,123,775: 152,041 154,897
Other: 225,785: 80,514 81,305 35,489 91,139 63,433 207,142 180,227: 18,643 45,558
: : :
: : Changes in Commitments from: December 5, 2023 :
: -1,324: -1,396 -12,852 7,535 -1,545 4,470 4,594 -846: -5,918 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 24.6 28.9 43.1 33.2 88.7 86.7: 11.3 13.3
Old : 100.0: 21.0 30.2 23.5 43.6 34.1 88.1 87.9: 11.9 12.1
Other: 100.0: 35.7 36.0 15.7 40.4 28.1 91.7 79.8: 8.3 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 123 160 182 350 339 591 583:
Old : 708: 119 172 167 345 320 572 556:
Other: 412: 71 67 43 105 229 194 321:
:----------------------------------------------------------------------------------------------------
: 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 9.4 15.1 15.7 7.8 7.7 13.4 12.0
Old : 9.6 9.4 17.0 15.6 9.1 8.5 15.8 13.5
Other: 17.5 23.2 28.1 31.9 16.9 22.8 25.4 29.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 3,494: 272 904 63 1,636 1,578 1,971 2,545: 1,523 949
Old : 3,371: 272 904 63 1,612 1,543 1,947 2,510: 1,424 861
Other: 123: 0 0 0 24 35 24 35: 99 88
: : :
: : Changes in Commitments from: December 5, 2023 :
: 285: -195 212 -1 354 -63 158 148: 127 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 25.9 1.8 46.8 45.2 56.4 72.8: 43.6 27.2
Old : 100.0: 8.1 26.8 1.9 47.8 45.8 57.8 74.5: 42.2 25.5
Other: 100.0: 0.0 0.0 0.0 19.5 28.5 19.5 28.5: 80.5 71.5
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 9 2 9 7 13 16:
Old : 23: 2 9 2 9 7 13 16:
Other: 2: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 45.9 48.7 60.7 31.2 40.3 44.8 54.3
Old : 33.0 46.7 49.8 62.0 32.0 41.0 46.0 55.5
Other: 19.5 28.5 19.5 28.5 11.4 20.3 11.4 20.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 849,842: 108,464 86,006 267,088 412,825 418,393 788,377 771,487: 61,465 78,354
Old : 754,155: 100,584 65,006 237,627 360,583 386,791 698,794 689,424: 55,361 64,731
Other: 95,686: 22,986 36,106 14,355 52,243 31,602 89,583 82,063: 6,103 13,623
: : :
: : Changes in Commitments from: December 5, 2023 :
: 3,764: -9,018 -3,376 27,445 -14,029 -19,170 4,398 4,899: -634 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.1 31.4 48.6 49.2 92.8 90.8: 7.2 9.2
Old : 100.0: 13.3 8.6 31.5 47.8 51.3 92.7 91.4: 7.3 8.6
Other: 100.0: 24.0 37.7 15.0 54.6 33.0 93.6 85.8: 6.4 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 567: 142 140 186 221 244 467 476:
Old : 559: 144 132 178 212 238 451 461:
Other: 296: 56 58 47 76 148 159 227:
:----------------------------------------------------------------------------------------------------
: 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 10.9 17.5 18.1 8.0 9.9 13.5 15.4
Old : 9.8 11.7 17.9 19.4 8.3 11.0 14.6 17.0
Other: 19.0 21.2 34.3 31.4 18.4 20.5 32.5 29.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 496,970: 83,072 91,908 137,356 242,241 239,608 462,669 468,872: 34,301 28,098
Old : 445,084: 97,693 92,306 105,165 211,172 221,378 414,030 418,850: 31,054 26,234
Other: 51,887: 9,496 23,718 8,074 31,069 18,230 48,639 50,022: 3,247 1,864
: : :
: : Changes in Commitments from: December 5, 2023 :
: -13,102: -4,424 1,723 -7,125 -2,926 -8,574 -14,475 -13,975: 1,373 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.5 27.6 48.7 48.2 93.1 94.3: 6.9 5.7
Old : 100.0: 21.9 20.7 23.6 47.4 49.7 93.0 94.1: 7.0 5.9
Other: 100.0: 18.3 45.7 15.6 59.9 35.1 93.7 96.4: 6.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 84 70 102 98 88 235 222:
Old : 284: 85 72 99 95 86 229 218:
Other: 103: 22 24 21 47 21 83 53:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 16.6 17.9 25.6 8.5 15.2 14.5 21.2
Old : 9.4 16.6 17.9 26.4 8.8 15.5 15.2 21.1
Other: 30.6 48.4 46.6 69.9 25.8 45.2 39.7 62.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 1,450,465: 120,920 250,422 90,965 1,044,228 946,430 1,256,114 1,287,817: 194,352 162,648
Old : 1,450,465: 120,920 250,422 90,965 1,044,228 946,430 1,256,114 1,287,817: 194,352 162,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 15,710: 12,082 7,847 3,733 7,742 1,824 23,557 13,404: -7,847 2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 17.3 6.3 72.0 65.3 86.6 88.8: 13.4 11.2
Old : 100.0: 8.3 17.3 6.3 72.0 65.3 86.6 88.8: 13.4 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 : 205: 21 38 37 114 117 163 164:
Old : 205: 21 38 37 114 117 163 164:
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 : 23.3 16.7 35.5 29.8 21.5 15.1 33.2 24.0
Old : 23.3 16.7 35.5 29.8 21.5 15.1 33.2 24.0
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 12, 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 : 1,583,497: 116,053 409,005 6,779 1,290,241 1,011,951 1,413,072 1,427,735: 170,425 155,763
Old : 1,583,497: 116,053 409,005 6,779 1,290,241 1,011,951 1,413,072 1,427,735: 170,425 155,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -2,878: 16,964 -7,856 574 -13,864 1,627 3,674 -5,655: -6,551 2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 25.8 0.4 81.5 63.9 89.2 90.2: 10.8 9.8
Old : 100.0: 7.3 25.8 0.4 81.5 63.9 89.2 90.2: 10.8 9.8
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 : 169: 14 24 15 105 88 128 118:
Old : 169: 14 24 15 105 88 128 118:
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 : 23.4 35.2 39.5 50.9 21.9 33.9 34.7 45.9
Old : 23.4 35.2 39.5 50.9 21.9 33.9 34.7 45.9
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 12, 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 : 565,774: 135,968 44,805 166,974 205,065 320,562 508,007 532,342: 57,768 33,433
Old : 527,027: 137,552 48,526 145,260 189,476 302,515 472,288 496,301: 54,739 30,726
Other: 38,747: 12,641 10,504 7,489 15,588 18,047 35,718 36,040: 3,029 2,707
: : :
: : Changes in Commitments from: December 5, 2023 :
: -28,509: -22,858 6,838 -8,336 1,601 -27,148 -29,594 -28,646: 1,085 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.9 29.5 36.2 56.7 89.8 94.1: 10.2 5.9
Old : 100.0: 26.1 9.2 27.6 36.0 57.4 89.6 94.2: 10.4 5.8
Other: 100.0: 32.6 27.1 19.3 40.2 46.6 92.2 93.0: 7.8 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 103 56 104 124 122 276 246:
Old : 316: 108 53 104 123 118 273 242:
Other: 115: 24 25 24 40 35 82 70:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 27.5 20.4 41.2 8.1 24.3 13.8 33.2
Old : 12.3 29.4 21.3 42.5 8.8 26.4 15.1 34.9
Other: 31.3 36.9 46.5 52.9 31.3 36.9 44.2 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 12,767: 5,210 445 789 3,882 10,748 9,881 11,982: 2,886 784
Old : 12,010: 5,208 448 786 3,175 10,039 9,169 11,273: 2,842 737
Other: 757: 5 0 1 707 709 713 710: 44 47
: : :
: : Changes in Commitments from: December 5, 2023 :
: -212: -311 -143 -21 -235 -2 -567 -166: 356 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 3.5 6.2 30.4 84.2 77.4 93.9: 22.6 6.1
Old : 100.0: 43.4 3.7 6.5 26.4 83.6 76.3 93.9: 23.7 6.1
Other: 100.0: 0.7 0.0 0.1 93.4 93.7 94.2 93.8: 5.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 28 4 10 17 22 48 35:
Old : 64: 26 6 10 17 22 48 35:
Other: 9: 2 0 2 3 4 5 6:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 58.1 40.8 70.9 24.7 56.8 39.4 69.5
Old : 22.4 56.1 38.0 69.7 21.0 54.8 36.6 68.2
Other: 93.9 93.7 94.2 93.8 93.8 93.7 94.1 93.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 3,994,780: 404,436 1,764,667 93,586 3,232,211 2,008,310 3,730,232 3,866,563: 264,548 128,217
Old : 3,994,780: 404,436 1,764,667 93,586 3,232,211 2,008,310 3,730,232 3,866,563: 264,548 128,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -154,958: 14,329 -101,640 2,439 -162,574 -50,749 -145,806 -149,950: -9,152 -5,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 44.2 2.3 80.9 50.3 93.4 96.8: 6.6 3.2
Old : 100.0: 10.1 44.2 2.3 80.9 50.3 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 : 453: 106 52 36 236 174 358 246:
Old : 453: 106 52 36 236 174 358 246:
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 : 26.0 33.0 34.7 49.0 24.5 33.0 31.8 48.8
Old : 26.0 33.0 34.7 49.0 24.5 33.0 31.8 48.8
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 12, 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 : 5,332,570: 470,428 1,069,277 593,489 3,853,076 3,286,272 4,916,993 4,949,038: 415,577 383,531
Old : 5,332,570: 470,428 1,069,277 593,489 3,853,076 3,286,272 4,916,993 4,949,038: 415,577 383,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -74,331: 35,254 -59,119 -5,424 -76,795 1,416 -46,965 -63,127: -27,366 -11,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.1 11.1 72.3 61.6 92.2 92.8: 7.8 7.2
Old : 100.0: 8.8 20.1 11.1 72.3 61.6 92.2 92.8: 7.8 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 : 430: 61 82 84 244 211 358 324:
Old : 430: 61 82 84 244 211 358 324:
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 : 20.3 18.3 31.0 28.1 17.9 15.8 24.7 23.3
Old : 20.3 18.3 31.0 28.1 17.9 15.8 24.7 23.3
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 12, 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 : 1,982,501: 214,045 490,614 10,944 1,553,808 1,211,339 1,778,797 1,712,897: 203,705 269,605
Old : 1,982,501: 214,045 490,614 10,944 1,553,808 1,211,339 1,778,797 1,712,897: 203,705 269,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -9,499: 4,707 13,309 -4,736 -15,780 -20,065 -15,808 -11,492: 6,309 1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 24.7 0.6 78.4 61.1 89.7 86.4: 10.3 13.6
Old : 100.0: 10.8 24.7 0.6 78.4 61.1 89.7 86.4: 10.3 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 : 190: 20 31 15 98 106 128 142:
Old : 190: 20 31 15 98 106 128 142:
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 : 35.1 26.1 49.3 36.7 34.5 22.3 45.3 30.2
Old : 35.1 26.1 49.3 36.7 34.5 22.3 45.3 30.2
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 12, 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 : 4,111: 2,709 1,579 186 60 1,348 2,955 3,113: 1,156 998
Old : 4,111: 2,709 1,579 186 60 1,348 2,955 3,113: 1,156 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 835: 546 56 71 60 702 677 829: 158 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 38.4 4.5 1.5 32.8 71.9 75.7: 28.1 24.3
Old : 100.0: 65.9 38.4 4.5 1.5 32.8 71.9 75.7: 28.1 24.3
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 : 26: 10 13 3 1 1 13 16:
Old : 26: 10 13 3 1 1 13 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 : 62.6 62.7 68.3 68.2 59.3 60.5 64.9 65.6
Old : 62.6 62.7 68.3 68.2 59.3 60.5 64.9 65.6
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 12, 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 : 6,017,607: 460,520 1,780,894 225,404 4,889,844 3,700,862 5,575,768 5,707,160: 441,839 310,447
Old : 6,017,607: 460,520 1,780,894 225,404 4,889,844 3,700,862 5,575,768 5,707,160: 441,839 310,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -49,090: 44,759 -59,920 6,204 -84,468 14,467 -33,505 -39,250: -15,585 -9,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 29.6 3.7 81.3 61.5 92.7 94.8: 7.3 5.2
Old : 100.0: 7.7 29.6 3.7 81.3 61.5 92.7 94.8: 7.3 5.2
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 : 386: 62 51 52 219 198 307 275:
Old : 386: 62 51 52 219 198 307 275:
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 : 22.4 24.0 32.5 34.8 20.8 23.8 28.8 33.6
Old : 22.4 24.0 32.5 34.8 20.8 23.8 28.8 33.6
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 12, 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 : 1,493,915: 129,934 289,131 200,279 1,133,265 960,542 1,463,478 1,449,952: 30,437 43,963
Old : 1,493,915: 129,934 289,131 200,279 1,133,265 960,542 1,463,478 1,449,952: 30,437 43,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 11,843: -8,835 -2,792 -8,667 29,005 21,379 11,503 9,920: 340 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.4 13.4 75.9 64.3 98.0 97.1: 2.0 2.9
Old : 100.0: 8.7 19.4 13.4 75.9 64.3 98.0 97.1: 2.0 2.9
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 : 145: 26 32 43 74 81 126 131:
Old : 145: 26 32 43 74 81 126 131:
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 : 28.0 27.1 41.1 39.0 20.4 21.6 28.5 28.9
Old : 28.0 27.1 41.1 39.0 20.4 21.6 28.5 28.9
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 12, 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 : 112,112: 25,968 22,517 6,027 65,793 65,585 97,788 94,129: 14,323 17,983
Old : 112,112: 25,968 22,517 6,027 65,793 65,585 97,788 94,129: 14,323 17,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 17,192: -292 -3,428 4,103 12,315 14,948 16,126 15,623: 1,066 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
Old : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
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 : 102: 26 24 17 36 35 70 70:
Old : 102: 26 24 17 36 35 70 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 : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
Old : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
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 12, 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 : 112,112: 25,968 22,517 6,027 65,793 65,585 97,788 94,129: 14,323 17,983
Old : 112,112: 25,968 22,517 6,027 65,793 65,585 97,788 94,129: 14,323 17,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 17,192: -292 -3,428 4,103 12,315 14,948 16,126 15,623: 1,066 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
Old : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
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 : 102: 26 24 17 36 35 70 70:
Old : 102: 26 24 17 36 35 70 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 : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
Old : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
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 12, 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 : 59,221: 0 2,583 0 56,816 55,880 56,816 58,463: 2,405 758
Old : 59,221: 0 2,583 0 56,816 55,880 56,816 58,463: 2,405 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 15,954: 0 -291 0 17,464 16,454 17,464 16,163: -1,510 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 95.9 94.4 95.9 98.7: 4.1 1.3
Old : 100.0: 0.0 4.4 0.0 95.9 94.4 95.9 98.7: 4.1 1.3
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 : 38: 0 3 0 28 15 28 18:
Old : 38: 0 3 0 28 15 28 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 : 44.1 70.7 65.4 89.7 29.0 52.5 44.4 64.4
Old : 44.1 70.7 65.4 89.7 29.0 52.5 44.4 64.4
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 12, 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 : 65,888: 12,969 19,496 660 51,591 45,255 65,220 65,411: 668 477
Old : 65,888: 12,969 19,496 660 51,591 45,255 65,220 65,411: 668 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 1,476: 387 555 486 248 0 1,121 1,041: 355 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.6 1.0 78.3 68.7 99.0 99.3: 1.0 0.7
Old : 100.0: 19.7 29.6 1.0 78.3 68.7 99.0 99.3: 1.0 0.7
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 : 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 : 83.7 88.6 91.4 98.2 82.9 88.6 90.5 97.6
Old : 83.7 88.6 91.4 98.2 82.9 88.6 90.5 97.6
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 12, 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 : 68,241: 17,601 17,044 50,640 0 417 68,241 68,101: 0 140
Old : 68,241: 17,601 17,044 50,640 0 417 68,241 68,101: 0 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 54: 264 644 -210 0 -500 54 -66: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 25.0 74.2 0.0 0.6 100.0 99.8: 0.0 0.2
Old : 100.0: 25.8 25.0 74.2 0.0 0.6 100.0 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 : 22: 11 10 5 0 1 14 13:
Old : 22: 11 10 5 0 1 14 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 : 78.5 97.7 93.5 99.3 16.8 24.8 25.5 25.4
Old : 78.5 97.7 93.5 99.3 16.8 24.8 25.5 25.4
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, December 12, 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 : 34,355: 26,895 17,928 7,460 0 8,905 34,355 34,293: 0 62
Old : 34,355: 26,895 17,928 7,460 0 8,905 34,355 34,293: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 2,564: -804 529 3,368 0 -1,333 2,564 2,564: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 52.2 21.7 0.0 25.9 100.0 99.8: 0.0 0.2
Old : 100.0: 78.3 52.2 21.7 0.0 25.9 100.0 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 : 74.5 77.6 96.2 89.4 69.0 59.6 76.5 69.4
Old : 74.5 77.6 96.2 89.4 69.0 59.6 76.5 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2023