WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 412,241: 93,141 136,460 134,514 150,657 102,076 378,312 373,049: 33,929 39,192
Old : 301,017: 100,944 122,161 78,982 93,395 70,438 273,321 271,581: 27,696 29,436
Other: 111,224: 30,858 52,960 16,871 57,262 31,637 104,991 101,468: 6,233 9,756
: : :
: : Changes in Commitments from: December 12, 2023 :
: 2,336: -8,310 -11,826 7,429 380 6,101 -501 1,703: 2,837 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 33.1 32.6 36.5 24.8 91.8 90.5: 8.2 9.5
Old : 100.0: 33.5 40.6 26.2 31.0 23.4 90.8 90.2: 9.2 9.8
Other: 100.0: 27.7 47.6 15.2 51.5 28.4 94.4 91.2: 5.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 93 120 136 105 99 284 277:
Old : 328: 101 107 107 94 95 252 252:
Other: 203: 44 58 48 58 68 135 146:
:----------------------------------------------------------------------------------------------------
: 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 12.4 19.2 21.1 9.2 8.6 15.1 14.1
Old : 12.3 11.3 20.6 19.3 9.3 10.9 16.4 18.0
Other: 25.4 31.7 42.8 42.3 25.4 30.5 42.5 38.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 212,106: 54,740 72,909 60,461 76,703 57,862 191,905 191,232: 20,201 20,875
Old : 160,135: 59,285 69,933 35,380 50,128 38,737 144,793 144,049: 15,341 16,085
Other: 51,972: 12,936 20,456 7,601 26,575 19,125 47,112 47,182: 4,860 4,789
: : :
: : Changes in Commitments from: December 12, 2023 :
: 131: -3,487 -2,579 2,430 171 -330 -886 -479: 1,017 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 34.4 28.5 36.2 27.3 90.5 90.2: 9.5 9.8
Old : 100.0: 37.0 43.7 22.1 31.3 24.2 90.4 90.0: 9.6 10.0
Other: 100.0: 24.9 39.4 14.6 51.1 36.8 90.6 90.8: 9.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 59 52 57 66 73 152 160:
Old : 204: 63 51 46 62 64 143 143:
Other: 133: 19 36 28 46 56 85 102:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 17.8 32.8 28.2 15.3 14.8 22.3 23.1
Old : 21.0 21.3 33.3 33.4 17.8 18.1 27.9 28.2
Other: 35.8 31.8 46.8 47.5 31.9 29.5 42.1 40.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 1,541,649: 252,050 397,137 443,763 651,726 483,568 1,347,540 1,324,467: 194,110 217,182
Old : 1,304,346: 270,889 414,044 306,084 555,875 416,922 1,132,848 1,137,049: 171,497 167,296
Other: 237,304: 80,406 82,338 38,434 95,851 66,646 214,691 187,418: 22,612 49,886
: : :
: : Changes in Commitments from: December 12, 2023 :
: 37,192: 1,781 27,433 9,377 2,608 -16,345 13,766 20,465: 23,426 16,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 25.8 28.8 42.3 31.4 87.4 85.9: 12.6 14.1
Old : 100.0: 20.8 31.7 23.5 42.6 32.0 86.9 87.2: 13.1 12.8
Other: 100.0: 33.9 34.7 16.2 40.4 28.1 90.5 79.0: 9.5 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 132 155 181 357 347 596 597:
Old : 721: 129 165 165 350 327 574 570:
Other: 410: 65 69 45 104 232 192 323:
:----------------------------------------------------------------------------------------------------
: 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 9.3 14.9 15.4 7.4 7.7 12.5 12.0
Old : 9.4 9.2 16.3 15.5 8.7 8.6 14.6 13.4
Other: 17.1 22.1 27.8 30.8 16.5 21.8 25.0 28.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 3,429: 268 843 138 1,764 1,660 2,170 2,641: 1,259 788
Old : 3,304: 268 791 138 1,740 1,625 2,146 2,554: 1,158 750
Other: 125: 0 52 0 24 35 24 87: 101 38
: : :
: : Changes in Commitments from: December 12, 2023 :
: -65: -4 -61 75 128 82 199 95: -264 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.6 4.0 51.5 48.4 63.3 77.0: 36.7 23.0
Old : 100.0: 8.1 23.9 4.2 52.7 49.2 65.0 77.3: 35.0 22.7
Other: 100.0: 0.0 41.6 0.0 19.2 28.0 19.2 69.6: 80.8 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 7 3 9 7 14 14:
Old : 21: 2 7 3 9 7 14 14:
Other: 3: 0 1 0 2 2 2 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 : 37.4 48.7 53.7 66.1 29.9 38.2 42.8 53.7
Old : 38.1 49.6 55.0 66.1 30.6 38.9 44.0 53.9
Other: 19.2 69.6 19.2 69.6 11.2 61.6 11.2 61.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 827,119: 100,402 94,260 239,215 411,453 404,827 751,070 738,302: 76,049 88,817
Old : 723,556: 94,335 70,673 207,277 353,275 371,970 654,887 649,920: 68,669 73,636
Other: 103,564: 23,208 40,727 14,798 58,178 32,858 96,183 88,383: 7,381 15,181
: : :
: : Changes in Commitments from: December 12, 2023 :
: -22,722: -8,062 8,254 -27,873 -1,373 -13,566 -37,307 -33,185: 14,585 10,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.4 28.9 49.7 48.9 90.8 89.3: 9.2 10.7
Old : 100.0: 13.0 9.8 28.6 48.8 51.4 90.5 89.8: 9.5 10.2
Other: 100.0: 22.4 39.3 14.3 56.2 31.7 92.9 85.3: 7.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 141 136 187 224 230 464 465:
Old : 544: 137 134 176 217 224 451 447:
Other: 286: 50 65 47 79 138 156 224:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 11.0 18.7 19.0 7.8 10.0 13.7 15.3
Old : 10.7 12.4 19.3 20.8 7.8 11.4 14.3 17.2
Other: 19.0 22.0 34.8 31.6 18.4 21.7 32.9 28.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 507,402: 80,032 99,641 134,164 254,011 242,975 468,208 476,780: 39,194 30,621
Old : 450,906: 94,559 99,994 99,795 221,147 222,856 415,501 422,644: 35,406 28,262
Other: 56,495: 11,506 25,680 8,337 32,864 20,119 52,707 54,136: 3,788 2,359
: : :
: : Changes in Commitments from: December 12, 2023 :
: 10,431: -3,040 7,734 -3,192 11,771 3,367 5,539 7,908: 4,892 2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 19.6 26.4 50.1 47.9 92.3 94.0: 7.7 6.0
Old : 100.0: 21.0 22.2 22.1 49.0 49.4 92.1 93.7: 7.9 6.3
Other: 100.0: 20.4 45.5 14.8 58.2 35.6 93.3 95.8: 6.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 83 73 98 100 92 234 223:
Old : 286: 81 75 96 97 90 227 220:
Other: 108: 23 24 20 48 23 82 58:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 16.5 18.5 26.1 8.6 14.3 14.5 20.8
Old : 10.6 16.8 19.1 27.0 9.0 14.6 15.2 20.7
Other: 29.3 46.9 45.3 68.4 25.0 45.0 38.7 61.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 1,570,617: 144,362 267,302 133,286 1,074,492 983,321 1,352,140 1,383,909: 218,477 186,708
Old : 1,570,617: 144,362 267,302 133,286 1,074,492 983,321 1,352,140 1,383,909: 218,477 186,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 120,152: 23,442 16,879 42,321 30,264 36,891 96,027 96,092: 24,125 24,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 17.0 8.5 68.4 62.6 86.1 88.1: 13.9 11.9
Old : 100.0: 9.2 17.0 8.5 68.4 62.6 86.1 88.1: 13.9 11.9
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 : 212: 31 38 43 108 116 163 173:
Old : 212: 31 38 43 108 116 163 173:
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 : 21.8 15.2 34.0 27.4 20.0 13.6 32.0 21.9
Old : 21.8 15.2 34.0 27.4 20.0 13.6 32.0 21.9
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 19, 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 : 1,628,120: 146,263 437,031 6,136 1,306,448 1,036,488 1,458,846 1,479,656: 169,274 148,464
Old : 1,628,120: 146,263 437,031 6,136 1,306,448 1,036,488 1,458,846 1,479,656: 169,274 148,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 44,623: 30,210 28,026 -643 16,207 24,538 45,774 51,921: -1,151 -7,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 26.8 0.4 80.2 63.7 89.6 90.9: 10.4 9.1
Old : 100.0: 9.0 26.8 0.4 80.2 63.7 89.6 90.9: 10.4 9.1
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 : 178: 18 28 13 108 89 132 124:
Old : 178: 18 28 13 108 89 132 124:
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 : 23.2 35.0 39.1 50.5 21.6 33.6 35.0 46.0
Old : 23.2 35.0 39.1 50.5 21.6 33.6 35.0 46.0
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 19, 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 : 564,236: 121,916 54,193 171,038 207,479 296,766 500,434 521,998: 63,802 42,238
Old : 522,209: 124,348 56,964 147,795 189,945 278,105 462,088 482,864: 60,121 39,346
Other: 42,027: 12,467 12,128 8,345 17,535 18,662 38,346 39,134: 3,681 2,893
: : :
: : Changes in Commitments from: December 12, 2023 :
: -1,538: -14,051 9,388 4,064 2,415 -23,795 -7,573 -10,344: 6,035 8,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 9.6 30.3 36.8 52.6 88.7 92.5: 11.3 7.5
Old : 100.0: 23.8 10.9 28.3 36.4 53.3 88.5 92.5: 11.5 7.5
Other: 100.0: 29.7 28.9 19.9 41.7 44.4 91.2 93.1: 8.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 92 62 105 128 120 279 245:
Old : 313: 96 58 105 127 116 276 240:
Other: 116: 24 25 28 43 32 89 68:
:----------------------------------------------------------------------------------------------------
: 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 25.3 20.3 39.0 7.5 21.9 12.9 30.8
Old : 12.3 27.0 21.1 40.1 8.2 23.8 14.3 32.5
Other: 27.1 35.8 43.5 51.4 26.6 35.7 40.7 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 12,562: 5,220 314 795 3,428 10,613 9,443 11,722: 3,120 840
Old : 11,765: 5,215 315 793 2,690 9,866 8,698 10,975: 3,067 790
Other: 798: 6 0 1 738 747 745 748: 53 50
: : :
: : Changes in Commitments from: December 12, 2023 :
: -204: 10 -131 5 -454 -134 -439 -260: 234 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 2.5 6.3 27.3 84.5 75.2 93.3: 24.8 6.7
Old : 100.0: 44.3 2.7 6.7 22.9 83.9 73.9 93.3: 26.1 6.7
Other: 100.0: 0.8 0.0 0.1 92.5 93.6 93.4 93.7: 6.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 25 3 11 16 21 48 33:
Old : 63: 24 4 11 16 21 48 33:
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 : 23.3 58.2 37.0 70.5 23.3 57.9 36.8 70.2
Old : 20.3 55.9 34.2 68.9 20.3 55.5 34.1 68.6
Other: 92.9 93.6 93.4 93.7 92.9 93.6 93.3 93.6
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 3,876,940: 429,567 1,721,296 87,101 3,076,849 1,918,489 3,593,517 3,726,886: 283,423 150,054
Old : 3,876,940: 429,567 1,721,296 87,101 3,076,849 1,918,489 3,593,517 3,726,886: 283,423 150,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -117,840: 25,131 -43,371 -6,485 -155,362 -89,821 -136,715 -139,676: 18,875 21,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 44.4 2.2 79.4 49.5 92.7 96.1: 7.3 3.9
Old : 100.0: 11.1 44.4 2.2 79.4 49.5 92.7 96.1: 7.3 3.9
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 : 453: 105 54 39 231 177 356 250:
Old : 453: 105 54 39 231 177 356 250:
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 : 25.0 33.1 33.0 48.9 23.3 33.0 29.9 48.7
Old : 25.0 33.1 33.0 48.9 23.3 33.0 29.9 48.7
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 19, 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 : 5,551,712: 424,292 1,098,361 625,879 4,072,264 3,443,047 5,122,434 5,167,286: 429,278 384,426
Old : 5,551,712: 424,292 1,098,361 625,879 4,072,264 3,443,047 5,122,434 5,167,286: 429,278 384,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 219,142: -46,137 29,083 32,390 219,188 156,775 205,441 218,248: 13,702 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 19.8 11.3 73.4 62.0 92.3 93.1: 7.7 6.9
Old : 100.0: 7.6 19.8 11.3 73.4 62.0 92.3 93.1: 7.7 6.9
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 : 422: 61 74 79 241 214 350 320:
Old : 422: 61 74 79 241 214 350 320:
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 : 19.1 18.4 30.6 28.2 16.8 16.5 24.2 23.5
Old : 19.1 18.4 30.6 28.2 16.8 16.5 24.2 23.5
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 19, 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 : 2,025,828: 236,617 502,085 21,435 1,567,325 1,226,240 1,825,377 1,749,761: 200,451 276,067
Old : 2,025,828: 236,617 502,085 21,435 1,567,325 1,226,240 1,825,377 1,749,761: 200,451 276,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 43,326: 22,572 11,472 10,491 13,517 14,901 46,580 36,864: -3,254 6,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.8 1.1 77.4 60.5 90.1 86.4: 9.9 13.6
Old : 100.0: 11.7 24.8 1.1 77.4 60.5 90.1 86.4: 9.9 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: 22 31 16 97 102 127 141:
Old : 190: 22 31 16 97 102 127 141:
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 : 35.0 27.3 49.2 38.7 34.5 23.7 45.4 32.4
Old : 35.0 27.3 49.2 38.7 34.5 23.7 45.4 32.4
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 19, 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 : 3,384: 844 1,443 372 257 0 1,473 1,815: 1,911 1,569
Old : 3,384: 844 1,443 372 257 0 1,473 1,815: 1,911 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -727: -1,865 -136 186 197 -1,348 -1,482 -1,298: 755 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 42.6 11.0 7.6 0.0 43.5 53.6: 56.5 46.4
Old : 100.0: 24.9 42.6 11.0 7.6 0.0 43.5 53.6: 56.5 46.4
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 : 24: 10 12 2 1 0 13 13:
Old : 24: 10 12 2 1 0 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 : 32.8 42.3 39.0 48.0 25.0 32.2 30.0 38.0
Old : 32.8 42.3 39.0 48.0 25.0 32.2 30.0 38.0
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 19, 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 : 6,032,272: 390,881 1,784,839 252,404 4,950,450 3,701,154 5,593,734 5,738,398: 438,538 293,875
Old : 6,032,272: 390,881 1,784,839 252,404 4,950,450 3,701,154 5,593,734 5,738,398: 438,538 293,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 14,665: -69,639 3,945 27,000 60,605 293 17,966 31,238: -3,301 -16,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 29.6 4.2 82.1 61.4 92.7 95.1: 7.3 4.9
Old : 100.0: 6.5 29.6 4.2 82.1 61.4 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 : 380: 62 47 50 219 190 304 264:
Old : 380: 62 47 50 219 190 304 264:
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 23.0 32.3 33.8 20.7 22.7 28.9 32.6
Old : 22.5 23.0 32.3 33.8 20.7 22.7 28.9 32.6
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 19, 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 : 1,581,366: 220,161 263,772 249,426 1,067,244 1,009,934 1,536,831 1,523,132: 44,535 58,234
Old : 1,581,366: 220,161 263,772 249,426 1,067,244 1,009,934 1,536,831 1,523,132: 44,535 58,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 87,451: 90,227 -25,359 49,147 -66,021 49,392 73,353 73,180: 14,098 14,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.7 15.8 67.5 63.9 97.2 96.3: 2.8 3.7
Old : 100.0: 13.9 16.7 15.8 67.5 63.9 97.2 96.3: 2.8 3.7
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 : 143: 30 30 41 71 79 122 129:
Old : 143: 30 30 41 71 79 122 129:
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 : 25.7 25.6 38.2 37.2 17.6 21.0 24.0 26.2
Old : 25.7 25.6 38.2 37.2 17.6 21.0 24.0 26.2
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 19, 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 : 100,353: 29,883 22,760 2,550 53,893 60,519 86,326 85,829: 14,027 14,525
Old : 100,353: 29,883 22,760 2,550 53,893 60,519 86,326 85,829: 14,027 14,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -11,758: 3,915 243 -3,477 -11,900 -5,066 -11,462 -8,300: -296 -3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
Old : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
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 : 107: 31 26 11 32 29 67 62:
Old : 107: 31 26 11 32 29 67 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 : 34.0 35.6 45.9 52.6 33.6 34.6 45.5 51.6
Old : 34.0 35.6 45.9 52.6 33.6 34.6 45.5 51.6
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, December 19, 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 : 100,353: 29,883 22,760 2,550 53,893 60,519 86,326 85,829: 14,027 14,525
Old : 100,353: 29,883 22,760 2,550 53,893 60,519 86,326 85,829: 14,027 14,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -11,758: 3,915 243 -3,477 -11,900 -5,066 -11,462 -8,300: -296 -3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
Old : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
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 : 107: 31 26 11 32 29 67 62:
Old : 107: 31 26 11 32 29 67 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 : 34.0 35.6 45.9 52.6 33.6 34.6 45.5 51.6
Old : 34.0 35.6 45.9 52.6 33.6 34.6 45.5 51.6
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 19, 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 : 46,075: 0 747 0 43,249 44,899 43,249 45,646: 2,826 429
Old : 46,075: 0 747 0 43,249 44,899 43,249 45,646: 2,826 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -13,146: 0 -1,836 0 -13,567 -10,981 -13,567 -12,817: 421 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 93.9 97.4 93.9 99.1: 6.1 0.9
Old : 100.0: 0.0 1.6 0.0 93.9 97.4 93.9 99.1: 6.1 0.9
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 : 38: 0 2 0 26 14 26 16:
Old : 38: 0 2 0 26 14 26 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 : 42.2 77.1 65.7 94.0 40.6 77.1 62.6 93.1
Old : 42.2 77.1 65.7 94.0 40.6 77.1 62.6 93.1
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 19, 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 : 67,441: 14,196 20,692 101 51,527 45,255 65,824 66,048: 1,617 1,393
Old : 67,441: 14,196 20,692 101 51,527 45,255 65,824 66,048: 1,617 1,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 1,553: 1,227 1,196 -559 -64 0 604 637: 949 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 30.7 0.1 76.4 67.1 97.6 97.9: 2.4 2.1
Old : 100.0: 21.0 30.7 0.1 76.4 67.1 97.6 97.9: 2.4 2.1
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 : 41: 25 9 2 6 2 31 13:
Old : 41: 25 9 2 6 2 31 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 : 81.4 90.3 89.4 97.4 81.3 90.3 89.3 97.4
Old : 81.4 90.3 89.4 97.4 81.3 90.3 89.3 97.4
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 19, 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 : 70,754: 20,811 20,801 49,933 0 0 70,744 70,734: 10 20
Old : 70,754: 20,811 20,801 49,933 0 0 70,744 70,734: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 2,513: 3,210 3,757 -707 0 -417 2,503 2,633: 10 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 29.4 70.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 29.4 29.4 70.6 0.0 0.0 100.0 100.0: 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: 12 10 4 0 0 14 12:
Old : 22: 12 10 4 0 0 14 12:
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 : 78.1 98.7 93.9 99.7 19.7 28.7 28.9 29.3
Old : 78.1 98.7 93.9 99.7 19.7 28.7 28.9 29.3
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 19, 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 : 34,798: 23,014 11,586 11,784 0 11,367 34,798 34,737: 0 61
Old : 34,798: 23,014 11,586 11,784 0 11,367 34,798 34,737: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 443: -3,881 -6,342 4,324 0 2,462 443 444: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 33.3 33.9 0.0 32.7 100.0 99.8: 0.0 0.2
Old : 100.0: 66.1 33.3 33.9 0.0 32.7 100.0 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 4 0 1 13 19:
Old : 28: 11 16 4 0 1 13 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 : 71.9 77.6 96.9 89.1 49.9 50.9 64.2 58.6
Old : 71.9 77.6 96.9 89.1 49.9 50.9 64.2 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2023