WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 412,546: 95,706 133,049 138,802 146,874 103,320 381,381 375,172: 31,165 37,374
Old : 293,521: 105,517 119,231 76,699 86,459 70,905 268,675 266,835: 24,846 26,686
Other: 119,025: 35,303 58,932 16,988 60,415 32,416 112,706 108,336: 6,319 10,688
: : :
: : Changes in Commitments from: December 19, 2023 :
: 306: 2,565 -3,410 4,288 -3,784 1,245 3,069 2,123: -2,764 -1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 32.3 33.6 35.6 25.0 92.4 90.9: 7.6 9.1
Old : 100.0: 35.9 40.6 26.1 29.5 24.2 91.5 90.9: 8.5 9.1
Other: 100.0: 29.7 49.5 14.3 50.8 27.2 94.7 91.0: 5.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 97 111 132 102 96 280 269:
Old : 323: 105 101 102 92 92 248 245:
Other: 199: 44 63 45 56 63 131 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 12.8 19.1 20.9 9.2 7.9 15.1 13.9
Old : 12.6 10.9 21.1 19.0 9.5 10.2 16.7 17.7
Other: 24.9 32.5 41.2 43.9 24.9 32.2 41.2 40.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 216,111: 57,505 77,875 59,741 78,844 58,468 196,090 196,084: 20,020 20,026
Old : 158,917: 59,691 71,888 33,738 50,303 38,230 143,732 143,855: 15,185 15,062
Other: 57,193: 15,831 24,004 7,986 28,541 20,238 52,358 52,229: 4,835 4,964
: : :
: : Changes in Commitments from: December 19, 2023 :
: 4,004: 2,765 4,967 -720 2,141 606 4,185 4,853: -181 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 36.0 27.6 36.5 27.1 90.7 90.7: 9.3 9.3
Old : 100.0: 37.6 45.2 21.2 31.7 24.1 90.4 90.5: 9.6 9.5
Other: 100.0: 27.7 42.0 14.0 49.9 35.4 91.5 91.3: 8.5 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 58 54 59 68 74 155 164:
Old : 204: 59 54 44 61 64 140 143:
Other: 136: 22 36 27 47 56 87 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 17.6 33.0 28.1 15.5 14.6 22.4 23.1
Old : 20.7 21.8 33.0 34.1 17.2 18.9 27.6 29.1
Other: 37.4 30.3 47.5 46.7 33.9 28.1 43.2 40.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 1,533,323: 253,008 395,737 446,479 654,492 486,421 1,353,979 1,328,637: 179,344 204,686
Old : 1,290,363: 273,928 417,928 302,557 556,122 415,583 1,132,607 1,136,068: 157,756 154,295
Other: 242,960: 83,877 82,606 39,125 98,370 70,838 221,372 192,568: 21,588 50,391
: : :
: : Changes in Commitments from: December 19, 2023 :
: -8,327: 958 -1,400 2,716 2,766 2,853 6,439 4,169: -14,766 -12,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 25.8 29.1 42.7 31.7 88.3 86.7: 11.7 13.3
Old : 100.0: 21.2 32.4 23.4 43.1 32.2 87.8 88.0: 12.2 12.0
Other: 100.0: 34.5 34.0 16.1 40.5 29.2 91.1 79.3: 8.9 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 119 161 182 355 345 594 595:
Old : 719: 120 170 166 348 327 572 570:
Other: 416: 72 58 43 113 237 202 321:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 9.3 14.8 15.5 7.4 7.9 12.5 12.5
Old : 9.8 9.4 16.6 15.7 8.9 8.9 14.8 13.9
Other: 17.1 22.1 28.0 30.5 16.5 21.7 25.6 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 3,435: 198 819 134 1,803 1,644 2,135 2,598: 1,299 837
Old : 3,310: 198 767 134 1,779 1,609 2,111 2,511: 1,198 799
Other: 125: 0 52 0 24 35 24 87: 101 38
: : :
: : Changes in Commitments from: December 19, 2023 :
: 6: -70 -24 -3 39 -16 -35 -43: 40 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 23.9 3.9 52.5 47.9 62.2 75.6: 37.8 24.4
Old : 100.0: 6.0 23.2 4.1 53.8 48.6 63.8 75.9: 36.2 24.1
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 : 20: 1 7 3 9 7 13 14:
Old : 20: 1 7 3 9 7 13 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 : 38.6 48.0 55.1 65.4 29.7 36.2 42.5 51.7
Old : 39.4 48.9 56.4 65.4 30.4 36.9 43.7 51.8
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 26, 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 : 752,705: 97,479 102,108 204,851 385,657 372,585 687,987 679,544: 64,718 73,161
Old : 645,521: 92,158 76,463 172,484 323,224 338,924 587,865 587,871: 57,657 57,651
Other: 107,184: 22,907 43,231 14,781 62,434 33,661 100,122 91,673: 7,061 15,511
: : :
: : Changes in Commitments from: December 19, 2023 :
: -74,414: -2,923 7,848 -34,364 -25,795 -32,243 -63,083 -58,759: -11,332 -15,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.6 27.2 51.2 49.5 91.4 90.3: 8.6 9.7
Old : 100.0: 14.3 11.8 26.7 50.1 52.5 91.1 91.1: 8.9 8.9
Other: 100.0: 21.4 40.3 13.8 58.2 31.4 93.4 85.5: 6.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 126 132 164 213 214 428 427:
Old : 503: 125 126 153 205 206 412 408:
Other: 271: 47 67 45 78 122 153 207:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 12.3 20.1 21.5 8.4 11.1 14.9 16.9
Old : 11.9 14.2 21.4 24.0 8.9 12.9 16.0 19.6
Other: 19.4 21.5 35.1 31.5 18.2 21.1 33.1 29.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 504,227: 80,608 116,616 132,446 258,021 227,760 471,075 476,821: 33,152 27,405
Old : 444,027: 97,390 116,519 94,952 222,610 207,109 414,952 418,580: 29,075 25,447
Other: 60,200: 12,027 28,906 8,685 35,411 20,651 56,123 58,242: 4,076 1,958
: : :
: : Changes in Commitments from: December 19, 2023 :
: -3,175: 576 16,975 -1,718 4,010 -15,215 2,867 41: -6,042 -3,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 23.1 26.3 51.2 45.2 93.4 94.6: 6.6 5.4
Old : 100.0: 21.9 26.2 21.4 50.1 46.6 93.5 94.3: 6.5 5.7
Other: 100.0: 20.0 48.0 14.4 58.8 34.3 93.2 96.7: 6.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 84 84 101 106 95 246 241:
Old : 310: 83 87 96 104 93 239 236:
Other: 116: 26 27 23 49 24 88 63:
:----------------------------------------------------------------------------------------------------
: 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 15.7 19.2 25.9 8.7 13.8 15.2 19.9
Old : 11.6 16.3 20.0 26.0 9.3 14.2 15.9 20.4
Other: 27.9 47.3 45.2 67.5 24.5 45.5 39.3 61.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 1,525,489: 156,080 292,823 102,542 1,067,267 976,159 1,325,888 1,371,524: 199,600 153,965
Old : 1,525,489: 156,080 292,823 102,542 1,067,267 976,159 1,325,888 1,371,524: 199,600 153,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -45,128: 11,718 25,521 -30,744 -7,225 -7,162 -26,252 -12,385: -18,877 -32,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 19.2 6.7 70.0 64.0 86.9 89.9: 13.1 10.1
Old : 100.0: 10.2 19.2 6.7 70.0 64.0 86.9 89.9: 13.1 10.1
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 : 202: 29 31 36 112 113 161 160:
Old : 202: 29 31 36 112 113 161 160:
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 : 21.9 15.6 35.1 28.4 20.5 13.8 33.5 23.0
Old : 21.9 15.6 35.1 28.4 20.5 13.8 33.5 23.0
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 26, 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 : 1,626,177: 147,706 439,324 3,719 1,306,430 1,035,264 1,457,856 1,478,307: 168,321 147,870
Old : 1,626,177: 147,706 439,324 3,719 1,306,430 1,035,264 1,457,856 1,478,307: 168,321 147,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -1,944: 1,444 2,293 -2,417 -18 -1,225 -991 -1,349: -953 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 27.0 0.2 80.3 63.7 89.6 90.9: 10.4 9.1
Old : 100.0: 9.1 27.0 0.2 80.3 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 : 176: 17 28 14 108 90 132 125:
Old : 176: 17 28 14 108 90 132 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 34.4 38.6 50.4 21.3 33.9 34.3 45.8
Old : 22.7 34.4 38.6 50.4 21.3 33.9 34.3 45.8
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 26, 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 : 508,260: 111,301 63,691 144,305 201,161 264,106 456,766 472,101: 51,494 36,159
Old : 465,302: 115,173 67,514 119,023 183,130 245,186 417,326 431,723: 47,976 33,578
Other: 42,958: 13,460 13,509 7,950 18,031 18,919 39,440 40,378: 3,518 2,580
: : :
: : Changes in Commitments from: December 19, 2023 :
: -55,976: -10,616 9,498 -26,734 -6,319 -32,661 -43,668 -49,897: -12,309 -6,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 12.5 28.4 39.6 52.0 89.9 92.9: 10.1 7.1
Old : 100.0: 24.8 14.5 25.6 39.4 52.7 89.7 92.8: 10.3 7.2
Other: 100.0: 31.3 31.4 18.5 42.0 44.0 91.8 94.0: 8.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 86 68 99 124 120 267 243:
Old : 307: 93 61 99 122 116 263 238:
Other: 117: 27 25 28 43 31 91 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 : 11.9 24.7 20.9 37.8 8.1 20.9 13.9 30.5
Old : 12.3 26.2 22.0 38.8 9.0 22.5 15.3 32.1
Other: 25.6 37.9 41.0 53.4 25.1 37.7 38.9 51.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 12,063: 5,473 205 528 3,349 10,536 9,350 11,269: 2,713 794
Old : 11,205: 5,469 208 524 2,572 9,728 8,565 10,461: 2,639 744
Other: 859: 7 0 1 777 808 785 809: 74 50
: : :
: : Changes in Commitments from: December 19, 2023 :
: -499: 253 -109 -267 -78 -77 -93 -453: -407 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 1.7 4.4 27.8 87.3 77.5 93.4: 22.5 6.6
Old : 100.0: 48.8 1.9 4.7 23.0 86.8 76.4 93.4: 23.6 6.6
Other: 100.0: 0.8 0.0 0.1 90.5 94.1 91.4 94.2: 8.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 27 2 8 17 18 49 26:
Old : 62: 27 2 8 17 18 49 26:
Other: 10: 2 0 2 3 5 5 7:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 62.4 39.8 75.3 25.6 61.9 39.8 74.9
Old : 22.7 60.0 37.4 73.9 22.7 59.5 37.4 73.4
Other: 91.0 93.9 91.4 94.2 90.9 93.9 91.3 94.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 3,789,462: 400,357 1,663,901 74,167 3,048,808 1,921,716 3,523,332 3,659,784: 266,130 129,678
Old : 3,789,462: 400,357 1,663,901 74,167 3,048,808 1,921,716 3,523,332 3,659,784: 266,130 129,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -87,478: -29,210 -57,396 -12,934 -28,041 3,227 -70,185 -67,102: -17,293 -20,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 43.9 2.0 80.5 50.7 93.0 96.6: 7.0 3.4
Old : 100.0: 10.6 43.9 2.0 80.5 50.7 93.0 96.6: 7.0 3.4
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 : 446: 108 50 38 233 169 358 240:
Old : 446: 108 50 38 233 169 358 240:
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 32.7 33.2 49.0 23.7 32.7 30.4 48.4
Old : 25.3 32.7 33.2 49.0 23.7 32.7 30.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 5,244,731: 431,713 1,167,853 471,604 3,895,643 3,237,000 4,798,959 4,876,457: 445,772 368,274
Old : 5,244,731: 431,713 1,167,853 471,604 3,895,643 3,237,000 4,798,959 4,876,457: 445,772 368,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -306,981: 7,421 69,493 -154,275 -176,621 -206,047 -323,475 -290,829: 16,494 -16,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 22.3 9.0 74.3 61.7 91.5 93.0: 8.5 7.0
Old : 100.0: 8.2 22.3 9.0 74.3 61.7 91.5 93.0: 8.5 7.0
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 : 405: 62 67 69 233 206 336 301:
Old : 405: 62 67 69 233 206 336 301:
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 18.9 31.7 28.7 17.7 17.4 26.1 24.9
Old : 20.2 18.9 31.7 28.7 17.7 17.4 26.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 2,044,816: 242,077 520,108 24,507 1,582,917 1,239,043 1,849,501 1,783,658: 195,315 261,158
Old : 2,044,816: 242,077 520,108 24,507 1,582,917 1,239,043 1,849,501 1,783,658: 195,315 261,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 18,988: 5,460 18,023 3,072 15,592 12,802 24,124 33,897: -5,136 -14,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 25.4 1.2 77.4 60.6 90.4 87.2: 9.6 12.8
Old : 100.0: 11.8 25.4 1.2 77.4 60.6 90.4 87.2: 9.6 12.8
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 : 191: 19 33 16 99 103 127 143:
Old : 191: 19 33 16 99 103 127 143:
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 : 34.7 26.2 49.7 38.7 33.9 23.5 45.6 32.2
Old : 34.7 26.2 49.7 38.7 33.9 23.5 45.6 32.2
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 26, 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 : 3,471: 870 1,714 635 732 0 2,237 2,349: 1,234 1,122
Old : 3,471: 870 1,714 635 732 0 2,237 2,349: 1,234 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 87: 26 271 263 475 0 764 534: -677 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 49.4 18.3 21.1 0.0 64.4 67.7: 35.6 32.3
Old : 100.0: 25.1 49.4 18.3 21.1 0.0 64.4 67.7: 35.6 32.3
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 : 24: 11 11 1 2 0 13 12:
Old : 24: 11 11 1 2 0 13 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 : 52.0 56.1 59.3 63.2 33.7 39.8 41.1 46.2
Old : 52.0 56.1 59.3 63.2 33.7 39.8 41.1 46.2
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 26, 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 : 5,996,860: 395,092 1,718,809 222,393 4,924,092 3,774,830 5,541,577 5,716,033: 455,282 280,827
Old : 5,996,860: 395,092 1,718,809 222,393 4,924,092 3,774,830 5,541,577 5,716,033: 455,282 280,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -35,413: 4,212 -66,030 -30,011 -26,358 73,676 -52,157 -22,365: 16,744 -13,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 28.7 3.7 82.1 62.9 92.4 95.3: 7.6 4.7
Old : 100.0: 6.6 28.7 3.7 82.1 62.9 92.4 95.3: 7.6 4.7
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 : 370: 58 47 48 213 182 298 250:
Old : 370: 58 47 48 213 182 298 250:
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 : 21.9 23.6 31.8 34.7 20.3 23.3 28.7 33.4
Old : 21.9 23.6 31.8 34.7 20.3 23.3 28.7 33.4
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 26, 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 : 1,596,563: 195,967 306,140 250,173 1,121,182 998,407 1,567,322 1,554,720: 29,241 41,843
Old : 1,596,563: 195,967 306,140 250,173 1,121,182 998,407 1,567,322 1,554,720: 29,241 41,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 15,197: -24,194 42,368 747 53,938 -11,527 30,491 31,588: -15,294 -16,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.2 15.7 70.2 62.5 98.2 97.4: 1.8 2.6
Old : 100.0: 12.3 19.2 15.7 70.2 62.5 98.2 97.4: 1.8 2.6
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 : 150: 24 42 46 72 79 126 137:
Old : 150: 24 42 46 72 79 126 137:
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 24.6 40.1 36.3 18.5 19.3 25.4 24.3
Old : 25.7 24.6 40.1 36.3 18.5 19.3 25.4 24.3
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 26, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 98,527: 28,469 17,312 1,986 54,325 66,805 84,780 86,103: 13,748 12,424
Old : 98,527: 28,469 17,312 1,986 54,325 66,805 84,780 86,103: 13,748 12,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -1,826: -1,414 -5,448 -564 432 6,287 -1,546 274: -280 -2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.6 2.0 55.1 67.8 86.0 87.4: 14.0 12.6
Old : 100.0: 28.9 17.6 2.0 55.1 67.8 86.0 87.4: 14.0 12.6
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 : 101: 29 23 14 31 28 65 60:
Old : 101: 29 23 14 31 28 65 60:
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 : 33.5 37.1 46.6 56.7 32.7 36.0 45.7 55.5
Old : 33.5 37.1 46.6 56.7 32.7 36.0 45.7 55.5
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 26, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 98,527: 28,469 17,312 1,986 54,325 66,805 84,780 86,103: 13,748 12,424
Old : 98,527: 28,469 17,312 1,986 54,325 66,805 84,780 86,103: 13,748 12,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -1,826: -1,414 -5,448 -564 432 6,287 -1,546 274: -280 -2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.6 2.0 55.1 67.8 86.0 87.4: 14.0 12.6
Old : 100.0: 28.9 17.6 2.0 55.1 67.8 86.0 87.4: 14.0 12.6
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 : 101: 29 23 14 31 28 65 60:
Old : 101: 29 23 14 31 28 65 60:
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 : 33.5 37.1 46.6 56.7 32.7 36.0 45.7 55.5
Old : 33.5 37.1 46.6 56.7 32.7 36.0 45.7 55.5
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 26, 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 : 46,855: 0 589 0 43,956 45,842 43,956 46,431: 2,899 424
Old : 46,855: 0 589 0 43,956 45,842 43,956 46,431: 2,899 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 780: 0 -158 0 707 943 707 785: 73 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 93.8 97.8 93.8 99.1: 6.2 0.9
Old : 100.0: 0.0 1.3 0.0 93.8 97.8 93.8 99.1: 6.2 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 13 26 15:
Old : 38: 0 2 0 26 13 26 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 : 41.4 78.6 63.3 94.7 39.9 78.6 60.1 93.6
Old : 41.4 78.6 63.3 94.7 39.9 78.6 60.1 93.6
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 26, 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 : 73,191: 12,580 19,763 0 60,375 53,405 72,955 73,168: 236 23
Old : 73,191: 12,580 19,763 0 60,375 53,405 72,955 73,168: 236 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 5,750: -1,616 -929 -101 8,848 8,150 7,131 7,120: -1,381 -1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.0 0.0 82.5 73.0 99.7 100.0: 0.3 0.0
Old : 100.0: 17.2 27.0 0.0 82.5 73.0 99.7 100.0: 0.3 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 : 35: 20 8 0 6 2 26 10:
Old : 35: 20 8 0 6 2 26 10:
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 : 87.0 93.5 94.2 99.8 87.0 93.5 94.2 99.8
Old : 87.0 93.5 94.2 99.8 87.0 93.5 94.2 99.8
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 26, 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 : 71,079: 21,136 21,126 49,933 0 0 71,069 71,059: 10 20
Old : 71,079: 21,136 21,126 49,933 0 0 71,069 71,059: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 325: 325 325 0 0 0 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 29.7 70.3 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 29.7 29.7 70.3 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 : 77.7 98.6 93.6 99.7 19.8 29.0 29.1 29.6
Old : 77.7 98.6 93.6 99.7 19.8 29.0 29.1 29.6
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 26, 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 : 35,473: 23,689 12,261 11,784 0 11,367 35,473 35,412: 0 61
Old : 35,473: 23,689 12,261 11,784 0 11,367 35,473 35,412: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 675: 675 675 0 0 0 675 675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 34.6 33.2 0.0 32.0 100.0 99.8: 0.0 0.2
Old : 100.0: 66.8 34.6 33.2 0.0 32.0 100.0 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 : 72.2 78.4 96.7 89.7 50.6 52.3 64.6 60.3
Old : 72.2 78.4 96.7 89.7 50.6 52.3 64.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2023