WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 393,876: 139,525 172,206 83,236 138,475 102,561 361,236 358,003: 32,640 35,873
Old : 362,473: 141,982 172,370 66,148 123,524 92,640 331,654 331,158: 30,819 31,315
Other: 31,403: 12,866 15,159 1,765 14,951 9,921 29,582 26,845: 1,821 4,558
: : :
: : Changes in Commitments from: August 20, 2024 :
: -20,475: 5,138 12,113 -24,120 -1,966 -6,520 -20,948 -18,527: 473 -1,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 43.7 21.1 35.2 26.0 91.7 90.9: 8.3 9.1
Old : 100.0: 39.2 47.6 18.2 34.1 25.6 91.5 91.4: 8.5 8.6
Other: 100.0: 41.0 48.3 5.6 47.6 31.6 94.2 85.5: 5.8 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 105 111 112 116 100 283 268:
Old : 362: 106 111 105 115 94 277 259:
Other: 157: 26 37 17 41 67 78 111:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 14.0 21.6 22.0 13.4 12.0 20.0 19.1
Old : 14.9 14.5 22.7 22.9 14.4 13.1 21.2 20.4
Other: 37.5 32.1 52.0 43.8 37.5 32.1 52.0 43.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 243,934: 69,044 89,514 52,001 106,711 82,656 227,756 224,171: 16,178 19,763
Old : 232,384: 73,395 89,567 45,549 98,806 78,954 217,750 214,070: 14,634 18,314
Other: 11,550: 1,962 6,260 139 7,905 3,702 10,006 10,101: 1,544 1,449
: : :
: : Changes in Commitments from: August 20, 2024 :
: -7,233: 2,685 133 -1,948 -6,649 -2,391 -5,912 -4,206: -1,321 -3,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 36.7 21.3 43.7 33.9 93.4 91.9: 6.6 8.1
Old : 100.0: 31.6 38.5 19.6 42.5 34.0 93.7 92.1: 6.3 7.9
Other: 100.0: 17.0 54.2 1.2 68.4 32.1 86.6 87.5: 13.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 70 68 64 87 84 191 183:
Old : 253: 71 66 63 87 82 190 180:
Other: 99: 12 23 7 34 37 52 61:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 15.5 24.1 26.1 11.8 14.4 20.8 23.8
Old : 15.4 16.3 24.6 27.4 12.2 15.2 21.3 25.1
Other: 39.5 51.4 57.6 67.9 39.5 50.7 57.6 67.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,452,969: 317,652 466,186 348,120 644,776 469,761 1,310,548 1,284,067: 142,421 168,902
Old : 114,395: 15,984 72,126 2 71,537 30,972 87,523 103,100: 26,872 11,295
Other: 1,338,574: 369,712 462,104 280,074 573,239 438,789 1,223,025 1,180,967: 115,549 157,607
: : :
: : Changes in Commitments from: August 20, 2024 :
: -99,992: -2,192 -18,954 -46,243 -53,082 -30,976 -101,517 -96,173: 1,525 -3,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 32.1 24.0 44.4 32.3 90.2 88.4: 9.8 11.6
Old : 100.0: 14.0 63.0 0.0 62.5 27.1 76.5 90.1: 23.5 9.9
Other: 100.0: 27.6 34.5 20.9 42.8 32.8 91.4 88.2: 8.6 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 149 151 166 328 290 577 537:
Old : 306: 40 35 1 162 101 203 137:
Other: 725: 156 154 154 270 281 511 521:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 9.5 15.7 16.3 7.9 8.7 13.0 14.5
Old : 18.0 44.5 28.6 60.6 17.8 44.5 28.2 60.6
Other: 9.6 10.0 17.0 16.9 8.6 9.4 14.5 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,810: 718 1,874 128 2,003 1,333 2,849 3,335: 1,961 1,475
Old : 4,788: 738 1,874 108 1,989 1,333 2,835 3,315: 1,953 1,473
Other: 22: 0 20 0 14 0 14 20: 8 2
: : :
: : Changes in Commitments from: August 20, 2024 :
: -451: 173 -193 -8 -296 -284 -131 -485: -320 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 39.0 2.7 41.6 27.7 59.2 69.3: 40.8 30.7
Old : 100.0: 15.4 39.1 2.3 41.5 27.8 59.2 69.2: 40.8 30.8
Other: 100.0: 0.0 90.9 0.0 63.6 0.0 63.6 90.9: 36.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 8 4 9 8 17 20:
Old : 29: 8 8 4 9 8 17 20:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 36.9 46.6 56.2 28.8 36.9 42.7 56.2
Old : 30.9 37.0 46.5 56.4 28.6 37.0 43.0 56.4
Other: 63.6 90.9 63.6 90.9 63.6 90.9 63.6 90.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 815,642: 108,772 293,038 137,708 520,608 321,661 767,088 752,407: 48,554 63,235
Old : 789,157: 111,214 288,761 127,564 504,241 313,500 743,019 729,825: 46,138 59,332
Other: 26,485: 4,574 11,293 3,128 16,367 8,161 24,069 22,582: 2,416 3,903
: : :
: : Changes in Commitments from: August 20, 2024 :
: -446: 3,035 8,408 -21,084 8,982 7,489 -9,067 -5,187: 8,621 4,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 35.9 16.9 63.8 39.4 94.0 92.2: 6.0 7.8
Old : 100.0: 14.1 36.6 16.2 63.9 39.7 94.2 92.5: 5.8 7.5
Other: 100.0: 17.3 42.6 11.8 61.8 30.8 90.9 85.3: 9.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 117 162 144 200 196 407 427:
Old : 539: 114 167 134 199 192 399 418:
Other: 167: 28 32 14 44 74 78 115:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.7 22.5 20.9 11.9 11.0 19.2 18.7
Old : 13.5 12.1 23.2 21.6 12.3 11.3 20.0 19.4
Other: 27.5 37.0 45.6 53.5 26.5 33.8 43.6 47.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 540,884: 129,368 159,161 92,799 288,506 262,315 510,673 514,275: 30,211 26,609
Old : 14,839: 3,245 808 11 10,427 13,342 13,683 14,161: 1,156 678
Other: 526,045: 128,528 160,758 90,383 278,079 248,973 496,990 500,114: 29,055 25,931
: : :
: : Changes in Commitments from: August 20, 2024 :
: -33,691: -4,489 -17,366 -11,373 -17,428 -4,470 -33,290 -33,209: -401 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 29.4 17.2 53.3 48.5 94.4 95.1: 5.6 4.9
Old : 100.0: 21.9 5.4 0.1 70.3 89.9 92.2 95.4: 7.8 4.6
Other: 100.0: 24.4 30.6 17.2 52.9 47.3 94.5 95.1: 5.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 81 99 95 119 92 266 231:
Old : 84: 11 12 1 31 33 43 46:
Other: 338: 81 101 95 117 89 264 228:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 20.0 17.9 30.9 9.1 17.4 15.9 26.2
Old : 53.2 45.3 67.1 62.7 53.2 45.3 67.1 61.2
Other: 10.6 20.3 18.2 31.3 9.4 18.5 16.4 27.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,782,638: 347,170 361,404 47,924 1,132,220 1,215,091 1,527,314 1,624,419: 255,324 158,219
Old : 1,782,638: 347,170 361,404 47,924 1,132,220 1,215,091 1,527,314 1,624,419: 255,324 158,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 881: -2,588 -21,849 -29,893 8,630 29,156 -23,851 -22,586: 24,732 23,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 20.3 2.7 63.5 68.2 85.7 91.1: 14.3 8.9
Old : 100.0: 19.5 20.3 2.7 63.5 68.2 85.7 91.1: 14.3 8.9
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 : 220: 30 36 27 116 103 163 151:
Old : 220: 30 36 27 116 103 163 151:
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 : 22.6 30.2 34.8 43.4 22.0 24.7 33.5 36.6
Old : 22.6 30.2 34.8 43.4 22.0 24.7 33.5 36.6
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,815,972: 157,927 427,625 24,723 1,431,263 1,177,594 1,613,913 1,629,942: 202,059 186,030
Old : 1,815,972: 157,927 427,625 24,723 1,431,263 1,177,594 1,613,913 1,629,942: 202,059 186,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 127,277: 7,641 -48,275 -24,035 125,785 174,025 109,391 101,715: 17,886 25,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 23.5 1.4 78.8 64.8 88.9 89.8: 11.1 10.2
Old : 100.0: 8.7 23.5 1.4 78.8 64.8 88.9 89.8: 11.1 10.2
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 : 165: 16 16 15 105 92 128 116:
Old : 165: 16 16 15 105 92 128 116:
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 : 22.6 44.0 38.6 55.8 19.8 38.1 31.0 47.7
Old : 22.6 44.0 38.6 55.8 19.8 38.1 31.0 47.7
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 531,274: 118,177 101,128 119,645 244,382 281,996 482,204 502,769: 49,070 28,505
Old : 23,191: 9,626 883 1 11,597 19,918 21,224 20,802: 1,967 2,389
Other: 508,083: 117,993 109,687 110,202 232,785 262,078 460,980 481,967: 47,103 26,116
: : :
: : Changes in Commitments from: August 20, 2024 :
: -1,620: -14 -3,489 1,851 -3,011 406 -1,174 -1,232: -446 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 19.0 22.5 46.0 53.1 90.8 94.6: 9.2 5.4
Old : 100.0: 41.5 3.8 0.0 50.0 85.9 91.5 89.7: 8.5 10.3
Other: 100.0: 23.2 21.6 21.7 45.8 51.6 90.7 94.9: 9.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 80 82 98 132 114 274 253:
Old : 111: 24 9 1 38 43 63 53:
Other: 331: 79 90 91 125 106 259 245:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 27.4 18.2 34.8 9.7 23.9 16.9 30.5
Old : 37.4 53.2 54.1 62.5 36.7 53.2 53.5 62.4
Other: 10.7 26.6 19.0 34.2 10.1 23.6 17.6 30.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,845: 2,222 2,488 164 5,108 5,085 7,494 7,737: 1,351 1,108
Old : 8,841: 2,222 2,488 164 5,108 5,081 7,494 7,733: 1,347 1,108
Other: 4: 0 0 0 0 4 0 4: 4 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -377: -255 106 12 156 -377 -87 -259: -290 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.1 1.9 57.8 57.5 84.7 87.5: 15.3 12.5
Old : 100.0: 25.1 28.1 1.9 57.8 57.5 84.8 87.5: 15.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 20 13 2 19 12 40 27:
Old : 60: 20 13 2 19 12 40 27:
Other: 2: 0 0 0 0 2 0 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 : 25.9 47.2 41.2 63.6 25.1 46.0 40.2 62.4
Old : 25.9 47.2 41.3 63.6 25.1 46.0 40.3 62.4
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 4,325,085: 604,289 1,633,399 114,044 3,296,807 2,449,797 4,015,140 4,197,240: 309,945 127,845
Old : 4,325,085: 604,289 1,633,399 114,044 3,296,807 2,449,797 4,015,140 4,197,240: 309,945 127,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -148,394: -44,478 -167,948 32,811 -139,332 -26,305 -150,999 -161,442: 2,605 13,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 37.8 2.6 76.2 56.6 92.8 97.0: 7.2 3.0
Old : 100.0: 14.0 37.8 2.6 76.2 56.6 92.8 97.0: 7.2 3.0
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 : 459: 104 43 43 259 173 379 244:
Old : 459: 104 43 43 259 173 379 244:
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 : 21.0 27.1 28.8 42.8 19.4 26.7 26.5 41.1
Old : 21.0 27.1 28.8 42.8 19.4 26.7 26.5 41.1
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,451,431: 421,807 1,336,244 437,354 3,961,978 3,206,782 4,821,139 4,980,380: 630,292 471,051
Old : 5,451,431: 421,807 1,336,244 437,354 3,961,978 3,206,782 4,821,139 4,980,380: 630,292 471,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 167,651: 10,178 -113,497 193,065 -172,812 -29,881 30,431 49,687: 137,220 117,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 24.5 8.0 72.7 58.8 88.4 91.4: 11.6 8.6
Old : 100.0: 7.7 24.5 8.0 72.7 58.8 88.4 91.4: 11.6 8.6
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 : 387: 56 62 49 221 178 303 264:
Old : 387: 56 62 49 221 178 303 264:
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 : 18.6 19.4 27.9 28.2 16.6 15.8 23.3 24.0
Old : 18.6 19.4 27.9 28.2 16.6 15.8 23.3 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,198,049: 297,395 405,186 73,540 1,597,169 1,452,790 1,968,104 1,931,516: 229,945 266,533
Old : 2,198,049: 297,395 405,186 73,540 1,597,169 1,452,790 1,968,104 1,931,516: 229,945 266,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 1,901: 6,239 -21,530 28,814 -37,692 -4,276 -2,639 3,008: 4,540 -1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.4 3.3 72.7 66.1 89.5 87.9: 10.5 12.1
Old : 100.0: 13.5 18.4 3.3 72.7 66.1 89.5 87.9: 10.5 12.1
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 : 204: 26 27 29 111 114 155 153:
Old : 204: 26 27 29 111 114 155 153:
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 : 27.1 19.7 41.4 31.4 23.4 15.3 34.0 23.6
Old : 27.1 19.7 41.4 31.4 23.4 15.3 34.0 23.6
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,368: 2,958 1,069 2,649 0 1,274 5,607 4,992: 761 1,376
Old : 6,368: 2,958 1,069 2,649 0 1,274 5,607 4,992: 761 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 2,212: 1,504 198 739 0 1,064 2,243 2,001: -31 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 16.8 41.6 0.0 20.0 88.0 78.4: 12.0 21.6
Old : 100.0: 46.5 16.8 41.6 0.0 20.0 88.0 78.4: 12.0 21.6
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 : 25: 7 17 2 0 1 8 19:
Old : 25: 7 17 2 0 1 8 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 : 85.1 67.0 88.0 71.3 44.6 26.7 46.5 30.6
Old : 85.1 67.0 88.0 71.3 44.6 26.7 46.5 30.6
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,894,857: 545,315 2,201,572 244,291 5,581,154 4,125,526 6,370,760 6,571,389: 524,097 323,468
Old : 6,894,857: 545,315 2,201,572 244,291 5,581,154 4,125,526 6,370,760 6,571,389: 524,097 323,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 39,522: -40,715 -121,268 88,613 -44,051 -13,164 3,847 -45,819: 35,675 85,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 31.9 3.5 80.9 59.8 92.4 95.3: 7.6 4.7
Old : 100.0: 7.9 31.9 3.5 80.9 59.8 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 : 418: 64 51 46 237 198 327 271:
Old : 418: 64 51 46 237 198 327 271:
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 : 23.9 23.3 34.6 37.5 21.4 21.3 31.4 34.8
Old : 23.9 23.3 34.6 37.5 21.4 21.3 31.4 34.8
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,057,200: 211,045 397,710 329,976 1,481,802 1,285,067 2,022,823 2,012,753: 34,377 44,447
Old : 2,057,200: 211,045 397,710 329,976 1,481,802 1,285,067 2,022,823 2,012,753: 34,377 44,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 324,919: 64,036 114,189 77,889 177,567 126,444 319,492 318,522: 5,427 6,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.3 16.0 72.0 62.5 98.3 97.8: 1.7 2.2
Old : 100.0: 10.3 19.3 16.0 72.0 62.5 98.3 97.8: 1.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 26 42 40 90 95 145 149:
Old : 178: 26 42 40 90 95 145 149:
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 : 28.4 23.8 41.2 37.4 24.1 15.6 31.7 24.9
Old : 28.4 23.8 41.2 37.4 24.1 15.6 31.7 24.9
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,406: 21,999 15,075 2,355 51,164 61,600 75,518 79,029: 16,888 13,377
Old : 92,406: 21,999 15,075 2,355 51,164 61,600 75,518 79,029: 16,888 13,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 5,261: -508 -704 764 1,745 4,571 2,001 4,630: 3,260 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.3 2.5 55.4 66.7 81.7 85.5: 18.3 14.5
Old : 100.0: 23.8 16.3 2.5 55.4 66.7 81.7 85.5: 18.3 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 : 108: 26 26 16 34 29 69 63:
Old : 108: 26 26 16 34 29 69 63:
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 : 43.1 34.2 53.1 51.0 42.6 33.6 52.5 50.1
Old : 43.1 34.2 53.1 51.0 42.6 33.6 52.5 50.1
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,659: 22,190 13,821 1,880 51,139 61,600 75,209 77,301: 14,450 12,358
Old : 89,659: 22,190 13,821 1,880 51,139 61,600 75,209 77,301: 14,450 12,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 2,514: -317 -1,958 289 1,720 4,571 1,692 2,902: 822 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 15.4 2.1 57.0 68.7 83.9 86.2: 16.1 13.8
Old : 100.0: 24.7 15.4 2.1 57.0 68.7 83.9 86.2: 16.1 13.8
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 : 95: 25 16 10 33 29 63 50:
Old : 95: 25 16 10 33 29 63 50:
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 : 44.4 35.3 54.7 52.1 43.9 34.6 54.1 51.2
Old : 44.4 35.3 54.7 52.1 43.9 34.6 54.1 51.2
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,985: 3,745 2,282 0 59,158 62,910 62,903 65,192: 3,082 793
Old : 65,985: 3,745 2,282 0 59,158 62,910 62,903 65,192: 3,082 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 1,477: 313 -183 0 1,497 1,519 1,810 1,336: -333 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.5 0.0 89.7 95.3 95.3 98.8: 4.7 1.2
Old : 100.0: 5.7 3.5 0.0 89.7 95.3 95.3 98.8: 4.7 1.2
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 : 45: 4 3 0 29 12 33 15:
Old : 45: 4 3 0 29 12 33 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 : 46.9 75.1 63.3 92.7 45.8 75.1 62.0 92.7
Old : 46.9 75.1 63.3 92.7 45.8 75.1 62.0 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 27,471: 1,397 15,843 1,440 250 0 3,087 17,283: 24,384 10,188
Old : 27,471: 1,397 15,843 1,440 250 0 3,087 17,283: 24,384 10,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 57.7 5.2 0.9 0.0 11.2 62.9: 88.8 37.1
Old : 100.0: 5.1 57.7 5.2 0.9 0.0 11.2 62.9: 88.8 37.1
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 : 20: 4 14 6 1 0 8 18:
Old : 20: 4 14 6 1 0 8 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 : 7.7 44.6 11.2 53.3 5.6 44.6 6.0 52.1
Old : 7.7 44.6 11.2 53.3 5.6 44.6 6.0 52.1
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 177,866: 23,370 32,202 980 153,124 144,586 177,474 177,768: 392 98
Old : 177,866: 23,370 32,202 980 153,124 144,586 177,474 177,768: 392 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 161: 212 193 -32 2 0 182 161: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.1 0.6 86.1 81.3 99.8 99.9: 0.2 0.1
Old : 100.0: 13.1 18.1 0.6 86.1 81.3 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 17 3 7 2 36 20:
Old : 53: 27 17 3 7 2 36 20:
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 : 89.2 88.0 94.0 96.6 89.2 87.5 94.0 96.0
Old : 89.2 88.0 94.0 96.6 89.2 87.5 94.0 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,166: 16,911 16,272 8,245 0 631 25,156 25,148: 10 18
Old : 25,166: 16,911 16,272 8,245 0 631 25,156 25,148: 10 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -341: -366 -371 25 0 0 -341 -346: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 64.7 32.8 0.0 2.5 100.0 99.9: 0.0 0.1
Old : 100.0: 67.2 64.7 32.8 0.0 2.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 14 3 0 1 6 18:
Old : 21: 6 14 3 0 1 6 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 : 99.5 71.8 100.0 92.3 66.9 50.6 67.2 62.9
Old : 99.5 71.8 100.0 92.3 66.9 50.6 67.2 62.9
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 - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 128,508: 81,418 81,425 47,058 0 0 128,476 128,483: 32 25
Old : 128,508: 81,418 81,425 47,058 0 0 128,476 128,483: 32 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 1,505: 1,493 1,505 0 0 0 1,493 1,505: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 63.4 36.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 63.4 63.4 36.6 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 : 32: 21 11 4 0 0 24 12:
Old : 32: 21 11 4 0 0 24 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 : 63.6 94.6 86.9 99.7 45.8 62.4 57.0 63.2
Old : 63.6 94.6 86.9 99.7 45.8 62.4 57.0 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders - Futures Only, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,089: 77,755 69,185 8,315 0 8,501 86,070 86,001: 19 88
Old : 86,089: 77,755 69,185 8,315 0 8,501 86,070 86,001: 19 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 799: 832 606 -33 0 223 799 796: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 80.4 9.7 0.0 9.9 100.0 99.9: 0.0 0.1
Old : 100.0: 90.3 80.4 9.7 0.0 9.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 18 3 0 2 17 21:
Old : 35: 15 18 3 0 2 17 21:
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 : 81.1 85.0 93.8 94.9 79.9 76.8 87.1 86.1
Old : 81.1 85.0 93.8 94.9 79.9 76.8 87.1 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2024