WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 15, 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 : 398,544: 108,406 122,120 113,854 146,209 127,776 368,469 363,750: 30,075 34,794
Old : 341,279: 113,991 113,557 89,866 110,523 108,377 314,380 311,800: 26,899 29,479
Other: 57,265: 14,592 28,740 3,811 35,686 19,399 54,089 51,950: 3,176 5,315
: : :
: : Changes in Commitments from: October 8, 2024 :
: 4,197: -3,354 -3,138 1,421 6,727 8,038 4,794 6,321: -597 -2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 30.6 28.6 36.7 32.1 92.5 91.3: 7.5 8.7
Old : 100.0: 33.4 33.3 26.3 32.4 31.8 92.1 91.4: 7.9 8.6
Other: 100.0: 25.5 50.2 6.7 62.3 33.9 94.5 90.7: 5.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 108 100 121 102 113 283 272:
Old : 355: 118 94 109 97 105 272 257:
Other: 177: 31 45 23 44 73 89 128:
:----------------------------------------------------------------------------------------------------
: 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 14.8 20.7 22.1 9.7 12.0 15.6 18.1
Old : 12.0 15.2 19.9 23.2 8.9 12.0 14.6 19.3
Other: 39.0 31.9 55.4 46.7 39.0 31.7 55.4 46.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 15, 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 : 242,322: 61,430 55,487 61,665 101,786 103,368 224,881 220,520: 17,441 21,802
Old : 213,658: 73,529 57,654 41,727 83,326 94,665 198,582 194,046: 15,076 19,612
Other: 28,664: 6,612 16,544 1,227 18,460 8,703 26,299 26,474: 2,365 2,190
: : :
: : Changes in Commitments from: October 8, 2024 :
: 13,388: -1,264 -2,297 9,831 4,392 5,795 12,959 13,329: 429 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 22.9 25.4 42.0 42.7 92.8 91.0: 7.2 9.0
Old : 100.0: 34.4 27.0 19.5 39.0 44.3 92.9 90.8: 7.1 9.2
Other: 100.0: 23.1 57.7 4.3 64.4 30.4 91.7 92.4: 8.3 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 61 66 61 81 81 180 175:
Old : 242: 67 63 55 76 81 173 170:
Other: 122: 13 30 16 41 50 67 84:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.9 24.8 21.9 12.7 12.0 22.3 19.8
Old : 14.8 14.6 25.7 24.5 12.5 13.6 22.1 22.8
Other: 43.2 32.2 59.3 51.8 43.2 31.7 59.3 51.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 15, 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 : 1,554,671: 333,139 338,291 369,680 721,807 665,689 1,424,626 1,373,660: 130,045 181,011
Old : 1,441,618: 335,005 345,846 325,255 665,580 608,901 1,325,840 1,280,002: 115,778 161,616
Other: 113,053: 38,539 32,850 4,020 56,227 56,788 98,786 93,658: 14,267 19,395
: : :
: : Changes in Commitments from: October 8, 2024 :
: 60,005: 9,499 50,722 -3,488 51,183 15,293 57,194 62,527: 2,811 -2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.8 23.8 46.4 42.8 91.6 88.4: 8.4 11.6
Old : 100.0: 23.2 24.0 22.6 46.2 42.2 92.0 88.8: 8.0 11.2
Other: 100.0: 34.1 29.1 3.6 49.7 50.2 87.4 82.8: 12.6 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 162 131 173 312 337 564 578:
Old : 755: 158 138 163 303 330 549 565:
Other: 356: 38 47 15 95 209 141 264:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.7 11.9 18.2 19.1 7.8 7.2 13.3 12.0
Old : 9.9 12.0 17.8 19.0 8.3 7.8 13.9 12.4
Other: 36.9 28.5 45.3 38.6 36.9 28.2 44.8 38.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 15, 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 : 948,228: 154,755 220,134 175,107 569,890 475,740 899,752 870,981: 48,476 77,247
Old : 901,369: 159,361 212,750 156,155 540,802 461,442 856,318 830,347: 45,051 71,022
Other: 46,859: 9,149 21,139 5,197 29,088 14,298 43,434 40,634: 3,425 6,225
: : :
: : Changes in Commitments from: October 8, 2024 :
: 66,159: 10,394 24,587 12,085 41,693 31,458 64,172 68,130: 1,987 -1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 23.2 18.5 60.1 50.2 94.9 91.9: 5.1 8.1
Old : 100.0: 17.7 23.6 17.3 60.0 51.2 95.0 92.1: 5.0 7.9
Other: 100.0: 19.5 45.1 11.1 62.1 30.5 92.7 86.7: 7.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 588: 119 149 176 223 249 461 486:
Old : 586: 130 148 166 219 242 449 475:
Other: 262: 33 53 28 47 147 100 211:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 12.6 20.3 20.6 10.8 11.4 17.2 17.7
Old : 13.0 13.2 21.0 21.5 11.3 12.0 18.0 18.6
Other: 28.2 27.4 43.3 41.4 27.5 24.9 42.2 38.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 15, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 23,424: 18,519 621 1,055 433 4,737 20,007 6,413: 3,417 17,011
Old : 20,816: 17,242 621 1,048 433 2,879 18,723 4,548: 2,093 16,268
Other: 2,608: 1,277 0 7 0 1,858 1,284 1,865: 1,324 743
: : :
: : Changes in Commitments from: October 8, 2024 :
: 1,086: 319 -439 300 370 -652 989 -791: 97 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 2.7 4.5 1.8 20.2 85.4 27.4: 14.6 72.6
Old : 100.0: 82.8 3.0 5.0 2.1 13.8 89.9 21.8: 10.1 78.2
Other: 100.0: 49.0 0.0 0.3 0.0 71.2 49.2 71.5: 50.8 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 2 4 4 8 13 14:
Old : 20: 9 2 4 4 8 13 14:
Other: 10: 3 0 1 0 7 3 8:
:----------------------------------------------------------------------------------------------------
: 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 : 65.0 18.3 83.1 23.6 61.8 17.0 78.6 21.2
Old : 67.0 11.9 87.3 17.7 66.1 10.4 82.3 15.0
Other: 49.2 70.4 49.2 71.5 49.0 70.4 49.0 71.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 15, 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 : 507,217: 142,778 89,973 85,826 247,437 305,214 476,041 481,013: 31,176 26,204
Old : 493,254: 142,118 85,500 83,220 237,724 299,283 463,062 468,003: 30,192 25,251
Other: 13,963: 2,399 6,212 867 9,713 5,931 12,979 13,010: 984 953
: : :
: : Changes in Commitments from: October 8, 2024 :
: -12,187: -7,980 -526 -2,255 -2,725 -6,991 -12,960 -9,772: 773 -2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.7 16.9 48.8 60.2 93.9 94.8: 6.1 5.2
Old : 100.0: 28.8 17.3 16.9 48.2 60.7 93.9 94.9: 6.1 5.1
Other: 100.0: 17.2 44.5 6.2 69.6 42.5 93.0 93.2: 7.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 101 65 87 107 90 251 204:
Old : 307: 102 65 87 104 89 248 202:
Other: 67: 17 7 10 34 13 53 29:
:----------------------------------------------------------------------------------------------------
: 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 29.8 17.8 38.3 9.1 28.4 16.1 36.4
Old : 10.5 30.1 18.2 38.8 9.3 29.3 16.4 37.5
Other: 38.0 53.4 57.4 75.4 36.6 53.3 54.2 75.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 15, 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 : 1,782,171: 388,158 448,336 16,237 1,148,257 1,178,330 1,552,652 1,642,903: 229,519 139,268
Old : 1,782,171: 388,158 448,336 16,237 1,148,257 1,178,330 1,552,652 1,642,903: 229,519 139,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 18,107: 25,618 9,621 979 -412 4,275 26,185 14,875: -8,078 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 25.2 0.9 64.4 66.1 87.1 92.2: 12.9 7.8
Old : 100.0: 21.8 25.2 0.9 64.4 66.1 87.1 92.2: 12.9 7.8
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 : 226: 26 39 19 112 112 149 159:
Old : 226: 26 39 19 112 112 149 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 36.7 36.6 47.5 24.4 34.8 35.4 45.3
Old : 24.7 36.7 36.6 47.5 24.4 34.8 35.4 45.3
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, October 15, 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 : 1,727,303: 164,282 485,508 2,877 1,384,793 1,066,251 1,551,952 1,554,636: 175,351 172,667
Old : 1,727,303: 164,282 485,508 2,877 1,384,793 1,066,251 1,551,952 1,554,636: 175,351 172,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 21,054: -8,574 30,401 1,313 33,738 -18,878 26,477 12,836: -5,423 8,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 28.1 0.2 80.2 61.7 89.8 90.0: 10.2 10.0
Old : 100.0: 9.5 28.1 0.2 80.2 61.7 89.8 90.0: 10.2 10.0
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 : 174: 12 24 11 111 91 130 119:
Old : 174: 12 24 11 111 91 130 119:
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 : 25.6 44.2 40.8 55.8 23.3 44.2 33.5 52.4
Old : 25.6 44.2 40.8 55.8 23.3 44.2 33.5 52.4
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, October 15, 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 : 563,780: 147,108 85,223 122,992 239,351 328,173 509,451 536,388: 54,329 27,392
Old : 546,589: 150,615 84,974 114,946 228,536 321,149 494,097 521,069: 52,492 25,520
Other: 17,191: 2,476 6,232 2,063 10,815 7,024 15,354 15,319: 1,837 1,872
: : :
: : Changes in Commitments from: October 8, 2024 :
: 6,637: -13,883 24,079 9,216 11,468 -27,507 6,801 5,788: -164 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.1 21.8 42.5 58.2 90.4 95.1: 9.6 4.9
Old : 100.0: 27.6 15.5 21.0 41.8 58.8 90.4 95.3: 9.6 4.7
Other: 100.0: 14.4 36.3 12.0 62.9 40.9 89.3 89.1: 10.7 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 87 76 92 122 110 262 237:
Old : 321: 90 75 92 120 109 260 236:
Other: 81: 19 16 13 32 19 58 43:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 28.9 16.8 37.4 8.9 27.5 15.6 35.2
Old : 9.4 29.4 17.3 38.1 9.3 28.6 16.0 36.3
Other: 37.9 47.9 55.4 66.2 36.2 42.6 51.4 58.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 15, 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 : 9,265: 2,846 1,154 367 4,566 6,671 7,779 8,192: 1,486 1,073
Old : 9,244: 2,845 1,154 367 4,566 6,658 7,778 8,179: 1,466 1,065
Other: 21: 1 0 0 0 13 1 13: 20 8
: : :
: : Changes in Commitments from: October 8, 2024 :
: -393: 198 -27 -91 -348 -424 -241 -542: -152 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.5 4.0 49.3 72.0 84.0 88.4: 16.0 11.6
Old : 100.0: 30.8 12.5 4.0 49.4 72.0 84.1 88.5: 15.9 11.5
Other: 100.0: 4.8 0.0 0.0 0.0 61.9 4.8 61.9: 95.2 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 21 7 9 21 16 45 31:
Old : 60: 21 7 9 21 16 45 31:
Other: 2: 1 0 0 0 1 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 : 25.9 54.0 42.6 66.0 24.9 53.8 41.5 65.7
Old : 26.0 53.9 42.7 66.0 25.0 53.8 41.6 65.7
Other: 4.8 61.9 4.8 61.9 4.8 61.9 4.8 61.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 15, 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 : 4,461,089: 557,715 1,899,975 91,167 3,535,657 2,372,682 4,184,539 4,363,824: 276,550 97,265
Old : 4,461,089: 557,715 1,899,975 91,167 3,535,657 2,372,682 4,184,539 4,363,824: 276,550 97,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 20,060: -77,539 39,685 23,915 89,473 -38,606 35,849 24,994: -15,789 -4,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 42.6 2.0 79.3 53.2 93.8 97.8: 6.2 2.2
Old : 100.0: 12.5 42.6 2.0 79.3 53.2 93.8 97.8: 6.2 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 : 472: 99 45 34 268 164 382 228:
Old : 472: 99 45 34 268 164 382 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 28.1 30.1 43.8 20.9 27.9 27.5 43.7
Old : 22.4 28.1 30.1 43.8 20.9 27.9 27.5 43.7
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 - Futures Only, October 15, 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 : 4,704,588: 477,930 1,342,995 84,597 3,684,020 2,936,659 4,246,547 4,364,251: 458,041 340,337
Old : 4,704,588: 477,930 1,342,995 84,597 3,684,020 2,936,659 4,246,547 4,364,251: 458,041 340,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -125,407: -11,675 -106,739 -34,324 -62,009 -3,781 -108,008 -144,844: -17,399 19,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 28.5 1.8 78.3 62.4 90.3 92.8: 9.7 7.2
Old : 100.0: 10.2 28.5 1.8 78.3 62.4 90.3 92.8: 9.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 64 60 40 208 174 293 253:
Old : 394: 64 60 40 208 174 293 253:
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 : 23.0 19.5 32.6 29.0 20.6 19.3 28.5 28.4
Old : 23.0 19.5 32.6 29.0 20.6 19.3 28.5 28.4
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, October 15, 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 : 2,191,510: 355,872 430,920 21,177 1,610,178 1,458,760 1,987,227 1,910,857: 204,283 280,653
Old : 2,191,510: 355,872 430,920 21,177 1,610,178 1,458,760 1,987,227 1,910,857: 204,283 280,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -14,084: 3,699 -3,720 9,075 -19,855 -15,825 -7,081 -10,470: -7,003 -3,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.7 1.0 73.5 66.6 90.7 87.2: 9.3 12.8
Old : 100.0: 16.2 19.7 1.0 73.5 66.6 90.7 87.2: 9.3 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 : 211: 22 29 13 105 126 136 159:
Old : 211: 22 29 13 105 126 136 159:
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 : 28.1 20.1 44.1 31.3 23.6 16.5 36.0 24.3
Old : 28.1 20.1 44.1 31.3 23.6 16.5 36.0 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders - Futures Only, October 15, 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 : 3,890: 2,837 1,339 402 116 0 3,355 1,741: 535 2,149
Old : 3,890: 2,837 1,339 402 116 0 3,355 1,741: 535 2,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 639: 510 267 134 -4 0 640 401: -1 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 34.4 10.3 3.0 0.0 86.2 44.8: 13.8 55.2
Old : 100.0: 72.9 34.4 10.3 3.0 0.0 86.2 44.8: 13.8 55.2
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: 8 18 2 2 0 10 20:
Old : 28: 8 18 2 2 0 10 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 : 79.5 25.6 84.7 33.4 69.2 19.9 74.3 25.8
Old : 79.5 25.6 84.7 33.4 69.2 19.9 74.3 25.8
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, October 15, 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 : 6,229,963: 452,589 2,082,613 91,798 5,248,489 3,786,609 5,792,876 5,961,020: 437,087 268,943
Old : 6,229,963: 452,589 2,082,613 91,798 5,248,489 3,786,609 5,792,876 5,961,020: 437,087 268,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -31,541: -36,007 -6,308 5,850 25,117 -31,927 -5,040 -32,385: -26,501 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 33.4 1.5 84.2 60.8 93.0 95.7: 7.0 4.3
Old : 100.0: 7.3 33.4 1.5 84.2 60.8 93.0 95.7: 7.0 4.3
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 : 411: 58 46 26 244 189 316 247:
Old : 411: 58 46 26 244 189 316 247:
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 22.2 35.9 36.5 21.4 22.0 31.5 36.2
Old : 25.0 22.2 35.9 36.5 21.4 22.0 31.5 36.2
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, October 15, 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 : 2,031,500: 422,543 295,778 467,578 1,109,596 1,214,131 1,999,717 1,977,487: 31,783 54,013
Old : 2,031,500: 422,543 295,778 467,578 1,109,596 1,214,131 1,999,717 1,977,487: 31,783 54,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -51,725: -58,588 6,118 9,470 49,989 -24,573 871 -8,985: -52,596 -42,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.6 23.0 54.6 59.8 98.4 97.3: 1.6 2.7
Old : 100.0: 20.8 14.6 23.0 54.6 59.8 98.4 97.3: 1.6 2.7
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 : 158: 23 37 47 84 91 137 146:
Old : 158: 23 37 47 84 91 137 146:
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 : 32.1 29.1 46.3 40.8 29.4 20.6 36.7 26.3
Old : 32.1 29.1 46.3 40.8 29.4 20.6 36.7 26.3
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 - Futures Only, October 15, 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 : 91,117: 23,983 11,383 1,442 49,858 65,588 75,282 78,412: 15,835 12,705
Old : 91,117: 23,983 11,383 1,442 49,858 65,588 75,282 78,412: 15,835 12,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 6,386: 3,398 5,084 -229 1,145 1,032 4,313 5,886: 2,073 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.5 1.6 54.7 72.0 82.6 86.1: 17.4 13.9
Old : 100.0: 26.3 12.5 1.6 54.7 72.0 82.6 86.1: 17.4 13.9
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 : 108: 38 23 18 25 27 70 61:
Old : 108: 38 23 18 25 27 70 61:
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 : 42.4 39.4 53.3 57.2 41.9 39.0 52.7 56.6
Old : 42.4 39.4 53.3 57.2 41.9 39.0 52.7 56.6
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 - Futures Only, October 15, 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 : 89,377: 23,414 10,698 1,391 49,858 65,523 74,663 77,612: 14,714 11,765
Old : 89,377: 23,414 10,698 1,391 49,858 65,523 74,663 77,612: 14,714 11,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 4,646: 2,829 4,399 -280 1,145 967 3,694 5,086: 952 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.0 1.6 55.8 73.3 83.5 86.8: 16.5 13.2
Old : 100.0: 26.2 12.0 1.6 55.8 73.3 83.5 86.8: 16.5 13.2
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 : 92: 29 16 14 25 27 58 53:
Old : 92: 29 16 14 25 27 58 53:
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 : 43.2 40.2 54.4 58.3 42.7 39.7 53.7 57.7
Old : 43.2 40.2 54.4 58.3 42.7 39.7 53.7 57.7
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, October 15, 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 : 69,244: 1,162 2,524 0 64,661 65,856 65,823 68,380: 3,421 864
Old : 69,244: 1,162 2,524 0 64,661 65,856 65,823 68,380: 3,421 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -1,206: -629 -735 0 -607 -299 -1,236 -1,034: 30 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.6 0.0 93.4 95.1 95.1 98.8: 4.9 1.2
Old : 100.0: 1.7 3.6 0.0 93.4 95.1 95.1 98.8: 4.9 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 : 48: 2 5 0 33 13 35 18:
Old : 48: 2 5 0 33 13 35 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 : 46.1 78.6 64.3 91.6 44.4 78.6 62.6 89.4
Old : 46.1 78.6 64.3 91.6 44.4 78.6 62.6 89.4
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, October 15, 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 : 17,404: 5,685 6,846 507 0 649 6,192 8,002: 11,212 9,402
Old : 17,404: 5,685 6,846 507 0 649 6,192 8,002: 11,212 9,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 39.3 2.9 0.0 3.7 35.6 46.0: 64.4 54.0
Old : 100.0: 32.7 39.3 2.9 0.0 3.7 35.6 46.0: 64.4 54.0
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 : 21: 10 10 5 0 1 14 12:
Old : 21: 10 10 5 0 1 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 : 21.9 32.7 30.7 41.5 21.9 29.9 29.7 38.7
Old : 21.9 32.7 30.7 41.5 21.9 29.9 29.7 38.7
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, October 15, 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 : 180,995: 22,267 36,814 868 157,399 143,200 180,534 180,882: 461 113
Old : 180,995: 22,267 36,814 868 157,399 143,200 180,534 180,882: 461 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -7,244: -6,343 -6,582 -626 -303 0 -7,272 -7,208: 28 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.3 0.5 87.0 79.1 99.7 99.9: 0.3 0.1
Old : 100.0: 12.3 20.3 0.5 87.0 79.1 99.7 99.9: 0.3 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 : 56: 28 18 2 8 2 37 21:
Old : 56: 28 18 2 8 2 37 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 : 91.9 86.6 95.7 95.7 91.9 86.6 95.7 95.2
Old : 91.9 86.6 95.7 95.7 91.9 86.6 95.7 95.2
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, October 15, 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 : 30,761: 22,571 17,765 8,180 0 4,792 30,751 30,737: 10 24
Old : 30,761: 22,571 17,765 8,180 0 4,792 30,751 30,737: 10 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 4,243: 4,243 799 0 0 3,444 4,243 4,243: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 57.8 26.6 0.0 15.6 100.0 99.9: 0.0 0.1
Old : 100.0: 73.4 57.8 26.6 0.0 15.6 100.0 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: 5 15 2 0 1 5 18:
Old : 21: 5 15 2 0 1 5 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 : 99.6 65.7 100.0 86.7 73.0 47.8 73.4 68.2
Old : 99.6 65.7 100.0 86.7 73.0 47.8 73.4 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders - Futures Only, October 15, 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 : 130,443: 82,839 82,824 47,584 0 0 130,423 130,408: 20 35
Old : 130,443: 82,839 82,824 47,584 0 0 130,423 130,408: 20 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -1,345: -1,511 -1,521 166 0 0 -1,345 -1,355: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 63.5 36.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 63.5 63.5 36.5 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: 23 9 5 0 0 26 11:
Old : 32: 23 9 5 0 0 26 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 96.7 81.4 99.6 41.4 62.6 53.5 63.4
Old : 61.3 96.7 81.4 99.6 41.4 62.6 53.5 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders - Futures Only, October 15, 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 : 91,965: 80,081 74,912 11,865 0 5,110 91,946 91,887: 19 78
Old : 91,965: 80,081 74,912 11,865 0 5,110 91,946 91,887: 19 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 45: -5 3,140 50 0 -3,145 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 81.5 12.9 0.0 5.6 100.0 99.9: 0.0 0.1
Old : 100.0: 87.1 81.5 12.9 0.0 5.6 100.0 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 : 37: 15 20 4 0 2 18 23:
Old : 37: 15 20 4 0 2 18 23:
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 86.4 92.8 94.3 75.8 74.9 82.9 82.2
Old : 81.1 86.4 92.8 94.3 75.8 74.9 82.9 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 18, 2024