WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 427,307: 98,913 137,803 146,230 150,611 103,508 395,754 387,542: 31,552 39,765
Old : 294,217: 104,441 115,152 83,722 81,849 66,835 270,011 265,709: 24,206 28,509
Other: 133,090: 38,053 66,232 18,928 68,762 36,674 125,744 121,833: 7,346 11,257
: : :
: : Changes in Commitments from: January 2, 2024 :
: 11,250: -1,365 -911 9,035 1,434 -1,130 9,104 6,994: 2,146 4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 32.2 34.2 35.2 24.2 92.6 90.7: 7.4 9.3
Old : 100.0: 35.5 39.1 28.5 27.8 22.7 91.8 90.3: 8.2 9.7
Other: 100.0: 28.6 49.8 14.2 51.7 27.6 94.5 91.5: 5.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 111 115 145 108 102 300 291:
Old : 339: 115 104 112 98 98 261 267:
Other: 222: 60 67 49 60 65 149 155:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 12.3 19.0 20.3 9.0 7.8 15.3 13.3
Old : 11.9 11.6 21.0 19.6 9.1 10.4 16.2 17.1
Other: 23.5 29.8 39.2 41.3 23.4 29.6 39.1 37.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 226,120: 53,285 77,476 62,034 90,074 66,344 205,393 205,855: 20,727 20,265
Old : 161,378: 62,366 68,707 32,588 51,163 45,028 146,116 146,322: 15,262 15,056
Other: 64,741: 10,886 28,737 9,480 38,911 21,316 59,276 59,532: 5,465 5,209
: : :
: : Changes in Commitments from: January 2, 2024 :
: 4,519: 1,716 1,480 -2,298 3,665 5,152 3,082 4,334: 1,437 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 34.3 27.4 39.8 29.3 90.8 91.0: 9.2 9.0
Old : 100.0: 38.6 42.6 20.2 31.7 27.9 90.5 90.7: 9.5 9.3
Other: 100.0: 16.8 44.4 14.6 60.1 32.9 91.6 92.0: 8.4 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 55 65 63 71 76 162 171:
Old : 208: 61 59 44 65 65 143 151:
Other: 141: 27 38 30 49 54 96 104:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 16.3 30.4 27.8 15.5 14.7 21.9 22.7
Old : 20.5 20.5 33.0 33.8 18.1 19.6 28.4 30.3
Other: 29.7 28.0 42.7 43.6 26.3 26.5 37.8 36.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 1,713,898: 243,797 433,278 553,093 731,035 513,299 1,527,925 1,499,670: 185,973 214,228
Old : 1,431,433: 260,763 454,743 388,760 618,778 430,829 1,268,302 1,274,332: 163,131 157,101
Other: 282,465: 97,961 93,462 49,406 112,257 82,469 259,623 225,338: 22,842 57,128
: : :
: : Changes in Commitments from: January 2, 2024 :
: 112,551: -488 25,126 62,710 43,769 24,429 105,991 112,264: 6,560 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 25.3 32.3 42.7 29.9 89.1 87.5: 10.9 12.5
Old : 100.0: 18.2 31.8 27.2 43.2 30.1 88.6 89.0: 11.4 11.0
Other: 100.0: 34.7 33.1 17.5 39.7 29.2 91.9 79.8: 8.1 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 150 157 204 355 340 618 616:
Old : 744: 139 173 187 348 319 597 584:
Other: 439: 83 66 55 117 240 221 341:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.4 9.8 14.6 16.1 6.4 7.7 11.2 11.9
Old : 9.7 9.9 16.0 16.4 8.0 8.9 13.4 14.4
Other: 17.9 20.8 29.1 29.7 17.3 20.1 26.7 26.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 833,627: 96,715 132,390 260,080 418,648 366,929 775,443 759,398: 58,184 74,229
Old : 713,261: 91,883 98,339 224,328 346,088 332,532 662,298 655,199: 50,962 58,062
Other: 120,366: 22,421 51,639 18,164 72,560 34,397 113,144 104,200: 7,222 16,167
: : :
: : Changes in Commitments from: January 2, 2024 :
: 44,148: -1,633 16,805 26,288 18,056 -1,818 42,711 41,276: 1,437 2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.9 31.2 50.2 44.0 93.0 91.1: 7.0 8.9
Old : 100.0: 12.9 13.8 31.5 48.5 46.6 92.9 91.9: 7.1 8.1
Other: 100.0: 18.6 42.9 15.1 60.3 28.6 94.0 86.6: 6.0 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 118 164 182 206 221 434 465:
Old : 535: 124 151 165 198 209 414 439:
Other: 290: 44 76 51 88 136 169 228:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 11.6 19.8 20.3 8.1 10.1 14.4 15.8
Old : 12.3 13.0 21.2 22.6 8.6 11.7 15.3 17.8
Other: 17.3 20.7 32.1 31.3 16.1 19.5 30.6 28.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 542,231: 91,514 124,188 150,934 268,391 238,361 510,838 513,483: 31,392 28,747
Old : 471,509: 108,951 121,861 110,189 224,689 213,239 443,828 445,289: 27,680 26,220
Other: 70,722: 13,476 33,240 9,832 43,702 25,122 67,010 68,195: 3,712 2,527
: : :
: : Changes in Commitments from: January 2, 2024 :
: 21,113: 4,573 2,357 12,520 4,509 6,265 21,602 21,143: -490 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.9 27.8 49.5 44.0 94.2 94.7: 5.8 5.3
Old : 100.0: 23.1 25.8 23.4 47.7 45.2 94.1 94.4: 5.9 5.6
Other: 100.0: 19.1 47.0 13.9 61.8 35.5 94.8 96.4: 5.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 95 84 104 103 94 252 237:
Old : 312: 94 86 97 99 92 243 232:
Other: 123: 30 26 27 50 28 95 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 16.1 19.0 26.9 8.3 13.9 14.4 21.1
Old : 11.6 16.2 20.3 26.8 9.6 14.8 15.8 21.9
Other: 25.8 46.0 42.7 66.5 24.4 44.3 38.5 61.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 1,616,734: 176,711 322,931 104,831 1,124,567 1,036,974 1,406,108 1,464,736: 210,626 151,998
Old : 1,616,734: 176,711 322,931 104,831 1,124,567 1,036,974 1,406,108 1,464,736: 210,626 151,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 44,697: 5,431 17,410 12,242 18,678 14,468 36,351 44,120: 8,346 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 20.0 6.5 69.6 64.1 87.0 90.6: 13.0 9.4
Old : 100.0: 10.9 20.0 6.5 69.6 64.1 87.0 90.6: 13.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 29 36 44 118 122 174 175:
Old : 214: 29 36 44 118 122 174 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 14.8 34.2 26.8 19.7 13.1 32.8 22.5
Old : 20.8 14.8 34.2 26.8 19.7 13.1 32.8 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 1,682,745: 154,146 468,135 6,850 1,352,414 1,062,225 1,513,410 1,537,210: 169,335 145,535
Old : 1,682,745: 154,146 468,135 6,850 1,352,414 1,062,225 1,513,410 1,537,210: 169,335 145,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 13,748: -1,475 8,971 2,385 8,516 11,451 9,426 22,808: 4,322 -9,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 27.8 0.4 80.4 63.1 89.9 91.4: 10.1 8.6
Old : 100.0: 9.2 27.8 0.4 80.4 63.1 89.9 91.4: 10.1 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 : 185: 14 30 15 111 94 134 130:
Old : 185: 14 30 15 111 94 134 130:
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 : 21.2 33.3 37.5 49.7 19.9 33.2 34.5 44.1
Old : 21.2 33.3 37.5 49.7 19.9 33.2 34.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 515,526: 91,191 92,013 140,852 233,763 247,702 465,806 480,567: 49,720 34,958
Old : 465,828: 96,463 90,905 115,096 209,105 227,921 420,663 433,921: 45,165 31,907
Other: 49,698: 12,638 19,018 7,847 24,658 19,781 45,143 46,646: 4,555 3,052
: : :
: : Changes in Commitments from: January 2, 2024 :
: 25,653: -16,946 14,992 14,105 25,987 -3,836 23,146 25,261: 2,507 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.8 27.3 45.3 48.0 90.4 93.2: 9.6 6.8
Old : 100.0: 20.7 19.5 24.7 44.9 48.9 90.3 93.2: 9.7 6.8
Other: 100.0: 25.4 38.3 15.8 49.6 39.8 90.8 93.9: 9.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 80 76 99 129 112 270 236:
Old : 310: 84 74 94 129 107 263 230:
Other: 126: 31 27 28 49 35 99 73:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 23.0 20.2 34.8 8.0 18.4 13.6 26.7
Old : 11.7 24.9 20.5 35.9 9.0 20.8 15.0 29.6
Other: 28.7 41.4 44.0 56.9 28.3 41.3 41.2 55.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 11,290: 5,036 740 532 3,190 9,333 8,758 10,605: 2,532 684
Old : 10,017: 5,033 744 418 2,173 8,230 7,625 9,392: 2,393 625
Other: 1,272: 7 0 110 1,016 1,104 1,133 1,213: 139 59
: : :
: : Changes in Commitments from: January 2, 2024 :
: -665: -521 418 145 -84 -1,164 -460 -601: -206 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 6.6 4.7 28.3 82.7 77.6 93.9: 22.4 6.1
Old : 100.0: 50.2 7.4 4.2 21.7 82.2 76.1 93.8: 23.9 6.2
Other: 100.0: 0.6 0.0 8.6 79.9 86.7 89.1 95.4: 10.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 31 6 7 19 18 52 29:
Old : 67: 30 7 7 18 18 51 29:
Other: 15: 3 0 3 5 8 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 61.1 37.3 73.2 21.7 61.0 35.5 72.6
Old : 22.6 58.7 36.9 72.0 22.6 58.6 36.5 71.3
Other: 77.8 86.9 89.1 93.9 75.7 83.3 78.4 84.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 3,823,543: 420,457 1,656,123 94,507 3,049,909 1,942,373 3,564,873 3,693,004: 258,670 130,539
Old : 3,823,543: 420,457 1,656,123 94,507 3,049,909 1,942,373 3,564,873 3,693,004: 258,670 130,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 23,597: -355 -6,256 15,487 1,211 21,255 16,344 30,485: 7,253 -6,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 43.3 2.5 79.8 50.8 93.2 96.6: 6.8 3.4
Old : 100.0: 11.0 43.3 2.5 79.8 50.8 93.2 96.6: 6.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 98 55 40 244 173 363 247:
Old : 455: 98 55 40 244 173 363 247:
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 : 24.9 33.7 32.8 50.3 23.4 33.7 30.3 49.7
Old : 24.9 33.7 32.8 50.3 23.4 33.7 30.3 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 5,385,078: 471,799 1,180,565 535,570 3,941,384 3,288,425 4,948,753 5,004,560: 436,326 380,518
Old : 5,385,078: 471,799 1,180,565 535,570 3,941,384 3,288,425 4,948,753 5,004,560: 436,326 380,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 97,432: 75,916 19,465 51,821 -41,654 22,317 86,083 93,603: 11,350 3,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 21.9 9.9 73.2 61.1 91.9 92.9: 8.1 7.1
Old : 100.0: 8.8 21.9 9.9 73.2 61.1 91.9 92.9: 8.1 7.1
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 : 422: 74 70 74 237 213 352 316:
Old : 422: 74 70 74 237 213 352 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 17.5 31.3 27.6 17.5 16.3 26.1 24.0
Old : 19.8 17.5 31.3 27.6 17.5 16.3 26.1 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 with Delta-adjusted Options and Futures Combined, January 09, 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 : 2,099,821: 324,665 498,586 25,850 1,545,579 1,300,896 1,896,095 1,825,332: 203,726 274,489
Old : 2,099,821: 324,665 498,586 25,850 1,545,579 1,300,896 1,896,095 1,825,332: 203,726 274,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 16,283: 66,221 -9,488 -3,608 -47,174 20,150 15,440 7,054: 843 9,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.7 1.2 73.6 62.0 90.3 86.9: 9.7 13.1
Old : 100.0: 15.5 23.7 1.2 73.6 62.0 90.3 86.9: 9.7 13.1
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 : 189: 26 23 15 96 106 128 138:
Old : 189: 26 23 15 96 106 128 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 25.8 48.6 38.3 32.4 22.9 44.6 32.0
Old : 33.7 25.8 48.6 38.3 32.4 22.9 44.6 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 3,392: 1,380 2,141 80 867 0 2,327 2,221: 1,065 1,171
Old : 3,392: 1,380 2,141 80 867 0 2,327 2,221: 1,065 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 735: -249 482 49 813 0 613 531: 122 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 63.1 2.4 25.6 0.0 68.6 65.5: 31.4 34.5
Old : 100.0: 40.7 63.1 2.4 25.6 0.0 68.6 65.5: 31.4 34.5
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 : 23: 10 11 3 1 0 13 13:
Old : 23: 10 11 3 1 0 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 53.3 64.9 60.1 61.1 52.9 64.6 59.7
Old : 61.1 53.3 64.9 60.1 61.1 52.9 64.6 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 6,092,121: 426,243 1,613,997 254,908 4,960,133 3,934,212 5,641,284 5,803,117: 450,837 289,004
Old : 6,092,121: 426,243 1,613,997 254,908 4,960,133 3,934,212 5,641,284 5,803,117: 450,837 289,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 24,456: 51,927 -59,952 -11,352 -24,654 106,744 15,921 35,441: 8,535 -10,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 26.5 4.2 81.4 64.6 92.6 95.3: 7.4 4.7
Old : 100.0: 7.0 26.5 4.2 81.4 64.6 92.6 95.3: 7.4 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 : 378: 59 47 49 219 189 306 257:
Old : 378: 59 47 49 219 189 306 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 24.4 30.7 34.8 19.6 24.1 27.7 34.0
Old : 20.8 24.4 30.7 34.8 19.6 24.1 27.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 1,626,636: 165,155 301,348 291,069 1,131,777 989,132 1,588,001 1,581,549: 38,635 45,087
Old : 1,626,636: 165,155 301,348 291,069 1,131,777 989,132 1,588,001 1,581,549: 38,635 45,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 141,795: -10,339 -5,473 54,492 87,020 86,270 131,173 135,289: 10,622 6,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.5 17.9 69.6 60.8 97.6 97.2: 2.4 2.8
Old : 100.0: 10.2 18.5 17.9 69.6 60.8 97.6 97.2: 2.4 2.8
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 : 156: 27 45 49 68 75 126 138:
Old : 156: 27 45 49 68 75 126 138:
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 23.5 42.6 35.5 20.6 17.4 28.3 22.3
Old : 27.1 23.5 42.6 35.5 20.6 17.4 28.3 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 103,342: 36,987 12,908 2,656 49,428 74,856 89,071 90,420: 14,271 12,922
Old : 103,342: 36,987 12,908 2,656 49,428 74,856 89,071 90,420: 14,271 12,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -49: 2,676 -1,859 1,044 -4,227 616 -507 -199: 458 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
Old : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
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 : 100: 28 21 13 33 31 66 60:
Old : 100: 28 21 13 33 31 66 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 37.8 46.1 56.0 31.8 37.5 45.8 55.0
Old : 32.1 37.8 46.1 56.0 31.8 37.5 45.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 103,342: 36,987 12,908 2,656 49,428 74,856 89,071 90,420: 14,271 12,922
Old : 103,342: 36,987 12,908 2,656 49,428 74,856 89,071 90,420: 14,271 12,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -49: 2,676 -1,859 1,044 -4,227 616 -507 -199: 458 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
Old : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
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 : 100: 28 21 13 33 31 66 60:
Old : 100: 28 21 13 33 31 66 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 37.8 46.1 56.0 31.8 37.5 45.8 55.0
Old : 32.1 37.8 46.1 56.0 31.8 37.5 45.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 57,963: 0 515 0 55,381 56,395 55,381 56,910: 2,582 1,053
Old : 57,963: 0 515 0 55,381 56,395 55,381 56,910: 2,582 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 5,077: 0 -59 0 4,977 4,906 4,977 4,847: 100 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 95.5 97.3 95.5 98.2: 4.5 1.8
Old : 100.0: 0.0 0.9 0.0 95.5 97.3 95.5 98.2: 4.5 1.8
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 : 39: 0 2 0 28 12 28 14:
Old : 39: 0 2 0 28 12 28 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 83.0 67.6 94.9 42.8 83.0 66.1 94.4
Old : 44.1 83.0 67.6 94.9 42.8 83.0 66.1 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 94,124: 10,562 17,466 32 83,252 76,587 93,846 94,085: 278 39
Old : 94,124: 10,562 17,466 32 83,252 76,587 93,846 94,085: 278 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 21,688: -1,235 -1,522 32 22,877 23,182 21,674 21,692: 14 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.6 0.0 88.4 81.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.2 18.6 0.0 88.4 81.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 10 1 6 2 24 13:
Old : 35: 18 10 1 6 2 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 97.5 96.9 99.8 92.0 97.5 96.9 99.8
Old : 92.0 97.5 96.9 99.8 92.0 97.5 96.9 99.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 75,401: 25,458 25,448 49,933 0 0 75,391 75,381: 10 20
Old : 75,401: 25,458 25,448 49,933 0 0 75,391 75,381: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 2,450: 2,450 2,450 0 0 0 2,450 2,450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 33.8 66.2 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 33.8 33.8 66.2 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 : 23: 13 10 4 0 0 15 12:
Old : 23: 13 10 4 0 0 15 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 : 73.3 98.7 90.5 99.7 19.5 33.1 31.8 33.6
Old : 73.3 98.7 90.5 99.7 19.5 33.1 31.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 37,636: 25,854 14,426 11,782 0 11,367 37,636 37,575: 0 61
Old : 37,636: 25,854 14,426 11,782 0 11,367 37,636 37,575: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 289: 291 291 -2 0 0 289 289: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 38.3 31.3 0.0 30.2 100.0 99.8: 0.0 0.2
Old : 100.0: 68.7 38.3 31.3 0.0 30.2 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 15 3 0 1 13 18:
Old : 28: 12 15 3 0 1 13 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 : 71.2 79.8 94.8 90.5 50.9 55.2 65.0 62.4
Old : 71.2 79.8 94.8 90.5 50.9 55.2 65.0 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2024