WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 448,418: 118,524 149,767 142,975 154,389 119,372 415,888 412,114: 32,530 36,304
Old : 280,108: 110,440 106,820 76,564 70,156 73,979 257,161 257,363: 22,948 22,745
Other: 168,310: 48,693 83,556 25,802 84,233 45,393 158,728 154,751: 9,583 13,559
: : :
: : Changes in Commitments from: February 6, 2024 :
: -20,837: 3,983 -6,371 -14,180 -8,252 2,075 -18,449 -18,476: -2,389 -2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 33.4 31.9 34.4 26.6 92.7 91.9: 7.3 8.1
Old : 100.0: 39.4 38.1 27.3 25.0 26.4 91.8 91.9: 8.2 8.1
Other: 100.0: 28.9 49.6 15.3 50.0 27.0 94.3 91.9: 5.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 112 130 150 101 100 302 298:
Old : 341: 116 111 112 88 86 252 263:
Other: 246: 77 71 68 64 72 179 175:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.8 21.1 19.5 11.3 8.8 18.3 14.5
Old : 13.4 12.6 22.9 20.7 12.5 12.0 19.9 19.3
Other: 23.0 25.3 36.4 38.3 22.8 25.2 36.2 36.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 270,086: 63,186 91,865 69,844 115,393 84,708 248,423 246,417: 21,662 23,669
Old : 164,479: 58,604 68,039 35,775 56,556 45,104 150,935 148,918: 13,544 15,561
Other: 105,607: 22,143 41,386 16,509 58,837 39,603 97,489 97,499: 8,118 8,108
: : :
: : Changes in Commitments from: February 6, 2024 :
: 3,949: -151 5,321 -9,479 12,112 5,647 2,482 1,489: 1,467 2,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 34.0 25.9 42.7 31.4 92.0 91.2: 8.0 8.8
Old : 100.0: 35.6 41.4 21.8 34.4 27.4 91.8 90.5: 8.2 9.5
Other: 100.0: 21.0 39.2 15.6 55.7 37.5 92.3 92.3: 7.7 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 60 66 73 74 73 177 177:
Old : 199: 61 58 49 57 56 143 140:
Other: 171: 40 47 38 61 59 124 124:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 15.4 28.4 26.3 14.1 12.2 20.9 20.2
Old : 19.4 20.9 32.3 33.9 14.9 19.2 25.7 30.3
Other: 21.1 19.4 34.6 32.9 16.9 17.9 25.5 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 2,038,849: 274,466 531,790 719,514 845,325 554,937 1,839,306 1,806,241: 199,543 232,607
Old : 1,605,347: 308,560 562,437 451,624 677,573 436,138 1,437,757 1,450,200: 167,590 155,147
Other: 433,502: 122,332 125,778 111,465 167,752 118,799 401,549 356,042: 31,953 77,460
: : :
: : Changes in Commitments from: February 6, 2024 :
: 42,854: 8,484 21,304 35,069 -16 -18,282 43,537 38,091: -683 4,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 26.1 35.3 41.5 27.2 90.2 88.6: 9.8 11.4
Old : 100.0: 19.2 35.0 28.1 42.2 27.2 89.6 90.3: 10.4 9.7
Other: 100.0: 28.2 29.0 25.7 38.7 27.4 92.6 82.1: 7.4 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 134 185 219 373 348 640 639:
Old : 752: 136 182 200 364 317 618 589:
Other: 494: 91 80 72 163 263 286 383:
:----------------------------------------------------------------------------------------------------
: 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 9.8 15.5 16.7 7.4 7.7 11.3 11.9
Old : 10.4 11.2 17.6 18.4 9.1 10.1 14.2 15.2
Other: 19.2 20.0 29.3 29.6 16.8 17.7 22.9 22.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,005,227: 86,377 240,908 345,448 512,754 346,263 944,578 932,619: 60,649 72,608
Old : 820,101: 89,575 203,425 270,416 409,448 293,636 769,440 767,477: 50,661 52,624
Other: 185,125: 30,353 71,036 41,479 103,305 52,627 175,138 165,142: 9,987 19,983
: : :
: : Changes in Commitments from: February 6, 2024 :
: 13,790: 7,797 6,770 -2,186 8,949 10,154 14,560 14,739: -770 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 24.0 34.4 51.0 34.4 94.0 92.8: 6.0 7.2
Old : 100.0: 10.9 24.8 33.0 49.9 35.8 93.8 93.6: 6.2 6.4
Other: 100.0: 16.4 38.4 22.4 55.8 28.4 94.6 89.2: 5.4 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 121 186 192 204 208 451 466:
Old : 544: 120 177 173 195 188 431 430:
Other: 315: 55 87 55 101 141 190 251:
:----------------------------------------------------------------------------------------------------
: 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 10.4 20.3 17.7 7.8 7.4 13.3 12.1
Old : 12.4 11.5 21.0 19.7 7.5 8.9 13.5 14.1
Other: 15.8 19.4 27.8 29.8 13.9 17.2 24.3 25.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 603,973: 104,339 132,105 179,659 290,564 262,711 574,562 574,475: 29,411 29,498
Old : 510,421: 127,555 132,385 125,749 231,875 225,430 485,178 483,564: 25,243 26,857
Other: 93,552: 17,344 40,279 13,350 58,690 37,282 89,384 90,911: 4,168 2,641
: : :
: : Changes in Commitments from: February 6, 2024 :
: -27,224: 2,366 -6,260 -9,740 -17,272 -11,521 -24,646 -27,521: -2,577 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 21.9 29.7 48.1 43.5 95.1 95.1: 4.9 4.9
Old : 100.0: 25.0 25.9 24.6 45.4 44.2 95.1 94.7: 4.9 5.3
Other: 100.0: 18.5 43.1 14.3 62.7 39.9 95.5 97.2: 4.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 86 94 112 121 113 271 262:
Old : 328: 87 95 102 117 113 264 253:
Other: 142: 29 40 31 54 32 103 87:
:----------------------------------------------------------------------------------------------------
: 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 17.8 18.7 26.7 7.9 14.5 13.9 21.3
Old : 11.4 18.5 19.2 28.3 8.8 15.6 15.6 22.7
Other: 25.5 34.3 40.8 53.6 22.9 34.0 35.8 52.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,639,878: 188,113 294,045 117,255 1,103,222 1,055,194 1,408,589 1,466,493: 231,289 173,384
Old : 1,639,878: 188,113 294,045 117,255 1,103,222 1,055,194 1,408,589 1,466,493: 231,289 173,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 3,204: 17,127 3,789 -22,463 -4,883 11,383 -10,220 -7,292: 13,424 10,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 17.9 7.2 67.3 64.3 85.9 89.4: 14.1 10.6
Old : 100.0: 11.5 17.9 7.2 67.3 64.3 85.9 89.4: 14.1 10.6
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 : 212: 30 34 41 120 114 173 166:
Old : 212: 30 34 41 120 114 173 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 16.8 31.3 27.8 17.6 13.4 29.6 23.0
Old : 19.1 16.8 31.3 27.8 17.6 13.4 29.6 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,677,996: 166,425 502,362 7,402 1,331,425 1,021,981 1,505,252 1,531,745: 172,743 146,251
Old : 1,677,996: 166,425 502,362 7,402 1,331,425 1,021,981 1,505,252 1,531,745: 172,743 146,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 23,484: 10,675 4,802 1,882 3,582 19,231 16,139 25,914: 7,345 -2,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 29.9 0.4 79.3 60.9 89.7 91.3: 10.3 8.7
Old : 100.0: 9.9 29.9 0.4 79.3 60.9 89.7 91.3: 10.3 8.7
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 : 180: 15 25 15 115 95 140 125:
Old : 180: 15 25 15 115 95 140 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 31.9 35.6 49.7 20.2 31.8 32.9 44.6
Old : 21.2 31.9 35.6 49.7 20.2 31.8 32.9 44.6
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, February 13, 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 : 597,172: 77,055 121,227 191,428 274,893 249,634 543,377 562,289: 53,796 34,883
Old : 530,412: 86,264 120,629 158,776 238,215 220,548 483,254 499,952: 47,158 30,460
Other: 66,760: 12,348 22,154 11,096 36,679 29,087 60,122 62,337: 6,638 4,423
: : :
: : Changes in Commitments from: February 6, 2024 :
: 19,073: 3,806 14,243 3,954 10,745 -615 18,504 17,582: 569 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.3 32.1 46.0 41.8 91.0 94.2: 9.0 5.8
Old : 100.0: 16.3 22.7 29.9 44.9 41.6 91.1 94.3: 8.9 5.7
Other: 100.0: 18.5 33.2 16.6 54.9 43.6 90.1 93.4: 9.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 86 86 113 143 122 293 269:
Old : 340: 87 85 110 140 117 287 260:
Other: 154: 30 37 28 72 42 123 89:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 19.2 17.9 30.2 6.4 14.8 10.8 22.2
Old : 10.8 19.5 18.5 30.4 6.9 16.1 11.7 23.4
Other: 22.5 29.3 35.1 51.5 22.1 28.7 33.2 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 12,661: 6,208 1,347 781 2,771 9,348 9,761 11,476: 2,900 1,185
Old : 10,892: 6,081 1,391 600 1,519 7,845 8,199 9,836: 2,693 1,056
Other: 1,769: 173 1 136 1,253 1,504 1,562 1,641: 207 129
: : :
: : Changes in Commitments from: February 6, 2024 :
: 322: 349 -9 90 -100 7 339 89: -17 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 10.6 6.2 21.9 73.8 77.1 90.6: 22.9 9.4
Old : 100.0: 55.8 12.8 5.5 13.9 72.0 75.3 90.3: 24.7 9.7
Other: 100.0: 9.8 0.0 7.7 70.8 85.0 88.3 92.7: 11.7 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 30 8 9 17 20 51 33:
Old : 67: 29 9 8 16 20 49 33:
Other: 20: 5 1 3 6 10 12 13:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 49.5 37.1 62.9 23.4 49.5 35.9 62.9
Old : 26.6 46.1 39.1 61.4 26.5 46.1 39.1 61.4
Other: 66.8 77.5 85.0 88.5 66.1 77.5 79.2 84.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 4,085,859: 375,774 1,567,061 153,872 3,288,914 2,233,144 3,818,560 3,954,077: 267,299 131,781
Old : 4,085,859: 375,774 1,567,061 153,872 3,288,914 2,233,144 3,818,560 3,954,077: 267,299 131,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 84,410: 17,301 -97,535 59,905 9,965 121,094 87,171 83,464: -2,761 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 38.4 3.8 80.5 54.7 93.5 96.8: 6.5 3.2
Old : 100.0: 9.2 38.4 3.8 80.5 54.7 93.5 96.8: 6.5 3.2
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 : 459: 96 55 46 248 185 368 262:
Old : 459: 96 55 46 248 185 368 262:
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 : 23.8 30.5 32.2 47.7 22.4 29.8 29.5 46.6
Old : 23.8 30.5 32.2 47.7 22.4 29.8 29.5 46.6
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, February 13, 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 : 5,932,473: 490,412 1,237,041 816,270 4,143,197 3,477,784 5,449,879 5,531,095: 482,595 401,378
Old : 5,932,473: 490,412 1,237,041 816,270 4,143,197 3,477,784 5,449,879 5,531,095: 482,595 401,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 340,685: 19,589 10,481 168,786 113,672 151,562 302,048 330,829: 38,638 9,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 20.9 13.8 69.8 58.6 91.9 93.2: 8.1 6.8
Old : 100.0: 8.3 20.9 13.8 69.8 58.6 91.9 93.2: 8.1 6.8
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 : 427: 73 74 83 240 206 358 318:
Old : 427: 73 74 83 240 206 358 318:
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 : 17.5 16.5 27.7 25.2 15.6 14.2 23.7 20.9
Old : 17.5 16.5 27.7 25.2 15.6 14.2 23.7 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 2,206,269: 279,755 511,468 39,575 1,686,992 1,373,313 2,006,323 1,924,356: 199,947 281,913
Old : 2,206,269: 279,755 511,468 39,575 1,686,992 1,373,313 2,006,323 1,924,356: 199,947 281,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 20,354: -16,054 -177 9,009 15,145 18,479 8,101 27,311: 12,253 -6,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 23.2 1.8 76.5 62.2 90.9 87.2: 9.1 12.8
Old : 100.0: 12.7 23.2 1.8 76.5 62.2 90.9 87.2: 9.1 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 : 196: 22 29 23 103 109 138 148:
Old : 196: 22 29 23 103 109 138 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 25.1 48.7 34.8 33.4 22.5 43.6 29.8
Old : 34.6 25.1 48.7 34.8 33.4 22.5 43.6 29.8
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, February 13, 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 : 7,632: 1,637 1,265 4,263 797 50 6,697 5,578: 935 2,054
Old : 7,632: 1,637 1,265 4,263 797 50 6,697 5,578: 935 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 3,601: -778 -1,311 4,206 129 50 3,557 2,945: 44 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.6 55.9 10.4 0.7 87.7 73.1: 12.3 26.9
Old : 100.0: 21.4 16.6 55.9 10.4 0.7 87.7 73.1: 12.3 26.9
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 : 21: 4 14 2 2 1 7 16:
Old : 21: 4 14 2 2 1 7 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 64.8 87.7 68.5 30.2 10.1 31.9 13.4
Old : 85.8 64.8 87.7 68.5 30.2 10.1 31.9 13.4
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, February 13, 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 : 6,273,391: 394,286 1,730,158 308,014 5,153,707 3,920,822 5,856,008 5,958,994: 417,383 314,397
Old : 6,273,391: 394,286 1,730,158 308,014 5,153,707 3,920,822 5,856,008 5,958,994: 417,383 314,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 135,115: -27,318 8,968 65,221 101,355 44,641 139,257 118,829: -4,143 16,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 27.6 4.9 82.2 62.5 93.3 95.0: 6.7 5.0
Old : 100.0: 6.3 27.6 4.9 82.2 62.5 93.3 95.0: 6.7 5.0
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 : 413: 69 52 50 236 203 332 278:
Old : 413: 69 52 50 236 203 332 278:
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 : 21.3 23.1 31.0 34.9 19.9 22.5 27.4 34.0
Old : 21.3 23.1 31.0 34.9 19.9 22.5 27.4 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, February 13, 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 : 1,937,647: 259,866 401,847 297,607 1,346,488 1,193,055 1,903,961 1,892,509: 33,686 45,138
Old : 1,937,647: 259,866 401,847 297,607 1,346,488 1,193,055 1,903,961 1,892,509: 33,686 45,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 129,036: 5,345 11,366 8,220 113,988 104,957 127,553 124,543: 1,483 4,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 20.7 15.4 69.5 61.6 98.3 97.7: 1.7 2.3
Old : 100.0: 13.4 20.7 15.4 69.5 61.6 98.3 97.7: 1.7 2.3
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 : 161: 28 35 38 80 84 130 138:
Old : 161: 28 35 38 80 84 130 138:
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 : 28.3 19.5 43.6 31.9 21.8 12.8 27.7 18.6
Old : 28.3 19.5 43.6 31.9 21.8 12.8 27.7 18.6
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, February 13, 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 : 105,743: 33,947 12,403 2,343 52,927 76,540 89,217 91,285: 16,526 14,458
Old : 105,743: 33,947 12,403 2,343 52,927 76,540 89,217 91,285: 16,526 14,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 1,283: 673 127 -434 -738 -830 -500 -1,138: 1,782 2,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 11.7 2.2 50.1 72.4 84.4 86.3: 15.6 13.7
Old : 100.0: 32.1 11.7 2.2 50.1 72.4 84.4 86.3: 15.6 13.7
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 : 112: 37 22 12 39 35 79 66:
Old : 112: 37 22 12 39 35 79 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 47.1 46.1 58.9 34.3 46.9 45.8 56.6
Old : 34.6 47.1 46.1 58.9 34.3 46.9 45.8 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 with Delta-adjusted Options and Futures Combined, February 13, 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 : 103,466: 32,665 12,296 2,090 52,824 75,933 87,579 90,319: 15,887 13,147
Old : 103,466: 32,665 12,296 2,090 52,824 75,933 87,579 90,319: 15,887 13,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: -994: -609 20 -687 -842 -1,437 -2,138 -2,104: 1,144 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.9 2.0 51.1 73.4 84.6 87.3: 15.4 12.7
Old : 100.0: 31.6 11.9 2.0 51.1 73.4 84.6 87.3: 15.4 12.7
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 : 95: 27 18 10 37 32 67 57:
Old : 95: 27 18 10 37 32 67 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 48.2 47.1 60.2 35.1 47.9 46.8 57.9
Old : 35.3 48.2 47.1 60.2 35.1 47.9 46.8 57.9
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, February 13, 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 : 55,849: 0 3,138 0 53,058 51,706 53,058 54,844: 2,791 1,005
Old : 55,849: 0 3,138 0 53,058 51,706 53,058 54,844: 2,791 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: -2,221: -942 400 0 -1,345 -2,660 -2,287 -2,260: 66 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 95.0 92.6 95.0 98.2: 5.0 1.8
Old : 100.0: 0.0 5.6 0.0 95.0 92.6 95.0 98.2: 5.0 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 : 37: 0 4 0 23 13 23 17:
Old : 37: 0 4 0 23 13 23 17:
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 : 49.5 75.8 69.8 91.2 47.8 75.8 67.8 90.8
Old : 49.5 75.8 69.8 91.2 47.8 75.8 67.8 90.8
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 with Delta-adjusted Options and Futures Combined, February 13, 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 : 22,767: 15,191 3,440 153 1,039 6,070 16,383 9,663: 6,384 13,104
Old : 22,767: 15,191 3,440 153 1,039 6,070 16,383 9,663: 6,384 13,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 15.1 0.7 4.6 26.7 72.0 42.4: 28.0 57.6
Old : 100.0: 66.7 15.1 0.7 4.6 26.7 72.0 42.4: 28.0 57.6
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 : 23: 12 7 1 2 3 14 11:
Old : 23: 12 7 1 2 3 14 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 : 51.5 34.6 63.3 40.7 51.5 34.6 63.2 40.7
Old : 51.5 34.6 63.3 40.7 51.5 34.6 63.2 40.7
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 with Delta-adjusted Options and Futures Combined, February 13, 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 : 96,241: 11,462 19,575 24 84,449 76,601 95,935 96,200: 306 41
Old : 96,241: 11,462 19,575 24 84,449 76,601 95,935 96,200: 306 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 4: 2 -12 0 -20 11 -18 -1: 22 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.3 0.0 87.7 79.6 99.7 100.0: 0.3 0.0
Old : 100.0: 11.9 20.3 0.0 87.7 79.6 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 : 37: 18 12 1 6 2 24 15:
Old : 37: 18 12 1 6 2 24 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 : 91.2 93.3 96.2 99.4 91.1 93.3 96.1 99.4
Old : 91.2 93.3 96.2 99.4 91.1 93.3 96.1 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 80,277: 28,090 28,063 52,174 0 0 80,264 80,237: 13 40
Old : 80,277: 28,090 28,063 52,174 0 0 80,264 80,237: 13 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: -670: -670 -675 0 0 0 -670 -675: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 35.0 65.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.0 35.0 65.0 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 : 25: 16 9 4 0 0 18 11:
Old : 25: 16 9 4 0 0 18 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 : 70.4 99.1 88.5 99.8 20.3 34.7 32.0 34.9
Old : 70.4 99.1 88.5 99.8 20.3 34.7 32.0 34.9
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, February 13, 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 : 34,373: 23,558 12,686 10,804 0 10,804 34,362 34,294: 11 79
Old : 34,373: 23,558 12,686 10,804 0 10,804 34,362 34,294: 11 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2024 :
: 844: 844 842 2 0 0 846 844: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 36.9 31.4 0.0 31.4 100.0 99.8: 0.0 0.2
Old : 100.0: 68.5 36.9 31.4 0.0 31.4 100.0 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 : 29: 12 16 4 0 1 14 19:
Old : 29: 12 16 4 0 1 14 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 : 64.0 80.3 90.2 92.3 44.3 56.2 63.2 64.1
Old : 64.0 80.3 90.2 92.3 44.3 56.2 63.2 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2024