WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 455,296: 118,556 164,602 145,321 157,833 107,236 421,710 417,159: 33,586 38,137
Old : 277,570: 113,939 115,980 73,264 68,283 64,353 255,486 253,596: 22,084 23,974
Other: 177,726: 49,764 93,768 26,911 89,549 42,883 166,224 163,563: 11,502 14,163
: : :
: : Changes in Commitments from: February 13, 2024 :
: 6,878: 33 14,835 2,346 3,443 -12,136 5,822 5,045: 1,056 1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 36.2 31.9 34.7 23.6 92.6 91.6: 7.4 8.4
Old : 100.0: 41.0 41.8 26.4 24.6 23.2 92.0 91.4: 8.0 8.6
Other: 100.0: 28.0 52.8 15.1 50.4 24.1 93.5 92.0: 6.5 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 110 126 145 100 93 294 290:
Old : 327: 112 107 99 86 80 237 249:
Other: 253: 71 83 75 75 70 190 185:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 11.3 20.8 19.0 11.1 8.8 18.2 14.9
Old : 13.6 12.6 23.0 21.3 12.7 12.2 20.3 20.1
Other: 21.8 23.7 33.5 34.7 21.7 23.1 33.3 33.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 269,353: 65,086 97,588 69,263 113,355 78,191 247,704 245,043: 21,650 24,311
Old : 148,348: 60,852 70,107 26,716 48,244 36,717 135,811 133,539: 12,537 14,809
Other: 121,005: 25,449 48,697 21,332 65,112 41,474 111,892 111,503: 9,113 9,502
: : :
: : Changes in Commitments from: February 13, 2024 :
: -732: 1,900 5,724 -582 -2,037 -6,516 -719 -1,374: -13 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 36.2 25.7 42.1 29.0 92.0 91.0: 8.0 9.0
Old : 100.0: 41.0 47.3 18.0 32.5 24.8 91.5 90.0: 8.5 10.0
Other: 100.0: 21.0 40.2 17.6 53.8 34.3 92.5 92.1: 7.5 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 71 67 76 74 176 176:
Old : 203: 56 66 42 54 58 134 143:
Other: 169: 39 46 36 67 60 126 124:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 15.1 26.8 25.0 14.1 12.5 21.1 20.7
Old : 19.7 22.5 32.5 36.2 17.1 21.9 28.8 34.5
Other: 20.0 18.8 34.1 30.9 15.1 17.3 24.5 27.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 2,053,885: 271,233 545,971 722,253 856,515 549,742 1,850,001 1,817,967: 203,884 235,918
Old : 1,592,241: 306,291 579,709 436,964 681,098 420,713 1,424,353 1,437,386: 167,887 154,855
Other: 461,645: 129,945 131,266 120,286 175,417 129,030 425,648 380,581: 35,997 81,063
: : :
: : Changes in Commitments from: February 13, 2024 :
: 15,037: -3,233 14,181 2,739 11,189 -5,195 10,696 11,726: 4,341 3,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 26.6 35.2 41.7 26.8 90.1 88.5: 9.9 11.5
Old : 100.0: 19.2 36.4 27.4 42.8 26.4 89.5 90.3: 10.5 9.7
Other: 100.0: 28.1 28.4 26.1 38.0 28.0 92.2 82.4: 7.8 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 142 180 220 373 343 640 635:
Old : 740: 139 182 203 358 311 615 582:
Other: 491: 84 89 77 172 259 294 388:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 10.1 16.1 17.0 7.0 7.6 10.8 11.8
Old : 10.7 11.3 17.6 18.0 9.0 10.3 13.6 15.8
Other: 18.5 18.9 28.6 29.1 15.9 16.6 21.6 21.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 1,037,578: 95,178 248,646 353,109 529,300 362,683 977,586 964,437: 59,992 73,140
Old : 832,530: 99,310 206,818 267,388 417,040 307,405 783,737 781,611: 48,793 50,919
Other: 205,048: 31,829 77,789 49,760 112,260 55,277 193,849 182,826: 11,199 22,222
: : :
: : Changes in Commitments from: February 13, 2024 :
: 32,351: 8,801 7,738 7,661 16,546 16,420 33,008 31,818: -657 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 24.0 34.0 51.0 35.0 94.2 93.0: 5.8 7.0
Old : 100.0: 11.9 24.8 32.1 50.1 36.9 94.1 93.9: 5.9 6.1
Other: 100.0: 15.5 37.9 24.3 54.7 27.0 94.5 89.2: 5.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 124 182 196 203 204 455 464:
Old : 540: 127 168 176 192 187 431 428:
Other: 320: 55 96 62 104 137 199 257:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 10.6 19.1 18.0 7.1 7.4 12.7 11.8
Old : 11.7 12.1 19.7 20.8 7.1 9.2 13.0 14.2
Other: 15.9 20.2 27.6 31.2 13.8 18.3 23.7 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 604,371: 103,273 143,316 183,216 288,479 250,821 574,969 577,353: 29,403 27,019
Old : 504,921: 128,053 143,504 125,277 226,540 211,836 479,870 480,618: 25,051 24,303
Other: 99,450: 18,163 42,753 14,997 61,939 38,985 95,099 96,735: 4,352 2,715
: : :
: : Changes in Commitments from: February 13, 2024 :
: 399: -1,066 11,211 3,557 -2,085 -11,890 407 2,878: -8 -2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 23.7 30.3 47.7 41.5 95.1 95.5: 4.9 4.5
Old : 100.0: 25.4 28.4 24.8 44.9 42.0 95.0 95.2: 5.0 4.8
Other: 100.0: 18.3 43.0 15.1 62.3 39.2 95.6 97.3: 4.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 95 88 114 115 109 268 262:
Old : 326: 96 88 101 111 109 259 251:
Other: 148: 32 44 28 54 35 103 92:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 16.2 18.0 25.5 8.0 14.2 13.9 20.8
Old : 10.1 16.8 18.5 27.1 8.7 15.5 15.1 22.6
Other: 24.3 32.0 39.4 50.0 21.4 31.7 34.5 49.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 1,606,189: 185,083 271,928 116,669 1,075,491 1,043,578 1,377,244 1,432,175: 228,945 174,014
Old : 1,606,189: 185,083 271,928 116,669 1,075,491 1,043,578 1,377,244 1,432,175: 228,945 174,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -33,689: -3,029 -22,117 -586 -27,730 -11,616 -31,345 -34,319: -2,343 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.9 7.3 67.0 65.0 85.7 89.2: 14.3 10.8
Old : 100.0: 11.5 16.9 7.3 67.0 65.0 85.7 89.2: 14.3 10.8
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 : 210: 30 37 39 112 113 165 166:
Old : 210: 30 37 39 112 113 165 166:
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 : 19.0 16.8 31.3 28.2 17.4 13.7 29.6 24.1
Old : 19.0 16.8 31.3 28.2 17.4 13.7 29.6 24.1
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 20, 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 : 1,693,298: 157,838 480,965 30,668 1,333,231 1,030,647 1,521,737 1,542,280: 171,560 151,018
Old : 1,693,298: 157,838 480,965 30,668 1,333,231 1,030,647 1,521,737 1,542,280: 171,560 151,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 15,302: -8,587 -21,397 23,266 1,806 8,667 16,485 10,535: -1,183 4,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.4 1.8 78.7 60.9 89.9 91.1: 10.1 8.9
Old : 100.0: 9.3 28.4 1.8 78.7 60.9 89.9 91.1: 10.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 17 22 18 114 95 141 125:
Old : 178: 17 22 18 114 95 141 125:
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 : 21.0 32.5 35.3 50.3 20.0 31.5 32.4 44.5
Old : 21.0 32.5 35.3 50.3 20.0 31.5 32.4 44.5
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 20, 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 : 598,616: 83,461 127,426 186,248 275,775 250,201 545,483 563,875: 53,133 34,741
Old : 525,578: 91,068 121,420 154,730 234,353 219,513 480,152 495,663: 45,427 29,915
Other: 73,038: 12,168 25,782 11,742 41,421 30,688 65,332 68,212: 7,706 4,826
: : :
: : Changes in Commitments from: February 13, 2024 :
: 1,444: 6,405 6,199 -5,180 881 567 2,107 1,586: -663 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 21.3 31.1 46.1 41.8 91.1 94.2: 8.9 5.8
Old : 100.0: 17.3 23.1 29.4 44.6 41.8 91.4 94.3: 8.6 5.7
Other: 100.0: 16.7 35.3 16.1 56.7 42.0 89.4 93.4: 10.6 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 89 82 112 149 130 297 277:
Old : 346: 93 81 108 146 125 291 268:
Other: 158: 33 35 27 75 43 123 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 18.5 17.2 29.5 6.3 14.5 10.5 21.6
Old : 10.6 18.8 17.9 30.0 6.9 16.0 11.6 23.5
Other: 22.3 28.3 34.2 49.5 21.6 27.4 31.9 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 12,777: 6,279 1,305 675 2,709 9,660 9,663 11,639: 3,114 1,137
Old : 10,788: 6,171 1,365 434 1,366 7,986 7,971 9,786: 2,816 1,002
Other: 1,989: 174 6 174 1,343 1,673 1,691 1,854: 298 135
: : :
: : Changes in Commitments from: February 13, 2024 :
: 115: 70 -42 -106 -63 311 -98 163: 213 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 10.2 5.3 21.2 75.6 75.6 91.1: 24.4 8.9
Old : 100.0: 57.2 12.7 4.0 12.7 74.0 73.9 90.7: 26.1 9.3
Other: 100.0: 8.7 0.3 8.8 67.5 84.1 85.0 93.2: 15.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 29 8 9 16 21 49 34:
Old : 66: 27 10 8 15 21 47 34:
Other: 22: 5 1 3 7 11 13 14:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 50.1 40.3 63.8 25.4 50.1 38.5 63.8
Old : 29.4 46.4 41.7 62.3 29.4 46.4 41.7 62.3
Other: 66.7 78.5 81.8 89.0 66.0 76.7 74.2 82.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 4,124,430: 373,908 1,488,828 195,662 3,285,061 2,298,163 3,854,631 3,982,653: 269,799 141,778
Old : 4,124,430: 373,908 1,488,828 195,662 3,285,061 2,298,163 3,854,631 3,982,653: 269,799 141,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 38,572: -1,866 -78,233 41,790 -3,854 65,019 36,071 28,576: 2,501 9,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 36.1 4.7 79.6 55.7 93.5 96.6: 6.5 3.4
Old : 100.0: 9.1 36.1 4.7 79.6 55.7 93.5 96.6: 6.5 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 : 451: 88 56 45 245 189 359 264:
Old : 451: 88 56 45 245 189 359 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 29.4 31.0 44.8 20.7 28.4 28.2 43.6
Old : 22.1 29.4 31.0 44.8 20.7 28.4 28.2 43.6
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 20, 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 : 5,880,805: 477,652 1,161,202 807,253 4,136,632 3,522,982 5,421,537 5,491,438: 459,268 389,367
Old : 5,880,805: 477,652 1,161,202 807,253 4,136,632 3,522,982 5,421,537 5,491,438: 459,268 389,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -51,669: -12,760 -75,839 -9,017 -6,565 45,198 -28,341 -39,658: -23,327 -12,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 19.7 13.7 70.3 59.9 92.2 93.4: 7.8 6.6
Old : 100.0: 8.1 19.7 13.7 70.3 59.9 92.2 93.4: 7.8 6.6
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 : 423: 64 80 85 244 210 359 324:
Old : 423: 64 80 85 244 210 359 324:
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 : 17.7 17.3 28.2 26.1 15.7 14.3 23.8 21.6
Old : 17.7 17.3 28.2 26.1 15.7 14.3 23.8 21.6
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 20, 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 : 2,214,870: 267,802 459,952 75,913 1,672,975 1,389,216 2,016,690 1,925,081: 198,180 289,789
Old : 2,214,870: 267,802 459,952 75,913 1,672,975 1,389,216 2,016,690 1,925,081: 198,180 289,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 8,601: -11,954 -51,516 36,337 -14,016 15,904 10,367 725: -1,766 7,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.8 3.4 75.5 62.7 91.1 86.9: 8.9 13.1
Old : 100.0: 12.1 20.8 3.4 75.5 62.7 91.1 86.9: 8.9 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 : 197: 23 28 26 104 112 143 150:
Old : 197: 23 28 26 104 112 143 150:
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 : 34.4 24.7 48.4 34.9 33.1 22.3 43.0 29.5
Old : 34.4 24.7 48.4 34.9 33.1 22.3 43.0 29.5
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 20, 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 : 6,361,605: 393,552 1,673,115 378,534 5,186,480 3,992,871 5,958,566 6,044,520: 403,039 317,084
Old : 6,361,605: 393,552 1,673,115 378,534 5,186,480 3,992,871 5,958,566 6,044,520: 403,039 317,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 88,214: -734 -57,043 70,520 32,773 72,050 102,559 85,527: -14,344 2,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 26.3 6.0 81.5 62.8 93.7 95.0: 6.3 5.0
Old : 100.0: 6.2 26.3 6.0 81.5 62.8 93.7 95.0: 6.3 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 : 424: 72 56 62 240 205 344 292:
Old : 424: 72 56 62 240 205 344 292:
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 : 21.1 23.2 30.5 35.2 19.4 22.6 26.6 33.6
Old : 21.1 23.2 30.5 35.2 19.4 22.6 26.6 33.6
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 20, 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 : 1,962,721: 271,668 434,198 267,199 1,388,807 1,221,005 1,927,674 1,922,402: 35,047 40,319
Old : 1,962,721: 271,668 434,198 267,199 1,388,807 1,221,005 1,927,674 1,922,402: 35,047 40,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 25,074: 11,802 32,351 -30,408 42,319 27,950 23,713 29,893: 1,361 -4,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.1 13.6 70.8 62.2 98.2 97.9: 1.8 2.1
Old : 100.0: 13.8 22.1 13.6 70.8 62.2 98.2 97.9: 1.8 2.1
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 : 164: 25 38 40 83 86 134 142:
Old : 164: 25 38 40 83 86 134 142:
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 : 30.0 19.7 45.2 32.9 20.6 13.2 28.5 19.9
Old : 30.0 19.7 45.2 32.9 20.6 13.2 28.5 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 104,771: 33,012 15,068 2,705 53,698 73,084 89,414 90,857: 15,357 13,914
Old : 104,771: 33,012 15,068 2,705 53,698 73,084 89,414 90,857: 15,357 13,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -972: -935 2,666 362 770 -3,456 198 -428: -1,169 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.4 2.6 51.3 69.8 85.3 86.7: 14.7 13.3
Old : 100.0: 31.5 14.4 2.6 51.3 69.8 85.3 86.7: 14.7 13.3
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 : 120: 40 27 15 38 35 84 71:
Old : 120: 40 27 15 38 35 84 71:
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 : 34.3 46.8 46.6 58.0 33.5 46.6 45.1 57.6
Old : 34.3 46.8 46.6 58.0 33.5 46.6 45.1 57.6
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 20, 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 : 102,403: 32,293 15,562 1,749 53,593 72,483 87,634 89,794: 14,768 12,608
Old : 102,403: 32,293 15,562 1,749 53,593 72,483 87,634 89,794: 14,768 12,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -1,063: -372 3,266 -341 769 -3,449 56 -524: -1,119 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 15.2 1.7 52.3 70.8 85.6 87.7: 14.4 12.3
Old : 100.0: 31.5 15.2 1.7 52.3 70.8 85.6 87.7: 14.4 12.3
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 : 105: 31 24 11 36 32 72 62:
Old : 105: 31 24 11 36 32 72 62:
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 : 35.1 47.9 47.7 59.3 34.3 47.7 46.1 59.0
Old : 35.1 47.9 47.7 59.3 34.3 47.7 46.1 59.0
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, February 20, 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 : 53,896: 0 3,611 0 51,234 49,153 51,234 52,764: 2,662 1,132
Old : 53,896: 0 3,611 0 51,234 49,153 51,234 52,764: 2,662 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -1,953: 0 473 0 -1,824 -2,553 -1,824 -2,080: -129 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 95.1 91.2 95.1 97.9: 4.9 2.1
Old : 100.0: 0.0 6.7 0.0 95.1 91.2 95.1 97.9: 4.9 2.1
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 : 38: 0 4 0 24 13 24 17:
Old : 38: 0 4 0 24 13 24 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 : 47.9 72.8 70.3 89.7 46.2 72.8 68.2 89.7
Old : 47.9 72.8 70.3 89.7 46.2 72.8 68.2 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 23,683: 16,390 4,263 359 1,051 6,006 17,800 10,628: 5,883 13,055
Old : 23,683: 16,390 4,263 359 1,051 6,006 17,800 10,628: 5,883 13,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 916: 1,199 823 206 12 -64 1,417 965: -501 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 18.0 1.5 4.4 25.4 75.2 44.9: 24.8 55.1
Old : 100.0: 69.2 18.0 1.5 4.4 25.4 75.2 44.9: 24.8 55.1
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 : 22: 11 7 2 2 3 13 12:
Old : 22: 11 7 2 2 3 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 35.0 67.9 42.4 55.4 35.0 66.2 42.4
Old : 55.7 35.0 67.9 42.4 55.4 35.0 66.2 42.4
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, February 20, 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 : 96,220: 11,547 19,581 0 84,369 76,586 95,916 96,167: 304 53
Old : 96,220: 11,547 19,581 0 84,369 76,586 95,916 96,167: 304 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -21: 85 6 -24 -80 -15 -19 -33: -2 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.4 0.0 87.7 79.6 99.7 99.9: 0.3 0.1
Old : 100.0: 12.0 20.4 0.0 87.7 79.6 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 : 37: 18 12 0 6 2 24 14:
Old : 37: 18 12 0 6 2 24 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 : 91.2 93.4 96.2 99.4 91.2 93.4 96.1 99.4
Old : 91.2 93.4 96.2 99.4 91.2 93.4 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 20, 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 : 79,959: 27,772 27,740 52,174 0 0 79,946 79,914: 13 45
Old : 79,959: 27,772 27,740 52,174 0 0 79,946 79,914: 13 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -318: -318 -323 0 0 0 -318 -323: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 34.7 65.3 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 34.7 34.7 65.3 0.0 0.0 100.0 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 : 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 : 70.7 99.1 88.5 99.8 20.1 34.4 31.8 34.7
Old : 70.7 99.1 88.5 99.8 20.1 34.4 31.8 34.7
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 20, 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 : 36,657: 25,836 14,963 10,810 0 10,804 36,646 36,577: 11 80
Old : 36,657: 25,836 14,963 10,810 0 10,804 36,646 36,577: 11 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 2,284: 2,278 2,277 6 0 0 2,284 2,283: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 40.8 29.5 0.0 29.5 100.0 99.8: 0.0 0.2
Old : 100.0: 70.5 40.8 29.5 0.0 29.5 100.0 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: 13 15 4 0 1 15 18:
Old : 29: 13 15 4 0 1 15 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 : 62.8 81.7 86.4 92.5 43.8 59.5 62.1 66.0
Old : 62.8 81.7 86.4 92.5 43.8 59.5 62.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2024