WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 451,363: 119,390 175,824 142,437 155,111 97,200 416,939 415,461: 34,424 35,901
Old : 233,138: 126,106 113,469 47,343 39,973 54,520 213,422 215,332: 19,717 17,806
Other: 218,224: 52,366 121,437 36,013 115,138 42,680 203,517 200,129: 14,707 18,095
: : :
: : Changes in Commitments from: March 5, 2024 :
: -394: -10,560 -1,076 8,802 46 -9,215 -1,712 -1,490: 1,318 1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 39.0 31.6 34.4 21.5 92.4 92.0: 7.6 8.0
Old : 100.0: 54.1 48.7 20.3 17.1 23.4 91.5 92.4: 8.5 7.6
Other: 100.0: 24.0 55.6 16.5 52.8 19.6 93.3 91.7: 6.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 97 136 129 98 82 281 269:
Old : 313: 114 101 65 73 66 210 209:
Other: 248: 59 100 73 74 58 185 180:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 11.4 22.0 19.2 10.4 8.6 17.0 14.9
Old : 15.6 16.0 25.4 27.7 14.7 16.0 23.1 26.2
Other: 21.0 19.8 32.7 28.7 20.7 19.0 32.3 27.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 288,594: 73,923 100,044 79,214 116,485 88,752 269,622 268,010: 18,973 20,585
Old : 127,362: 68,335 62,450 13,729 37,119 39,779 119,183 115,959: 8,179 11,404
Other: 161,232: 31,918 63,924 39,154 79,366 48,973 150,438 152,051: 10,794 9,181
: : :
: : Changes in Commitments from: March 5, 2024 :
: 12,424: 2,497 -680 3,890 6,436 10,331 12,823 13,541: -399 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 34.7 27.4 40.4 30.8 93.4 92.9: 6.6 7.1
Old : 100.0: 53.7 49.0 10.8 29.1 31.2 93.6 91.0: 6.4 9.0
Other: 100.0: 19.8 39.6 24.3 49.2 30.4 93.3 94.3: 6.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 57 83 72 74 83 177 194:
Old : 205: 63 58 30 45 57 122 131:
Other: 201: 50 57 47 69 76 145 156:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 15.0 25.5 25.5 11.6 12.4 19.7 20.2
Old : 17.2 25.9 30.3 40.9 17.0 25.8 29.3 40.3
Other: 19.8 17.3 31.5 29.3 12.2 14.7 21.3 24.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,961,433: 278,436 488,113 707,971 768,749 554,898 1,755,156 1,750,983: 206,277 210,450
Old : 1,454,716: 324,772 540,105 387,474 581,487 400,629 1,293,733 1,328,208: 160,983 126,508
Other: 506,716: 145,210 139,555 128,951 187,262 154,269 461,423 422,774: 45,294 83,942
: : :
: : Changes in Commitments from: March 5, 2024 :
: 46,783: 1,956 -40,805 25,438 14,315 61,434 41,709 46,067: 5,074 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 24.9 36.1 39.2 28.3 89.5 89.3: 10.5 10.7
Old : 100.0: 22.3 37.1 26.6 40.0 27.5 88.9 91.3: 11.1 8.7
Other: 100.0: 28.7 27.5 25.4 37.0 30.4 91.1 83.4: 8.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 139 183 197 356 347 607 625:
Old : 723: 136 168 175 336 307 571 558:
Other: 497: 78 93 79 185 266 298 403:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 10.3 16.8 17.9 7.4 7.2 12.1 11.2
Old : 11.3 12.7 18.6 20.0 9.7 11.4 15.7 17.5
Other: 20.5 17.0 30.5 26.5 19.5 15.4 26.8 21.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 951,826: 92,700 266,930 305,196 494,111 308,934 892,007 881,059: 59,819 70,767
Old : 710,151: 99,122 217,389 205,996 359,989 241,629 665,107 665,014: 45,044 45,137
Other: 241,675: 30,930 86,893 61,847 134,122 67,305 226,900 216,045: 14,775 25,630
: : :
: : Changes in Commitments from: March 5, 2024 :
: 23,895: -2,133 -22,668 14,642 9,564 29,880 22,073 21,854: 1,822 2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 28.0 32.1 51.9 32.5 93.7 92.6: 6.3 7.4
Old : 100.0: 14.0 30.6 29.0 50.7 34.0 93.7 93.6: 6.3 6.4
Other: 100.0: 12.8 36.0 25.6 55.5 27.8 93.9 89.4: 6.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 113 168 199 193 195 436 445:
Old : 506: 116 160 173 178 173 405 402:
Other: 344: 64 101 82 119 141 235 275:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 12.0 20.5 19.8 10.5 9.6 16.7 15.2
Old : 14.0 14.7 22.6 22.9 12.8 13.4 19.2 19.9
Other: 15.8 17.5 26.2 27.6 12.9 14.6 20.8 20.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 595,795: 110,605 145,625 185,340 269,504 237,226 565,449 568,191: 30,346 27,604
Old : 476,930: 136,762 145,787 117,639 198,191 188,999 452,592 452,425: 24,338 24,505
Other: 118,866: 23,559 49,554 17,986 71,312 48,226 112,857 115,766: 6,009 3,099
: : :
: : Changes in Commitments from: March 5, 2024 :
: 12,861: 4,759 -13,377 14,539 -7,553 12,870 11,745 14,032: 1,116 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.4 31.1 45.2 39.8 94.9 95.4: 5.1 4.6
Old : 100.0: 28.7 30.6 24.7 41.6 39.6 94.9 94.9: 5.1 5.1
Other: 100.0: 19.8 41.7 15.1 60.0 40.6 94.9 97.4: 5.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 92 95 115 108 101 268 254:
Old : 327: 99 88 97 105 99 254 240:
Other: 169: 42 49 32 56 37 116 103:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 17.7 18.3 27.4 8.2 15.5 14.2 23.2
Old : 10.7 19.3 19.6 30.0 9.7 17.0 17.2 26.4
Other: 20.2 29.8 33.7 46.9 17.7 29.1 30.8 44.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,663,317: 230,429 283,263 127,636 1,096,025 1,100,592 1,454,089 1,511,491: 209,228 151,826
Old : 1,663,317: 230,429 283,263 127,636 1,096,025 1,100,592 1,454,089 1,511,491: 209,228 151,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 24,312: -313 5,989 -16,381 49,310 42,012 32,617 31,621: -8,304 -7,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.0 7.7 65.9 66.2 87.4 90.9: 12.6 9.1
Old : 100.0: 13.9 17.0 7.7 65.9 66.2 87.4 90.9: 12.6 9.1
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 : 221: 29 34 43 127 123 181 175:
Old : 221: 29 34 43 127 123 181 175:
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 : 18.9 17.8 31.9 28.4 17.6 14.9 30.2 24.2
Old : 18.9 17.8 31.9 28.4 17.6 14.9 30.2 24.2
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, March 12, 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 : 1,590,631: 136,592 453,049 8,838 1,271,662 968,624 1,417,092 1,430,511: 173,539 160,120
Old : 1,590,631: 136,592 453,049 8,838 1,271,662 968,624 1,417,092 1,430,511: 173,539 160,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: -14,257: -5,393 -10,190 -4,257 -3,728 2,380 -13,378 -12,066: -880 -2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 28.5 0.6 79.9 60.9 89.1 89.9: 10.9 10.1
Old : 100.0: 8.6 28.5 0.6 79.9 60.9 89.1 89.9: 10.9 10.1
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 : 170: 13 22 14 104 92 126 119:
Old : 170: 13 22 14 104 92 126 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 32.5 37.6 48.9 21.2 30.3 34.0 42.5
Old : 22.1 32.5 37.6 48.9 21.2 30.3 34.0 42.5
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, March 12, 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 : 535,541: 78,791 139,286 151,569 254,863 213,199 485,223 504,054: 50,318 31,488
Old : 449,647: 86,543 137,056 112,417 209,621 174,117 408,581 423,590: 41,067 26,058
Other: 85,894: 16,922 26,903 14,479 45,242 39,082 76,642 80,464: 9,252 5,430
: : :
: : Changes in Commitments from: March 5, 2024 :
: -5,380: -4,529 -4,403 3,352 -4,852 -2,513 -6,030 -3,565: 650 -1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.0 28.3 47.6 39.8 90.6 94.1: 9.4 5.9
Old : 100.0: 19.2 30.5 25.0 46.6 38.7 90.9 94.2: 9.1 5.8
Other: 100.0: 19.7 31.3 16.9 52.7 45.5 89.2 93.7: 10.8 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 79 95 109 148 123 297 268:
Old : 348: 86 90 99 145 112 288 248:
Other: 189: 34 49 34 87 51 145 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 17.8 16.1 27.1 6.8 16.6 11.9 24.7
Old : 9.6 17.2 16.6 26.6 7.8 16.4 13.3 25.1
Other: 16.1 29.8 27.0 44.8 16.1 27.9 26.2 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 12,188: 5,532 1,309 699 3,242 9,266 9,474 11,274: 2,714 914
Old : 9,680: 5,377 1,377 361 1,687 7,189 7,425 8,928: 2,255 752
Other: 2,508: 223 0 270 1,556 2,076 2,049 2,346: 459 162
: : :
: : Changes in Commitments from: March 5, 2024 :
: -445: -841 245 115 579 -644 -147 -284: -297 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 10.7 5.7 26.6 76.0 77.7 92.5: 22.3 7.5
Old : 100.0: 55.5 14.2 3.7 17.4 74.3 76.7 92.2: 23.3 7.8
Other: 100.0: 8.9 0.0 10.8 62.0 82.8 81.7 93.5: 18.3 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 31 5 8 19 21 53 31:
Old : 63: 29 7 7 14 20 47 30:
Other: 23: 6 0 3 11 12 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 53.2 42.1 67.1 26.3 52.4 39.6 66.2
Old : 28.2 50.7 44.4 66.9 27.8 50.3 43.9 66.5
Other: 62.2 74.5 74.8 88.1 57.4 73.7 65.8 78.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 3,703,993: 420,249 1,364,293 98,602 2,930,568 2,106,924 3,449,419 3,569,818: 254,574 134,175
Old : 3,703,993: 420,249 1,364,293 98,602 2,930,568 2,106,924 3,449,419 3,569,818: 254,574 134,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 39,992: 42,064 -20,336 9,623 -20,347 48,858 31,340 38,145: 8,652 1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 36.8 2.7 79.1 56.9 93.1 96.4: 6.9 3.6
Old : 100.0: 11.3 36.8 2.7 79.1 56.9 93.1 96.4: 6.9 3.6
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 : 464: 89 67 46 243 185 360 270:
Old : 464: 89 67 46 243 185 360 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 26.3 27.8 40.5 17.2 25.6 24.8 38.7
Old : 18.4 26.3 27.8 40.5 17.2 25.6 24.8 38.7
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, March 12, 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 : 5,015,594: 456,840 993,517 529,295 3,617,846 3,117,413 4,603,981 4,640,224: 411,614 375,370
Old : 5,015,594: 456,840 993,517 529,295 3,617,846 3,117,413 4,603,981 4,640,224: 411,614 375,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 41,685: 44,281 -58,352 2,961 27,435 132,910 74,677 77,518: -32,992 -35,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.8 10.6 72.1 62.2 91.8 92.5: 8.2 7.5
Old : 100.0: 9.1 19.8 10.6 72.1 62.2 91.8 92.5: 8.2 7.5
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 : 415: 68 71 75 240 208 343 319:
Old : 415: 68 71 75 240 208 343 319:
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 : 19.2 18.2 28.2 28.0 16.3 17.3 23.6 25.5
Old : 19.2 18.2 28.2 28.0 16.3 17.3 23.6 25.5
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, March 12, 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 : 2,039,362: 291,142 424,736 36,906 1,505,313 1,299,220 1,833,362 1,760,862: 206,000 278,500
Old : 2,039,362: 291,142 424,736 36,906 1,505,313 1,299,220 1,833,362 1,760,862: 206,000 278,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: -48,931: 15,319 -36,528 -4,855 -58,687 -6,744 -48,222 -48,126: -709 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.8 1.8 73.8 63.7 89.9 86.3: 10.1 13.7
Old : 100.0: 14.3 20.8 1.8 73.8 63.7 89.9 86.3: 10.1 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 : 206: 26 24 19 100 123 134 158:
Old : 206: 26 24 19 100 123 134 158:
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 : 32.3 25.2 46.5 37.5 29.8 22.8 40.1 32.1
Old : 32.3 25.2 46.5 37.5 29.8 22.8 40.1 32.1
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, March 12, 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 : 6,160,976: 345,614 1,620,525 283,517 5,119,675 3,954,090 5,748,806 5,858,132: 412,170 302,845
Old : 6,160,976: 345,614 1,620,525 283,517 5,119,675 3,954,090 5,748,806 5,858,132: 412,170 302,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 26,195: 2,525 -36,928 26,958 -909 38,704 28,574 28,733: -2,379 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 26.3 4.6 83.1 64.2 93.3 95.1: 6.7 4.9
Old : 100.0: 5.6 26.3 4.6 83.1 64.2 93.3 95.1: 6.7 4.9
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 : 409: 66 51 56 231 201 324 281:
Old : 409: 66 51 56 231 201 324 281:
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 : 23.4 24.9 32.3 36.8 21.6 24.9 28.4 36.4
Old : 23.4 24.9 32.3 36.8 21.6 24.9 28.4 36.4
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, March 12, 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 : 1,795,770: 130,033 325,783 267,164 1,361,057 1,166,776 1,758,254 1,759,723: 37,516 36,047
Old : 1,795,770: 130,033 325,783 267,164 1,361,057 1,166,776 1,758,254 1,759,723: 37,516 36,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 170,675: 14,502 24,682 23,016 134,913 124,208 172,431 171,906: -1,756 -1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 18.1 14.9 75.8 65.0 97.9 98.0: 2.1 2.0
Old : 100.0: 7.2 18.1 14.9 75.8 65.0 97.9 98.0: 2.1 2.0
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 : 159: 25 41 46 80 75 136 134:
Old : 159: 25 41 46 80 75 136 134:
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 : 29.2 21.8 44.0 34.3 13.0 10.0 18.7 16.6
Old : 29.2 21.8 44.0 34.3 13.0 10.0 18.7 16.6
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, March 12, 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 : 115,089: 31,031 14,014 10,214 56,982 75,692 98,227 99,920: 16,862 15,169
Old : 115,089: 31,031 14,014 10,214 56,982 75,692 98,227 99,920: 16,862 15,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 13,720: 346 -1,227 8,566 3,505 4,264 12,416 11,602: 1,304 2,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.2 8.9 49.5 65.8 85.3 86.8: 14.7 13.2
Old : 100.0: 27.0 12.2 8.9 49.5 65.8 85.3 86.8: 14.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 39 29 22 34 32 88 69:
Old : 118: 39 29 22 34 32 88 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 38.3 36.9 51.2 25.0 38.3 35.6 48.6
Old : 25.6 38.3 36.9 51.2 25.0 38.3 35.6 48.6
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, March 12, 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 : 112,394: 30,251 14,576 9,111 56,895 74,704 96,257 98,391: 16,137 14,003
Old : 112,394: 30,251 14,576 9,111 56,895 74,704 96,257 98,391: 16,137 14,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 13,202: 808 -280 7,522 3,506 3,992 11,836 11,234: 1,366 1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.0 8.1 50.6 66.5 85.6 87.5: 14.4 12.5
Old : 100.0: 26.9 13.0 8.1 50.6 66.5 85.6 87.5: 14.4 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 : 102: 31 24 17 31 30 74 60:
Old : 102: 31 24 17 31 30 74 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 : 26.2 39.2 37.7 52.4 25.6 39.2 36.4 49.8
Old : 26.2 39.2 37.7 52.4 25.6 39.2 36.4 49.8
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, March 12, 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 : 77,020: 0 6,964 0 73,897 68,810 73,897 75,774: 3,123 1,246
Old : 77,020: 0 6,964 0 73,897 68,810 73,897 75,774: 3,123 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 23,054: 0 922 0 22,463 21,814 22,463 22,736: 591 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 95.9 89.3 95.9 98.4: 4.1 1.6
Old : 100.0: 0.0 9.0 0.0 95.9 89.3 95.9 98.4: 4.1 1.6
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 : 39: 0 5 0 27 16 27 21:
Old : 39: 0 5 0 27 16 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 63.0 71.2 85.1 26.9 49.2 44.2 59.7
Old : 52.5 63.0 71.2 85.1 26.9 49.2 44.2 59.7
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, March 12, 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 : 26,953: 18,321 4,903 507 869 9,880 19,697 15,290: 7,256 11,663
Old : 26,953: 18,321 4,903 507 869 9,880 19,697 15,290: 7,256 11,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 5,174: 5,331 485 484 -13 2,712 5,802 3,681: -628 1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 18.2 1.9 3.2 36.7 73.1 56.7: 26.9 43.3
Old : 100.0: 68.0 18.2 1.9 3.2 36.7 73.1 56.7: 26.9 43.3
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 : 23: 11 8 6 3 3 17 14:
Old : 23: 11 8 6 3 3 17 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 : 55.5 46.0 66.0 53.3 54.9 46.0 65.1 52.7
Old : 55.5 46.0 66.0 53.3 54.9 46.0 65.1 52.7
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, March 12, 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 : 98,207: 11,457 19,549 2,036 84,379 76,557 97,872 98,142: 335 65
Old : 98,207: 11,457 19,549 2,036 84,379 76,557 97,872 98,142: 335 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 2,299: 129 280 1,995 181 0 2,305 2,275: -6 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.9 2.1 85.9 78.0 99.7 99.9: 0.3 0.1
Old : 100.0: 11.7 19.9 2.1 85.9 78.0 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 : 39: 20 12 4 6 1 27 16:
Old : 39: 20 12 4 6 1 27 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 : 89.0 90.7 94.9 97.9 87.9 90.7 92.9 96.7
Old : 89.0 90.7 94.9 97.9 87.9 90.7 92.9 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 20,610: 15,830 14,142 4,774 0 1,693 20,604 20,609: 6 1
Old : 20,610: 15,830 14,142 4,774 0 1,693 20,604 20,609: 6 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 68.6 23.2 0.0 8.2 100.0 100.0: 0.0 0.0
Old : 100.0: 76.8 68.6 23.2 0.0 8.2 100.0 100.0: 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 : 20: 6 13 2 0 1 6 16:
Old : 20: 6 13 2 0 1 6 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 : 99.0 67.3 100.0 95.3 75.8 52.7 76.8 74.2
Old : 99.0 67.3 100.0 95.3 75.8 52.7 76.8 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 81,186: 28,736 28,728 52,437 0 0 81,173 81,165: 13 21
Old : 81,186: 28,736 28,728 52,437 0 0 81,173 81,165: 13 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 827: 564 558 263 0 0 827 821: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 35.4 64.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.4 35.4 64.6 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 16 10 5 0 0 19 12:
Old : 26: 16 10 5 0 0 19 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 : 69.6 98.6 88.3 99.7 20.9 34.9 32.4 35.3
Old : 69.6 98.6 88.3 99.7 20.9 34.9 32.4 35.3
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, March 12, 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 : 41,407: 27,703 19,110 13,693 0 8,527 41,396 41,330: 11 77
Old : 41,407: 27,703 19,110 13,693 0 8,527 41,396 41,330: 11 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 684: -2,189 88 2,873 0 -2,277 684 684: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 46.2 33.1 0.0 20.6 100.0 99.8: 0.0 0.2
Old : 100.0: 66.9 46.2 33.1 0.0 20.6 100.0 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 5 0 1 15 19:
Old : 29: 12 16 5 0 1 15 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 74.9 87.4 91.4 47.0 55.6 62.5 63.0
Old : 64.0 74.9 87.4 91.4 47.0 55.6 62.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2024