WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 471,089: 117,694 181,199 159,135 158,985 96,625 435,814 436,959: 35,275 34,129
Old : 216,531: 120,747 118,349 36,033 42,162 48,440 198,942 202,822: 17,589 13,709
Other: 254,558: 67,952 133,855 52,097 116,823 48,185 236,872 234,137: 17,686 20,420
: : :
: : Changes in Commitments from: March 26, 2024 :
: 6,074: 923 -599 6,826 -1,599 192 6,150 6,419: -76 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 38.5 33.8 33.7 20.5 92.5 92.8: 7.5 7.2
Old : 100.0: 55.8 54.7 16.6 19.5 22.4 91.9 93.7: 8.1 6.3
Other: 100.0: 26.7 52.6 20.5 45.9 18.9 93.1 92.0: 6.9 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 94 127 127 100 85 274 273:
Old : 304: 106 98 62 71 68 200 205:
Other: 263: 65 102 83 81 65 201 198:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.8 21.6 20.6 9.8 9.6 16.0 16.1
Old : 12.2 20.2 22.1 33.7 11.5 18.7 21.0 30.9
Other: 19.7 17.5 31.3 27.3 18.9 15.0 30.1 22.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 316,914: 70,821 107,243 105,883 121,062 82,507 297,766 295,632: 19,148 21,282
Old : 122,846: 64,902 66,255 16,006 35,010 31,205 115,918 113,465: 6,928 9,380
Other: 194,068: 41,106 76,175 54,690 86,052 51,302 181,848 182,167: 12,220 11,901
: : :
: : Changes in Commitments from: March 26, 2024 :
: 21,314: 2,358 2,302 18,734 73 -1,213 21,166 19,823: 148 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 33.8 33.4 38.2 26.0 94.0 93.3: 6.0 6.7
Old : 100.0: 52.8 53.9 13.0 28.5 25.4 94.4 92.4: 5.6 7.6
Other: 100.0: 21.2 39.3 28.2 44.3 26.4 93.7 93.9: 6.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 65 70 78 78 85 186 194:
Old : 204: 58 58 37 47 65 121 144:
Other: 199: 52 51 52 71 75 154 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 14.6 23.6 24.2 10.7 11.1 17.7 18.3
Old : 17.6 25.8 30.7 40.6 17.4 25.3 30.5 39.6
Other: 17.5 16.3 29.1 28.3 12.5 12.6 20.9 23.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 2,056,525: 275,377 480,691 755,795 813,355 593,439 1,844,526 1,829,925: 211,999 226,600
Old : 1,479,559: 307,622 540,967 412,060 601,321 401,596 1,321,003 1,354,623: 158,556 124,936
Other: 576,966: 169,788 141,757 141,702 212,034 191,844 523,523 475,302: 53,443 101,664
: : :
: : Changes in Commitments from: March 26, 2024 :
: 38,703: -4,435 6,284 32,274 5,266 -961 33,105 37,596: 5,598 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 23.4 36.8 39.5 28.9 89.7 89.0: 10.3 11.0
Old : 100.0: 20.8 36.6 27.9 40.6 27.1 89.3 91.6: 10.7 8.4
Other: 100.0: 29.4 24.6 24.6 36.7 33.3 90.7 82.4: 9.3 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 742: 134 179 197 360 339 606 619:
Old : 702: 130 170 164 338 303 556 555:
Other: 513: 97 84 86 195 263 332 397:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 10.3 17.3 17.3 7.3 7.0 12.3 10.7
Old : 11.6 12.1 19.4 19.1 9.4 10.7 15.9 16.3
Other: 17.3 15.6 26.7 25.1 16.6 14.0 23.0 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 4,142: 708 1,310 236 1,181 1,503 2,125 3,049: 2,017 1,093
Old : 2,804: 540 1,127 36 744 796 1,320 1,959: 1,484 844
Other: 1,339: 274 289 94 437 707 805 1,090: 534 249
: : :
: : Changes in Commitments from: March 26, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 31.6 5.7 28.5 36.3 51.3 73.6: 48.7 26.4
Old : 100.0: 19.3 40.2 1.3 26.5 28.4 47.1 69.9: 52.9 30.1
Other: 100.0: 20.5 21.6 7.0 32.6 52.8 60.1 81.4: 39.9 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 8 5 7 6 14 18:
Old : 21: 5 7 2 6 5 12 13:
Other: 15: 2 6 4 4 3 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 41.3 43.8 58.1 19.7 29.2 25.2 41.0
Old : 34.3 42.3 43.5 60.4 27.6 40.5 36.9 55.6
Other: 51.8 59.7 60.1 78.5 48.5 59.7 53.1 74.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 1,054,786: 93,329 241,476 348,803 552,229 390,168 994,361 980,447: 60,425 74,339
Old : 744,241: 100,247 191,496 220,617 379,312 289,851 700,176 701,964: 44,065 42,277
Other: 310,545: 33,864 90,762 87,403 172,917 100,317 294,185 278,482: 16,360 32,062
: : :
: : Changes in Commitments from: March 26, 2024 :
: 32,123: -2,359 4,744 13,228 20,721 13,857 31,591 31,829: 532 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 22.9 33.1 52.4 37.0 94.3 93.0: 5.7 7.0
Old : 100.0: 13.5 25.7 29.6 51.0 38.9 94.1 94.3: 5.9 5.7
Other: 100.0: 10.9 29.2 28.1 55.7 32.3 94.7 89.7: 5.3 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 115 176 204 198 198 445 457:
Old : 510: 120 163 169 175 177 395 413:
Other: 373: 78 107 96 127 141 264 287:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 12.0 21.5 19.7 10.3 9.0 15.8 14.1
Old : 14.0 15.2 22.1 23.4 12.4 13.1 17.9 18.6
Other: 15.1 15.2 25.2 25.8 11.2 12.2 18.6 18.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 638,880: 114,644 122,160 210,667 280,807 279,134 606,117 611,961: 32,762 26,919
Old : 488,004: 137,301 127,498 133,088 192,388 204,720 462,777 465,306: 25,227 22,698
Other: 150,876: 30,650 47,969 24,272 88,419 74,414 143,341 146,655: 7,535 4,221
: : :
: : Changes in Commitments from: March 26, 2024 :
: 15,805: 4,515 1,797 8,948 -1,114 3,617 12,349 14,362: 3,457 1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 19.1 33.0 44.0 43.7 94.9 95.8: 5.1 4.2
Old : 100.0: 28.1 26.1 27.3 39.4 42.0 94.8 95.3: 5.2 4.7
Other: 100.0: 20.3 31.8 16.1 58.6 49.3 95.0 97.2: 5.0 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 88 88 114 110 108 273 258:
Old : 326: 93 91 93 102 106 254 241:
Other: 182: 54 42 39 60 46 129 115:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 18.4 17.3 27.1 7.7 16.6 12.9 23.0
Old : 10.7 19.4 19.5 28.9 9.2 17.1 15.7 24.3
Other: 16.9 29.0 30.6 47.8 16.1 27.8 28.3 44.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 1,703,208: 232,764 289,889 129,775 1,117,990 1,103,857 1,480,529 1,523,521: 222,680 179,688
Old : 1,703,208: 232,764 289,889 129,775 1,117,990 1,103,857 1,480,529 1,523,521: 222,680 179,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 62,293: -2,194 29,595 29,540 31,054 -17,604 58,400 41,531: 3,893 20,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.0 7.6 65.6 64.8 86.9 89.5: 13.1 10.5
Old : 100.0: 13.7 17.0 7.6 65.6 64.8 86.9 89.5: 13.1 10.5
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 : 222: 29 41 47 117 117 174 177:
Old : 222: 29 41 47 117 117 174 177:
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 : 18.8 20.6 31.1 31.1 17.7 18.6 29.5 26.9
Old : 18.8 20.6 31.1 31.1 17.7 18.6 29.5 26.9
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, April 02, 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 : 1,594,087: 144,827 458,383 6,701 1,264,613 949,979 1,416,142 1,415,063: 177,945 179,024
Old : 1,594,087: 144,827 458,383 6,701 1,264,613 949,979 1,416,142 1,415,063: 177,945 179,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 8,190: 5,033 19,785 -2,613 5,520 -25,470 7,940 -8,298: 249 16,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 28.8 0.4 79.3 59.6 88.8 88.8: 11.2 11.2
Old : 100.0: 9.1 28.8 0.4 79.3 59.6 88.8 88.8: 11.2 11.2
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 : 169: 14 24 13 94 93 114 124:
Old : 169: 14 24 13 94 93 114 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 30.9 38.7 45.6 21.3 30.3 34.5 40.3
Old : 22.4 30.9 38.7 45.6 21.3 30.3 34.5 40.3
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, April 02, 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 : 558,695: 86,668 131,611 157,201 263,085 235,269 506,954 524,081: 51,741 34,613
Old : 458,981: 93,482 129,412 117,446 207,585 183,459 418,514 430,317: 40,467 28,664
Other: 99,714: 17,228 26,241 15,713 55,499 51,810 88,440 93,764: 11,273 5,950
: : :
: : Changes in Commitments from: March 26, 2024 :
: 14,305: -2,470 9,450 4,318 12,356 -1,448 14,205 12,320: 101 1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.6 28.1 47.1 42.1 90.7 93.8: 9.3 6.2
Old : 100.0: 20.4 28.2 25.6 45.2 40.0 91.2 93.8: 8.8 6.2
Other: 100.0: 17.3 26.3 15.8 55.7 52.0 88.7 94.0: 11.3 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 71 97 105 144 120 287 261:
Old : 334: 85 85 98 138 110 278 241:
Other: 183: 30 47 41 86 56 147 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 18.2 16.5 26.8 6.8 17.3 11.9 25.1
Old : 9.9 17.0 16.8 25.5 7.2 16.4 12.5 24.5
Other: 14.7 30.5 24.8 46.9 14.6 29.3 24.5 43.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 10,580: 2,948 2,217 1,228 4,495 5,718 8,671 9,163: 1,909 1,417
Old : 7,766: 2,864 2,396 669 2,716 3,483 6,249 6,548: 1,517 1,218
Other: 2,815: 265 3 378 1,779 2,235 2,422 2,615: 392 199
: : :
: : Changes in Commitments from: March 26, 2024 :
: -70: -611 298 398 537 -1,126 324 -430: -394 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.0 11.6 42.5 54.0 82.0 86.6: 18.0 13.4
Old : 100.0: 36.9 30.8 8.6 35.0 44.9 80.5 84.3: 19.5 15.7
Other: 100.0: 9.4 0.1 13.4 63.2 79.4 86.1 92.9: 13.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 22 14 10 17 15 44 34:
Old : 58: 19 17 8 14 13 39 32:
Other: 24: 7 1 5 11 11 19 16:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 39.9 43.1 52.4 25.1 37.6 41.1 49.6
Old : 26.3 32.0 45.1 47.8 26.3 30.0 45.1 45.0
Other: 59.0 73.2 74.0 88.0 54.1 70.1 64.9 73.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 3,872,016: 430,463 1,374,544 150,604 3,036,088 2,205,934 3,617,154 3,731,082: 254,862 140,935
Old : 3,872,016: 430,463 1,374,544 150,604 3,036,088 2,205,934 3,617,154 3,731,082: 254,862 140,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 80,410: -2,863 21,429 27,079 58,430 25,843 82,646 74,351: -2,236 6,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 35.5 3.9 78.4 57.0 93.4 96.4: 6.6 3.6
Old : 100.0: 11.1 35.5 3.9 78.4 57.0 93.4 96.4: 6.6 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 : 480: 103 64 45 249 183 373 271:
Old : 480: 103 64 45 249 183 373 271:
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 : 19.6 25.2 28.4 39.2 18.9 24.9 25.8 37.4
Old : 19.6 25.2 28.4 39.2 18.9 24.9 25.8 37.4
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, April 02, 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 : 5,109,010: 419,950 1,031,295 522,944 3,708,641 3,132,276 4,651,535 4,686,514: 457,475 422,495
Old : 5,109,010: 419,950 1,031,295 522,944 3,708,641 3,132,276 4,651,535 4,686,514: 457,475 422,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 114,544: 14,325 73,015 6,574 75,821 9,964 96,720 89,553: 17,824 24,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 20.2 10.2 72.6 61.3 91.0 91.7: 9.0 8.3
Old : 100.0: 8.2 20.2 10.2 72.6 61.3 91.0 91.7: 9.0 8.3
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 : 418: 71 76 78 234 205 343 321:
Old : 418: 71 76 78 234 205 343 321:
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 18.2 27.6 28.1 16.1 17.2 23.1 24.7
Old : 19.0 18.2 27.6 28.1 16.1 17.2 23.1 24.7
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, April 02, 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 : 2,048,859: 294,205 438,542 37,756 1,501,193 1,289,256 1,833,154 1,765,554: 215,705 283,305
Old : 2,048,859: 294,205 438,542 37,756 1,501,193 1,289,256 1,833,154 1,765,554: 215,705 283,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 12,957: 1,640 7,867 -1,515 20,638 6,152 20,762 12,504: -7,805 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.4 1.8 73.3 62.9 89.5 86.2: 10.5 13.8
Old : 100.0: 14.4 21.4 1.8 73.3 62.9 89.5 86.2: 10.5 13.8
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 : 209: 29 27 20 105 115 144 152:
Old : 209: 29 27 20 105 115 144 152:
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 : 31.5 24.7 44.3 37.6 27.8 22.1 37.4 31.9
Old : 31.5 24.7 44.3 37.6 27.8 22.1 37.4 31.9
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, April 02, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 3,105: 1,492 1,097 244 572 0 2,308 1,341: 797 1,764
Old : 3,105: 1,492 1,097 244 572 0 2,308 1,341: 797 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 35.3 7.9 18.4 0.0 74.3 43.2: 25.7 56.8
Old : 100.0: 48.1 35.3 7.9 18.4 0.0 74.3 43.2: 25.7 56.8
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 : 23: 5 16 2 2 0 8 17:
Old : 23: 5 16 2 2 0 8 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 : 68.1 25.9 74.3 32.6 61.2 20.8 66.5 27.2
Old : 68.1 25.9 74.3 32.6 61.2 20.8 66.5 27.2
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, April 02, 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 : 6,355,350: 368,006 1,661,605 301,120 5,268,144 4,072,188 5,937,271 6,034,913: 418,079 320,437
Old : 6,355,350: 368,006 1,661,605 301,120 5,268,144 4,072,188 5,937,271 6,034,913: 418,079 320,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 167,254: -26,356 114,792 296 198,320 48,341 172,259 163,429: -5,005 3,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.1 4.7 82.9 64.1 93.4 95.0: 6.6 5.0
Old : 100.0: 5.8 26.1 4.7 82.9 64.1 93.4 95.0: 6.6 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 : 419: 54 66 50 235 206 323 288:
Old : 419: 54 66 50 235 206 323 288:
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 : 22.8 25.4 32.1 37.7 19.6 25.2 27.7 36.9
Old : 22.8 25.4 32.1 37.7 19.6 25.2 27.7 36.9
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, April 02, 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 : 1,764,795: 227,865 301,080 276,235 1,224,028 1,150,192 1,728,128 1,727,507: 36,667 37,288
Old : 1,764,795: 227,865 301,080 276,235 1,224,028 1,150,192 1,728,128 1,727,507: 36,667 37,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: -208,732: 21,698 -85,016 -24,324 -204,488 -96,473 -207,114 -205,813: -1,618 -2,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.1 15.7 69.4 65.2 97.9 97.9: 2.1 2.1
Old : 100.0: 12.9 17.1 15.7 69.4 65.2 97.9 97.9: 2.1 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 : 163: 32 36 44 79 83 136 140:
Old : 163: 32 36 44 79 83 136 140:
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 : 26.8 19.5 43.6 32.6 15.3 11.2 24.5 18.2
Old : 26.8 19.5 43.6 32.6 15.3 11.2 24.5 18.2
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, April 02, 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 : 93,699: 32,106 15,353 1,294 45,904 65,791 79,304 82,438: 14,395 11,261
Old : 93,699: 32,106 15,353 1,294 45,904 65,791 79,304 82,438: 14,395 11,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 941: -130 3,137 72 1,215 -3,144 1,157 65: -216 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.4 1.4 49.0 70.2 84.6 88.0: 15.4 12.0
Old : 100.0: 34.3 16.4 1.4 49.0 70.2 84.6 88.0: 15.4 12.0
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 : 92: 26 23 15 28 26 61 57:
Old : 92: 26 23 15 28 26 61 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 : 35.5 48.1 49.2 59.7 35.4 48.1 49.0 58.7
Old : 35.5 48.1 49.2 59.7 35.4 48.1 49.0 58.7
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, April 02, 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 : 93,699: 32,106 15,353 1,294 45,904 65,791 79,304 82,438: 14,395 11,261
Old : 93,699: 32,106 15,353 1,294 45,904 65,791 79,304 82,438: 14,395 11,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 941: -130 3,137 72 1,215 -3,144 1,157 65: -216 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.4 1.4 49.0 70.2 84.6 88.0: 15.4 12.0
Old : 100.0: 34.3 16.4 1.4 49.0 70.2 84.6 88.0: 15.4 12.0
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 : 92: 26 23 15 28 26 61 57:
Old : 92: 26 23 15 28 26 61 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 : 35.5 48.1 49.2 59.7 35.4 48.1 49.0 58.7
Old : 35.5 48.1 49.2 59.7 35.4 48.1 49.0 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 53,860: 0 3,372 0 50,846 49,426 50,846 52,798: 3,014 1,062
Old : 53,860: 0 3,372 0 50,846 49,426 50,846 52,798: 3,014 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 939: 0 -916 0 1,362 1,627 1,362 711: -423 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.0 94.4 91.8 94.4 98.0: 5.6 2.0
Old : 100.0: 0.0 6.3 0.0 94.4 91.8 94.4 98.0: 5.6 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 : 38: 0 4 0 25 12 25 16:
Old : 38: 0 4 0 25 12 25 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 : 37.6 77.8 62.6 89.5 37.4 77.8 60.7 89.5
Old : 37.6 77.8 62.6 89.5 37.4 77.8 60.7 89.5
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, April 02, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 94,244: 15,449 19,049 262 78,269 74,876 93,980 94,187: 264 57
Old : 94,244: 15,449 19,049 262 78,269 74,876 93,980 94,187: 264 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 1,237: 551 1,032 244 474 0 1,269 1,276: -32 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.2 0.3 83.0 79.4 99.7 99.9: 0.3 0.1
Old : 100.0: 16.4 20.2 0.3 83.0 79.4 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 : 40: 22 11 2 6 1 30 12:
Old : 40: 22 11 2 6 1 30 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 : 86.4 92.3 93.2 98.4 86.4 92.3 93.2 98.2
Old : 86.4 92.3 93.2 98.4 86.4 92.3 93.2 98.2
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, April 02, 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 : 69,472: 21,497 21,510 47,956 0 0 69,453 69,466: 19 6
Old : 69,472: 21,497 21,510 47,956 0 0 69,453 69,466: 19 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: -6,524: -6,524 -6,524 0 0 0 -6,524 -6,524: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 31.0 69.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 30.9 31.0 69.0 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: 15 10 4 0 0 18 11:
Old : 25: 15 10 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 : 76.2 98.7 92.9 99.8 20.0 30.1 28.8 30.9
Old : 76.2 98.7 92.9 99.8 20.0 30.1 28.8 30.9
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, April 02, 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 : 38,782: 27,423 18,986 10,980 0 8,748 38,403 38,714: 379 68
Old : 38,782: 27,423 18,986 10,980 0 8,748 38,403 38,714: 379 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2024 :
: 91: -267 93 -2 0 0 -269 91: 360 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 49.0 28.3 0.0 22.6 99.0 99.8: 1.0 0.2
Old : 100.0: 70.7 49.0 28.3 0.0 22.6 99.0 99.8: 1.0 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 : 27: 12 14 4 0 1 14 17:
Old : 27: 12 14 4 0 1 14 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 : 67.4 81.3 90.7 92.3 49.2 59.1 66.3 67.1
Old : 67.4 81.3 90.7 92.3 49.2 59.1 66.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 05, 2024