WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 516,145: 117,993 135,261 190,200 172,707 147,287 480,901 472,748: 35,245 43,397
Old : 500,881: 116,412 140,607 180,649 170,113 139,617 467,174 460,872: 33,708 40,009
Other: 15,264: 9,359 2,432 1,773 2,595 7,670 13,727 11,876: 1,537 3,388
: : :
: : Changes in Commitments from: May 21, 2024 :
: 1,070: 465 -1,799 -8,928 8,021 11,342 -442 615: 1,512 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 26.2 36.9 33.5 28.5 93.2 91.6: 6.8 8.4
Old : 100.0: 23.2 28.1 36.1 34.0 27.9 93.3 92.0: 6.7 8.0
Other: 100.0: 61.3 15.9 11.6 17.0 50.3 89.9 77.8: 10.1 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 115 113 144 108 118 306 301:
Old : 372: 115 111 143 108 117 305 300:
Other: 114: 25 20 15 21 57 52 86:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.6 19.7 18.6 9.3 8.5 14.7 13.1
Old : 12.9 11.8 20.1 18.9 9.5 8.8 15.0 13.6
Other: 52.0 18.6 65.3 29.9 51.3 16.4 62.0 26.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 282,175: 61,340 64,275 87,159 116,976 105,470 265,475 256,904: 16,700 25,272
Old : 278,949: 61,141 64,991 85,888 115,769 104,057 262,799 254,936: 16,151 24,013
Other: 3,226: 1,196 280 274 1,206 1,413 2,677 1,967: 549 1,259
: : :
: : Changes in Commitments from: May 21, 2024 :
: 8,602: 4,667 -1,560 2,798 1,585 6,472 9,051 7,710: -448 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 22.8 30.9 41.5 37.4 94.1 91.0: 5.9 9.0
Old : 100.0: 21.9 23.3 30.8 41.5 37.3 94.2 91.4: 5.8 8.6
Other: 100.0: 37.1 8.7 8.5 37.4 43.8 83.0 61.0: 17.0 39.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 71 56 69 83 91 191 181:
Old : 236: 69 58 67 83 90 189 180:
Other: 64: 13 9 5 16 33 31 45:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 12.2 21.8 21.4 10.0 9.6 17.7 15.8
Old : 12.8 12.3 22.0 21.5 10.1 9.8 17.9 16.1
Other: 40.2 21.6 57.5 33.3 39.4 21.2 53.3 29.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 1,963,843: 313,460 381,550 688,403 771,547 657,909 1,773,410 1,727,862: 190,433 235,981
Old : 1,166,793: 298,524 420,763 315,010 430,435 341,929 1,043,969 1,077,702: 122,824 89,091
Other: 797,051: 208,793 154,644 179,536 341,113 315,980 729,442 650,160: 67,609 146,890
: : :
: : Changes in Commitments from: May 21, 2024 :
: -29,561: 5,112 17,902 -27,464 -5,277 -21,556 -27,628 -31,118: -1,932 1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.4 35.1 39.3 33.5 90.3 88.0: 9.7 12.0
Old : 100.0: 25.6 36.1 27.0 36.9 29.3 89.5 92.4: 10.5 7.6
Other: 100.0: 26.2 19.4 22.5 42.8 39.6 91.5 81.6: 8.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 775: 168 158 222 361 364 644 647:
Old : 716: 147 159 148 319 309 542 541:
Other: 607: 128 102 128 235 303 425 477:
:----------------------------------------------------------------------------------------------------
: 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 9.9 16.4 16.6 7.0 5.3 11.6 9.1
Old : 10.7 13.3 19.0 20.8 9.0 11.2 14.3 16.3
Other: 13.8 11.3 21.4 19.0 13.4 10.4 20.1 16.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 1,007,496: 120,191 145,750 314,272 511,290 462,882 945,752 922,904: 61,744 84,592
Old : 491,827: 87,062 107,983 111,650 258,573 237,970 457,285 457,603: 34,542 34,224
Other: 515,669: 88,545 93,183 147,206 252,716 224,912 488,467 465,301: 27,202 50,367
: : :
: : Changes in Commitments from: May 21, 2024 :
: 1,445: 7,095 -7,569 -7,778 4,226 14,645 3,543 -702: -2,098 2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.5 31.2 50.7 45.9 93.9 91.6: 6.1 8.4
Old : 100.0: 17.7 22.0 22.7 52.6 48.4 93.0 93.0: 7.0 7.0
Other: 100.0: 17.2 18.1 28.5 49.0 43.6 94.7 90.2: 5.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 130 164 196 214 224 469 473:
Old : 505: 117 146 129 157 190 350 392:
Other: 457: 114 108 121 178 191 354 361:
:----------------------------------------------------------------------------------------------------
: 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 12.4 20.1 21.1 11.7 9.5 16.2 14.6
Old : 18.1 18.6 26.0 27.6 17.1 15.0 22.7 21.5
Other: 11.9 12.3 19.6 20.6 10.5 9.3 16.5 14.6
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 11,038: 4,132 4,432 5,547 962 964 10,641 10,943: 397 95
Old : 8,556: 2,886 3,318 4,605 895 538 8,386 8,461: 169 95
Other: 2,483: 1,448 1,316 740 67 426 2,255 2,483: 228 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 927: 110 336 693 132 -106 935 924: -8 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 40.2 50.2 8.7 8.7 96.4 99.1: 3.6 0.9
Old : 100.0: 33.7 38.8 53.8 10.5 6.3 98.0 98.9: 2.0 1.1
Other: 100.0: 58.3 53.0 29.8 2.7 17.2 90.8 100.0: 9.2 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 11 11 6 5 18 18:
Old : 20: 3 11 11 5 4 17 17:
Other: 9: 1 4 4 1 3 5 8:
:----------------------------------------------------------------------------------------------------
: 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 : 72.1 70.6 92.3 89.2 38.9 31.5 40.6 40.2
Old : 77.6 74.8 93.5 89.5 35.6 32.1 38.1 37.0
Other: 88.2 72.8 90.8 100.0 61.0 57.6 61.0 70.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 597,248: 107,549 140,554 143,428 312,490 287,669 563,467 571,651: 33,781 25,598
Old : 356,064: 106,935 120,431 65,100 161,336 151,875 333,371 337,406: 22,693 18,658
Other: 241,184: 45,385 64,894 33,556 151,154 135,794 230,096 234,244: 11,089 6,940
: : :
: : Changes in Commitments from: May 21, 2024 :
: 8,642: 1,701 -5,594 -2,014 9,852 18,417 9,539 10,810: -896 -2,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.5 24.0 52.3 48.2 94.3 95.7: 5.7 4.3
Old : 100.0: 30.0 33.8 18.3 45.3 42.7 93.6 94.8: 6.4 5.2
Other: 100.0: 18.8 26.9 13.9 62.7 56.3 95.4 97.1: 4.6 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 88 93 107 118 106 269 254:
Old : 316: 90 87 80 101 100 234 228:
Other: 226: 61 49 52 83 70 172 147:
:----------------------------------------------------------------------------------------------------
: 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 18.5 17.5 27.9 8.1 15.9 14.5 23.2
Old : 10.3 18.9 18.4 27.4 8.9 17.6 15.2 25.1
Other: 20.1 27.7 29.9 40.9 19.9 24.8 29.7 37.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 1,840,655: 271,851 234,237 170,202 1,176,326 1,254,152 1,618,379 1,658,591: 222,276 182,065
Old : 1,840,655: 271,851 234,237 170,202 1,176,326 1,254,152 1,618,379 1,658,591: 222,276 182,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: -88,126: -2,332 -15,152 -80,321 -1,690 4,417 -84,343 -91,056: -3,783 2,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.7 9.2 63.9 68.1 87.9 90.1: 12.1 9.9
Old : 100.0: 14.8 12.7 9.2 63.9 68.1 87.9 90.1: 12.1 9.9
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 : 214: 33 29 43 123 121 179 170:
Old : 214: 33 29 43 123 121 179 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 25.7 32.6 36.1 18.6 22.0 31.2 31.0
Old : 19.8 25.7 32.6 36.1 18.6 22.0 31.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 1,850,916: 151,971 469,145 82,920 1,383,519 1,080,885 1,618,409 1,632,950: 232,506 217,966
Old : 1,850,916: 151,971 469,145 82,920 1,383,519 1,080,885 1,618,409 1,632,950: 232,506 217,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 132,306: -3,393 -14,773 38,901 43,051 51,332 78,558 75,460: 53,748 56,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 25.3 4.5 74.7 58.4 87.4 88.2: 12.6 11.8
Old : 100.0: 8.2 25.3 4.5 74.7 58.4 87.4 88.2: 12.6 11.8
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 : 184: 17 25 25 112 100 144 135:
Old : 184: 17 25 25 112 100 144 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 32.1 35.3 45.0 20.1 29.1 31.0 38.9
Old : 21.2 32.1 35.3 45.0 20.1 29.1 31.0 38.9
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, May 28, 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 : 536,628: 165,784 47,065 126,033 189,039 334,047 480,856 507,145: 55,771 29,483
Old : 336,761: 127,328 46,111 58,046 115,174 212,188 300,548 316,344: 36,213 20,417
Other: 199,866: 61,500 23,997 44,944 73,864 121,860 180,308 190,801: 19,558 9,065
: : :
: : Changes in Commitments from: May 21, 2024 :
: 7,013: 12,838 -8,073 -2,073 -2,491 17,324 8,274 7,178: -1,261 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.8 23.5 35.2 62.2 89.6 94.5: 10.4 5.5
Old : 100.0: 37.8 13.7 17.2 34.2 63.0 89.2 93.9: 10.8 6.1
Other: 100.0: 30.8 12.0 22.5 37.0 61.0 90.2 95.5: 9.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 101 74 103 124 135 278 268:
Old : 324: 100 72 79 111 122 247 238:
Other: 241: 69 53 56 88 85 187 166:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 26.4 18.8 38.8 10.4 25.4 17.1 35.1
Old : 11.7 25.2 19.1 36.8 11.4 24.3 17.7 35.3
Other: 17.9 32.7 28.5 45.9 14.0 31.6 23.1 40.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 10,443: 3,283 641 640 4,353 8,068 8,275 9,349: 2,167 1,094
Old : 4,868: 2,180 670 134 1,168 3,361 3,483 4,165: 1,385 703
Other: 5,575: 1,187 57 420 3,185 4,707 4,792 5,184: 782 391
: : :
: : Changes in Commitments from: May 21, 2024 :
: 122: -167 201 -86 227 -12 -26 104: 148 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.1 6.1 41.7 77.3 79.2 89.5: 20.8 10.5
Old : 100.0: 44.8 13.8 2.8 24.0 69.0 71.5 85.6: 28.5 14.4
Other: 100.0: 21.3 1.0 7.5 57.1 84.4 86.0 93.0: 14.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 20 7 10 20 19 46 30:
Old : 45: 17 7 6 9 14 30 23:
Other: 39: 10 5 7 17 17 31 25:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 50.7 38.3 64.3 21.9 48.5 33.7 58.7
Old : 28.0 41.3 43.9 64.2 28.0 41.1 43.9 62.2
Other: 38.9 67.0 59.4 78.2 36.2 64.8 54.1 73.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 4,172,934: 489,142 1,470,457 181,376 3,181,576 2,355,206 3,852,094 4,007,039: 320,840 165,895
Old : 4,172,934: 489,142 1,470,457 181,376 3,181,576 2,355,206 3,852,094 4,007,039: 320,840 165,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: -31,513: -60,524 -75,047 38,818 -62,619 -28,380 -84,326 -64,610: 52,813 33,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 35.2 4.3 76.2 56.4 92.3 96.0: 7.7 4.0
Old : 100.0: 11.7 35.2 4.3 76.2 56.4 92.3 96.0: 7.7 4.0
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 : 487: 101 62 58 268 188 397 281:
Old : 487: 101 62 58 268 188 397 281:
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 : 16.8 23.7 25.8 35.1 14.8 21.2 21.0 31.8
Old : 16.8 23.7 25.8 35.1 14.8 21.2 21.0 31.8
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, May 28, 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 : 5,436,709: 466,721 876,555 709,902 3,754,337 3,377,083 4,930,959 4,963,540: 505,750 473,169
Old : 5,436,709: 466,721 876,555 709,902 3,754,337 3,377,083 4,930,959 4,963,540: 505,750 473,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 46,363: -292 14,741 -60,149 37,922 44,300 -22,519 -1,108: 68,881 47,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.1 13.1 69.1 62.1 90.7 91.3: 9.3 8.7
Old : 100.0: 8.6 16.1 13.1 69.1 62.1 90.7 91.3: 9.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 70 70 82 237 215 351 327:
Old : 423: 70 70 82 237 215 351 327:
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 18.8 25.4 26.8 16.1 16.1 22.2 23.0
Old : 17.7 18.8 25.4 26.8 16.1 16.1 22.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 2,285,794: 257,566 488,546 125,624 1,682,134 1,369,773 2,065,324 1,983,943: 220,470 301,851
Old : 2,285,794: 257,566 488,546 125,624 1,682,134 1,369,773 2,065,324 1,983,943: 220,470 301,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 36,437: -9,401 -16,493 10,711 16,514 37,991 17,824 32,209: 18,613 4,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 21.4 5.5 73.6 59.9 90.4 86.8: 9.6 13.2
Old : 100.0: 11.3 21.4 5.5 73.6 59.9 90.4 86.8: 9.6 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 : 205: 26 31 26 105 113 150 151:
Old : 205: 26 31 26 105 113 150 151:
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 19.5 42.4 30.7 23.5 16.2 33.3 24.3
Old : 30.0 19.5 42.4 30.7 23.5 16.2 33.3 24.3
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, May 28, 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 : 3,235: 2,130 1,209 107 0 450 2,237 1,766: 998 1,469
Old : 3,235: 2,130 1,209 107 0 450 2,237 1,766: 998 1,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: -457: 590 192 -1,005 0 322 -415 -491: -42 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 37.4 3.3 0.0 13.9 69.1 54.6: 30.9 45.4
Old : 100.0: 65.8 37.4 3.3 0.0 13.9 69.1 54.6: 30.9 45.4
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 : 22: 5 16 1 0 1 5 18:
Old : 22: 5 16 1 0 1 5 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 : 67.9 29.8 69.1 41.3 64.6 29.8 65.8 39.8
Old : 67.9 29.8 69.1 41.3 64.6 29.8 65.8 39.8
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, May 28, 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 : 6,863,156: 380,469 1,772,600 466,483 5,517,834 4,200,309 6,364,786 6,439,392: 498,370 423,764
Old : 6,863,156: 380,469 1,772,600 466,483 5,517,834 4,200,309 6,364,786 6,439,392: 498,370 423,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 109,864: -22,544 -65,404 53,876 24,170 37,216 55,502 25,687: 54,362 84,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 25.8 6.8 80.4 61.2 92.7 93.8: 7.3 6.2
Old : 100.0: 5.5 25.8 6.8 80.4 61.2 92.7 93.8: 7.3 6.2
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 : 409: 61 64 65 230 194 333 283:
Old : 409: 61 64 65 230 194 333 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.0 30.1 35.5 17.3 19.8 24.3 31.5
Old : 20.4 23.0 30.1 35.5 17.3 19.8 24.3 31.5
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, May 28, 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 : 1,744,864: 350,244 285,961 368,357 992,025 1,055,254 1,710,626 1,709,572: 34,238 35,292
Old : 1,744,864: 350,244 285,961 368,357 992,025 1,055,254 1,710,626 1,709,572: 34,238 35,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 54,957: 30,356 21,324 4,886 14,606 34,098 49,848 60,308: 5,109 -5,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.4 21.1 56.9 60.5 98.0 98.0: 2.0 2.0
Old : 100.0: 20.1 16.4 21.1 56.9 60.5 98.0 98.0: 2.0 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 : 160: 29 32 46 82 86 136 140:
Old : 160: 29 32 46 82 86 136 140:
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 : 23.9 20.1 36.6 32.4 19.5 14.7 25.8 20.7
Old : 23.9 20.1 36.6 32.4 19.5 14.7 25.8 20.7
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, May 28, 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 : 97,516: 22,408 9,155 6,203 53,410 71,167 82,021 86,525: 15,495 10,991
Old : 97,516: 22,408 9,155 6,203 53,410 71,167 82,021 86,525: 15,495 10,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: -6,139: -8,319 -1,135 2,544 -335 -5,455 -6,111 -4,047: -28 -2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 9.4 6.4 54.8 73.0 84.1 88.7: 15.9 11.3
Old : 100.0: 23.0 9.4 6.4 54.8 73.0 84.1 88.7: 15.9 11.3
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 : 91: 26 17 17 31 28 64 55:
Old : 91: 26 17 17 31 28 64 55:
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 : 34.8 44.1 45.7 61.2 34.3 44.1 44.9 60.4
Old : 34.8 44.1 45.7 61.2 34.3 44.1 44.9 60.4
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, May 28, 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 : 97,516: 22,408 9,155 6,203 53,410 71,167 82,021 86,525: 15,495 10,991
Old : 97,516: 22,408 9,155 6,203 53,410 71,167 82,021 86,525: 15,495 10,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: -3,859: -8,264 -1,408 3,778 -335 -5,251 -4,821 -2,880: 962 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 9.4 6.4 54.8 73.0 84.1 88.7: 15.9 11.3
Old : 100.0: 23.0 9.4 6.4 54.8 73.0 84.1 88.7: 15.9 11.3
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 : 91: 26 17 17 31 28 64 55:
Old : 91: 26 17 17 31 28 64 55:
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 : 34.8 44.1 45.7 61.2 34.3 44.1 44.9 60.4
Old : 34.8 44.1 45.7 61.2 34.3 44.1 44.9 60.4
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, May 28, 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 : 49,561: 0 2,597 0 46,851 45,879 46,851 48,476: 2,710 1,085
Old : 49,561: 0 2,597 0 46,851 45,879 46,851 48,476: 2,710 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 104: 0 -725 0 191 443 191 -282: -87 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 94.5 92.6 94.5 97.8: 5.5 2.2
Old : 100.0: 0.0 5.2 0.0 94.5 92.6 94.5 97.8: 5.5 2.2
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 : 38: 0 5 0 26 11 26 16:
Old : 38: 0 5 0 26 11 26 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 : 44.3 82.9 68.3 91.9 42.6 82.9 66.4 91.4
Old : 44.3 82.9 68.3 91.9 42.6 82.9 66.4 91.4
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, May 28, 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 : 102,827: 21,022 26,575 1,260 80,132 74,911 102,414 102,746: 413 81
Old : 102,827: 21,022 26,575 1,260 80,132 74,911 102,414 102,746: 413 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 272: -36 -16 307 0 0 271 291: 1 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 25.8 1.2 77.9 72.9 99.6 99.9: 0.4 0.1
Old : 100.0: 20.4 25.8 1.2 77.9 72.9 99.6 99.9: 0.4 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 : 48: 27 14 2 6 2 34 17:
Old : 48: 27 14 2 6 2 34 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 : 81.9 91.3 89.8 97.4 81.9 90.8 89.6 96.4
Old : 81.9 91.3 89.8 97.4 81.9 90.8 89.6 96.4
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, May 28, 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 : 93,554: 42,437 42,448 51,100 0 0 93,537 93,548: 17 6
Old : 93,554: 42,437 42,448 51,100 0 0 93,537 93,548: 17 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 1,915: 1,015 1,015 900 0 0 1,915 1,915: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 45.4 54.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 45.4 45.4 54.6 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 : 30: 17 13 5 0 0 21 14:
Old : 30: 17 13 5 0 0 21 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 : 69.1 93.8 84.7 99.6 28.8 44.1 41.6 45.1
Old : 69.1 93.8 84.7 99.6 28.8 44.1 41.6 45.1
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, May 28, 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 : 41,128: 36,764 28,659 4,344 0 8,057 41,108 41,060: 20 68
Old : 41,128: 36,764 28,659 4,344 0 8,057 41,108 41,060: 20 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: 39: 717 582 -658 0 115 59 39: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 69.7 10.6 0.0 19.6 100.0 99.8: 0.0 0.2
Old : 100.0: 89.4 69.7 10.6 0.0 19.6 100.0 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 : 31: 13 17 3 0 1 15 19:
Old : 31: 13 17 3 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 : 64.9 70.6 90.4 90.3 64.9 63.1 84.5 81.5
Old : 64.9 70.6 90.4 90.3 64.9 63.1 84.5 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2024