WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 470,814: 109,572 161,881 137,800 184,148 130,826 431,520 430,507: 39,295 40,307
Old : 447,321: 107,919 162,237 126,629 174,879 122,151 409,427 411,017: 37,893 36,304
Other: 23,494: 11,587 9,579 1,237 9,268 8,675 22,092 19,490: 1,401 4,003
: : :
: : Changes in Commitments from: June 18, 2024 :
: -33,946: 10,453 21,137 -36,411 -9,656 -16,302 -35,615 -31,577: 1,668 -2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 34.4 29.3 39.1 27.8 91.7 91.4: 8.3 8.6
Old : 100.0: 24.1 36.3 28.3 39.1 27.3 91.5 91.9: 8.5 8.1
Other: 100.0: 49.3 40.8 5.3 39.5 36.9 94.0 83.0: 6.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 113 117 137 119 111 309 294:
Old : 375: 114 115 133 119 110 308 288:
Other: 129: 17 35 15 29 59 58 98:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 12.5 19.0 19.1 8.7 9.7 14.4 14.8
Old : 11.2 13.0 19.3 19.7 8.7 10.6 14.5 15.8
Other: 49.8 24.9 65.7 36.4 49.6 24.5 65.5 35.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 242,346: 57,030 89,612 49,900 118,443 78,450 225,373 217,962: 16,973 24,384
Old : 236,704: 56,464 89,630 48,521 115,576 75,507 220,562 213,658: 16,142 23,046
Other: 5,642: 1,601 1,018 344 2,866 2,943 4,811 4,304: 830 1,337
: : :
: : Changes in Commitments from: June 18, 2024 :
: -15,134: 7,464 14,437 -14,609 -4,426 -15,253 -11,571 -15,426: -3,563 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 37.0 20.6 48.9 32.4 93.0 89.9: 7.0 10.1
Old : 100.0: 23.9 37.9 20.5 48.8 31.9 93.2 90.3: 6.8 9.7
Other: 100.0: 28.4 18.0 6.1 50.8 52.2 85.3 76.3: 14.7 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 60 67 67 94 86 194 183:
Old : 240: 59 68 65 93 86 190 182:
Other: 77: 12 15 8 19 38 36 56:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 13.6 24.3 23.7 12.6 13.0 22.2 21.0
Old : 14.3 13.9 24.2 24.2 12.9 13.3 22.7 21.6
Other: 60.9 39.1 70.9 52.2 60.9 39.0 68.2 49.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 1,922,363: 313,940 512,721 632,327 786,420 547,420 1,732,687 1,692,468: 189,676 229,895
Old : 858,562: 225,227 362,350 184,564 348,315 250,491 758,106 797,405: 100,456 61,157
Other: 1,063,801: 304,088 365,746 232,388 438,105 296,930 974,581 895,063: 89,220 168,738
: : :
: : Changes in Commitments from: June 18, 2024 :
: -126,232: -20,915 64,906 -74,675 -32,202 -112,905 -127,791 -122,674: 1,559 -3,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.7 32.9 40.9 28.5 90.1 88.0: 9.9 12.0
Old : 100.0: 26.2 42.2 21.5 40.6 29.2 88.3 92.9: 11.7 7.1
Other: 100.0: 28.6 34.4 21.8 41.2 27.9 91.6 84.1: 8.4 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 184 163 220 365 342 657 636:
Old : 638: 129 139 126 300 255 498 452:
Other: 672: 168 127 149 254 300 482 523:
:----------------------------------------------------------------------------------------------------
: 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 9.9 16.8 17.2 6.7 6.8 10.9 11.0
Old : 11.8 15.2 19.5 23.6 10.3 13.7 15.9 20.4
Other: 13.5 10.9 20.9 19.1 11.3 10.7 18.0 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 5,073: 778 1,285 98 1,816 2,313 2,691 3,696: 2,381 1,377
Old : 5,052: 797 1,285 79 1,802 2,313 2,677 3,677: 2,374 1,375
Other: 21: 0 19 0 14 0 14 19: 7 2
: : :
: : Changes in Commitments from: June 18, 2024 :
: 458: 10 531 69 141 -196 220 404: 238 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.3 1.9 35.8 45.6 53.1 72.9: 46.9 27.1
Old : 100.0: 15.8 25.4 1.6 35.7 45.8 53.0 72.8: 47.0 27.2
Other: 100.0: 0.0 90.5 0.0 66.7 0.0 66.7 90.5: 33.3 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 9 2 6 8 13 18:
Old : 24: 6 9 2 6 8 13 18:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 42.3 47.7 60.0 18.2 28.1 25.9 39.1
Old : 35.9 42.5 47.6 60.2 18.6 28.2 26.4 39.2
Other: 66.7 90.5 66.7 90.5 66.7 90.5 66.7 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 937,412: 107,590 243,539 265,088 505,044 357,614 877,722 866,241: 59,691 71,171
Old : 183,325: 25,426 26,805 54,394 80,640 91,479 160,460 172,678: 22,865 10,647
Other: 754,087: 100,974 235,544 191,883 424,404 266,136 717,262 693,563: 36,826 60,524
: : :
: : Changes in Commitments from: June 18, 2024 :
: -129,676: -1,690 27,325 -80,171 -49,246 -71,354 -131,106 -124,200: 1,429 -5,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.0 28.3 53.9 38.1 93.6 92.4: 6.4 7.6
Old : 100.0: 13.9 14.6 29.7 44.0 49.9 87.5 94.2: 12.5 5.8
Other: 100.0: 13.4 31.2 25.4 56.3 35.3 95.1 92.0: 4.9 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 135 167 185 212 209 461 458:
Old : 339: 76 79 77 139 129 261 242:
Other: 527: 123 168 152 183 189 400 418:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 12.1 21.6 18.8 12.7 8.1 17.5 12.9
Old : 23.5 24.8 33.8 35.0 9.0 9.9 13.5 15.8
Other: 16.4 10.1 23.7 17.6 15.5 9.2 21.2 14.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 618,910: 111,491 196,129 138,381 335,460 252,187 585,332 586,696: 33,579 32,214
Old : 225,698: 58,544 62,023 35,075 116,399 118,400 210,019 215,498: 15,680 10,200
Other: 393,212: 89,859 171,019 66,392 219,061 133,786 375,313 371,198: 17,899 22,014
: : :
: : Changes in Commitments from: June 18, 2024 :
: -12,410: -2,073 21,169 -13,997 3,780 -24,875 -12,290 -17,703: -120 5,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 31.7 22.4 54.2 40.7 94.6 94.8: 5.4 5.2
Old : 100.0: 25.9 27.5 15.5 51.6 52.5 93.1 95.5: 6.9 4.5
Other: 100.0: 22.9 43.5 16.9 55.7 34.0 95.4 94.4: 4.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 92 98 102 121 102 270 255:
Old : 249: 64 59 55 95 91 190 178:
Other: 295: 80 94 68 93 78 211 204:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 15.9 19.9 25.2 8.8 13.3 15.6 21.0
Old : 15.1 23.0 24.8 35.3 12.1 19.8 19.8 30.2
Other: 14.4 17.1 24.2 28.6 14.0 14.5 23.3 24.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 1,794,641: 282,097 328,825 92,242 1,190,400 1,217,846 1,564,740 1,638,914: 229,902 155,727
Old : 1,794,641: 282,097 328,825 92,242 1,190,400 1,217,846 1,564,740 1,638,914: 229,902 155,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -61,001: -8,302 4,578 -33,811 -25,901 -27,284 -68,014 -56,517: 7,013 -4,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.3 5.1 66.3 67.9 87.2 91.3: 12.8 8.7
Old : 100.0: 15.7 18.3 5.1 66.3 67.9 87.2 91.3: 12.8 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 : 221: 34 31 40 126 118 182 167:
Old : 221: 34 31 40 126 118 182 167:
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 : 20.7 22.9 34.4 35.0 19.8 20.9 33.4 32.6
Old : 20.7 22.9 34.4 35.0 19.8 20.9 33.4 32.6
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, June 25, 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 : 1,691,557: 139,489 507,344 22,254 1,347,678 999,727 1,509,421 1,529,325: 182,136 162,232
Old : 1,691,557: 139,489 507,344 22,254 1,347,678 999,727 1,509,421 1,529,325: 182,136 162,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -3,121: -4,879 9,964 -284 -6,386 -5,922 -11,549 3,759: 8,428 -6,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 30.0 1.3 79.7 59.1 89.2 90.4: 10.8 9.6
Old : 100.0: 8.2 30.0 1.3 79.7 59.1 89.2 90.4: 10.8 9.6
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 : 179: 14 26 16 108 97 130 131:
Old : 179: 14 26 16 108 97 130 131:
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 : 22.6 37.4 38.1 50.1 21.3 36.5 33.1 46.1
Old : 22.6 37.4 38.1 50.1 21.3 36.5 33.1 46.1
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, June 25, 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 : 542,155: 145,670 55,309 145,730 205,094 308,051 496,495 509,089: 45,660 33,065
Old : 189,981: 78,409 13,733 30,857 61,871 131,996 171,138 176,587: 18,843 13,395
Other: 352,173: 112,573 86,888 69,560 143,223 176,054 325,356 332,503: 26,817 19,671
: : :
: : Changes in Commitments from: June 18, 2024 :
: -42,257: 368 10,621 -28,458 -8,509 -25,669 -36,599 -43,506: -5,658 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 10.2 26.9 37.8 56.8 91.6 93.9: 8.4 6.1
Old : 100.0: 41.3 7.2 16.2 32.6 69.5 90.1 92.9: 9.9 7.1
Other: 100.0: 32.0 24.7 19.8 40.7 50.0 92.4 94.4: 7.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 97 70 99 116 128 264 256:
Old : 237: 64 34 53 99 103 188 170:
Other: 290: 85 74 76 98 97 222 208:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 26.3 20.8 40.3 10.0 24.7 16.9 33.4
Old : 22.6 28.8 31.0 39.5 22.6 26.5 29.3 36.4
Other: 13.2 29.2 22.7 43.0 12.6 28.9 21.7 39.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 8,408: 2,313 1,110 547 3,900 5,832 6,761 7,489: 1,648 919
Old : 627: 82 96 0 378 423 460 519: 167 108
Other: 7,781: 2,231 1,014 547 3,522 5,409 6,301 6,970: 1,481 811
: : :
: : Changes in Commitments from: June 18, 2024 :
: -657: 145 -227 -204 -327 -103 -386 -534: -270 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 13.2 6.5 46.4 69.4 80.4 89.1: 19.6 10.9
Old : 100.0: 13.1 15.3 0.0 60.3 67.5 73.4 82.8: 26.6 17.2
Other: 100.0: 28.7 13.0 7.0 45.3 69.5 81.0 89.6: 19.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 16 9 5 22 20 41 31:
Old : 17: 3 2 0 5 7 8 9:
Other: 50: 16 9 5 20 18 39 29:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 52.8 40.5 65.8 23.4 51.5 35.6 62.3
Old : 55.0 52.6 73.4 78.0 55.0 52.6 73.4 78.0
Other: 27.5 55.7 42.7 69.5 24.8 54.1 38.6 65.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 4,188,237: 599,947 1,867,362 66,871 3,246,361 2,131,767 3,913,178 4,065,999: 275,058 122,237
Old : 4,188,237: 599,947 1,867,362 66,871 3,246,361 2,131,767 3,913,178 4,065,999: 275,058 122,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: 31,679: 43,154 45,287 -23,462 12,460 18,126 32,151 39,952: -472 -8,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 44.6 1.6 77.5 50.9 93.4 97.1: 6.6 2.9
Old : 100.0: 14.3 44.6 1.6 77.5 50.9 93.4 97.1: 6.6 2.9
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 : 495: 112 58 45 263 179 398 259:
Old : 495: 112 58 45 263 179 398 259:
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 : 20.1 27.4 28.4 40.5 18.4 27.1 25.2 39.9
Old : 20.1 27.4 28.4 40.5 18.4 27.1 25.2 39.9
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, June 25, 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 : 5,003,950: 403,984 743,654 482,705 3,677,238 3,376,446 4,563,927 4,602,805: 440,024 401,146
Old : 5,003,950: 403,984 743,654 482,705 3,677,238 3,376,446 4,563,927 4,602,805: 440,024 401,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -231,491: -22,189 5,634 -143,615 -57,612 -79,329 -223,416 -217,310: -8,076 -14,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 14.9 9.6 73.5 67.5 91.2 92.0: 8.8 8.0
Old : 100.0: 8.1 14.9 9.6 73.5 67.5 91.2 92.0: 8.8 8.0
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 : 406: 62 62 69 236 219 335 313:
Old : 406: 62 62 69 236 219 335 313:
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 19.6 26.9 27.8 16.3 17.8 22.3 24.7
Old : 18.8 19.6 26.9 27.8 16.3 17.8 22.3 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, June 25, 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 : 2,055,030: 251,270 404,972 24,582 1,577,988 1,361,735 1,853,840 1,791,289: 201,190 263,741
Old : 2,055,030: 251,270 404,972 24,582 1,577,988 1,361,735 1,853,840 1,791,289: 201,190 263,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -116: -19,629 -25,194 -3,731 35,329 35,806 11,969 6,880: -12,085 -6,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 19.7 1.2 76.8 66.3 90.2 87.2: 9.8 12.8
Old : 100.0: 12.2 19.7 1.2 76.8 66.3 90.2 87.2: 9.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 24 22 17 112 117 144 148:
Old : 199: 24 22 17 112 117 144 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 22.2 46.3 34.0 26.0 17.4 36.4 26.5
Old : 33.0 22.2 46.3 34.0 26.0 17.4 36.4 26.5
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, June 25, 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 : 4,117: 1,961 670 1,245 0 1,164 3,206 3,079: 911 1,038
Old : 4,117: 1,961 670 1,245 0 1,164 3,206 3,079: 911 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -579: -503 -580 -53 0 -71 -556 -704: -23 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 16.3 30.2 0.0 28.3 77.9 74.8: 22.1 25.2
Old : 100.0: 47.6 16.3 30.2 0.0 28.3 77.9 74.8: 22.1 25.2
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 : 23: 9 12 3 0 1 11 15:
Old : 23: 9 12 3 0 1 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 60.5 76.1 68.9 44.5 36.1 47.0 40.8
Old : 73.2 60.5 76.1 68.9 44.5 36.1 47.0 40.8
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, June 25, 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 : 6,433,375: 413,668 1,915,815 215,312 5,334,885 4,005,967 5,963,864 6,137,094: 469,510 296,281
Old : 6,433,375: 413,668 1,915,815 215,312 5,334,885 4,005,967 5,963,864 6,137,094: 469,510 296,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -93,633: -276 52,097 -40,474 -75,003 -122,560 -115,752 -110,936: 22,119 17,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 29.8 3.3 82.9 62.3 92.7 95.4: 7.3 4.6
Old : 100.0: 6.4 29.8 3.3 82.9 62.3 92.7 95.4: 7.3 4.6
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 : 409: 65 54 49 230 200 321 277:
Old : 409: 65 54 49 230 200 321 277:
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 21.5 32.3 34.9 19.0 21.3 27.5 34.4
Old : 22.8 21.5 32.3 34.9 19.0 21.3 27.5 34.4
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, June 25, 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 : 1,681,287: 150,656 290,789 309,739 1,177,839 1,042,912 1,638,234 1,643,440: 43,053 37,847
Old : 1,681,287: 150,656 290,789 309,739 1,177,839 1,042,912 1,638,234 1,643,440: 43,053 37,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: 26,333: 6,261 -4,044 -7,175 23,019 40,706 22,105 29,487: 4,228 -3,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.3 18.4 70.1 62.0 97.4 97.7: 2.6 2.3
Old : 100.0: 9.0 17.3 18.4 70.1 62.0 97.4 97.7: 2.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 26 43 46 84 86 138 147:
Old : 167: 26 43 46 84 86 138 147:
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 : 23.5 19.5 38.0 32.1 18.2 12.0 26.8 18.1
Old : 23.5 19.5 38.0 32.1 18.2 12.0 26.8 18.1
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, June 25, 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 : 84,876: 16,194 16,681 3,663 51,417 52,796 71,274 73,140: 13,602 11,736
Old : 84,876: 16,194 16,681 3,663 51,417 52,796 71,274 73,140: 13,602 11,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -29,497: -1,003 1,055 -6,695 -21,263 -23,350 -28,961 -28,990: -536 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.7 4.3 60.6 62.2 84.0 86.2: 16.0 13.8
Old : 100.0: 19.1 19.7 4.3 60.6 62.2 84.0 86.2: 16.0 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 : 87: 18 23 13 31 21 58 48:
Old : 87: 18 23 13 31 21 58 48:
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 : 44.0 38.3 55.8 56.7 43.6 37.6 55.4 55.3
Old : 44.0 38.3 55.8 56.7 43.6 37.6 55.4 55.3
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, June 25, 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 : 84,876: 16,194 16,681 3,663 51,417 52,796 71,274 73,140: 13,602 11,736
Old : 84,876: 16,194 16,681 3,663 51,417 52,796 71,274 73,140: 13,602 11,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -29,497: -1,003 1,055 -6,695 -21,263 -23,350 -28,961 -28,990: -536 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.7 4.3 60.6 62.2 84.0 86.2: 16.0 13.8
Old : 100.0: 19.1 19.7 4.3 60.6 62.2 84.0 86.2: 16.0 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 : 87: 18 23 13 31 21 58 48:
Old : 87: 18 23 13 31 21 58 48:
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 : 44.0 38.3 55.8 56.7 43.6 37.6 55.4 55.3
Old : 44.0 38.3 55.8 56.7 43.6 37.6 55.4 55.3
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, June 25, 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 : 43,898: 225 1,973 0 41,259 40,898 41,484 42,871: 2,414 1,027
Old : 43,898: 225 1,973 0 41,259 40,898 41,484 42,871: 2,414 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -22,184: 21 -1,697 -38 -20,939 -19,655 -20,956 -21,390: -1,228 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.5 0.0 94.0 93.2 94.5 97.7: 5.5 2.3
Old : 100.0: 0.5 4.5 0.0 94.0 93.2 94.5 97.7: 5.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 5 0 26 12 27 17:
Old : 41: 1 5 0 26 12 27 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 : 45.7 68.5 70.7 88.3 43.7 68.5 68.6 88.3
Old : 45.7 68.5 70.7 88.3 43.7 68.5 68.6 88.3
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, June 25, 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 : 113,534: 19,764 28,142 700 92,695 84,590 113,159 113,432: 375 102
Old : 113,534: 19,764 28,142 700 92,695 84,590 113,159 113,432: 375 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: 3,346: -1,313 1,847 -8,212 12,931 9,710 3,406 3,345: -60 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.8 0.6 81.6 74.5 99.7 99.9: 0.3 0.1
Old : 100.0: 17.4 24.8 0.6 81.6 74.5 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 : 46: 24 15 2 6 2 32 17:
Old : 46: 24 15 2 6 2 32 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 : 87.5 87.2 93.6 97.2 87.5 87.0 93.6 96.6
Old : 87.5 87.2 93.6 97.2 87.5 87.0 93.6 96.6
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, June 25, 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 : 99,866: 52,791 52,784 47,058 0 0 99,849 99,842: 17 24
Old : 99,866: 52,791 52,784 47,058 0 0 99,849 99,842: 17 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: 1,753: 1,795 1,795 -42 0 0 1,753 1,753: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 52.9 47.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 52.9 52.9 47.1 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 : 32: 19 13 4 0 0 22 14:
Old : 32: 19 13 4 0 0 22 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 : 76.0 98.1 90.0 99.5 38.6 51.5 48.7 52.5
Old : 76.0 98.1 90.0 99.5 38.6 51.5 48.7 52.5
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, June 25, 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 : 68,161: 59,400 52,331 8,727 0 7,035 68,127 68,093: 34 68
Old : 68,161: 59,400 52,331 8,727 0 7,035 68,127 68,093: 34 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2024 :
: -512: 975 3,281 -1,501 0 -2,292 -526 -512: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 76.8 12.8 0.0 10.3 100.0 99.9: 0.0 0.1
Old : 100.0: 87.1 76.8 12.8 0.0 10.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 19 4 0 2 15 22:
Old : 33: 12 19 4 0 2 15 22:
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 : 80.3 75.1 94.7 89.7 77.4 64.1 85.6 78.2
Old : 80.3 75.1 94.7 89.7 77.4 64.1 85.6 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2024