WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 472,484: 118,694 168,423 143,967 174,749 120,751 437,411 433,142: 35,073 39,342
Old : 449,144: 114,084 165,289 135,887 165,481 113,110 415,452 414,287: 33,691 34,857
Other: 23,340: 11,472 9,995 1,219 9,268 7,641 21,959 18,855: 1,381 4,485
: : :
: : Changes in Commitments from: June 25, 2024 :
: 1,670: 9,123 6,542 6,167 -9,398 -10,074 5,892 2,635: -4,222 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 35.6 30.5 37.0 25.6 92.6 91.7: 7.4 8.3
Old : 100.0: 25.4 36.8 30.3 36.8 25.2 92.5 92.2: 7.5 7.8
Other: 100.0: 49.1 42.8 5.2 39.7 32.7 94.1 80.8: 5.9 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 113 130 130 118 115 308 304:
Old : 392: 116 126 127 118 115 307 300:
Other: 126: 18 31 15 28 61 57 97:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 11.7 18.3 18.2 8.7 10.0 14.4 15.1
Old : 10.7 12.3 18.5 18.7 8.8 10.8 14.5 16.1
Other: 50.5 30.1 66.2 39.8 50.2 29.8 65.9 38.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 253,122: 62,479 95,187 50,867 121,903 85,965 235,249 232,019: 17,873 21,103
Old : 246,229: 62,212 95,129 49,161 117,790 82,053 229,163 226,342: 17,066 19,887
Other: 6,893: 1,605 1,396 368 4,113 3,913 6,087 5,677: 807 1,217
: : :
: : Changes in Commitments from: June 25, 2024 :
: 10,777: 5,448 5,575 967 3,460 7,515 9,876 14,057: 901 -3,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 37.6 20.1 48.2 34.0 92.9 91.7: 7.1 8.3
Old : 100.0: 25.3 38.6 20.0 47.8 33.3 93.1 91.9: 6.9 8.1
Other: 100.0: 23.3 20.3 5.3 59.7 56.8 88.3 82.4: 11.7 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 69 68 68 92 83 196 186:
Old : 249: 68 68 66 91 82 191 185:
Other: 80: 10 15 7 23 39 38 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 : 14.3 13.0 24.7 22.5 12.6 11.9 22.1 20.6
Old : 14.7 13.3 24.8 23.0 13.5 12.3 23.1 21.3
Other: 62.4 50.6 72.2 62.3 62.4 49.1 71.0 58.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 1,973,475: 264,555 531,881 706,225 808,215 519,035 1,778,995 1,757,141: 194,480 216,334
Old : 815,956: 214,684 360,637 192,284 325,389 212,660 732,356 765,581: 83,600 50,375
Other: 1,157,519: 304,697 426,069 259,116 482,826 306,375 1,046,639 991,561: 110,880 165,958
: : :
: : Changes in Commitments from: June 25, 2024 :
: 51,112: -49,384 19,161 73,898 21,795 -28,385 46,308 64,673: 4,804 -13,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 27.0 35.8 41.0 26.3 90.1 89.0: 9.9 11.0
Old : 100.0: 26.3 44.2 23.6 39.9 26.1 89.8 93.8: 10.2 6.2
Other: 100.0: 26.3 36.8 22.4 41.7 26.5 90.4 85.7: 9.6 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 180 172 233 378 341 674 651:
Old : 639: 131 136 107 293 226 472 421:
Other: 703: 162 145 167 283 308 520 552:
:----------------------------------------------------------------------------------------------------
: 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 10.1 16.6 17.9 6.8 7.2 10.7 11.8
Old : 13.2 15.3 21.6 24.0 10.7 13.1 16.9 19.6
Other: 11.5 10.7 18.6 19.0 10.4 10.6 16.7 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 5,165: 783 1,457 97 2,086 2,269 2,966 3,823: 2,199 1,342
Old : 5,144: 802 1,457 78 2,072 2,269 2,952 3,804: 2,192 1,340
Other: 21: 0 19 0 14 0 14 19: 7 2
: : :
: : Changes in Commitments from: June 25, 2024 :
: 93: 5 173 -1 271 -44 275 128: -182 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 28.2 1.9 40.4 43.9 57.4 74.0: 42.6 26.0
Old : 100.0: 15.6 28.3 1.5 40.3 44.1 57.4 74.0: 42.6 26.0
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 : 28: 6 9 3 10 9 17 20:
Old : 28: 6 9 3 10 9 17 20:
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 : 34.7 42.2 45.9 60.8 20.2 30.7 27.7 42.5
Old : 34.6 42.4 45.9 61.0 20.7 30.8 28.2 42.6
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, July 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 : 983,073: 105,098 249,741 287,898 532,920 376,528 925,916 914,167: 57,157 68,906
Old : 148,678: 19,115 17,869 48,249 65,558 74,897 132,922 141,015: 15,757 7,663
Other: 834,395: 98,480 244,368 227,153 467,362 301,631 792,994 773,152: 41,400 61,243
: : :
: : Changes in Commitments from: June 25, 2024 :
: 45,660: -2,492 6,203 22,810 27,876 18,913 48,194 47,926: -2,534 -2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 25.4 29.3 54.2 38.3 94.2 93.0: 5.8 7.0
Old : 100.0: 12.9 12.0 32.5 44.1 50.4 89.4 94.8: 10.6 5.2
Other: 100.0: 11.8 29.3 27.2 56.0 36.1 95.0 92.7: 5.0 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 544: 142 156 181 204 202 453 443:
Old : 299: 70 62 59 109 107 205 202:
Other: 524: 128 157 163 180 184 408 412:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 12.1 22.0 19.0 12.5 8.6 17.6 14.0
Old : 28.5 28.7 40.1 37.9 12.8 9.4 18.4 17.1
Other: 15.9 9.7 23.8 17.5 14.8 9.3 20.4 15.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 609,149: 115,829 156,030 152,549 307,751 272,015 576,129 580,594: 33,020 28,555
Old : 205,350: 59,532 43,718 39,886 93,853 112,785 193,271 196,389: 12,079 8,961
Other: 403,799: 92,957 148,972 76,003 213,898 159,230 382,858 384,205: 20,941 19,595
: : :
: : Changes in Commitments from: June 25, 2024 :
: -9,761: 4,338 -40,099 14,168 -27,709 19,828 -9,203 -6,102: -558 -3,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.6 25.0 50.5 44.7 94.6 95.3: 5.4 4.7
Old : 100.0: 29.0 21.3 19.4 45.7 54.9 94.1 95.6: 5.9 4.4
Other: 100.0: 23.0 36.9 18.8 53.0 39.4 94.8 95.1: 5.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 103 91 102 118 104 281 245:
Old : 238: 76 41 49 85 85 182 156:
Other: 299: 84 90 72 94 82 227 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 19.1 20.1 28.2 8.5 15.4 15.0 22.5
Old : 17.5 26.3 28.9 38.1 14.3 24.7 23.3 33.3
Other: 13.7 20.6 22.9 30.8 11.6 15.8 20.2 24.9
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 1,889,074: 314,030 333,633 131,223 1,220,667 1,258,455 1,665,920 1,723,311: 223,154 165,764
Old : 1,889,074: 314,030 333,633 131,223 1,220,667 1,258,455 1,665,920 1,723,311: 223,154 165,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 94,433: 31,933 4,807 38,981 30,267 40,608 101,181 84,396: -6,748 10,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.7 6.9 64.6 66.6 88.2 91.2: 11.8 8.8
Old : 100.0: 16.6 17.7 6.9 64.6 66.6 88.2 91.2: 11.8 8.8
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 : 229: 36 36 45 124 117 183 175:
Old : 229: 36 36 45 124 117 183 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 22.4 33.2 34.6 19.7 20.3 32.1 31.4
Old : 20.6 22.4 33.2 34.6 19.7 20.3 32.1 31.4
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, July 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 : 1,669,531: 142,472 535,604 8,784 1,341,945 955,995 1,493,202 1,500,383: 176,329 169,148
Old : 1,669,531: 142,472 535,604 8,784 1,341,945 955,995 1,493,202 1,500,383: 176,329 169,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: -22,025: 2,984 28,260 -13,469 -5,733 -43,732 -16,219 -28,942: -5,807 6,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 32.1 0.5 80.4 57.3 89.4 89.9: 10.6 10.1
Old : 100.0: 8.5 32.1 0.5 80.4 57.3 89.4 89.9: 10.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 15 26 17 105 91 128 126:
Old : 178: 15 26 17 105 91 128 126:
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 : 22.5 38.2 38.3 51.1 21.1 37.9 33.2 47.8
Old : 22.5 38.2 38.3 51.1 21.1 37.9 33.2 47.8
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, July 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 : 549,691: 143,593 68,867 149,241 209,089 302,640 501,922 520,748: 47,768 28,943
Old : 167,944: 70,377 16,185 25,598 54,194 116,102 150,169 157,886: 17,775 10,058
Other: 381,747: 113,999 93,464 82,860 154,895 186,538 351,754 362,862: 29,993 18,885
: : :
: : Changes in Commitments from: June 25, 2024 :
: 7,536: -2,078 13,558 3,511 3,994 -5,411 5,428 11,658: 2,108 -4,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.5 27.2 38.0 55.1 91.3 94.7: 8.7 5.3
Old : 100.0: 41.9 9.6 15.2 32.3 69.1 89.4 94.0: 10.6 6.0
Other: 100.0: 29.9 24.5 21.7 40.6 48.9 92.1 95.1: 7.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 83 74 102 113 120 254 252:
Old : 223: 53 40 50 92 94 173 161:
Other: 281: 78 75 80 97 94 218 208:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 24.7 20.1 39.0 9.3 23.2 16.1 32.3
Old : 25.2 27.0 34.3 38.9 24.2 23.9 31.4 34.4
Other: 12.0 27.6 21.4 41.3 11.1 27.2 19.9 38.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 8,445: 2,202 1,238 580 3,722 5,603 6,504 7,421: 1,940 1,024
Old : 8,445: 2,202 1,238 580 3,722 5,603 6,504 7,421: 1,940 1,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 37: -112 128 33 -178 -230 -256 -69: 293 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.7 6.9 44.1 66.3 77.0 87.9: 23.0 12.1
Old : 100.0: 26.1 14.7 6.9 44.1 66.3 77.0 87.9: 23.0 12.1
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 : 50: 14 11 5 20 19 38 31:
Old : 50: 14 11 5 20 19 38 31:
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 : 24.5 56.5 40.4 68.0 23.0 54.4 36.2 63.1
Old : 24.5 56.5 40.4 68.0 23.0 54.4 36.2 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 4,292,945: 627,769 1,853,334 140,468 3,254,756 2,173,404 4,022,993 4,167,206: 269,952 125,739
Old : 4,292,945: 627,769 1,853,334 140,468 3,254,756 2,173,404 4,022,993 4,167,206: 269,952 125,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 104,708: 27,822 -14,027 73,597 8,395 41,637 109,814 101,207: -5,106 3,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 43.2 3.3 75.8 50.6 93.7 97.1: 6.3 2.9
Old : 100.0: 14.6 43.2 3.3 75.8 50.6 93.7 97.1: 6.3 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 : 497: 113 64 45 255 179 392 264:
Old : 497: 113 64 45 255 179 392 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 27.4 28.6 41.7 18.6 27.3 25.7 41.2
Old : 20.2 27.4 28.6 41.7 18.6 27.3 25.7 41.2
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, July 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 : 5,173,095: 400,282 831,703 564,406 3,767,333 3,378,044 4,732,021 4,774,153: 441,074 398,943
Old : 5,173,095: 400,282 831,703 564,406 3,767,333 3,378,044 4,732,021 4,774,153: 441,074 398,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 169,145: -3,702 88,049 81,701 90,095 1,598 168,094 171,348: 1,051 -2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 16.1 10.9 72.8 65.3 91.5 92.3: 8.5 7.7
Old : 100.0: 7.7 16.1 10.9 72.8 65.3 91.5 92.3: 8.5 7.7
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 : 426: 67 64 70 247 224 346 326:
Old : 426: 67 64 70 247 224 346 326:
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 : 18.7 19.0 26.7 26.5 16.5 17.4 22.6 24.2
Old : 18.7 19.0 26.7 26.5 16.5 17.4 22.6 24.2
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, July 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 : 2,085,151: 229,621 382,720 23,073 1,615,051 1,418,421 1,867,746 1,824,214: 217,406 260,937
Old : 2,085,151: 229,621 382,720 23,073 1,615,051 1,418,421 1,867,746 1,824,214: 217,406 260,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 30,121: -21,649 -22,252 -1,509 37,063 56,685 13,906 32,925: 16,216 -2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.4 1.1 77.5 68.0 89.6 87.5: 10.4 12.5
Old : 100.0: 11.0 18.4 1.1 77.5 68.0 89.6 87.5: 10.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 24 23 16 110 113 142 144:
Old : 198: 24 23 16 110 113 142 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 22.9 46.0 34.7 25.8 18.8 36.2 27.3
Old : 32.1 22.9 46.0 34.7 25.8 18.8 36.2 27.3
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, July 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 : 2,521: 1,744 800 99 59 0 1,902 899: 619 1,622
Old : 2,521: 1,744 800 99 59 0 1,902 899: 619 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: -1,596: -217 130 -1,146 59 -1,164 -1,304 -2,180: -292 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 31.7 3.9 2.3 0.0 75.4 35.7: 24.6 64.3
Old : 100.0: 69.2 31.7 3.9 2.3 0.0 75.4 35.7: 24.6 64.3
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 : 26: 8 16 2 1 0 10 18:
Old : 26: 8 16 2 1 0 10 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 : 67.0 13.1 73.4 21.2 65.4 12.8 70.5 20.8
Old : 67.0 13.1 73.4 21.2 65.4 12.8 70.5 20.8
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, July 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 : 6,555,934: 392,713 1,967,287 271,544 5,455,187 4,024,147 6,119,445 6,262,978: 436,489 292,955
Old : 6,555,934: 392,713 1,967,287 271,544 5,455,187 4,024,147 6,119,445 6,262,978: 436,489 292,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 122,559: -20,954 51,472 56,232 120,303 18,181 155,580 125,884: -33,021 -3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 30.0 4.1 83.2 61.4 93.3 95.5: 6.7 4.5
Old : 100.0: 6.0 30.0 4.1 83.2 61.4 93.3 95.5: 6.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 63 60 55 238 199 331 284:
Old : 415: 63 60 55 238 199 331 284:
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 20.5 33.1 34.3 19.2 20.2 28.2 33.8
Old : 22.8 20.5 33.1 34.3 19.2 20.2 28.2 33.8
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, July 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 : 1,629,768: 193,994 354,057 249,076 1,145,195 986,775 1,588,265 1,589,908: 41,503 39,860
Old : 1,629,768: 193,994 354,057 249,076 1,145,195 986,775 1,588,265 1,589,908: 41,503 39,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: -51,519: 43,338 63,268 -60,663 -32,644 -56,137 -49,969 -53,532: -1,550 2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.7 15.3 70.3 60.5 97.5 97.6: 2.5 2.4
Old : 100.0: 11.9 21.7 15.3 70.3 60.5 97.5 97.6: 2.5 2.4
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 : 160: 21 45 44 82 82 132 142:
Old : 160: 21 45 44 82 82 132 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 23.4 40.3 36.5 18.6 15.5 27.6 21.6
Old : 25.0 23.4 40.3 36.5 18.6 15.5 27.6 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 82,158: 18,315 11,576 3,157 47,248 56,356 68,720 71,089: 13,438 11,069
Old : 82,158: 18,315 11,576 3,157 47,248 56,356 68,720 71,089: 13,438 11,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: -2,718: 2,121 -5,105 -506 -4,169 3,560 -2,554 -2,051: -164 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.1 3.8 57.5 68.6 83.6 86.5: 16.4 13.5
Old : 100.0: 22.3 14.1 3.8 57.5 68.6 83.6 86.5: 16.4 13.5
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 : 89: 24 18 12 31 26 62 49:
Old : 89: 24 18 12 31 26 62 49:
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 : 43.0 42.5 54.7 59.6 42.0 41.8 53.7 58.5
Old : 43.0 42.5 54.7 59.6 42.0 41.8 53.7 58.5
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, July 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 : 82,158: 18,315 11,576 3,157 47,248 56,356 68,720 71,089: 13,438 11,069
Old : 82,158: 18,315 11,576 3,157 47,248 56,356 68,720 71,089: 13,438 11,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: -2,718: 2,121 -5,105 -506 -4,169 3,560 -2,554 -2,051: -164 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.1 3.8 57.5 68.6 83.6 86.5: 16.4 13.5
Old : 100.0: 22.3 14.1 3.8 57.5 68.6 83.6 86.5: 16.4 13.5
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 : 89: 24 18 12 31 26 62 49:
Old : 89: 24 18 12 31 26 62 49:
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 : 43.0 42.5 54.7 59.6 42.0 41.8 53.7 58.5
Old : 43.0 42.5 54.7 59.6 42.0 41.8 53.7 58.5
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, July 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 : 50,711: 0 1,800 0 48,148 47,725 48,148 49,525: 2,563 1,186
Old : 50,711: 0 1,800 0 48,148 47,725 48,148 49,525: 2,563 1,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 6,813: -225 -173 0 6,889 6,827 6,664 6,654: 149 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 94.9 94.1 94.9 97.7: 5.1 2.3
Old : 100.0: 0.0 3.5 0.0 94.9 94.1 94.9 97.7: 5.1 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 : 40: 0 4 0 26 13 26 17:
Old : 40: 0 4 0 26 13 26 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 : 41.1 64.0 67.3 88.5 39.5 64.0 65.6 88.5
Old : 41.1 64.0 67.3 88.5 39.5 64.0 65.6 88.5
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, July 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 : 168,854: 16,186 23,464 699 151,607 144,590 168,492 168,753: 362 101
Old : 168,854: 16,186 23,464 699 151,607 144,590 168,492 168,753: 362 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 55,320: -3,578 -4,678 -1 58,912 60,000 55,333 55,321: -13 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.9 0.4 89.8 85.6 99.8 99.9: 0.2 0.1
Old : 100.0: 9.6 13.9 0.4 89.8 85.6 99.8 99.9: 0.2 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 : 49: 23 17 2 7 3 32 20:
Old : 49: 23 17 2 7 3 32 20:
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 : 92.9 91.9 96.0 97.3 92.9 91.9 96.0 96.9
Old : 92.9 91.9 96.0 97.3 92.9 91.9 96.0 96.9
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, July 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 : 107,636: 60,561 60,554 47,058 0 0 107,619 107,612: 17 24
Old : 107,636: 60,561 60,554 47,058 0 0 107,619 107,612: 17 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 7,770: 7,770 7,770 0 0 0 7,770 7,770: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 56.3 43.7 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 56.3 56.3 43.7 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 : 70.5 97.7 88.6 99.5 40.4 54.8 52.0 55.9
Old : 70.5 97.7 88.6 99.5 40.4 54.8 52.0 55.9
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, July 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 : 69,769: 60,966 53,647 8,783 0 7,271 69,749 69,701: 20 68
Old : 69,769: 60,966 53,647 8,783 0 7,271 69,749 69,701: 20 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2024 :
: 1,608: 1,566 1,316 56 0 236 1,622 1,608: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 76.9 12.6 0.0 10.4 100.0 99.9: 0.0 0.1
Old : 100.0: 87.4 76.9 12.6 0.0 10.4 100.0 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: 13 18 3 0 2 15 21:
Old : 33: 13 18 3 0 2 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 78.9 92.4 92.5 75.6 68.1 84.4 81.2
Old : 78.6 78.9 92.4 92.5 75.6 68.1 84.4 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 08, 2024