WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 485,536: 118,650 165,606 154,080 176,849 126,165 449,580 445,851: 35,956 39,685
Old : 461,574: 114,780 162,829 145,008 167,306 118,386 427,094 426,223: 34,481 35,351
Other: 23,961: 11,673 10,580 1,269 9,543 7,779 22,486 19,628: 1,475 4,333
: : :
: : Changes in Commitments from: July 2, 2024 :
: 13,052: -44 -2,817 10,113 2,100 5,413 12,169 12,709: 883 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 34.1 31.7 36.4 26.0 92.6 91.8: 7.4 8.2
Old : 100.0: 24.9 35.3 31.4 36.2 25.6 92.5 92.3: 7.5 7.7
Other: 100.0: 48.7 44.2 5.3 39.8 32.5 93.8 81.9: 6.2 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 112 126 129 129 124 311 315:
Old : 397: 112 125 126 127 124 308 311:
Other: 133: 19 34 16 31 62 63 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.0 11.7 17.5 18.3 8.3 9.7 13.8 14.8
Old : 10.3 12.2 17.5 18.5 8.4 10.6 13.7 15.5
Other: 49.4 29.2 64.8 38.8 49.2 28.5 64.5 37.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 253,920: 59,463 90,119 54,850 121,339 85,228 235,652 230,197: 18,269 23,723
Old : 246,814: 59,348 90,074 52,953 117,169 81,361 229,470 224,388: 17,344 22,426
Other: 7,106: 1,641 1,572 370 4,170 3,868 6,181 5,810: 925 1,297
: : :
: : Changes in Commitments from: July 2, 2024 :
: 798: -3,016 -5,068 3,983 -564 -737 402 -1,822: 395 2,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 35.5 21.6 47.8 33.6 92.8 90.7: 7.2 9.3
Old : 100.0: 24.0 36.5 21.5 47.5 33.0 93.0 90.9: 7.0 9.1
Other: 100.0: 23.1 22.1 5.2 58.7 54.4 87.0 81.8: 13.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 70 63 69 94 80 198 181:
Old : 244: 67 64 68 93 79 194 180:
Other: 75: 11 12 8 23 36 39 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 12.6 24.0 21.7 12.4 11.6 21.3 19.7
Old : 14.1 12.9 24.1 22.3 12.9 12.0 22.3 20.3
Other: 59.2 50.9 69.8 62.0 59.2 49.4 68.9 58.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,038,166: 266,795 544,354 738,660 838,143 532,424 1,843,598 1,815,438: 194,568 222,728
Old : 836,901: 215,801 372,192 198,366 341,757 213,989 755,924 784,548: 80,977 52,353
Other: 1,201,265: 317,283 438,450 274,006 496,386 318,435 1,087,674 1,030,891: 113,591 170,375
: : :
: : Changes in Commitments from: July 2, 2024 :
: 64,691: 2,240 12,473 32,435 29,928 13,389 64,603 58,297: 88 6,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 26.7 36.2 41.1 26.1 90.5 89.1: 9.5 10.9
Old : 100.0: 25.8 44.5 23.7 40.8 25.6 90.3 93.7: 9.7 6.3
Other: 100.0: 26.4 36.5 22.8 41.3 26.5 90.5 85.8: 9.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 819: 187 180 241 386 342 698 662:
Old : 659: 133 150 108 301 220 491 421:
Other: 721: 177 141 169 289 310 535 557:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 9.8 16.1 17.6 6.6 7.5 10.5 11.9
Old : 11.6 15.6 19.9 23.9 9.4 13.6 15.8 19.7
Other: 11.2 10.9 18.2 19.0 10.2 10.8 16.3 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 5,383: 625 1,760 90 2,101 2,078 2,816 3,928: 2,568 1,456
Old : 5,362: 644 1,760 71 2,087 2,078 2,802 3,909: 2,561 1,454
Other: 21: 0 19 0 14 0 14 19: 7 2
: : :
: : Changes in Commitments from: July 2, 2024 :
: 218: -158 303 -7 15 -191 -150 104: 368 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 32.7 1.7 39.0 38.6 52.3 73.0: 47.7 27.0
Old : 100.0: 12.0 32.8 1.3 38.9 38.8 52.2 72.9: 47.8 27.1
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 : 26: 4 9 3 10 10 15 21:
Old : 26: 4 9 3 10 10 15 21:
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 : 32.0 41.2 43.3 59.0 19.8 29.4 27.2 44.1
Old : 31.8 41.3 43.2 59.3 20.2 29.5 27.6 44.3
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 09, 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 : 1,043,919: 103,530 281,184 311,138 573,101 379,358 987,769 971,681: 56,150 72,239
Old : 146,814: 17,689 17,957 48,982 65,821 72,923 132,492 139,862: 14,322 6,952
Other: 897,105: 97,691 275,077 250,307 507,280 306,435 855,278 831,819: 41,828 65,286
: : :
: : Changes in Commitments from: July 2, 2024 :
: 60,847: -1,568 31,443 23,240 40,181 2,830 61,854 57,514: -1,007 3,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 26.9 29.8 54.9 36.3 94.6 93.1: 5.4 6.9
Old : 100.0: 12.0 12.2 33.4 44.8 49.7 90.2 95.3: 9.8 4.7
Other: 100.0: 10.9 30.7 27.9 56.5 34.2 95.3 92.7: 4.7 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 138 171 187 210 204 460 460:
Old : 308: 68 73 59 112 107 210 209:
Other: 540: 128 168 172 188 188 422 429:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.2 22.2 19.6 12.4 8.3 17.2 14.0
Old : 32.6 30.5 43.1 39.3 12.9 8.4 17.8 15.0
Other: 15.9 10.1 23.2 18.0 14.3 9.1 19.4 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 594,223: 108,678 107,324 161,040 293,897 299,092 563,615 567,455: 30,608 26,768
Old : 185,956: 56,640 33,920 40,468 79,269 103,214 176,376 177,602: 9,580 8,354
Other: 408,267: 88,787 110,152 83,823 214,629 195,878 387,239 389,853: 21,028 18,414
: : :
: : Changes in Commitments from: July 2, 2024 :
: -14,926: -7,151 -48,707 8,491 -13,854 27,077 -12,514 -13,139: -2,412 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.1 27.1 49.5 50.3 94.8 95.5: 5.2 4.5
Old : 100.0: 30.5 18.2 21.8 42.6 55.5 94.8 95.5: 5.2 4.5
Other: 100.0: 21.7 27.0 20.5 52.6 48.0 94.8 95.5: 5.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 96 82 106 119 109 276 243:
Old : 227: 69 40 55 81 88 177 159:
Other: 288: 77 86 67 93 88 217 194:
:----------------------------------------------------------------------------------------------------
: 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 20.3 20.4 31.0 8.8 17.1 15.4 24.1
Old : 16.2 27.1 27.3 38.1 14.2 26.0 23.6 34.1
Other: 13.8 23.2 23.0 35.7 11.6 18.5 20.3 27.0
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 1,839,537: 303,184 335,127 108,001 1,201,447 1,236,864 1,612,631 1,679,991: 226,906 159,546
Old : 1,839,537: 303,184 335,127 108,001 1,201,447 1,236,864 1,612,631 1,679,991: 226,906 159,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: -49,537: -10,846 1,494 -23,223 -19,220 -21,591 -53,289 -43,319: 3,752 -6,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.2 5.9 65.3 67.2 87.7 91.3: 12.3 8.7
Old : 100.0: 16.5 18.2 5.9 65.3 67.2 87.7 91.3: 12.3 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 : 227: 30 34 41 129 123 182 175:
Old : 227: 30 34 41 129 123 182 175:
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 : 21.0 23.1 34.1 35.1 20.0 20.9 32.8 32.2
Old : 21.0 23.1 34.1 35.1 20.0 20.9 32.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 1,665,911: 144,533 550,214 6,375 1,342,317 943,694 1,493,225 1,500,283: 172,686 165,627
Old : 1,665,911: 144,533 550,214 6,375 1,342,317 943,694 1,493,225 1,500,283: 172,686 165,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: -3,620: 2,061 14,610 -2,409 371 -12,301 23 -100: -3,644 -3,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 33.0 0.4 80.6 56.6 89.6 90.1: 10.4 9.9
Old : 100.0: 8.7 33.0 0.4 80.6 56.6 89.6 90.1: 10.4 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 : 182: 14 27 15 107 95 129 129:
Old : 182: 14 27 15 107 95 129 129:
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 38.2 38.4 51.2 21.2 37.8 33.3 47.0
Old : 22.6 38.2 38.4 51.2 21.2 37.8 33.3 47.0
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 09, 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 : 579,533: 137,559 76,834 164,237 228,368 308,884 530,165 549,955: 49,368 29,578
Old : 167,358: 65,097 22,315 29,524 56,786 106,263 151,407 158,102: 15,952 9,256
Other: 412,175: 118,471 100,527 88,704 171,582 202,621 378,758 391,853: 33,417 20,322
: : :
: : Changes in Commitments from: July 2, 2024 :
: 29,842: -6,033 7,967 14,996 19,280 6,244 28,242 29,207: 1,600 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 13.3 28.3 39.4 53.3 91.5 94.9: 8.5 5.1
Old : 100.0: 38.9 13.3 17.6 33.9 63.5 90.5 94.5: 9.5 5.5
Other: 100.0: 28.7 24.4 21.5 41.6 49.2 91.9 95.1: 8.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 86 92 110 122 118 272 271:
Old : 231: 59 41 49 98 91 176 166:
Other: 315: 83 95 85 111 94 244 226:
:----------------------------------------------------------------------------------------------------
: 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 23.9 18.7 37.2 8.2 22.4 15.0 31.6
Old : 25.3 25.2 34.4 36.7 23.6 21.7 29.6 31.4
Other: 11.3 25.3 19.7 39.9 10.5 24.5 18.4 37.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 9,374: 2,109 1,956 681 4,619 5,588 7,409 8,226: 1,965 1,149
Old : 9,374: 2,109 1,956 681 4,619 5,588 7,409 8,226: 1,965 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 930: -92 718 101 896 -14 905 805: 25 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 20.9 7.3 49.3 59.6 79.0 87.7: 21.0 12.3
Old : 100.0: 22.5 20.9 7.3 49.3 59.6 79.0 87.7: 21.0 12.3
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 : 54: 15 11 5 21 19 40 31:
Old : 54: 15 11 5 21 19 40 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 : 25.9 50.9 42.7 65.3 25.4 48.3 39.5 61.3
Old : 25.9 50.9 42.7 65.3 25.4 48.3 39.5 61.3
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 09, 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 : 4,359,100: 626,195 1,866,642 153,927 3,297,793 2,217,110 4,077,915 4,237,680: 281,185 121,420
Old : 4,359,100: 626,195 1,866,642 153,927 3,297,793 2,217,110 4,077,915 4,237,680: 281,185 121,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 66,155: -1,574 13,308 13,459 43,037 43,706 54,922 70,473: 11,233 -4,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 42.8 3.5 75.7 50.9 93.5 97.2: 6.5 2.8
Old : 100.0: 14.4 42.8 3.5 75.7 50.9 93.5 97.2: 6.5 2.8
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 : 501: 121 59 47 258 185 401 269:
Old : 501: 121 59 47 258 185 401 269:
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 : 19.5 27.8 27.9 42.0 18.1 27.7 25.0 41.6
Old : 19.5 27.8 27.9 42.0 18.1 27.7 25.0 41.6
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 09, 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 : 5,221,862: 466,505 945,502 506,750 3,790,071 3,377,737 4,763,326 4,829,989: 458,537 391,873
Old : 5,221,862: 466,505 945,502 506,750 3,790,071 3,377,737 4,763,326 4,829,989: 458,537 391,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 48,767: 66,223 113,799 -57,656 22,738 -306 31,305 55,837: 17,462 -7,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 18.1 9.7 72.6 64.7 91.2 92.5: 8.8 7.5
Old : 100.0: 8.9 18.1 9.7 72.6 64.7 91.2 92.5: 8.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 63 76 79 245 223 354 332:
Old : 427: 63 76 79 245 223 354 332:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 20.2 26.8 27.9 16.1 18.0 22.9 24.9
Old : 18.4 20.2 26.8 27.9 16.1 18.0 22.9 24.9
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 09, 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 : 2,075,662: 250,797 384,471 27,652 1,596,478 1,398,686 1,874,927 1,810,809: 200,734 264,852
Old : 2,075,662: 250,797 384,471 27,652 1,596,478 1,398,686 1,874,927 1,810,809: 200,734 264,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: -9,489: 21,176 1,750 4,579 -18,573 -19,734 7,182 -13,405: -16,671 3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.5 1.3 76.9 67.4 90.3 87.2: 9.7 12.8
Old : 100.0: 12.1 18.5 1.3 76.9 67.4 90.3 87.2: 9.7 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 : 200: 25 22 17 114 115 147 146:
Old : 200: 25 22 17 114 115 147 146:
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 22.2 45.8 33.3 25.6 17.3 35.6 25.7
Old : 32.1 22.2 45.8 33.3 25.6 17.3 35.6 25.7
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 09, 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 : 2,933: 1,731 926 423 75 250 2,229 1,599: 704 1,334
Old : 2,933: 1,731 926 423 75 250 2,229 1,599: 704 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 412: -13 126 324 16 250 327 700: 85 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 31.6 14.4 2.6 8.5 76.0 54.5: 24.0 45.5
Old : 100.0: 59.0 31.6 14.4 2.6 8.5 76.0 54.5: 24.0 45.5
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 : 27: 5 18 3 1 1 8 22:
Old : 27: 5 18 3 1 1 8 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 : 70.7 26.7 76.0 35.4 59.3 18.3 61.6 25.9
Old : 70.7 26.7 76.0 35.4 59.3 18.3 61.6 25.9
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 09, 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 : 6,633,885: 431,064 2,019,309 273,409 5,480,431 4,054,293 6,184,903 6,347,012: 448,982 286,874
Old : 6,633,885: 431,064 2,019,309 273,409 5,480,431 4,054,293 6,184,903 6,347,012: 448,982 286,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 77,952: 38,350 52,022 1,865 25,243 30,146 65,459 84,033: 12,493 -6,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 30.4 4.1 82.6 61.1 93.2 95.7: 6.8 4.3
Old : 100.0: 6.5 30.4 4.1 82.6 61.1 93.2 95.7: 6.8 4.3
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 : 413: 61 56 50 236 202 324 281:
Old : 413: 61 56 50 236 202 324 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 20.1 32.9 33.7 19.0 19.9 28.0 33.3
Old : 22.7 20.1 32.9 33.7 19.0 19.9 28.0 33.3
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 09, 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 : 1,743,508: 250,994 384,548 299,060 1,150,944 1,022,253 1,700,998 1,705,861: 42,510 37,647
Old : 1,743,508: 250,994 384,548 299,060 1,150,944 1,022,253 1,700,998 1,705,861: 42,510 37,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 113,740: 57,000 30,491 49,984 5,749 35,478 112,733 115,953: 1,007 -2,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.1 17.2 66.0 58.6 97.6 97.8: 2.4 2.2
Old : 100.0: 14.4 22.1 17.2 66.0 58.6 97.6 97.8: 2.4 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 : 173: 26 46 46 85 87 138 153:
Old : 173: 26 46 46 85 87 138 153:
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 24.5 37.1 37.1 17.5 16.9 27.5 23.1
Old : 21.2 24.5 37.1 37.1 17.5 16.9 27.5 23.1
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, July 09, 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 : 88,333: 22,327 14,521 3,731 48,739 59,810 74,797 78,062: 13,535 10,271
Old : 88,333: 22,327 14,521 3,731 48,739 59,810 74,797 78,062: 13,535 10,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 6,175: 4,012 2,945 574 1,491 3,454 6,077 6,973: 98 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 16.4 4.2 55.2 67.7 84.7 88.4: 15.3 11.6
Old : 100.0: 25.3 16.4 4.2 55.2 67.7 84.7 88.4: 15.3 11.6
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 : 98: 28 18 13 31 29 66 53:
Old : 98: 28 18 13 31 29 66 53:
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 : 42.9 40.5 53.8 57.8 42.7 39.8 52.3 56.9
Old : 42.9 40.5 53.8 57.8 42.7 39.8 52.3 56.9
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 09, 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 : 88,333: 22,327 14,521 3,731 48,739 59,810 74,797 78,062: 13,535 10,271
Old : 88,333: 22,327 14,521 3,731 48,739 59,810 74,797 78,062: 13,535 10,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 6,175: 4,012 2,945 574 1,491 3,454 6,077 6,973: 98 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 16.4 4.2 55.2 67.7 84.7 88.4: 15.3 11.6
Old : 100.0: 25.3 16.4 4.2 55.2 67.7 84.7 88.4: 15.3 11.6
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 : 98: 28 18 13 31 29 66 53:
Old : 98: 28 18 13 31 29 66 53:
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 : 42.9 40.5 53.8 57.8 42.7 39.8 52.3 56.9
Old : 42.9 40.5 53.8 57.8 42.7 39.8 52.3 56.9
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 09, 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 : 46,998: 229 1,220 0 43,944 45,014 44,173 46,234: 2,825 764
Old : 46,998: 229 1,220 0 43,944 45,014 44,173 46,234: 2,825 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: -3,713: 229 -580 0 -4,204 -2,711 -3,975 -3,291: 262 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.6 0.0 93.5 95.8 94.0 98.4: 6.0 1.6
Old : 100.0: 0.5 2.6 0.0 93.5 95.8 94.0 98.4: 6.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 3 0 26 14 27 17:
Old : 40: 1 3 0 26 14 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 : 42.2 63.2 68.1 89.0 40.4 63.2 66.2 89.0
Old : 42.2 63.2 68.1 89.0 40.4 63.2 66.2 89.0
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 09, 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 : 168,575: 15,945 23,182 701 151,574 144,590 168,220 168,473: 355 102
Old : 168,575: 15,945 23,182 701 151,574 144,590 168,220 168,473: 355 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: -279: -241 -282 2 -33 0 -272 -280: -7 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.8 0.4 89.9 85.8 99.8 99.9: 0.2 0.1
Old : 100.0: 9.5 13.8 0.4 89.9 85.8 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 : 50: 25 16 3 7 3 34 20:
Old : 50: 25 16 3 7 3 34 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 : 92.4 92.0 95.5 97.5 92.4 92.0 95.5 97.1
Old : 92.4 92.0 95.5 97.5 92.4 92.0 95.5 97.1
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 09, 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 : 107,826: 60,751 60,744 47,058 0 0 107,809 107,802: 17 24
Old : 107,826: 60,751 60,744 47,058 0 0 107,809 107,802: 17 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 190: 190 190 0 0 0 190 190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 56.3 43.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 56.3 56.3 43.6 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 : 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 : 70.3 97.7 88.6 99.5 40.3 54.9 52.0 56.0
Old : 70.3 97.7 88.6 99.5 40.3 54.9 52.0 56.0
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 09, 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 : 70,046: 61,163 53,781 8,863 0 7,334 70,026 69,978: 20 68
Old : 70,046: 61,163 53,781 8,863 0 7,334 70,026 69,978: 20 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2024 :
: 277: 197 134 80 0 63 277 277: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 76.8 12.7 0.0 10.5 100.0 99.9: 0.0 0.1
Old : 100.0: 87.3 76.8 12.7 0.0 10.5 100.0 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 : 78.4 78.7 92.4 92.0 75.3 67.8 84.3 80.6
Old : 78.4 78.7 92.4 92.0 75.3 67.8 84.3 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 12, 2024