WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 511,573: 116,486 170,145 163,589 197,147 139,828 477,222 473,562: 34,350 38,011
Old : 486,076: 114,928 169,235 151,902 186,398 130,815 453,228 451,951: 32,848 34,125
Other: 25,496: 11,844 11,196 1,402 10,749 9,013 23,994 21,611: 1,502 3,886
: : :
: : Changes in Commitments from: July 23, 2024 :
: 551: 1,860 5,511 -10,958 11,265 8,655 2,167 3,208: -1,616 -2,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 33.3 32.0 38.5 27.3 93.3 92.6: 6.7 7.4
Old : 100.0: 23.6 34.8 31.3 38.3 26.9 93.2 93.0: 6.8 7.0
Other: 100.0: 46.5 43.9 5.5 42.2 35.3 94.1 84.8: 5.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 113 132 140 136 125 328 325:
Old : 412: 115 132 136 133 122 323 319:
Other: 145: 24 31 18 39 64 75 103:
:----------------------------------------------------------------------------------------------------
: 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 10.7 18.1 17.9 7.8 8.1 12.8 13.3
Old : 10.1 11.2 18.3 18.2 8.2 8.8 12.9 13.9
Other: 45.5 27.8 59.9 37.6 45.3 27.8 59.7 37.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 266,937: 59,592 85,691 67,267 123,064 90,330 249,923 243,288: 17,014 23,649
Old : 258,980: 60,601 85,790 64,258 118,255 86,569 243,114 236,617: 15,867 22,363
Other: 7,957: 1,523 2,433 477 4,809 3,761 6,809 6,671: 1,148 1,286
: : :
: : Changes in Commitments from: July 23, 2024 :
: 8,816: 2,960 1,172 4,756 982 852 8,699 6,781: 117 2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 32.1 25.2 46.1 33.8 93.6 91.1: 6.4 8.9
Old : 100.0: 23.4 33.1 24.8 45.7 33.4 93.9 91.4: 6.1 8.6
Other: 100.0: 19.1 30.6 6.0 60.4 47.3 85.6 83.8: 14.4 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 74 65 76 90 84 200 191:
Old : 247: 73 65 76 89 83 198 190:
Other: 88: 13 13 8 31 40 47 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 12.9 22.6 21.9 11.3 12.5 19.8 20.4
Old : 13.3 13.3 22.8 22.5 11.5 12.9 20.6 21.0
Other: 49.1 56.3 61.3 66.1 49.1 56.3 60.9 64.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 2,024,400: 272,467 502,062 709,366 853,195 586,387 1,835,028 1,797,814: 189,373 226,586
Old : 711,958: 201,624 316,959 152,796 288,065 197,707 642,485 667,461: 69,473 44,497
Other: 1,312,442: 319,497 433,757 307,916 565,129 388,680 1,192,542 1,130,353: 119,900 182,090
: : :
: : Changes in Commitments from: July 23, 2024 :
: -82,346: -553 -26,901 -61,804 -13,894 364 -76,251 -88,341: -6,095 5,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 24.8 35.0 42.1 29.0 90.6 88.8: 9.4 11.2
Old : 100.0: 28.3 44.5 21.5 40.5 27.8 90.2 93.8: 9.8 6.2
Other: 100.0: 24.3 33.0 23.5 43.1 29.6 90.9 86.1: 9.1 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 179 178 227 378 343 676 649:
Old : 626: 130 130 97 280 222 453 406:
Other: 737: 169 152 171 303 321 550 570:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 9.3 15.2 16.5 6.2 7.5 10.1 11.8
Old : 10.9 16.0 18.6 23.1 9.1 15.2 15.0 21.5
Other: 10.1 10.5 16.9 18.2 9.6 10.5 15.7 17.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 5,300: 616 1,896 165 2,457 1,801 3,238 3,862: 2,062 1,438
Old : 5,278: 636 1,896 145 2,443 1,801 3,224 3,842: 2,054 1,436
Other: 22: 0 20 0 14 0 14 20: 8 2
: : :
: : Changes in Commitments from: July 23, 2024 :
: -156: -7 -84 -26 55 -73 22 -183: -177 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 35.8 3.1 46.4 34.0 61.1 72.9: 38.9 27.1
Old : 100.0: 12.1 35.9 2.8 46.3 34.1 61.1 72.8: 38.9 27.2
Other: 100.0: 0.0 90.9 0.0 63.6 0.0 63.6 90.9: 36.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 9 3 10 9 15 20:
Old : 26: 4 9 3 10 9 15 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 : 39.4 33.6 53.5 53.9 29.8 32.4 40.7 50.6
Old : 39.3 33.8 53.5 54.1 29.7 32.6 41.0 50.9
Other: 63.6 90.9 63.6 90.9 63.6 90.9 63.6 90.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 1,022,005: 92,005 273,808 334,269 544,736 345,519 971,010 953,596: 50,996 68,409
Old : 2,727: 315 33 0 1,903 2,118 2,218 2,151: 509 576
Other: 1,019,278: 91,850 273,935 334,109 542,833 343,401 968,792 951,445: 50,487 67,833
: : :
: : Changes in Commitments from: July 23, 2024 :
: -73,364: -14,763 6,727 -41,969 -13,769 -37,275 -70,501 -72,517: -2,863 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 26.8 32.7 53.3 33.8 95.0 93.3: 5.0 6.7
Old : 100.0: 11.6 1.2 0.0 69.8 77.7 81.3 78.9: 18.7 21.1
Other: 100.0: 9.0 26.9 32.8 53.3 33.7 95.0 93.3: 5.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 132 163 194 200 202 449 459:
Old : 44: 3 5 0 14 24 17 29:
Other: 548: 131 164 194 200 196 449 453:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.2 22.5 19.1 12.2 8.6 17.0 15.2
Old : 56.7 58.6 73.4 72.6 56.5 58.6 73.3 72.6
Other: 15.6 11.2 22.5 19.1 12.3 8.7 17.0 15.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 608,064: 107,449 152,955 153,306 315,167 275,706 575,922 581,967: 32,142 26,097
Old : 116,211: 40,034 41,357 17,456 52,609 52,706 110,099 111,519: 6,112 4,692
Other: 491,853: 101,131 145,314 102,134 262,558 223,000 465,823 470,448: 26,031 21,405
: : :
: : Changes in Commitments from: July 23, 2024 :
: -26,150: 2,475 31,948 -22,566 -5,729 -37,837 -25,820 -28,455: -330 2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 25.2 25.2 51.8 45.3 94.7 95.7: 5.3 4.3
Old : 100.0: 34.4 35.6 15.0 45.3 45.4 94.7 96.0: 5.3 4.0
Other: 100.0: 20.6 29.5 20.8 53.4 45.3 94.7 95.6: 5.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 104 99 113 124 97 296 249:
Old : 210: 60 44 25 78 59 147 119:
Other: 336: 95 101 95 110 87 268 223:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 18.3 19.5 30.1 8.2 15.5 14.3 24.1
Old : 21.8 32.9 31.6 42.7 21.1 32.8 29.8 42.0
Other: 12.9 21.1 21.6 34.4 10.0 17.5 17.1 26.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 1,827,225: 324,535 367,801 89,599 1,177,829 1,226,255 1,591,963 1,683,655: 235,262 143,570
Old : 1,827,225: 324,535 367,801 89,599 1,177,829 1,226,255 1,591,963 1,683,655: 235,262 143,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: -14,833: 27,616 5,155 -14,085 -22,619 8,434 -9,087 -495: -5,745 -14,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.1 4.9 64.5 67.1 87.1 92.1: 12.9 7.9
Old : 100.0: 17.8 20.1 4.9 64.5 67.1 87.1 92.1: 12.9 7.9
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 : 232: 35 37 44 126 122 188 176:
Old : 232: 35 37 44 126 122 188 176:
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 : 21.1 24.8 34.3 37.6 20.3 22.8 33.3 35.0
Old : 21.1 24.8 34.3 37.6 20.3 22.8 33.3 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 1,644,541: 147,652 564,533 6,710 1,311,962 918,034 1,466,324 1,489,277: 178,217 155,264
Old : 1,644,541: 147,652 564,533 6,710 1,311,962 918,034 1,466,324 1,489,277: 178,217 155,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: -17,258: 2,867 8,423 -3,996 -12,681 -16,547 -13,810 -12,119: -3,448 -5,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 34.3 0.4 79.8 55.8 89.2 90.6: 10.8 9.4
Old : 100.0: 9.0 34.3 0.4 79.8 55.8 89.2 90.6: 10.8 9.4
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 : 184: 15 28 13 105 98 127 132:
Old : 184: 15 28 13 105 98 127 132:
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 38.7 38.3 51.1 21.2 38.7 33.1 48.1
Old : 22.8 38.7 38.3 51.1 21.2 38.7 33.1 48.1
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, July 30, 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 : 565,024: 122,204 88,269 150,499 243,694 294,841 516,397 533,608: 48,627 31,416
Old : 112,432: 48,436 15,215 17,560 36,576 71,802 102,571 104,576: 9,861 7,856
Other: 452,591: 110,676 109,962 96,031 207,119 223,039 413,826 429,032: 38,766 23,559
: : :
: : Changes in Commitments from: July 23, 2024 :
: -30,340: 4,973 -12,654 -24,135 -6,771 8,313 -25,932 -28,476: -4,408 -1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.6 26.6 43.1 52.2 91.4 94.4: 8.6 5.6
Old : 100.0: 43.1 13.5 15.6 32.5 63.9 91.2 93.0: 8.8 7.0
Other: 100.0: 24.5 24.3 21.2 45.8 49.3 91.4 94.8: 8.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 91 85 105 128 116 276 267:
Old : 217: 54 40 31 84 80 152 137:
Other: 324: 90 89 88 120 101 255 237:
:----------------------------------------------------------------------------------------------------
: 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 26.2 17.4 36.2 8.3 24.7 15.1 31.7
Old : 24.9 30.2 35.8 41.2 23.7 28.0 31.7 35.7
Other: 10.4 26.4 19.0 37.3 9.8 25.0 17.8 34.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,358: 2,235 2,757 1,114 5,347 5,288 8,695 9,158: 1,663 1,199
Old : 10,358: 2,235 2,757 1,114 5,347 5,288 8,695 9,158: 1,663 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: -829: -42 -786 -56 -532 131 -630 -711: -200 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 26.6 10.8 51.6 51.1 83.9 88.4: 16.1 11.6
Old : 100.0: 21.6 26.6 10.8 51.6 51.1 83.9 88.4: 16.1 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 : 61: 21 12 9 19 16 44 34:
Old : 61: 21 12 9 19 16 44 34:
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 : 24.2 44.7 41.6 60.9 22.2 40.4 37.3 54.9
Old : 24.2 44.7 41.6 60.9 22.2 40.4 37.3 54.9
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 30, 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 : 4,451,221: 709,487 1,820,715 147,905 3,290,015 2,373,653 4,147,407 4,342,273: 303,814 108,948
Old : 4,451,221: 709,487 1,820,715 147,905 3,290,015 2,373,653 4,147,407 4,342,273: 303,814 108,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: -47,490: 11,530 -27,189 -19,760 -53,525 12,605 -61,754 -34,343: 14,264 -13,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 40.9 3.3 73.9 53.3 93.2 97.6: 6.8 2.4
Old : 100.0: 15.9 40.9 3.3 73.9 53.3 93.2 97.6: 6.8 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 : 495: 112 50 49 269 185 406 259:
Old : 495: 112 50 49 269 185 406 259:
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 : 19.3 29.1 26.7 43.9 17.9 29.1 24.2 43.1
Old : 19.3 29.1 26.7 43.9 17.9 29.1 24.2 43.1
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 30, 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 : 5,474,909: 454,324 1,136,804 428,646 4,100,870 3,509,348 4,983,840 5,074,797: 491,069 400,112
Old : 5,474,909: 454,324 1,136,804 428,646 4,100,870 3,509,348 4,983,840 5,074,797: 491,069 400,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 129,648: 88,364 110,233 -40,465 92,262 47,742 140,162 117,510: -10,514 12,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 20.8 7.8 74.9 64.1 91.0 92.7: 9.0 7.3
Old : 100.0: 8.3 20.8 7.8 74.9 64.1 91.0 92.7: 9.0 7.3
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 : 416: 65 70 76 240 207 350 308:
Old : 416: 65 70 76 240 207 350 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 20.0 27.1 28.7 16.5 18.1 23.1 25.8
Old : 19.0 20.0 27.1 28.7 16.5 18.1 23.1 25.8
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 30, 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 : 2,101,143: 262,444 373,435 30,007 1,582,156 1,435,238 1,874,607 1,838,680: 226,535 262,463
Old : 2,101,143: 262,444 373,435 30,007 1,582,156 1,435,238 1,874,607 1,838,680: 226,535 262,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 12,386: 8,698 4,257 -449 -12,567 16,483 -4,319 20,291: 16,705 -7,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.8 1.4 75.3 68.3 89.2 87.5: 10.8 12.5
Old : 100.0: 12.5 17.8 1.4 75.3 68.3 89.2 87.5: 10.8 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 : 199: 25 20 17 107 118 138 149:
Old : 199: 25 20 17 107 118 138 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 21.7 45.6 32.5 25.6 16.6 35.7 24.7
Old : 31.4 21.7 45.6 32.5 25.6 16.6 35.7 24.7
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 30, 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 : 6,834,566: 542,238 2,201,602 251,917 5,539,533 4,129,216 6,333,689 6,582,736: 500,877 251,830
Old : 6,834,566: 542,238 2,201,602 251,917 5,539,533 4,129,216 6,333,689 6,582,736: 500,877 251,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 94,066: 53,042 181,110 -11,123 23,460 -55,372 65,379 114,616: 28,688 -20,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 32.2 3.7 81.1 60.4 92.7 96.3: 7.3 3.7
Old : 100.0: 7.9 32.2 3.7 81.1 60.4 92.7 96.3: 7.3 3.7
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 : 432: 69 60 56 242 204 346 285:
Old : 432: 69 60 56 242 204 346 285:
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 19.3 31.8 32.3 19.2 19.1 27.6 31.9
Old : 22.5 19.3 31.8 32.3 19.2 19.1 27.6 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 2,085,226: 279,848 491,164 343,723 1,417,386 1,213,148 2,040,957 2,048,035: 44,269 37,191
Old : 2,085,226: 279,848 491,164 343,723 1,417,386 1,213,148 2,040,957 2,048,035: 44,269 37,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 211,294: 14,092 88,387 58,152 139,116 66,095 211,360 212,634: -66 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 23.6 16.5 68.0 58.2 97.9 98.2: 2.1 1.8
Old : 100.0: 13.4 23.6 16.5 68.0 58.2 97.9 98.2: 2.1 1.8
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 : 191: 25 46 48 101 101 159 163:
Old : 191: 25 46 48 101 101 159 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 20.2 42.3 31.8 26.7 14.9 34.7 22.4
Old : 31.8 20.2 42.3 31.8 26.7 14.9 34.7 22.4
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 30, 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 : 92,286: 27,568 14,022 2,197 48,113 64,988 77,877 81,206: 14,409 11,080
Old : 92,286: 27,568 14,022 2,197 48,113 64,988 77,877 81,206: 14,409 11,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 1,175: 1,627 -542 327 -1,004 1,232 950 1,017: 225 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 15.2 2.4 52.1 70.4 84.4 88.0: 15.6 12.0
Old : 100.0: 29.9 15.2 2.4 52.1 70.4 84.4 88.0: 15.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 25 18 16 30 24 65 49:
Old : 90: 25 18 16 30 24 65 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 : 41.1 41.8 52.4 59.4 40.6 41.1 51.9 58.7
Old : 41.1 41.8 52.4 59.4 40.6 41.1 51.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 92,286: 27,568 14,022 2,197 48,113 64,988 77,877 81,206: 14,409 11,080
Old : 92,286: 27,568 14,022 2,197 48,113 64,988 77,877 81,206: 14,409 11,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 1,175: 1,627 -542 327 -1,004 1,232 950 1,017: 225 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 15.2 2.4 52.1 70.4 84.4 88.0: 15.6 12.0
Old : 100.0: 29.9 15.2 2.4 52.1 70.4 84.4 88.0: 15.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 25 18 16 30 24 65 49:
Old : 90: 25 18 16 30 24 65 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 : 41.1 41.8 52.4 59.4 40.6 41.1 51.9 58.7
Old : 41.1 41.8 52.4 59.4 40.6 41.1 51.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 46,427: 1,755 547 0 41,178 45,221 42,933 45,768: 3,494 659
Old : 46,427: 1,755 547 0 41,178 45,221 42,933 45,768: 3,494 659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: -566: 63 -190 0 -414 -402 -351 -592: -215 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.2 0.0 88.7 97.4 92.5 98.6: 7.5 1.4
Old : 100.0: 3.8 1.2 0.0 88.7 97.4 92.5 98.6: 7.5 1.4
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 : 36: 1 2 0 25 11 26 13:
Old : 36: 1 2 0 25 11 26 13:
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 72.7 62.4 95.0 39.2 72.7 60.5 93.6
Old : 41.1 72.7 62.4 95.0 39.2 72.7 60.5 93.6
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 30, 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 : 174,824: 22,586 29,771 330 151,568 144,590 174,484 174,691: 340 133
Old : 174,824: 22,586 29,771 330 151,568 144,590 174,484 174,691: 340 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 4,052: 4,045 4,051 5 -6 0 4,044 4,056: 8 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.0 0.2 86.7 82.7 99.8 99.9: 0.2 0.1
Old : 100.0: 12.9 17.0 0.2 86.7 82.7 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 : 58: 30 19 3 7 3 38 24:
Old : 58: 30 19 3 7 3 38 24:
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 : 89.0 89.4 93.5 96.9 89.0 89.2 93.5 96.7
Old : 89.0 89.4 93.5 96.9 89.0 89.2 93.5 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 26,623: 19,083 18,451 7,530 0 631 26,613 26,612: 10 11
Old : 26,623: 19,083 18,451 7,530 0 631 26,613 26,612: 10 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 566: -2 -2 568 0 0 566 566: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 69.3 28.3 0.0 2.4 100.0 100.0: 0.0 0.0
Old : 100.0: 71.7 69.3 28.3 0.0 2.4 100.0 100.0: 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 : 20: 5 14 2 0 1 6 16:
Old : 20: 5 14 2 0 1 6 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.6 74.9 100.0 94.2 71.6 54.8 71.7 67.4
Old : 99.6 74.9 100.0 94.2 71.6 54.8 71.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 113,632: 66,552 66,571 47,058 0 0 113,610 113,629: 22 3
Old : 113,632: 66,552 66,571 47,058 0 0 113,610 113,629: 22 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: -771: -771 -771 0 0 0 -771 -771: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 58.6 41.4 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 58.6 58.6 41.4 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 : 66.8 98.1 86.6 99.6 40.2 57.4 52.7 58.3
Old : 66.8 98.1 86.6 99.6 40.2 57.4 52.7 58.3
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 30, 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 : 72,362: 64,025 55,005 8,316 0 8,967 72,341 72,288: 21 74
Old : 72,362: 64,025 55,005 8,316 0 8,967 72,341 72,288: 21 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2024 :
: 654: 1,131 -23 -477 0 1,152 654 652: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 76.0 11.5 0.0 12.4 100.0 99.9: 0.0 0.1
Old : 100.0: 88.5 76.0 11.5 0.0 12.4 100.0 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 : 34: 13 19 3 0 2 15 22:
Old : 34: 13 19 3 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 : 75.9 79.5 91.8 91.8 74.5 69.7 85.6 81.7
Old : 75.9 79.5 91.8 91.8 74.5 69.7 85.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2024