WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 445,562: 130,492 171,041 124,598 154,810 112,053 409,901 407,691: 35,662 37,871
Old : 413,388: 132,775 171,026 107,232 139,681 101,994 379,688 380,252: 33,700 33,136
Other: 32,174: 12,887 15,184 2,197 15,129 10,059 30,213 27,440: 1,962 4,735
: : :
: : Changes in Commitments from: August 20, 2024 :
: -47,193: 7,786 14,192 -46,166 -8,731 -13,321 -47,111 -45,295: -82 -1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 38.4 28.0 34.7 25.1 92.0 91.5: 8.0 8.5
Old : 100.0: 32.1 41.4 25.9 33.8 24.7 91.8 92.0: 8.2 8.0
Other: 100.0: 40.1 47.2 6.8 47.0 31.3 93.9 85.3: 6.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 112 119 137 123 110 309 298:
Old : 377: 111 119 131 122 105 302 291:
Other: 161: 29 38 24 44 69 88 117:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.4 19.6 20.0 11.8 10.6 17.6 16.9
Old : 13.3 13.0 20.6 20.6 12.7 11.5 18.5 17.9
Other: 37.0 31.3 51.1 42.8 36.8 31.3 51.0 42.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 252,994: 66,602 89,792 58,871 110,101 83,799 235,574 232,462: 17,421 20,532
Old : 240,860: 70,814 89,878 52,170 102,086 79,864 225,070 221,912: 15,790 18,948
Other: 12,134: 2,010 6,137 478 8,015 3,935 10,504 10,550: 1,630 1,584
: : :
: : Changes in Commitments from: August 20, 2024 :
: -12,333: 4,452 609 -6,911 -8,056 -2,698 -10,515 -9,001: -1,818 -3,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 35.5 23.3 43.5 33.1 93.1 91.9: 6.9 8.1
Old : 100.0: 29.4 37.3 21.7 42.4 33.2 93.4 92.1: 6.6 7.9
Other: 100.0: 16.6 50.6 3.9 66.1 32.4 86.6 86.9: 13.4 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 70 71 68 97 90 203 194:
Old : 257: 71 69 68 97 89 202 193:
Other: 101: 14 23 10 37 38 59 63:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 15.0 23.5 25.2 11.4 13.9 20.1 23.0
Old : 14.9 15.7 24.2 26.4 11.8 14.7 20.5 24.2
Other: 37.6 48.9 54.8 65.2 37.6 48.2 54.8 63.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 1,777,126: 305,428 455,130 552,384 738,731 537,602 1,596,542 1,545,116: 180,584 232,009
Old : 114,395: 15,984 72,126 2 71,537 30,972 87,523 103,100: 26,872 11,295
Other: 1,662,731: 356,884 450,445 484,941 667,194 506,630 1,509,019 1,442,016: 153,712 220,714
: : :
: : Changes in Commitments from: August 20, 2024 :
: -227,922: 16,179 -12,249 -156,239 -87,805 -52,068 -227,865 -220,556: -57 -7,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 25.6 31.1 41.6 30.3 89.8 86.9: 10.2 13.1
Old : 100.0: 14.0 63.0 0.0 62.5 27.1 76.5 90.1: 23.5 9.9
Other: 100.0: 21.5 27.1 29.2 40.1 30.5 90.8 86.7: 9.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 165 171 209 366 331 644 620:
Old : 306: 40 35 1 162 101 203 137:
Other: 776: 172 174 198 326 327 598 609:
:----------------------------------------------------------------------------------------------------
: 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 : 7.5 7.9 13.4 13.8 6.5 7.1 10.9 11.9
Old : 18.0 44.5 28.6 60.6 17.8 44.5 28.2 60.6
Other: 7.9 8.2 14.3 14.3 6.9 7.6 11.9 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 4,883: 719 1,889 148 2,044 1,350 2,911 3,387: 1,972 1,496
Old : 4,861: 739 1,889 128 2,030 1,350 2,897 3,367: 1,964 1,494
Other: 22: 0 20 0 14 0 14 20: 8 2
: : :
: : Changes in Commitments from: August 20, 2024 :
: -460: 173 -193 -10 -297 -286 -133 -489: -326 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 38.7 3.0 41.9 27.6 59.6 69.4: 40.4 30.6
Old : 100.0: 15.2 38.9 2.6 41.8 27.8 59.6 69.3: 40.4 30.7
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 : 30: 7 9 5 10 9 18 22:
Old : 30: 7 9 5 10 9 18 22:
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 : 30.6 36.3 46.2 55.3 28.4 36.3 42.2 55.3
Old : 30.4 36.5 46.1 55.6 28.2 36.5 42.5 55.6
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, August 27, 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 : 1,044,645: 96,040 269,442 319,481 568,477 375,171 983,997 964,093: 60,648 80,552
Old : 1,014,509: 97,474 264,343 307,882 551,313 366,184 956,669 938,408: 57,840 76,101
Other: 30,136: 4,290 10,823 5,874 17,164 8,987 27,328 25,685: 2,808 4,451
: : :
: : Changes in Commitments from: August 20, 2024 :
: -54,143: 5,172 1,190 -59,874 -13,491 -1,506 -68,193 -60,191: 14,050 6,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 25.8 30.6 54.4 35.9 94.2 92.3: 5.8 7.7
Old : 100.0: 9.6 26.1 30.3 54.3 36.1 94.3 92.5: 5.7 7.5
Other: 100.0: 14.2 35.9 19.5 57.0 29.8 90.7 85.2: 9.3 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 126 180 192 221 214 465 475:
Old : 564: 122 185 187 221 210 460 470:
Other: 171: 34 29 25 48 77 91 123:
:----------------------------------------------------------------------------------------------------
: 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 11.0 20.4 18.3 9.4 7.9 14.8 14.0
Old : 12.1 11.2 20.8 18.8 9.6 8.2 15.3 14.4
Other: 24.2 32.5 40.2 47.1 23.2 29.7 38.2 42.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 583,828: 120,862 158,822 126,699 303,748 270,948 551,309 556,469: 32,519 27,359
Old : 14,839: 3,245 808 11 10,427 13,342 13,683 14,161: 1,156 678
Other: 568,989: 119,931 160,328 124,374 293,321 257,606 537,626 542,308: 31,363 26,681
: : :
: : Changes in Commitments from: August 20, 2024 :
: -50,317: -394 -16,944 -26,014 -23,116 -6,713 -49,524 -49,672: -793 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 27.2 21.7 52.0 46.4 94.4 95.3: 5.6 4.7
Old : 100.0: 21.9 5.4 0.1 70.3 89.9 92.2 95.4: 7.8 4.6
Other: 100.0: 21.1 28.2 21.9 51.6 45.3 94.5 95.3: 5.5 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 90 101 109 127 103 282 255:
Old : 84: 11 12 1 31 33 43 46:
Other: 349: 89 103 109 125 100 280 252:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 18.9 16.7 29.1 8.5 16.2 14.8 24.4
Old : 53.2 45.3 67.1 62.7 53.2 45.3 67.1 61.2
Other: 9.8 19.1 16.9 29.4 8.7 17.3 15.2 25.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 1,895,702: 344,438 360,798 110,392 1,176,149 1,256,822 1,630,979 1,728,011: 264,723 167,691
Old : 1,895,702: 344,438 360,798 110,392 1,176,149 1,256,822 1,630,979 1,728,011: 264,723 167,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -90,792: 49 9,056 -89,106 -23,358 -28,569 -112,415 -108,619: 21,623 17,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.0 5.8 62.0 66.3 86.0 91.2: 14.0 8.8
Old : 100.0: 18.2 19.0 5.8 62.0 66.3 86.0 91.2: 14.0 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 : 223: 32 35 41 124 111 181 164:
Old : 223: 32 35 41 124 111 181 164:
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 : 21.5 28.7 33.0 41.2 20.7 23.3 31.5 34.4
Old : 21.5 28.7 33.0 41.2 20.7 23.3 31.5 34.4
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, August 27, 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 : 1,816,260: 157,904 427,679 24,746 1,431,379 1,177,595 1,614,029 1,630,019: 202,232 186,241
Old : 1,816,260: 157,904 427,679 24,746 1,431,379 1,177,595 1,614,029 1,630,019: 202,232 186,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 123,902: 7,042 -48,668 -26,130 125,567 173,556 106,479 98,758: 17,423 25,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 23.5 1.4 78.8 64.8 88.9 89.7: 11.1 10.3
Old : 100.0: 8.7 23.5 1.4 78.8 64.8 88.9 89.7: 11.1 10.3
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 : 165: 15 17 15 105 93 128 117:
Old : 165: 15 17 15 105 93 128 117:
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 44.0 38.6 55.8 19.8 38.1 31.0 47.7
Old : 22.6 44.0 38.6 55.8 19.8 38.1 31.0 47.7
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, August 27, 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 : 575,331: 111,994 103,410 148,508 262,341 293,642 522,843 545,560: 52,489 29,771
Old : 23,191: 9,626 883 1 11,597 19,918 21,224 20,802: 1,967 2,389
Other: 552,140: 111,813 111,973 139,062 250,744 273,724 501,619 524,758: 50,522 27,382
: : :
: : Changes in Commitments from: August 20, 2024 :
: -19,160: 2,999 -2,157 -13,816 -7,473 -2,454 -18,290 -18,427: -871 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.0 25.8 45.6 51.0 90.9 94.8: 9.1 5.2
Old : 100.0: 41.5 3.8 0.0 50.0 85.9 91.5 89.7: 8.5 10.3
Other: 100.0: 20.3 20.3 25.2 45.4 49.6 90.8 95.0: 9.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 81 87 107 139 123 286 270:
Old : 111: 24 9 1 38 43 63 53:
Other: 341: 80 95 100 134 117 273 264:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 25.6 16.9 32.5 8.8 21.8 15.4 27.9
Old : 37.4 53.2 54.1 62.5 36.7 53.2 53.5 62.4
Other: 9.9 24.8 17.6 32.0 9.1 21.4 16.0 27.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 9,349: 1,891 2,488 574 5,494 5,146 7,959 8,208: 1,390 1,141
Old : 9,345: 1,891 2,488 574 5,494 5,142 7,959 8,204: 1,386 1,141
Other: 4: 0 0 0 0 4 0 4: 4 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -736: 23 107 -325 -154 -391 -457 -609: -279 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 26.6 6.1 58.8 55.0 85.1 87.8: 14.9 12.2
Old : 100.0: 20.2 26.6 6.1 58.8 55.0 85.2 87.8: 14.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 20 13 6 20 13 41 32:
Old : 60: 20 13 6 20 13 41 32:
Other: 2: 0 0 0 0 2 0 2:
:----------------------------------------------------------------------------------------------------
: 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 45.0 41.0 60.5 24.3 42.3 39.7 57.9
Old : 24.5 45.0 41.0 60.5 24.3 42.3 39.7 57.9
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 4,371,492: 604,649 1,637,673 142,812 3,311,706 2,460,272 4,059,168 4,240,757: 312,325 130,735
Old : 4,371,492: 604,649 1,637,673 142,812 3,311,706 2,460,272 4,059,168 4,240,757: 312,325 130,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -186,259: -40,915 -163,383 -1,424 -145,541 -34,628 -187,879 -199,434: 1,621 13,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 37.5 3.3 75.8 56.3 92.9 97.0: 7.1 3.0
Old : 100.0: 13.8 37.5 3.3 75.8 56.3 92.9 97.0: 7.1 3.0
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 : 460: 105 43 53 263 176 389 252:
Old : 460: 105 43 53 263 176 389 252:
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 : 20.8 26.8 28.5 42.5 19.2 26.5 26.2 40.7
Old : 20.8 26.8 28.5 42.5 19.2 26.5 26.2 40.7
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, August 27, 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 : 6,145,684: 425,058 1,271,639 811,884 4,250,958 3,562,176 5,487,900 5,645,699: 657,784 499,984
Old : 6,145,684: 425,058 1,271,639 811,884 4,250,958 3,562,176 5,487,900 5,645,699: 657,784 499,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -153,504: 28,046 10,143 -50,689 -268,577 -230,392 -291,220 -270,938: 137,715 117,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 20.7 13.2 69.2 58.0 89.3 91.9: 10.7 8.1
Old : 100.0: 6.9 20.7 13.2 69.2 58.0 89.3 91.9: 10.7 8.1
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 : 394: 63 58 77 239 201 343 296:
Old : 394: 63 58 77 239 201 343 296:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 18.2 25.1 26.3 14.7 14.2 20.6 21.6
Old : 16.8 18.2 25.1 26.3 14.7 14.2 20.6 21.6
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, August 27, 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 : 2,198,089: 297,395 405,171 73,572 1,597,169 1,452,790 1,968,136 1,931,533: 229,952 266,555
Old : 2,198,089: 297,395 405,171 73,572 1,597,169 1,452,790 1,968,136 1,931,533: 229,952 266,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -2,524: 7,000 -21,940 26,700 -40,623 -5,164 -6,923 -404: 4,398 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.4 3.3 72.7 66.1 89.5 87.9: 10.5 12.1
Old : 100.0: 13.5 18.4 3.3 72.7 66.1 89.5 87.9: 10.5 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 : 204: 26 27 29 111 114 155 153:
Old : 204: 26 27 29 111 114 155 153:
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 : 27.1 19.7 41.4 31.4 23.4 15.3 34.0 23.6
Old : 27.1 19.7 41.4 31.4 23.4 15.3 34.0 23.6
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, August 27, 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 : 6,368: 2,958 1,069 2,649 0 1,274 5,607 4,992: 761 1,376
Old : 6,368: 2,958 1,069 2,649 0 1,274 5,607 4,992: 761 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 2,212: 1,504 198 739 0 1,064 2,243 2,001: -31 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 16.8 41.6 0.0 20.0 88.0 78.4: 12.0 21.6
Old : 100.0: 46.5 16.8 41.6 0.0 20.0 88.0 78.4: 12.0 21.6
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 : 25: 7 17 2 0 1 8 19:
Old : 25: 7 17 2 0 1 8 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 67.0 88.0 71.3 44.6 26.7 46.5 30.6
Old : 85.1 67.0 88.0 71.3 44.6 26.7 46.5 30.6
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, August 27, 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 : 7,084,315: 547,702 2,199,964 345,002 5,657,821 4,207,827 6,550,524 6,752,793: 533,791 331,522
Old : 7,084,315: 547,702 2,199,964 345,002 5,657,821 4,207,827 6,550,524 6,752,793: 533,791 331,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -128,219: -13,204 -101,726 -38,425 -108,644 -71,118 -160,273 -211,268: 32,053 83,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 31.1 4.9 79.9 59.4 92.5 95.3: 7.5 4.7
Old : 100.0: 7.7 31.1 4.9 79.9 59.4 92.5 95.3: 7.5 4.7
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 : 421: 63 54 57 244 206 340 286:
Old : 421: 63 54 57 244 206 340 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 22.8 33.8 36.8 20.8 20.8 30.5 34.0
Old : 23.3 22.8 33.8 36.8 20.8 20.8 30.5 34.0
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, August 27, 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 : 2,057,200: 211,045 397,710 329,976 1,481,802 1,285,067 2,022,823 2,012,753: 34,377 44,447
Old : 2,057,200: 211,045 397,710 329,976 1,481,802 1,285,067 2,022,823 2,012,753: 34,377 44,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 324,919: 64,036 114,189 77,889 177,567 126,444 319,492 318,522: 5,427 6,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.3 16.0 72.0 62.5 98.3 97.8: 1.7 2.2
Old : 100.0: 10.3 19.3 16.0 72.0 62.5 98.3 97.8: 1.7 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 : 178: 26 42 40 90 95 145 149:
Old : 178: 26 42 40 90 95 145 149:
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 : 28.4 23.8 41.2 37.4 24.1 15.6 31.7 24.9
Old : 28.4 23.8 41.2 37.4 24.1 15.6 31.7 24.9
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, August 27, 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 : 92,453: 21,999 15,057 2,379 51,170 61,601 75,548 79,037: 16,905 13,416
Old : 92,453: 21,999 15,057 2,379 51,170 61,601 75,548 79,037: 16,905 13,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 5,256: -511 -715 765 1,747 4,570 2,000 4,620: 3,256 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.3 2.6 55.3 66.6 81.7 85.5: 18.3 14.5
Old : 100.0: 23.8 16.3 2.6 55.3 66.6 81.7 85.5: 18.3 14.5
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 : 108: 26 26 16 34 30 69 64:
Old : 108: 26 26 16 34 30 69 64:
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 34.2 53.1 51.0 42.6 33.6 52.5 50.1
Old : 43.0 34.2 53.1 51.0 42.6 33.6 52.5 50.1
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, August 27, 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 : 89,706: 22,190 13,803 1,905 51,145 61,601 75,240 77,309: 14,466 12,397
Old : 89,706: 22,190 13,803 1,905 51,145 61,601 75,240 77,309: 14,466 12,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 2,509: -321 -1,969 290 1,722 4,570 1,691 2,892: 818 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 15.4 2.1 57.0 68.7 83.9 86.2: 16.1 13.8
Old : 100.0: 24.7 15.4 2.1 57.0 68.7 83.9 86.2: 16.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 25 16 10 33 30 63 51:
Old : 95: 25 16 10 33 30 63 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 35.3 54.7 52.1 43.9 34.6 54.1 51.1
Old : 44.4 35.3 54.7 52.1 43.9 34.6 54.1 51.1
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, August 27, 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 : 65,985: 3,745 2,282 0 59,158 62,910 62,903 65,192: 3,082 793
Old : 65,985: 3,745 2,282 0 59,158 62,910 62,903 65,192: 3,082 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 1,477: 313 -183 0 1,497 1,519 1,810 1,336: -333 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.5 0.0 89.7 95.3 95.3 98.8: 4.7 1.2
Old : 100.0: 5.7 3.5 0.0 89.7 95.3 95.3 98.8: 4.7 1.2
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 : 45: 4 3 0 29 12 33 15:
Old : 45: 4 3 0 29 12 33 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 75.1 63.3 92.7 45.8 75.1 62.0 92.7
Old : 46.9 75.1 63.3 92.7 45.8 75.1 62.0 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 27,471: 1,397 15,843 1,440 250 0 3,087 17,283: 24,384 10,188
Old : 27,471: 1,397 15,843 1,440 250 0 3,087 17,283: 24,384 10,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 57.7 5.2 0.9 0.0 11.2 62.9: 88.8 37.1
Old : 100.0: 5.1 57.7 5.2 0.9 0.0 11.2 62.9: 88.8 37.1
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 : 20: 4 14 6 1 0 8 18:
Old : 20: 4 14 6 1 0 8 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 : 7.7 44.6 11.2 53.3 5.6 44.6 6.0 52.1
Old : 7.7 44.6 11.2 53.3 5.6 44.6 6.0 52.1
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, August 27, 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 : 177,866: 23,370 32,202 980 153,124 144,586 177,474 177,768: 392 98
Old : 177,866: 23,370 32,202 980 153,124 144,586 177,474 177,768: 392 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 161: 212 193 -32 2 0 182 161: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.1 0.6 86.1 81.3 99.8 99.9: 0.2 0.1
Old : 100.0: 13.1 18.1 0.6 86.1 81.3 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 : 53: 27 17 3 7 2 36 20:
Old : 53: 27 17 3 7 2 36 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 : 89.2 88.0 94.0 96.6 89.2 87.5 94.0 96.0
Old : 89.2 88.0 94.0 96.6 89.2 87.5 94.0 96.0
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, August 27, 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 : 25,166: 16,911 16,272 8,245 0 631 25,156 25,148: 10 18
Old : 25,166: 16,911 16,272 8,245 0 631 25,156 25,148: 10 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -341: -366 -371 25 0 0 -341 -346: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 64.7 32.8 0.0 2.5 100.0 99.9: 0.0 0.1
Old : 100.0: 67.2 64.7 32.8 0.0 2.5 100.0 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 : 21: 6 14 3 0 1 6 18:
Old : 21: 6 14 3 0 1 6 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 : 99.5 71.8 100.0 92.3 66.9 50.6 67.2 62.9
Old : 99.5 71.8 100.0 92.3 66.9 50.6 67.2 62.9
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, August 27, 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 : 128,508: 81,418 81,425 47,058 0 0 128,476 128,483: 32 25
Old : 128,508: 81,418 81,425 47,058 0 0 128,476 128,483: 32 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 1,505: 1,493 1,505 0 0 0 1,493 1,505: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 63.4 36.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 63.4 63.4 36.6 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: 21 11 4 0 0 24 12:
Old : 32: 21 11 4 0 0 24 12:
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 : 63.6 94.6 86.9 99.7 45.8 62.4 57.0 63.2
Old : 63.6 94.6 86.9 99.7 45.8 62.4 57.0 63.2
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, August 27, 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 : 86,089: 77,755 69,185 8,315 0 8,501 86,070 86,001: 19 88
Old : 86,089: 77,755 69,185 8,315 0 8,501 86,070 86,001: 19 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: 799: 832 606 -33 0 223 799 796: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 80.4 9.7 0.0 9.9 100.0 99.9: 0.0 0.1
Old : 100.0: 90.3 80.4 9.7 0.0 9.9 100.0 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 : 35: 15 18 3 0 2 17 21:
Old : 35: 15 18 3 0 2 17 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 : 81.1 85.0 93.8 94.9 79.9 76.8 87.1 86.1
Old : 81.1 85.0 93.8 94.9 79.9 76.8 87.1 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2024