WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 438,859: 125,166 159,823 128,632 151,733 112,527 405,531 400,982: 33,329 37,877
Old : 404,937: 129,554 161,059 108,233 135,942 102,150 373,729 371,442: 31,208 33,495
Other: 33,922: 13,997 17,149 2,013 15,791 10,377 31,802 29,540: 2,121 4,383
: : :
: : Changes in Commitments from: August 27, 2024 :
: -6,703: -5,326 -11,218 4,033 -3,077 475 -4,370 -6,709: -2,333 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 36.4 29.3 34.6 25.6 92.4 91.4: 7.6 8.6
Old : 100.0: 32.0 39.8 26.7 33.6 25.2 92.3 91.7: 7.7 8.3
Other: 100.0: 41.3 50.6 5.9 46.6 30.6 93.7 87.1: 6.3 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 101 127 133 112 112 294 297:
Old : 373: 107 122 126 109 106 287 286:
Other: 166: 28 45 24 40 68 83 123:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 13.0 19.2 20.8 10.8 11.6 16.6 17.4
Old : 12.6 13.7 19.9 21.6 11.6 12.6 17.4 18.6
Other: 35.6 32.2 48.8 43.3 35.4 32.2 48.6 42.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 253,755: 67,720 86,581 58,963 107,904 86,647 234,587 232,191: 19,168 21,564
Old : 241,228: 72,137 86,846 51,928 99,616 82,486 223,681 221,260: 17,546 19,968
Other: 12,527: 2,089 6,241 529 8,287 4,161 10,906 10,931: 1,621 1,596
: : :
: : Changes in Commitments from: August 27, 2024 :
: 760: 1,118 -3,211 93 -2,197 2,848 -986 -271: 1,747 1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 34.1 23.2 42.5 34.1 92.4 91.5: 7.6 8.5
Old : 100.0: 29.9 36.0 21.5 41.3 34.2 92.7 91.7: 7.3 8.3
Other: 100.0: 16.7 49.8 4.2 66.2 33.2 87.1 87.3: 12.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 65 75 60 91 83 189 186:
Old : 256: 66 73 60 91 81 188 184:
Other: 103: 12 22 11 37 43 57 68:
:----------------------------------------------------------------------------------------------------
: 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 14.9 25.0 25.2 12.3 13.8 21.4 22.3
Old : 15.4 15.7 26.0 26.5 12.9 14.6 22.0 23.5
Other: 36.6 49.3 55.3 66.5 36.6 48.7 55.3 65.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 1,702,699: 316,910 412,295 511,904 699,952 558,485 1,528,766 1,482,684: 173,933 220,014
Old : 1,597,937: 313,946 418,356 470,960 651,861 511,002 1,436,768 1,400,319: 161,169 197,618
Other: 104,762: 29,353 20,328 14,555 48,091 47,483 91,998 82,366: 12,764 22,396
: : :
: : Changes in Commitments from: August 27, 2024 :
: -74,427: 11,482 -42,835 -40,480 -38,779 20,883 -67,776 -62,432: -6,651 -11,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.2 30.1 41.1 32.8 89.8 87.1: 10.2 12.9
Old : 100.0: 19.6 26.2 29.5 40.8 32.0 89.9 87.6: 10.1 12.4
Other: 100.0: 28.0 19.4 13.9 45.9 45.3 87.8 78.6: 12.2 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 161 162 201 340 342 614 614:
Old : 785: 160 167 195 337 336 606 607:
Other: 326: 45 46 35 92 187 154 252:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 8.0 14.4 14.2 6.9 7.0 11.8 11.6
Old : 8.2 8.3 15.0 14.5 7.2 7.5 12.0 12.1
Other: 24.4 25.2 38.7 37.2 24.3 21.2 34.0 29.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 4,333: 796 1,595 169 1,605 1,400 2,570 3,165: 1,763 1,168
Old : 4,311: 796 1,575 169 1,591 1,400 2,556 3,145: 1,755 1,166
Other: 22: 0 20 0 14 0 14 20: 8 2
: : :
: : Changes in Commitments from: August 27, 2024 :
: -550: 77 -294 21 -439 51 -341 -222: -209 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 36.8 3.9 37.0 32.3 59.3 73.0: 40.7 27.0
Old : 100.0: 18.5 36.5 3.9 36.9 32.5 59.3 72.9: 40.7 27.1
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 : 33: 10 9 4 10 9 21 21:
Old : 33: 10 9 4 10 9 21 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 : 25.4 38.0 39.5 56.9 23.0 38.0 33.5 53.8
Old : 25.2 38.2 39.4 56.7 23.1 38.2 33.3 53.6
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, September 03, 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 : 1,056,648: 96,868 245,736 324,405 589,245 410,191 1,010,519 980,333: 46,129 76,315
Old : 1,024,154: 100,065 240,971 310,896 570,138 400,897 981,099 952,764: 43,055 71,390
Other: 32,494: 4,260 12,222 6,053 19,108 9,294 29,420 27,569: 3,074 4,925
: : :
: : Changes in Commitments from: August 27, 2024 :
: 12,003: 828 -23,705 4,925 20,768 35,020 26,522 16,240: -14,519 -4,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.3 30.7 55.8 38.8 95.6 92.8: 4.4 7.2
Old : 100.0: 9.8 23.5 30.4 55.7 39.1 95.8 93.0: 4.2 7.0
Other: 100.0: 13.1 37.6 18.6 58.8 28.6 90.5 84.8: 9.5 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 128 177 190 214 223 456 481:
Old : 571: 125 180 189 214 220 455 477:
Other: 178: 28 34 26 47 87 85 138:
:----------------------------------------------------------------------------------------------------
: 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 11.4 21.6 19.3 10.1 8.6 15.8 14.6
Old : 13.4 11.6 22.1 19.8 10.5 8.8 16.4 15.1
Other: 27.8 31.0 43.9 45.6 26.9 28.4 41.3 41.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 583,692: 123,774 140,402 129,264 301,272 287,755 554,310 557,422: 29,381 26,270
Old : 572,265: 124,904 136,117 125,825 292,797 284,576 543,526 546,519: 28,738 25,746
Other: 11,427: 566 5,981 1,743 8,475 3,179 10,784 10,903: 643 524
: : :
: : Changes in Commitments from: August 27, 2024 :
: -137: 2,912 -18,420 2,565 -2,476 16,808 3,001 953: -3,138 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 24.1 22.1 51.6 49.3 95.0 95.5: 5.0 4.5
Old : 100.0: 21.8 23.8 22.0 51.2 49.7 95.0 95.5: 5.0 4.5
Other: 100.0: 5.0 52.3 15.3 74.2 27.8 94.4 95.4: 5.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 86 100 110 126 107 277 258:
Old : 340: 91 95 108 125 105 275 254:
Other: 61: 8 13 9 27 13 39 32:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 20.7 16.3 30.6 8.4 17.5 14.8 26.3
Old : 9.2 20.8 16.5 30.9 8.6 18.1 15.0 27.2
Other: 47.7 49.4 71.0 76.0 47.3 49.4 62.5 69.9
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 1,861,272: 347,540 378,255 121,947 1,135,368 1,223,233 1,604,855 1,723,435: 256,417 137,837
Old : 1,861,272: 347,540 378,255 121,947 1,135,368 1,223,233 1,604,855 1,723,435: 256,417 137,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -34,430: 3,102 17,457 11,555 -40,781 -33,588 -26,124 -4,576: -8,306 -29,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.3 6.6 61.0 65.7 86.2 92.6: 13.8 7.4
Old : 100.0: 18.7 20.3 6.6 61.0 65.7 86.2 92.6: 13.8 7.4
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 : 223: 28 37 39 125 115 178 166:
Old : 223: 28 37 39 125 115 178 166:
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 : 22.4 28.9 33.4 41.8 21.7 25.2 32.5 37.3
Old : 22.4 28.9 33.4 41.8 21.7 25.2 32.5 37.3
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, September 03, 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 : 1,687,053: 159,608 400,548 18,800 1,320,205 1,107,412 1,498,613 1,526,760: 188,440 160,292
Old : 1,687,053: 159,608 400,548 18,800 1,320,205 1,107,412 1,498,613 1,526,760: 188,440 160,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -129,207: 1,704 -27,130 -5,946 -111,173 -70,182 -115,416 -103,259: -13,792 -25,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 23.7 1.1 78.3 65.6 88.8 90.5: 11.2 9.5
Old : 100.0: 9.5 23.7 1.1 78.3 65.6 88.8 90.5: 11.2 9.5
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 : 168: 15 19 14 105 89 128 114:
Old : 168: 15 19 14 105 89 128 114:
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 : 23.0 41.9 39.5 54.2 21.6 41.5 33.3 51.3
Old : 23.0 41.9 39.5 54.2 21.6 41.5 33.3 51.3
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, September 03, 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 : 569,863: 118,801 94,040 139,425 259,418 308,098 517,643 541,563: 52,220 28,300
Old : 557,624: 120,625 93,187 133,902 252,076 303,437 506,604 530,526: 51,021 27,098
Other: 12,239: 1,234 3,912 2,465 7,341 4,661 11,040 11,037: 1,199 1,202
: : :
: : Changes in Commitments from: August 27, 2024 :
: -5,468: 6,807 -9,370 -9,083 -2,923 14,456 -5,199 -3,997: -269 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.5 24.5 45.5 54.1 90.8 95.0: 9.2 5.0
Old : 100.0: 21.6 16.7 24.0 45.2 54.4 90.9 95.1: 9.1 4.9
Other: 100.0: 10.1 32.0 20.1 60.0 38.1 90.2 90.2: 9.8 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 86 85 108 139 128 288 273:
Old : 347: 88 85 108 139 128 288 273:
Other: 71: 15 16 11 31 14 53 34:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 26.1 17.8 35.0 8.8 22.7 15.7 30.3
Old : 10.1 26.4 17.8 35.4 9.1 23.3 15.9 31.0
Other: 34.1 47.0 51.3 63.5 30.5 36.7 44.8 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 9,953: 2,017 2,801 703 6,101 5,166 8,821 8,670: 1,132 1,283
Old : 9,946: 2,017 2,801 703 6,101 5,159 8,821 8,663: 1,125 1,283
Other: 7: 0 0 0 0 7 0 7: 7 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: 604: 126 313 129 607 20 862 462: -258 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.1 7.1 61.3 51.9 88.6 87.1: 11.4 12.9
Old : 100.0: 20.3 28.2 7.1 61.3 51.9 88.7 87.1: 11.3 12.9
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 : 67: 21 15 7 23 15 46 37:
Old : 67: 21 15 7 23 15 46 37:
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 : 24.9 40.2 40.7 55.1 24.9 37.9 39.6 52.8
Old : 24.9 40.2 40.7 55.1 24.9 37.9 39.6 52.8
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, September 03, 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 : 4,276,618: 615,344 1,600,603 109,583 3,277,274 2,459,183 4,002,201 4,169,369: 274,418 107,249
Old : 4,276,618: 615,344 1,600,603 109,583 3,277,274 2,459,183 4,002,201 4,169,369: 274,418 107,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -94,874: 10,695 -37,069 -33,229 -34,433 -1,089 -56,967 -71,388: -37,907 -23,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 37.4 2.6 76.6 57.5 93.6 97.5: 6.4 2.5
Old : 100.0: 14.4 37.4 2.6 76.6 57.5 93.6 97.5: 6.4 2.5
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 : 466: 106 46 45 254 171 381 241:
Old : 466: 106 46 45 254 171 381 241:
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 : 21.4 28.5 29.7 44.6 20.0 28.3 27.2 44.1
Old : 21.4 28.5 29.7 44.6 20.0 28.3 27.2 44.1
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, September 03, 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 : 5,637,116: 425,448 1,405,538 531,931 4,152,839 3,328,530 5,110,217 5,265,998: 526,898 371,117
Old : 5,637,116: 425,448 1,405,538 531,931 4,152,839 3,328,530 5,110,217 5,265,998: 526,898 371,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -508,568: 390 133,899 -279,953 -98,119 -233,646 -377,683 -379,701: -130,885 -128,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 24.9 9.4 73.7 59.0 90.7 93.4: 9.3 6.6
Old : 100.0: 7.5 24.9 9.4 73.7 59.0 90.7 93.4: 9.3 6.6
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 : 400: 52 68 65 241 204 336 294:
Old : 400: 52 68 65 241 204 336 294:
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 17.0 26.6 25.5 15.9 15.6 22.7 23.0
Old : 18.4 17.0 26.6 25.5 15.9 15.6 22.7 23.0
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, September 03, 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 : 2,113,640: 287,562 371,321 21,144 1,588,757 1,460,886 1,897,463 1,853,351: 216,177 260,289
Old : 2,113,640: 287,562 371,321 21,144 1,588,757 1,460,886 1,897,463 1,853,351: 216,177 260,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -84,448: -9,833 -33,850 -52,428 -8,412 8,096 -70,673 -78,182: -13,775 -6,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.6 1.0 75.2 69.1 89.8 87.7: 10.2 12.3
Old : 100.0: 13.6 17.6 1.0 75.2 69.1 89.8 87.7: 10.2 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 : 209: 23 29 18 108 117 142 153:
Old : 209: 23 29 18 108 117 142 153:
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 : 28.3 17.8 43.4 28.4 24.2 12.8 35.2 21.1
Old : 28.3 17.8 43.4 28.4 24.2 12.8 35.2 21.1
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, September 03, 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 : 6,659,654: 547,776 2,261,454 195,712 5,424,500 3,954,215 6,167,987 6,411,381: 491,666 248,273
Old : 6,659,654: 547,776 2,261,454 195,712 5,424,500 3,954,215 6,167,987 6,411,381: 491,666 248,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -424,661: 74 61,490 -149,290 -233,321 -253,613 -382,536 -341,413: -42,125 -83,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 34.0 2.9 81.5 59.4 92.6 96.3: 7.4 3.7
Old : 100.0: 8.2 34.0 2.9 81.5 59.4 92.6 96.3: 7.4 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 : 412: 62 51 49 236 203 324 277:
Old : 412: 62 51 49 236 203 324 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 22.6 35.8 37.0 21.5 22.6 32.1 36.5
Old : 24.4 22.6 35.8 37.0 21.5 22.6 32.1 36.5
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, September 03, 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 : 1,654,890: 226,762 317,496 238,248 1,163,911 1,057,739 1,628,921 1,613,483: 25,969 41,407
Old : 1,654,890: 226,762 317,496 238,248 1,163,911 1,057,739 1,628,921 1,613,483: 25,969 41,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -402,310: 15,717 -80,214 -91,728 -317,891 -227,328 -393,902 -399,270: -8,408 -3,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 19.2 14.4 70.3 63.9 98.4 97.5: 1.6 2.5
Old : 100.0: 13.7 19.2 14.4 70.3 63.9 98.4 97.5: 1.6 2.5
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 : 160: 24 35 36 81 90 129 138:
Old : 160: 24 35 36 81 90 129 138:
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 : 28.2 27.5 40.8 41.2 23.0 20.7 32.1 28.1
Old : 28.2 27.5 40.8 41.2 23.0 20.7 32.1 28.1
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, September 03, 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 : 85,234: 19,772 12,631 1,781 50,061 57,252 71,613 71,664: 13,621 13,570
Old : 85,234: 19,772 12,631 1,781 50,061 57,252 71,613 71,664: 13,621 13,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -7,218: -2,227 -2,426 -599 -1,109 -4,349 -3,935 -7,373: -3,284 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.8 2.1 58.7 67.2 84.0 84.1: 16.0 15.9
Old : 100.0: 23.2 14.8 2.1 58.7 67.2 84.0 84.1: 16.0 15.9
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 : 91: 21 19 12 32 28 60 52:
Old : 91: 21 19 12 32 28 60 52:
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 : 46.0 36.5 56.1 52.5 45.7 35.7 55.8 51.3
Old : 46.0 36.5 56.1 52.5 45.7 35.7 55.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 85,234: 19,772 12,631 1,781 50,061 57,252 71,613 71,664: 13,621 13,570
Old : 85,234: 19,772 12,631 1,781 50,061 57,252 71,613 71,664: 13,621 13,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -4,471: -2,418 -1,172 -124 -1,084 -4,349 -3,626 -5,645: -845 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.8 2.1 58.7 67.2 84.0 84.1: 16.0 15.9
Old : 100.0: 23.2 14.8 2.1 58.7 67.2 84.0 84.1: 16.0 15.9
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 : 91: 21 19 12 32 28 60 52:
Old : 91: 21 19 12 32 28 60 52:
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 : 46.0 36.5 56.1 52.5 45.7 35.7 55.8 51.3
Old : 46.0 36.5 56.1 52.5 45.7 35.7 55.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 65,094: 2,915 1,569 0 59,000 63,078 61,915 64,647: 3,179 447
Old : 65,094: 2,915 1,569 0 59,000 63,078 61,915 64,647: 3,179 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: -891: -830 -713 0 -158 168 -988 -545: 97 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.4 0.0 90.6 96.9 95.1 99.3: 4.9 0.7
Old : 100.0: 4.5 2.4 0.0 90.6 96.9 95.1 99.3: 4.9 0.7
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 : 46: 4 4 0 30 11 34 15:
Old : 46: 4 4 0 30 11 34 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 : 47.1 79.1 62.4 95.3 45.9 79.1 61.1 95.1
Old : 47.1 79.1 62.4 95.3 45.9 79.1 61.1 95.1
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, September 03, 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 : 183,529: 26,466 35,170 3,595 153,032 144,586 183,093 183,351: 436 178
Old : 183,529: 26,466 35,170 3,595 153,032 144,586 183,093 183,351: 436 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: 5,663: 3,096 2,968 2,615 -92 0 5,619 5,583: 44 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 19.2 2.0 83.4 78.8 99.8 99.9: 0.2 0.1
Old : 100.0: 14.4 19.2 2.0 83.4 78.8 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 : 56: 29 18 4 7 2 38 22:
Old : 56: 29 18 4 7 2 38 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 : 88.0 86.7 93.2 95.3 88.0 86.7 92.5 93.8
Old : 88.0 86.7 93.2 95.3 88.0 86.7 92.5 93.8
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, September 03, 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 : 26,341: 18,086 17,447 8,245 0 631 26,331 26,323: 10 18
Old : 26,341: 18,086 17,447 8,245 0 631 26,331 26,323: 10 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: 1,175: 1,175 1,175 0 0 0 1,175 1,175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 66.2 31.3 0.0 2.4 100.0 99.9: 0.0 0.1
Old : 100.0: 68.7 66.2 31.3 0.0 2.4 100.0 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 : 22: 6 15 3 0 1 6 19:
Old : 22: 6 15 3 0 1 6 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 : 99.6 71.6 100.0 91.2 68.3 51.3 68.7 63.5
Old : 99.6 71.6 100.0 91.2 68.3 51.3 68.7 63.5
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, September 03, 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 : 128,893: 81,803 81,810 47,058 0 0 128,861 128,868: 32 25
Old : 128,893: 81,803 81,810 47,058 0 0 128,861 128,868: 32 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: 385: 385 385 0 0 0 385 385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 63.5 36.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 63.5 63.5 36.5 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 : 63.5 95.0 87.6 99.7 46.5 62.6 57.2 63.3
Old : 63.5 95.0 87.6 99.7 46.5 62.6 57.2 63.3
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, September 03, 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 : 86,634: 78,144 71,147 8,461 0 6,940 86,605 86,548: 29 86
Old : 86,634: 78,144 71,147 8,461 0 6,940 86,605 86,548: 29 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2024 :
: 545: 389 1,962 146 0 -1,561 535 547: 10 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 82.1 9.8 0.0 8.0 100.0 99.9: 0.0 0.1
Old : 100.0: 90.2 82.1 9.8 0.0 8.0 100.0 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 : 36: 15 19 3 0 2 17 22:
Old : 36: 15 19 3 0 2 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 84.6 93.4 94.7 79.4 76.2 86.8 85.9
Old : 80.8 84.6 93.4 94.7 79.4 76.2 86.8 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2024