WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 418,413: 115,016 133,218 128,148 142,913 119,450 386,077 380,816: 32,336 37,597
Old : 384,623: 115,861 132,916 111,480 127,186 107,344 354,527 351,739: 30,096 32,884
Other: 33,790: 13,604 14,751 2,219 15,727 12,107 31,550 29,077: 2,241 4,713
: : :
: : Changes in Commitments from: September 10, 2024 :
: -3,808: -4,394 -6,233 1,828 -3,442 541 -6,008 -3,865: 2,200 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 31.8 30.6 34.2 28.5 92.3 91.0: 7.7 9.0
Old : 100.0: 30.1 34.6 29.0 33.1 27.9 92.2 91.5: 7.8 8.5
Other: 100.0: 40.3 43.7 6.6 46.5 35.8 93.4 86.1: 6.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 101 121 134 110 116 295 295:
Old : 367: 106 118 125 107 110 285 285:
Other: 166: 30 43 31 39 73 87 130:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 13.0 18.4 20.9 9.8 11.5 15.8 17.1
Old : 11.6 13.7 19.3 21.7 10.5 12.0 16.3 17.7
Other: 34.7 28.3 49.4 37.9 34.5 28.3 49.3 37.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 245,346: 68,183 76,431 55,868 102,293 92,189 226,343 224,487: 19,003 20,859
Old : 231,502: 73,642 77,837 46,763 93,806 87,779 214,211 212,378: 17,292 19,124
Other: 13,844: 2,985 7,038 661 8,487 4,410 12,133 12,109: 1,711 1,735
: : :
: : Changes in Commitments from: September 10, 2024 :
: 1,586: -3,074 -3,178 3,259 519 1,999 704 2,079: 882 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 31.2 22.8 41.7 37.6 92.3 91.5: 7.7 8.5
Old : 100.0: 31.8 33.6 20.2 40.5 37.9 92.5 91.7: 7.5 8.3
Other: 100.0: 21.6 50.8 4.8 61.3 31.9 87.6 87.5: 12.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 71 64 64 94 93 198 191:
Old : 259: 70 65 62 94 91 196 188:
Other: 111: 14 22 13 40 49 65 74:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 14.7 24.3 24.1 12.8 14.3 22.3 22.8
Old : 15.6 15.5 25.3 25.4 13.5 15.2 23.1 24.2
Other: 33.3 46.0 54.2 64.8 33.3 45.9 54.2 62.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 1,797,042: 318,541 379,269 582,557 718,909 605,758 1,620,007 1,567,584: 177,036 229,458
Old : 1,677,983: 312,461 381,577 539,842 663,804 552,129 1,516,107 1,473,548: 161,876 204,435
Other: 119,059: 32,222 23,835 16,573 55,105 53,629 103,900 94,036: 15,159 25,023
: : :
: : Changes in Commitments from: September 10, 2024 :
: 84,356: -4,779 10,538 61,574 17,734 16,441 74,530 88,554: 9,827 -4,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.1 32.4 40.0 33.7 90.1 87.2: 9.9 12.8
Old : 100.0: 18.6 22.7 32.2 39.6 32.9 90.4 87.8: 9.6 12.2
Other: 100.0: 27.1 20.0 13.9 46.3 45.0 87.3 79.0: 12.7 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 799: 167 161 201 352 359 629 629:
Old : 798: 164 166 195 349 356 620 625:
Other: 337: 54 43 38 91 192 161 258:
:----------------------------------------------------------------------------------------------------
: 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 8.1 14.5 14.4 6.8 5.9 11.6 9.6
Old : 8.2 8.2 15.2 14.2 7.2 6.2 12.0 9.8
Other: 24.8 23.6 39.5 36.0 24.8 20.0 35.1 29.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 3,446: 773 264 100 991 2,171 1,864 2,535: 1,582 911
Old : 3,418: 773 240 100 977 2,171 1,850 2,511: 1,568 907
Other: 28: 0 24 0 14 0 14 24: 14 4
: : :
: : Changes in Commitments from: September 10, 2024 :
: -205: -83 -432 -38 -35 373 -156 -97: -48 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 7.7 2.9 28.8 63.0 54.1 73.6: 45.9 26.4
Old : 100.0: 22.6 7.0 2.9 28.6 63.5 54.1 73.5: 45.9 26.5
Other: 100.0: 0.0 85.7 0.0 50.0 0.0 50.0 85.7: 50.0 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 2 8 9 15 13:
Old : 21: 6 3 2 8 9 15 13:
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 : 28.3 49.3 44.2 66.1 24.1 49.2 35.7 58.9
Old : 28.2 49.7 44.1 66.0 24.3 49.6 35.5 58.7
Other: 50.0 85.7 50.0 85.7 50.0 85.7 50.0 85.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 1,100,046: 96,658 219,732 368,672 585,733 433,151 1,051,063 1,021,555: 48,984 78,491
Old : 1,063,661: 100,381 216,066 353,212 564,125 421,566 1,017,718 990,843: 45,942 72,817
Other: 36,386: 5,223 12,613 6,513 21,608 11,585 33,344 30,712: 3,042 5,674
: : :
: : Changes in Commitments from: September 10, 2024 :
: 25,011: 5,195 -3,975 20,691 -3,539 9,291 22,347 26,007: 2,663 -997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.0 33.5 53.2 39.4 95.5 92.9: 4.5 7.1
Old : 100.0: 9.4 20.3 33.2 53.0 39.6 95.7 93.2: 4.3 6.8
Other: 100.0: 14.4 34.7 17.9 59.4 31.8 91.6 84.4: 8.4 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 118 184 194 220 230 467 488:
Old : 577: 123 181 191 219 228 462 486:
Other: 191: 33 38 30 46 94 94 148:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 11.4 20.3 19.0 9.2 8.3 14.7 13.7
Old : 12.1 11.6 20.9 19.5 9.6 8.6 15.4 14.2
Other: 29.6 29.8 44.4 45.1 28.7 27.4 42.8 39.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 605,650: 131,763 150,166 146,993 295,341 280,757 574,097 577,916: 31,553 27,734
Old : 592,611: 132,985 145,854 143,026 285,682 276,685 561,692 565,565: 30,919 27,046
Other: 13,039: 736 6,269 2,010 9,659 4,072 12,405 12,351: 634 688
: : :
: : Changes in Commitments from: September 10, 2024 :
: 16,285: 3,686 7,800 12,764 5 -3,288 16,455 17,276: -170 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 24.8 24.3 48.8 46.4 94.8 95.4: 5.2 4.6
Old : 100.0: 22.4 24.6 24.1 48.2 46.7 94.8 95.4: 5.2 4.6
Other: 100.0: 5.6 48.1 15.4 74.1 31.2 95.1 94.7: 4.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 99 92 117 126 107 290 261:
Old : 343: 101 90 115 125 106 289 257:
Other: 63: 11 16 12 27 11 44 33:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 19.2 15.9 28.3 7.8 16.9 13.7 24.9
Old : 9.0 19.3 16.1 28.5 7.9 17.4 13.9 25.8
Other: 49.2 47.1 70.2 71.4 48.5 47.1 62.0 67.7
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 1,913,430: 356,681 448,688 105,326 1,192,930 1,208,582 1,654,937 1,762,596: 258,493 150,834
Old : 1,913,430: 356,681 448,688 105,326 1,192,930 1,208,582 1,654,937 1,762,596: 258,493 150,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 27,068: 4,386 39,794 500 12,137 -16,451 17,023 23,843: 10,045 3,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 23.4 5.5 62.3 63.2 86.5 92.1: 13.5 7.9
Old : 100.0: 18.6 23.4 5.5 62.3 63.2 86.5 92.1: 13.5 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 : 228: 36 32 41 128 119 187 169:
Old : 228: 36 32 41 128 119 187 169:
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 : 21.8 32.1 33.5 43.0 21.0 29.9 31.8 40.2
Old : 21.8 32.1 33.5 43.0 21.0 29.9 31.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 1,729,401: 176,813 451,284 15,635 1,336,045 1,107,005 1,528,493 1,573,924: 200,909 155,477
Old : 1,729,401: 176,813 451,284 15,635 1,336,045 1,107,005 1,528,493 1,573,924: 200,909 155,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 20,886: 8,046 23,275 -1,654 6,608 6,955 13,000 28,576: 7,885 -7,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 26.1 0.9 77.3 64.0 88.4 91.0: 11.6 9.0
Old : 100.0: 10.2 26.1 0.9 77.3 64.0 88.4 91.0: 11.6 9.0
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 : 174: 17 23 12 107 89 131 117:
Old : 174: 17 23 12 107 89 131 117:
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 : 23.5 44.2 39.6 56.2 22.5 43.8 33.6 52.9
Old : 23.5 44.2 39.6 56.2 22.5 43.8 33.6 52.9
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 17, 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 : 574,487: 121,062 82,168 138,151 264,739 324,043 523,952 544,362: 50,535 30,125
Old : 561,806: 122,889 81,558 132,488 257,169 318,780 512,547 532,826: 49,258 28,979
Other: 12,681: 1,234 3,671 2,601 7,569 5,263 11,405 11,536: 1,276 1,146
: : :
: : Changes in Commitments from: September 10, 2024 :
: 9,168: 4,186 377 1,844 2,701 6,080 8,731 8,301: 437 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.3 24.0 46.1 56.4 91.2 94.8: 8.8 5.2
Old : 100.0: 21.9 14.5 23.6 45.8 56.7 91.2 94.8: 8.8 5.2
Other: 100.0: 9.7 29.0 20.5 59.7 41.5 89.9 91.0: 10.1 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 75 91 106 141 132 286 271:
Old : 343: 77 90 106 141 132 286 271:
Other: 71: 14 16 12 32 13 54 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 : 9.4 27.2 16.9 34.9 8.2 23.4 14.5 29.7
Old : 9.6 27.5 17.3 35.2 8.3 24.0 14.6 30.0
Other: 33.7 50.4 50.1 67.2 29.5 39.6 42.6 54.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 9,860: 1,868 2,039 811 5,766 5,744 8,446 8,595: 1,414 1,265
Old : 9,849: 1,868 2,039 811 5,766 5,737 8,446 8,588: 1,403 1,261
Other: 11: 0 0 0 0 7 0 7: 11 4
: : :
: : Changes in Commitments from: September 10, 2024 :
: -340: -243 -354 -15 -368 227 -626 -142: 286 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.7 8.2 58.5 58.3 85.7 87.2: 14.3 12.8
Old : 100.0: 19.0 20.7 8.2 58.5 58.3 85.8 87.2: 14.2 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 63.6 0.0 63.6: 100.0 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 19 12 9 24 14 47 34:
Old : 65: 19 12 9 24 14 47 34:
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 : 25.5 45.7 40.5 58.7 25.3 43.9 39.3 56.9
Old : 25.5 45.8 40.5 58.8 25.3 43.9 39.3 56.9
Other: 0.0 63.6 0.0 63.6 0.0 63.6 0.0 63.6
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 4,389,249: 635,505 1,662,142 127,810 3,343,274 2,474,634 4,106,589 4,264,586: 282,661 124,663
Old : 4,389,249: 635,505 1,662,142 127,810 3,343,274 2,474,634 4,106,589 4,264,586: 282,661 124,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: -12,229: -29,922 -15,003 16,325 -8,700 -18,563 -22,298 -17,242: 10,069 5,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 37.9 2.9 76.2 56.4 93.6 97.2: 6.4 2.8
Old : 100.0: 14.5 37.9 2.9 76.2 56.4 93.6 97.2: 6.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 464: 100 47 45 263 174 383 246:
Old : 464: 100 47 45 263 174 383 246:
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 : 22.1 27.4 31.0 42.1 20.7 27.1 28.6 41.4
Old : 22.1 27.4 31.0 42.1 20.7 27.1 28.6 41.4
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 17, 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 : 5,777,505: 425,733 1,457,659 543,373 4,302,970 3,413,237 5,272,075 5,414,269: 505,429 363,236
Old : 5,777,505: 425,733 1,457,659 543,373 4,302,970 3,413,237 5,272,075 5,414,269: 505,429 363,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 63,752: 24,700 107,832 -56,216 93,552 41,267 62,036 92,883: 1,716 -29,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 25.2 9.4 74.5 59.1 91.3 93.7: 8.7 6.3
Old : 100.0: 7.4 25.2 9.4 74.5 59.1 91.3 93.7: 8.7 6.3
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 : 414: 62 70 72 240 206 342 308:
Old : 414: 62 70 72 240 206 342 308:
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 : 18.3 16.9 26.2 25.5 16.0 15.7 22.7 23.2
Old : 18.3 16.9 26.2 25.5 16.0 15.7 22.7 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 2,121,070: 322,149 367,467 24,795 1,561,138 1,454,876 1,908,082 1,847,139: 212,988 273,932
Old : 2,121,070: 322,149 367,467 24,795 1,561,138 1,454,876 1,908,082 1,847,139: 212,988 273,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 11,544: 13,240 2,896 -361 3,300 -1,467 16,180 1,068: -4,636 10,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.3 1.2 73.6 68.6 90.0 87.1: 10.0 12.9
Old : 100.0: 15.2 17.3 1.2 73.6 68.6 90.0 87.1: 10.0 12.9
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 : 214: 23 31 19 104 122 141 158:
Old : 214: 23 31 19 104 122 141 158:
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 18.3 43.6 29.7 23.6 14.0 35.6 21.8
Old : 28.2 18.3 43.6 29.7 23.6 14.0 35.6 21.8
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, September 17, 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 : 3,642: 1,864 2,390 82 712 0 2,658 2,472: 984 1,170
Old : 3,642: 1,864 2,390 82 712 0 2,658 2,472: 984 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 199: 322 108 47 -285 0 84 155: 115 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 65.6 2.3 19.5 0.0 73.0 67.9: 27.0 32.1
Old : 100.0: 51.2 65.6 2.3 19.5 0.0 73.0 67.9: 27.0 32.1
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 : 24: 11 12 1 1 0 13 12:
Old : 24: 11 12 1 1 0 13 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 : 60.4 58.2 68.3 64.3 60.4 56.0 67.2 62.0
Old : 60.4 58.2 68.3 64.3 60.4 56.0 67.2 62.0
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 17, 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 : 6,665,562: 605,692 2,165,381 237,186 5,359,657 3,999,013 6,202,535 6,401,581: 463,027 263,981
Old : 6,665,562: 605,692 2,165,381 237,186 5,359,657 3,999,013 6,202,535 6,401,581: 463,027 263,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 51,942: 83,573 -50,487 18,586 -28,975 76,035 73,185 44,134: -21,242 7,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 32.5 3.6 80.4 60.0 93.1 96.0: 6.9 4.0
Old : 100.0: 9.1 32.5 3.6 80.4 60.0 93.1 96.0: 6.9 4.0
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 : 417: 63 53 54 242 206 337 281:
Old : 417: 63 53 54 242 206 337 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 22.0 35.5 35.5 21.8 21.9 31.6 34.9
Old : 24.7 22.0 35.5 35.5 21.8 21.9 31.6 34.9
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, September 17, 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 : 2,268,461: 564,701 385,894 447,825 1,215,899 1,371,736 2,228,425 2,205,455: 40,036 63,006
Old : 2,268,461: 564,701 385,894 447,825 1,215,899 1,371,736 2,228,425 2,205,455: 40,036 63,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 479,709: 300,106 64,878 145,652 22,727 260,499 468,485 471,029: 11,224 8,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.0 19.7 53.6 60.5 98.2 97.2: 1.8 2.8
Old : 100.0: 24.9 17.0 19.7 53.6 60.5 98.2 97.2: 1.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 29 36 38 88 101 142 150:
Old : 177: 29 36 38 88 101 142 150:
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 : 29.4 26.8 41.4 38.9 25.9 17.9 32.4 24.6
Old : 29.4 26.8 41.4 38.9 25.9 17.9 32.4 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 101,616: 22,931 9,869 4,044 55,788 71,739 82,763 85,652: 18,853 15,963
Old : 101,616: 22,931 9,869 4,044 55,788 71,739 82,763 85,652: 18,853 15,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 15,544: 3,295 -1,587 1,598 6,424 13,193 11,317 13,204: 4,227 2,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.7 4.0 54.9 70.6 81.4 84.3: 18.6 15.7
Old : 100.0: 22.6 9.7 4.0 54.9 70.6 81.4 84.3: 18.6 15.7
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 : 110: 33 21 26 41 37 86 73:
Old : 110: 33 21 26 41 37 86 73:
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 : 38.4 37.8 46.5 53.3 37.7 35.8 45.8 50.4
Old : 38.4 37.8 46.5 53.3 37.7 35.8 45.8 50.4
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 17, 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 : 98,213: 22,588 7,965 3,623 55,763 71,739 81,974 83,327: 16,239 14,886
Old : 98,213: 22,588 7,965 3,623 55,763 71,739 81,974 83,327: 16,239 14,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 12,142: 2,952 -3,491 1,177 6,399 13,193 10,528 10,879: 1,614 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.1 3.7 56.8 73.0 83.5 84.8: 16.5 15.2
Old : 100.0: 23.0 8.1 3.7 56.8 73.0 83.5 84.8: 16.5 15.2
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 : 98: 27 15 19 41 37 76 64:
Old : 98: 27 15 19 41 37 76 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 : 39.7 39.1 48.1 55.1 39.0 37.0 47.3 52.2
Old : 39.7 39.1 48.1 55.1 39.0 37.0 47.3 52.2
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 17, 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 : 80,906: 1,761 2,640 182 70,235 75,080 72,178 77,902: 8,728 3,004
Old : 80,906: 1,761 2,640 182 70,235 75,080 72,178 77,902: 8,728 3,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 14,572: -282 1,635 182 9,431 10,258 9,331 12,075: 5,241 2,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.3 0.2 86.8 92.8 89.2 96.3: 10.8 3.7
Old : 100.0: 2.2 3.3 0.2 86.8 92.8 89.2 96.3: 10.8 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 : 50: 3 5 1 34 14 38 19:
Old : 50: 3 5 1 34 14 38 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 : 36.8 69.3 52.4 86.2 34.2 69.3 47.7 81.5
Old : 36.8 69.3 52.4 86.2 34.2 69.3 47.7 81.5
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, September 17, 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 : 34,025: 3,426 19,041 4,213 250 0 7,889 23,254: 26,136 10,771
Old : 34,025: 3,426 19,041 4,213 250 0 7,889 23,254: 26,136 10,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 56.0 12.4 0.7 0.0 23.2 68.3: 76.8 31.7
Old : 100.0: 10.1 56.0 12.4 0.7 0.0 23.2 68.3: 76.8 31.7
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 : 21: 8 11 9 1 0 15 15:
Old : 21: 8 11 9 1 0 15 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 : 11.5 49.4 19.3 62.5 7.6 46.4 10.5 54.2
Old : 11.5 49.4 19.3 62.5 7.6 46.4 10.5 54.2
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 17, 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 : 193,944: 27,025 35,441 11,838 154,719 146,502 193,582 193,781: 362 163
Old : 193,944: 27,025 35,441 11,838 154,719 146,502 193,582 193,781: 362 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 7,791: -3,809 -3,841 9,708 1,916 1,916 7,815 7,783: -24 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 18.3 6.1 79.8 75.5 99.8 99.9: 0.2 0.1
Old : 100.0: 13.9 18.3 6.1 79.8 75.5 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 : 61: 32 18 6 9 3 42 26:
Old : 61: 32 18 6 9 3 42 26:
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 : 86.6 84.3 92.5 94.4 82.8 83.7 87.1 90.3
Old : 86.6 84.3 92.5 94.4 82.8 83.7 87.1 90.3
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 17, 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 : 27,989: 17,722 17,708 10,257 0 0 27,979 27,965: 10 24
Old : 27,989: 17,722 17,708 10,257 0 0 27,979 27,965: 10 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 1,789: 582 1,213 1,207 0 -631 1,789 1,789: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 63.3 36.6 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 63.3 63.3 36.6 0.0 0.0 100.0 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 : 20: 6 14 2 0 0 6 16:
Old : 20: 6 14 2 0 0 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 67.3 100.0 95.1 62.9 44.5 63.3 61.2
Old : 99.6 67.3 100.0 95.1 62.9 44.5 63.3 61.2
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 17, 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 : 136,780: 83,123 83,118 53,637 0 0 136,760 136,755: 20 25
Old : 136,780: 83,123 83,118 53,637 0 0 136,760 136,755: 20 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: 6,049: 1,071 1,071 4,978 0 0 6,049 6,049: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 60.8 39.2 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 60.8 60.8 39.2 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 5 0 0 25 12:
Old : 32: 21 11 5 0 0 25 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 : 63.4 93.8 85.9 99.5 44.8 59.8 54.9 60.6
Old : 63.4 93.8 85.9 99.5 44.8 59.8 54.9 60.6
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 17, 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 : 93,353: 79,017 72,277 14,317 0 6,679 93,334 93,273: 19 80
Old : 93,353: 79,017 72,277 14,317 0 6,679 93,334 93,273: 19 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: -6,204: 179 819 -6,383 0 -630 -6,204 -6,194: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 77.4 15.3 0.0 7.2 100.0 99.9: 0.0 0.1
Old : 100.0: 84.6 77.4 15.3 0.0 7.2 100.0 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: 14 20 4 0 2 17 23:
Old : 36: 14 20 4 0 2 17 23:
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 : 81.9 84.0 94.4 94.0 75.1 70.0 81.7 79.9
Old : 81.9 84.0 94.4 94.0 75.1 70.0 81.7 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2024