WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 422,881: 113,974 131,691 128,044 146,801 124,847 388,820 384,583: 34,061 38,298
Old : 386,729: 116,647 133,174 108,129 130,183 112,068 354,958 353,372: 31,771 33,357
Other: 36,152: 14,290 15,479 2,953 16,618 12,779 33,862 31,211: 2,290 4,941
: : :
: : Changes in Commitments from: September 17, 2024 :
: 4,467: -1,042 -1,527 -103 3,889 5,397 2,743 3,766: 1,724 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 31.1 30.3 34.7 29.5 91.9 90.9: 8.1 9.1
Old : 100.0: 30.2 34.4 28.0 33.7 29.0 91.8 91.4: 8.2 8.6
Other: 100.0: 39.5 42.8 8.2 46.0 35.3 93.7 86.3: 6.3 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 110 110 136 108 115 294 292:
Old : 362: 114 108 126 104 110 282 283:
Other: 168: 34 38 34 44 71 95 128:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.8 17.7 20.3 8.5 11.5 14.5 17.3
Old : 11.1 13.6 18.6 21.1 9.1 12.1 15.2 18.2
Other: 31.9 25.5 46.1 35.4 31.8 25.3 46.0 35.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 252,403: 67,438 78,773 58,024 105,559 94,497 231,021 231,295: 21,381 21,108
Old : 236,635: 73,708 79,673 47,757 96,051 89,886 217,516 217,316: 19,119 19,319
Other: 15,767: 3,222 8,593 775 9,509 4,611 13,505 13,979: 2,262 1,789
: : :
: : Changes in Commitments from: September 17, 2024 :
: 7,057: -745 2,343 2,156 3,267 2,308 4,678 6,808: 2,379 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 31.2 23.0 41.8 37.4 91.5 91.6: 8.5 8.4
Old : 100.0: 31.1 33.7 20.2 40.6 38.0 91.9 91.8: 8.1 8.2
Other: 100.0: 20.4 54.5 4.9 60.3 29.2 85.7 88.7: 14.3 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 72 63 62 95 93 198 190:
Old : 258: 71 64 60 94 92 195 188:
Other: 111: 15 22 16 40 47 68 73:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 14.2 23.8 23.1 12.6 13.8 21.8 21.7
Old : 15.5 15.2 24.8 24.4 13.4 14.8 22.5 23.2
Other: 29.5 44.2 49.1 64.5 29.5 43.9 49.1 62.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 1,832,471: 306,423 370,216 613,852 733,058 616,401 1,653,333 1,600,469: 179,138 232,002
Old : 1,706,892: 300,321 374,936 566,489 677,116 559,826 1,543,926 1,501,251: 162,966 205,640
Other: 125,579: 36,892 26,070 16,573 55,942 56,575 109,407 99,218: 16,172 26,362
: : :
: : Changes in Commitments from: September 17, 2024 :
: 35,428: -12,118 -9,053 31,295 14,149 10,642 33,326 32,884: 2,102 2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.2 33.5 40.0 33.6 90.2 87.3: 9.8 12.7
Old : 100.0: 17.6 22.0 33.2 39.7 32.8 90.5 88.0: 9.5 12.0
Other: 100.0: 29.4 20.8 13.2 44.5 45.1 87.1 79.0: 12.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 800: 177 155 205 361 357 649 624:
Old : 798: 166 166 202 357 354 641 620:
Other: 346: 55 42 34 96 199 166 262:
:----------------------------------------------------------------------------------------------------
: 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 8.9 14.8 15.4 6.7 6.1 11.3 9.6
Old : 8.0 9.2 14.7 15.5 7.0 6.5 11.7 9.9
Other: 25.9 22.7 38.4 34.8 25.9 19.8 34.4 28.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 3,723: 1,132 388 121 965 2,402 2,217 2,911: 1,505 812
Old : 3,695: 1,132 364 121 951 2,402 2,203 2,887: 1,491 808
Other: 28: 0 24 0 14 0 14 24: 14 4
: : :
: : Changes in Commitments from: September 17, 2024 :
: 276: 359 124 20 -26 231 353 375: -77 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.4 3.2 25.9 64.5 59.6 78.2: 40.4 21.8
Old : 100.0: 30.6 9.9 3.3 25.7 65.0 59.6 78.1: 40.4 21.9
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 : 23: 9 3 2 8 8 18 12:
Old : 23: 9 3 2 8 8 18 12:
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 : 25.1 48.8 42.4 72.9 22.6 44.5 35.8 60.3
Old : 24.9 49.2 42.3 72.8 22.8 44.8 36.1 60.5
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 24, 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 : 1,098,571: 103,803 184,987 362,281 580,809 471,176 1,046,892 1,018,443: 51,679 80,128
Old : 1,059,828: 111,359 185,783 341,415 558,414 458,420 1,011,188 985,618: 48,640 74,210
Other: 38,743: 7,431 14,190 5,879 22,394 12,755 35,704 32,825: 3,038 5,918
: : :
: : Changes in Commitments from: September 17, 2024 :
: -1,475: 7,145 -34,745 -6,391 -4,925 38,025 -4,170 -3,112: 2,695 1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.8 33.0 52.9 42.9 95.3 92.7: 4.7 7.3
Old : 100.0: 10.5 17.5 32.2 52.7 43.3 95.4 93.0: 4.6 7.0
Other: 100.0: 19.2 36.6 15.2 57.8 32.9 92.2 84.7: 7.8 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 125 179 197 226 247 482 499:
Old : 592: 124 182 195 225 244 478 496:
Other: 216: 36 38 30 52 115 105 167:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 11.2 19.1 18.8 8.7 8.7 13.8 14.2
Old : 11.7 11.5 19.7 19.2 9.2 9.0 14.5 14.7
Other: 29.4 28.3 45.2 42.0 28.5 26.0 43.8 37.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,571: 14,884 854 652 33 4,956 15,569 6,462: 3,002 12,109
Old : 16,793: 14,102 854 652 33 3,662 14,787 5,168: 2,006 11,625
Other: 1,778: 782 0 0 0 1,294 782 1,294: 996 484
: : :
: : Changes in Commitments from: September 17, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 4.6 3.5 0.2 26.7 83.8 34.8: 16.2 65.2
Old : 100.0: 84.0 5.1 3.9 0.2 21.8 88.1 30.8: 11.9 69.2
Other: 100.0: 44.0 0.0 0.0 0.0 72.8 44.0 72.8: 56.0 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 3 4 3 8 12 15:
Old : 20: 9 3 4 3 8 12 15:
Other: 9: 3 0 0 0 6 3 6:
:----------------------------------------------------------------------------------------------------
: 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 : 64.6 23.9 82.7 29.2 62.8 23.5 79.1 28.4
Old : 66.8 18.9 86.7 24.7 64.8 18.5 82.9 23.7
Other: 44.0 72.2 44.0 72.8 44.0 72.2 44.0 72.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 587,272: 136,360 123,119 137,644 281,651 300,030 555,655 560,793: 31,617 26,479
Old : 574,365: 137,792 119,246 133,639 271,860 295,731 543,291 548,616: 31,074 25,750
Other: 12,907: 868 6,173 1,705 9,791 4,299 12,364 12,177: 543 730
: : :
: : Changes in Commitments from: September 17, 2024 :
: -18,378: 4,597 -27,047 -9,349 -13,690 19,273 -18,443 -17,124: 64 -1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 21.0 23.4 48.0 51.1 94.6 95.5: 5.4 4.5
Old : 100.0: 24.0 20.8 23.3 47.3 51.5 94.6 95.5: 5.4 4.5
Other: 100.0: 6.7 47.8 13.2 75.9 33.3 95.8 94.3: 4.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 97 87 115 118 111 274 261:
Old : 332: 97 85 114 117 110 273 257:
Other: 64: 14 13 10 28 10 46 30:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 22.4 16.1 30.6 8.3 20.5 14.5 27.9
Old : 8.7 22.6 16.4 30.9 8.5 21.4 14.7 29.0
Other: 49.3 49.0 69.7 72.1 49.3 48.9 63.3 70.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 1,887,609: 352,049 502,551 77,151 1,192,004 1,156,020 1,621,204 1,735,722: 266,405 151,888
Old : 1,887,609: 352,049 502,551 77,151 1,192,004 1,156,020 1,621,204 1,735,722: 266,405 151,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -25,821: -4,632 53,863 -28,175 -926 -52,562 -33,733 -26,874: 7,912 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 26.6 4.1 63.1 61.2 85.9 92.0: 14.1 8.0
Old : 100.0: 18.7 26.6 4.1 63.1 61.2 85.9 92.0: 14.1 8.0
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 : 222: 30 34 35 124 116 176 163:
Old : 222: 30 34 35 124 116 176 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 31.7 33.6 42.2 21.4 29.5 31.9 39.8
Old : 22.0 31.7 33.6 42.2 21.4 29.5 31.9 39.8
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 24, 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 : 1,712,299: 178,662 444,889 8,582 1,338,020 1,098,993 1,525,264 1,552,464: 187,035 159,834
Old : 1,712,299: 178,662 444,889 8,582 1,338,020 1,098,993 1,525,264 1,552,464: 187,035 159,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -17,102: 1,849 -6,395 -7,053 1,975 -8,012 -3,229 -21,460: -13,874 4,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 26.0 0.5 78.1 64.2 89.1 90.7: 10.9 9.3
Old : 100.0: 10.4 26.0 0.5 78.1 64.2 89.1 90.7: 10.9 9.3
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 : 177: 17 20 11 114 94 136 120:
Old : 177: 17 20 11 114 94 136 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 44.5 40.0 56.3 22.5 44.0 33.7 52.5
Old : 24.2 44.5 40.0 56.3 22.5 44.0 33.7 52.5
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 24, 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 : 574,726: 133,414 74,308 138,359 249,858 334,218 521,630 546,884: 53,096 27,842
Old : 561,713: 135,613 74,063 132,288 242,112 328,654 510,012 535,005: 51,701 26,709
Other: 13,013: 1,332 3,775 2,541 7,746 5,564 11,619 11,880: 1,394 1,133
: : :
: : Changes in Commitments from: September 17, 2024 :
: 240: 12,352 -7,860 208 -14,881 10,175 -2,322 2,523: 2,561 -2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 12.9 24.1 43.5 58.2 90.8 95.2: 9.2 4.8
Old : 100.0: 24.1 13.2 23.6 43.1 58.5 90.8 95.2: 9.2 4.8
Other: 100.0: 10.2 29.0 19.5 59.5 42.8 89.3 91.3: 10.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 85 77 107 139 130 286 263:
Old : 337: 89 74 107 139 130 286 263:
Other: 77: 16 16 11 36 14 59 35:
:----------------------------------------------------------------------------------------------------
: 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 28.2 16.5 36.0 8.2 25.5 14.8 32.5
Old : 9.2 28.5 16.8 36.2 8.3 26.1 14.9 32.9
Other: 33.3 51.8 51.3 68.1 28.5 40.5 42.7 56.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,111: 2,302 1,318 776 5,636 6,821 8,715 8,916: 1,396 1,195
Old : 10,098: 2,302 1,318 776 5,636 6,812 8,715 8,907: 1,383 1,191
Other: 13: 0 0 0 0 9 0 9: 13 4
: : :
: : Changes in Commitments from: September 17, 2024 :
: 251: 434 -721 -35 -130 1,077 269 321: -18 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 13.0 7.7 55.7 67.5 86.2 88.2: 13.8 11.8
Old : 100.0: 22.8 13.1 7.7 55.8 67.5 86.3 88.2: 13.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 69.2 0.0 69.2: 100.0 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 14 10 27 17 53 34:
Old : 66: 17 14 10 27 17 53 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 : 24.6 51.6 37.7 63.3 24.4 49.4 36.8 59.5
Old : 24.6 51.6 37.7 63.3 24.5 49.4 36.9 59.5
Other: 0.0 69.2 0.0 69.2 0.0 69.2 0.0 69.2
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 4,517,791: 722,912 1,776,918 113,838 3,389,767 2,522,595 4,226,516 4,413,351: 291,275 104,440
Old : 4,517,791: 722,912 1,776,918 113,838 3,389,767 2,522,595 4,226,516 4,413,351: 291,275 104,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: 128,542: 87,407 114,776 -13,972 46,493 47,961 119,928 148,765: 8,614 -20,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 39.3 2.5 75.0 55.8 93.6 97.7: 6.4 2.3
Old : 100.0: 16.0 39.3 2.5 75.0 55.8 93.6 97.7: 6.4 2.3
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 : 464: 105 44 42 258 171 379 241:
Old : 464: 105 44 42 258 171 379 241:
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 : 21.9 27.7 30.0 43.2 20.6 27.5 28.0 42.8
Old : 21.9 27.7 30.0 43.2 20.6 27.5 28.0 42.8
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 24, 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 : 5,504,003: 449,594 1,467,619 374,313 4,179,030 3,279,245 5,002,937 5,121,177: 501,066 382,826
Old : 5,504,003: 449,594 1,467,619 374,313 4,179,030 3,279,245 5,002,937 5,121,177: 501,066 382,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -273,501: 23,862 9,960 -169,059 -123,940 -133,992 -269,138 -293,092: -4,363 19,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 26.7 6.8 75.9 59.6 90.9 93.0: 9.1 7.0
Old : 100.0: 8.2 26.7 6.8 75.9 59.6 90.9 93.0: 9.1 7.0
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 : 400: 63 63 62 239 192 339 280:
Old : 400: 63 63 62 239 192 339 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 17.1 27.6 26.2 17.0 16.4 24.0 24.9
Old : 19.4 17.1 27.6 26.2 17.0 16.4 24.0 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 2,122,917: 333,430 371,109 12,729 1,551,763 1,455,840 1,897,922 1,839,678: 224,994 283,239
Old : 2,122,917: 333,430 371,109 12,729 1,551,763 1,455,840 1,897,922 1,839,678: 224,994 283,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: 1,847: 11,281 3,642 -12,066 -9,374 964 -10,160 -7,461: 12,006 9,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.5 0.6 73.1 68.6 89.4 86.7: 10.6 13.3
Old : 100.0: 15.7 17.5 0.6 73.1 68.6 89.4 86.7: 10.6 13.3
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 : 201: 21 28 14 98 120 128 153:
Old : 201: 21 28 14 98 120 128 153:
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 : 28.2 17.6 44.4 28.0 23.5 12.8 36.0 21.1
Old : 28.2 17.6 44.4 28.0 23.5 12.8 36.0 21.1
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 24, 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 : 4,286: 1,681 1,057 1,797 50 0 3,528 2,854: 758 1,432
Old : 4,286: 1,681 1,057 1,797 50 0 3,528 2,854: 758 1,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: 644: -183 -1,333 1,715 -662 0 870 382: -226 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 24.7 41.9 1.2 0.0 82.3 66.6: 17.7 33.4
Old : 100.0: 39.2 24.7 41.9 1.2 0.0 82.3 66.6: 17.7 33.4
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 : 25: 8 16 2 1 0 10 17:
Old : 25: 8 16 2 1 0 10 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 50.2 81.0 57.1 36.0 10.2 39.8 16.7
Old : 76.4 50.2 81.0 57.1 36.0 10.2 39.8 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 6,639,559: 585,361 2,132,162 191,955 5,377,463 4,074,596 6,154,779 6,398,713: 484,780 240,846
Old : 6,639,559: 585,361 2,132,162 191,955 5,377,463 4,074,596 6,154,779 6,398,713: 484,780 240,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -26,003: -20,331 -33,220 -45,231 17,807 75,583 -47,756 -2,868: 21,753 -23,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 32.1 2.9 81.0 61.4 92.7 96.4: 7.3 3.6
Old : 100.0: 8.8 32.1 2.9 81.0 61.4 92.7 96.4: 7.3 3.6
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 : 412: 62 50 50 242 202 334 272:
Old : 412: 62 50 50 242 202 334 272:
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 : 24.6 21.9 35.5 35.9 21.5 21.7 31.4 35.5
Old : 24.6 21.9 35.5 35.9 21.5 21.7 31.4 35.5
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 24, 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 : 2,285,187: 506,691 290,831 564,873 1,182,918 1,379,762 2,254,482 2,235,466: 30,705 49,721
Old : 2,285,187: 506,691 290,831 564,873 1,182,918 1,379,762 2,254,482 2,235,466: 30,705 49,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: 16,726: -58,010 -95,063 117,048 -32,981 8,026 26,057 30,011: -9,331 -13,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.7 24.7 51.8 60.4 98.7 97.8: 1.3 2.2
Old : 100.0: 22.2 12.7 24.7 51.8 60.4 98.7 97.8: 1.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 31 35 41 86 99 141 151:
Old : 173: 31 35 41 86 99 141 151:
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 : 27.3 27.3 41.1 39.4 24.0 20.0 30.4 26.8
Old : 27.3 27.3 41.1 39.4 24.0 20.0 30.4 26.8
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 24, 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 : 87,674: 23,223 7,785 1,314 48,230 67,077 72,768 76,176: 14,907 11,498
Old : 87,674: 23,223 7,785 1,314 48,230 67,077 72,768 76,176: 14,907 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -13,942: 292 -2,084 -2,730 -7,558 -4,662 -9,995 -9,476: -3,946 -4,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.9 1.5 55.0 76.5 83.0 86.9: 17.0 13.1
Old : 100.0: 26.5 8.9 1.5 55.0 76.5 83.0 86.9: 17.0 13.1
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 : 89: 27 14 11 31 26 60 49:
Old : 89: 27 14 11 31 26 60 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 40.5 53.6 61.6 44.0 40.2 52.8 60.8
Old : 44.5 40.5 53.6 61.6 44.0 40.2 52.8 60.8
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 24, 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 : 87,674: 23,223 7,785 1,314 48,230 67,077 72,768 76,176: 14,907 11,498
Old : 87,674: 23,223 7,785 1,314 48,230 67,077 72,768 76,176: 14,907 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -10,539: 635 -180 -2,308 -7,533 -4,662 -9,206 -7,151: -1,333 -3,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.9 1.5 55.0 76.5 83.0 86.9: 17.0 13.1
Old : 100.0: 26.5 8.9 1.5 55.0 76.5 83.0 86.9: 17.0 13.1
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 : 89: 27 14 11 31 26 60 49:
Old : 89: 27 14 11 31 26 60 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 40.5 53.6 61.6 44.0 40.2 52.8 60.8
Old : 44.5 40.5 53.6 61.6 44.0 40.2 52.8 60.8
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 24, 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 : 63,960: 1,602 2,244 0 58,855 60,992 60,457 63,236: 3,503 724
Old : 63,960: 1,602 2,244 0 58,855 60,992 60,457 63,236: 3,503 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -16,946: -159 -396 -182 -11,380 -14,088 -11,721 -14,666: -5,225 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.5 0.0 92.0 95.4 94.5 98.9: 5.5 1.1
Old : 100.0: 2.5 3.5 0.0 92.0 95.4 94.5 98.9: 5.5 1.1
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 : 48: 3 4 0 31 14 34 18:
Old : 48: 3 4 0 31 14 34 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 : 44.7 79.0 63.2 90.8 42.3 79.0 60.7 89.1
Old : 44.7 79.0 63.2 90.8 42.3 79.0 60.7 89.1
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 24, 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 : 172,368: 17,373 28,985 39 154,575 143,200 171,987 172,224: 381 144
Old : 172,368: 17,373 28,985 39 154,575 143,200 171,987 172,224: 381 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -21,576: -9,652 -6,456 -11,799 -144 -3,302 -21,595 -21,557: 19 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.8 0.0 89.7 83.1 99.8 99.9: 0.2 0.1
Old : 100.0: 10.1 16.8 0.0 89.7 83.1 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 : 55: 26 20 1 7 2 34 22:
Old : 55: 26 20 1 7 2 34 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 : 92.2 90.0 95.9 96.9 92.2 90.0 95.9 96.9
Old : 92.2 90.0 95.9 96.9 92.2 90.0 95.9 96.9
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 24, 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 : 27,443: 19,253 17,871 8,180 0 1,348 27,433 27,399: 10 44
Old : 27,443: 19,253 17,871 8,180 0 1,348 27,433 27,399: 10 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -546: 1,531 163 -2,077 0 1,348 -546 -566: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 65.1 29.8 0.0 4.9 100.0 99.8: 0.0 0.2
Old : 100.0: 70.2 65.1 29.8 0.0 4.9 100.0 99.8: 0.0 0.2
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 : 20: 5 14 2 0 1 5 17:
Old : 20: 5 14 2 0 1 5 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.8 61.8 100.0 91.2 69.9 45.8 70.2 66.7
Old : 99.8 61.8 100.0 91.2 69.9 45.8 70.2 66.7
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 24, 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 : 129,105: 81,484 81,479 47,601 0 0 129,085 129,080: 20 25
Old : 129,105: 81,484 81,479 47,601 0 0 129,085 129,080: 20 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -7,675: -1,639 -1,639 -6,036 0 0 -7,675 -7,675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 63.1 36.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 63.1 63.1 36.9 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 : 33: 22 11 5 0 0 26 12:
Old : 33: 22 11 5 0 0 26 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 : 63.7 94.8 83.8 99.5 44.1 62.0 54.8 62.9
Old : 63.7 94.8 83.8 99.5 44.1 62.0 54.8 62.9
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 24, 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 : 92,116: 80,581 73,262 11,516 0 7,263 92,097 92,041: 19 75
Old : 92,116: 80,581 73,262 11,516 0 7,263 92,097 92,041: 19 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2024 :
: -1,237: 1,564 985 -2,801 0 584 -1,237 -1,232: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 79.5 12.5 0.0 7.9 100.0 99.9: 0.0 0.1
Old : 100.0: 87.5 79.5 12.5 0.0 7.9 100.0 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 : 37: 16 19 3 0 2 18 22:
Old : 37: 16 19 3 0 2 18 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 : 80.6 84.2 92.6 94.2 76.1 73.0 83.2 82.9
Old : 80.6 84.2 92.6 94.2 76.1 73.0 83.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2024