WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 473,349: 101,541 121,784 176,467 161,774 135,888 439,782 434,139: 33,567 39,210
Old : 419,823: 107,792 120,542 148,377 133,126 117,829 389,296 386,748: 30,527 33,075
Other: 53,526: 16,212 23,705 5,627 28,647 18,059 50,486 47,391: 3,040 6,135
: : :
: : Changes in Commitments from: October 1, 2024 :
: 16,567: -9,091 -4,469 21,587 4,361 -685 16,857 16,433: -291 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 25.7 37.3 34.2 28.7 92.9 91.7: 7.1 8.3
Old : 100.0: 25.7 28.7 35.3 31.7 28.1 92.7 92.1: 7.3 7.9
Other: 100.0: 30.3 44.3 10.5 53.5 33.7 94.3 88.5: 5.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 110 110 142 116 125 312 302:
Old : 374: 117 109 130 111 120 301 290:
Other: 180: 34 44 35 46 74 100 134:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.8 18.7 20.7 8.2 9.8 13.5 14.8
Old : 11.6 13.6 18.4 21.8 8.1 10.6 12.7 16.2
Other: 34.9 29.4 49.1 41.4 34.8 28.7 49.0 38.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 243,179: 60,945 57,658 62,031 100,877 100,468 223,852 220,157: 19,326 23,021
Old : 220,291: 69,098 57,890 48,456 85,872 93,235 203,425 199,580: 16,865 20,711
Other: 22,888: 4,018 11,940 1,403 15,005 7,234 20,427 20,577: 2,461 2,311
: : :
: : Changes in Commitments from: October 1, 2024 :
: -13,363: -7,173 -16,472 1,564 -6,457 2,484 -12,066 -12,424: -1,297 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.7 25.5 41.5 41.3 92.1 90.5: 7.9 9.5
Old : 100.0: 31.4 26.3 22.0 39.0 42.3 92.3 90.6: 7.7 9.4
Other: 100.0: 17.6 52.2 6.1 65.6 31.6 89.2 89.9: 10.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 64 61 62 93 91 190 184:
Old : 244: 65 61 58 91 91 185 182:
Other: 116: 18 21 16 45 47 75 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 : 14.9 12.3 25.0 21.3 12.5 11.9 22.3 19.3
Old : 15.2 13.5 25.6 23.2 12.5 13.1 22.4 21.3
Other: 30.8 35.6 48.4 56.2 30.8 35.4 48.4 54.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 1,908,605: 291,085 257,678 662,002 787,650 745,087 1,740,737 1,664,767: 167,868 243,839
Old : 1,772,217: 288,399 266,020 607,182 727,208 683,647 1,622,790 1,556,849: 149,428 215,369
Other: 136,388: 38,278 27,250 19,228 60,442 61,440 117,947 107,918: 18,440 28,470
: : :
: : Changes in Commitments from: October 1, 2024 :
: 5,729: -1,222 -47,806 7,280 10,864 41,011 16,922 486: -11,194 5,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.5 34.7 41.3 39.0 91.2 87.2: 8.8 12.8
Old : 100.0: 16.3 15.0 34.3 41.0 38.6 91.6 87.8: 8.4 12.2
Other: 100.0: 28.1 20.0 14.1 44.3 45.0 86.5 79.1: 13.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 802: 164 164 218 360 381 651 658:
Old : 800: 157 171 214 356 379 643 654:
Other: 364: 49 43 32 113 216 178 276:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 8.9 16.7 16.0 7.0 4.6 11.4 8.1
Old : 9.0 9.2 16.2 15.7 7.4 5.0 11.7 8.4
Other: 27.8 23.6 37.5 34.8 27.8 20.2 33.9 28.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,177: 1,360 382 175 893 2,589 2,428 3,146: 1,749 1,030
Old : 4,148: 1,360 357 175 879 2,589 2,414 3,121: 1,734 1,026
Other: 29: 0 25 0 14 0 14 25: 15 4
: : :
: : Changes in Commitments from: October 1, 2024 :
: 41: 134 -21 23 -81 -29 76 -27: -35 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 9.1 4.2 21.4 62.0 58.1 75.3: 41.9 24.7
Old : 100.0: 32.8 8.6 4.2 21.2 62.4 58.2 75.3: 41.8 24.7
Other: 100.0: 0.0 86.2 0.0 48.3 0.0 48.3 86.2: 51.7 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 3 2 9 8 19 12:
Old : 23: 9 3 2 9 8 19 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 : 24.8 50.4 42.0 68.7 21.9 48.2 35.3 60.0
Old : 24.6 50.1 42.0 68.6 22.1 48.6 35.6 59.8
Other: 48.3 86.2 48.3 86.2 48.3 86.2 48.3 86.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 1,174,728: 131,337 165,487 393,263 596,012 519,988 1,120,611 1,078,738: 54,117 95,991
Old : 1,124,773: 136,008 160,710 370,118 568,500 505,672 1,074,627 1,036,500: 50,146 88,273
Other: 49,956: 9,512 18,961 8,961 27,512 14,316 45,985 42,238: 3,971 7,718
: : :
: : Changes in Commitments from: October 1, 2024 :
: 38,236: 16,171 610 5,898 16,763 24,810 38,832 31,318: -596 6,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.1 33.5 50.7 44.3 95.4 91.8: 4.6 8.2
Old : 100.0: 12.1 14.3 32.9 50.5 45.0 95.5 92.2: 4.5 7.8
Other: 100.0: 19.0 38.0 17.9 55.1 28.7 92.1 84.5: 7.9 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 121 189 200 246 264 502 525:
Old : 613: 124 190 197 245 260 498 520:
Other: 259: 39 50 35 57 144 117 209:
:----------------------------------------------------------------------------------------------------
: 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 11.3 19.1 18.9 8.7 7.3 14.2 11.9
Old : 12.1 11.6 19.7 19.4 9.0 7.7 14.7 12.6
Other: 27.0 25.5 38.5 39.0 26.3 23.7 37.1 35.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 22,338: 18,200 1,060 755 63 5,389 19,018 7,204: 3,320 15,134
Old : 19,770: 16,927 1,060 749 63 3,544 17,739 5,353: 2,031 14,417
Other: 2,568: 1,273 0 6 0 1,845 1,279 1,851: 1,289 717
: : :
: : Changes in Commitments from: October 1, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 4.7 3.4 0.3 24.1 85.1 32.2: 14.9 67.8
Old : 100.0: 85.6 5.4 3.8 0.3 17.9 89.7 27.1: 10.3 72.9
Other: 100.0: 49.6 0.0 0.2 0.0 71.8 49.8 72.1: 50.2 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 4 5 3 8 12 17:
Old : 21: 9 4 5 3 8 12 17:
Other: 9: 3 0 1 0 6 3 7:
:----------------------------------------------------------------------------------------------------
: 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 : 65.3 20.0 83.7 25.8 63.4 19.8 80.4 24.7
Old : 68.1 13.5 88.1 19.8 67.6 13.2 84.4 18.6
Other: 49.8 71.3 49.8 72.1 49.6 71.3 49.6 71.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 580,674: 146,564 89,807 134,912 266,806 326,009 548,283 550,728: 32,391 29,946
Old : 566,973: 147,236 85,855 131,452 256,649 320,549 535,337 537,855: 31,636 29,118
Other: 13,701: 1,585 6,208 1,204 10,157 5,460 12,946 12,873: 755 828
: : :
: : Changes in Commitments from: October 1, 2024 :
: -456: 4,214 -7,682 497 -6,498 2,116 -1,786 -5,069: 1,331 4,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.5 23.2 45.9 56.1 94.4 94.8: 5.6 5.2
Old : 100.0: 26.0 15.1 23.2 45.3 56.5 94.4 94.9: 5.6 5.1
Other: 100.0: 11.6 45.3 8.8 74.1 39.9 94.5 94.0: 5.5 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 107 67 108 108 103 264 235:
Old : 313: 106 69 107 106 102 262 232:
Other: 69: 16 12 10 33 9 53 28:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 27.5 16.7 35.4 8.4 25.6 14.4 32.6
Old : 9.6 27.7 16.9 35.8 8.6 26.5 14.6 33.6
Other: 43.1 54.5 60.3 76.8 43.1 54.4 59.0 76.7
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 1,947,206: 366,553 439,826 100,388 1,220,922 1,252,709 1,687,863 1,792,923: 259,343 154,283
Old : 1,947,206: 366,553 439,826 100,388 1,220,922 1,252,709 1,687,863 1,792,923: 259,343 154,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 62,781: 7,033 -8,903 18,933 42,624 54,278 68,589 64,307: -5,808 -1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 22.6 5.2 62.7 64.3 86.7 92.1: 13.3 7.9
Old : 100.0: 18.8 22.6 5.2 62.7 64.3 86.7 92.1: 13.3 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 : 223: 29 31 35 131 120 178 168:
Old : 223: 29 31 35 131 120 178 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 34.0 32.6 43.9 21.3 31.7 31.2 41.0
Old : 21.5 34.0 32.6 43.9 21.3 31.7 31.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 1,708,234: 172,856 456,158 1,876 1,351,226 1,085,154 1,525,958 1,543,188: 182,277 165,047
Old : 1,708,234: 172,856 456,158 1,876 1,351,226 1,085,154 1,525,958 1,543,188: 182,277 165,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: -10,216: -1,107 19,173 -400 -6,033 -28,839 -7,540 -10,066: -2,676 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 26.7 0.1 79.1 63.5 89.3 90.3: 10.7 9.7
Old : 100.0: 10.1 26.7 0.1 79.1 63.5 89.3 90.3: 10.7 9.7
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 : 171: 14 22 12 108 90 129 117:
Old : 171: 14 22 12 108 90 129 117:
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 : 25.2 44.0 41.0 55.7 22.9 44.0 33.7 52.0
Old : 25.2 44.0 41.0 55.7 22.9 44.0 33.7 52.0
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, October 08, 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 : 614,746: 157,945 62,772 149,078 248,977 374,113 555,999 585,963: 58,747 28,783
Old : 598,677: 161,713 63,156 141,214 238,916 367,288 541,843 571,658: 56,834 27,019
Other: 16,069: 2,118 5,502 1,978 10,061 6,825 14,156 14,305: 1,913 1,764
: : :
: : Changes in Commitments from: October 1, 2024 :
: 10,407: -3,740 3,969 -491 12,629 5,059 8,397 8,537: 2,010 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 10.2 24.3 40.5 60.9 90.4 95.3: 9.6 4.7
Old : 100.0: 27.0 10.5 23.6 39.9 61.3 90.5 95.5: 9.5 4.5
Other: 100.0: 13.2 34.2 12.3 62.6 42.5 88.1 89.0: 11.9 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 95 69 106 131 127 283 258:
Old : 333: 97 68 106 130 127 282 258:
Other: 77: 15 15 12 37 18 60 38:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 29.3 16.1 37.5 8.0 27.7 14.5 35.0
Old : 8.7 29.7 16.5 38.0 8.3 28.6 14.8 35.7
Other: 37.3 49.6 55.4 68.1 35.4 44.8 51.6 61.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 10,255: 2,359 1,199 895 5,335 7,210 8,589 9,304: 1,666 951
Old : 10,238: 2,359 1,199 895 5,335 7,197 8,589 9,291: 1,649 947
Other: 17: 0 0 0 0 13 0 13: 17 4
: : :
: : Changes in Commitments from: October 1, 2024 :
: 310: 80 -90 76 -64 480 92 466: 217 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.7 8.7 52.0 70.3 83.8 90.7: 16.2 9.3
Old : 100.0: 23.0 11.7 8.7 52.1 70.3 83.9 90.8: 16.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 76.5 0.0 76.5: 100.0 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 16 11 11 24 20 48 37:
Old : 64: 16 11 11 24 20 48 37:
Other: 1: 0 0 0 0 1 0 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 : 23.0 51.7 38.1 63.1 22.9 49.7 35.9 60.4
Old : 23.1 51.7 38.2 63.0 23.0 49.7 36.0 60.4
Other: 0.0 76.5 0.0 76.5 0.0 76.5 0.0 76.5
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 4,516,925: 616,891 1,853,327 136,048 3,468,850 2,423,361 4,221,790 4,412,736: 295,136 104,189
Old : 4,516,925: 616,891 1,853,327 136,048 3,468,850 2,423,361 4,221,790 4,412,736: 295,136 104,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: -6,169: -66,636 -15,717 17,780 41,175 -12,432 -7,682 -10,369: 1,512 4,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 41.0 3.0 76.8 53.7 93.5 97.7: 6.5 2.3
Old : 100.0: 13.7 41.0 3.0 76.8 53.7 93.5 97.7: 6.5 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 : 469: 105 42 45 268 166 391 235:
Old : 469: 105 42 45 268 166 391 235:
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 27.5 30.0 43.0 20.7 27.4 27.4 42.8
Old : 21.9 27.5 30.0 43.0 20.7 27.4 27.4 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, October 08, 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 : 5,820,671: 438,399 1,479,604 611,459 4,255,036 3,378,001 5,304,893 5,469,063: 515,778 351,608
Old : 5,820,671: 438,399 1,479,604 611,459 4,255,036 3,378,001 5,304,893 5,469,063: 515,778 351,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 185,020: 1,625 -105,104 164,984 9,617 129,794 176,225 189,674: 8,795 -4,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 25.4 10.5 73.1 58.0 91.1 94.0: 8.9 6.0
Old : 100.0: 7.5 25.4 10.5 73.1 58.0 91.1 94.0: 8.9 6.0
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 : 407: 63 66 68 243 196 345 291:
Old : 407: 63 66 68 243 196 345 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 16.6 28.1 25.4 17.0 15.9 23.8 23.7
Old : 20.1 16.6 28.1 25.4 17.0 15.9 23.8 23.7
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, October 08, 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 : 2,212,183: 348,266 434,640 16,623 1,634,855 1,475,574 1,999,744 1,926,837: 212,439 285,346
Old : 2,212,183: 348,266 434,640 16,623 1,634,855 1,475,574 1,999,744 1,926,837: 212,439 285,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 64,881: 12,863 18,667 2,089 52,590 36,192 67,541 56,949: -2,660 7,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.6 0.8 73.9 66.7 90.4 87.1: 9.6 12.9
Old : 100.0: 15.7 19.6 0.8 73.9 66.7 90.4 87.1: 9.6 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 : 213: 25 28 15 107 124 139 160:
Old : 213: 25 28 15 107 124 139 160:
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 : 27.9 19.3 43.8 30.7 23.2 15.8 35.8 24.3
Old : 27.9 19.3 43.8 30.7 23.2 15.8 35.8 24.3
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, October 08, 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 : 3,251: 2,327 1,072 268 120 0 2,715 1,340: 536 1,911
Old : 3,251: 2,327 1,072 268 120 0 2,715 1,340: 536 1,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 1,241: 983 461 105 120 -129 1,208 437: 33 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 33.0 8.2 3.7 0.0 83.5 41.2: 16.5 58.8
Old : 100.0: 71.6 33.0 8.2 3.7 0.0 83.5 41.2: 16.5 58.8
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 : 22: 6 14 2 2 0 8 16:
Old : 22: 6 14 2 2 0 8 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 : 77.3 24.2 83.5 32.9 70.1 21.1 75.3 27.6
Old : 77.3 24.2 83.5 32.9 70.1 21.1 75.3 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 6,625,416: 451,002 2,094,746 303,995 5,394,986 3,945,649 6,149,983 6,344,390: 475,433 281,026
Old : 6,625,416: 451,002 2,094,746 303,995 5,394,986 3,945,649 6,149,983 6,344,390: 475,433 281,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 19,289: -97,870 5,489 93,848 20,758 -103,307 16,736 -3,971: 2,553 23,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 31.6 4.6 81.4 59.6 92.8 95.8: 7.2 4.2
Old : 100.0: 6.8 31.6 4.6 81.4 59.6 92.8 95.8: 7.2 4.2
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 : 412: 53 53 53 249 201 333 276:
Old : 412: 53 53 53 249 201 333 276:
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 21.0 34.8 34.5 21.1 20.8 30.7 34.1
Old : 24.2 21.0 34.8 34.5 21.1 20.8 30.7 34.1
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, October 08, 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 : 2,083,225: 481,131 289,660 458,108 1,059,607 1,238,704 1,998,846 1,986,472: 84,379 96,753
Old : 2,083,225: 481,131 289,660 458,108 1,059,607 1,238,704 1,998,846 1,986,472: 84,379 96,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 70,249: 1,595 55,817 -7,226 19,389 -32,593 13,758 15,998: 56,491 54,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 13.9 22.0 50.9 59.5 95.9 95.4: 4.1 4.6
Old : 100.0: 23.1 13.9 22.0 50.9 59.5 95.9 95.4: 4.1 4.6
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 : 158: 25 33 42 84 91 134 142:
Old : 158: 25 33 42 84 91 134 142:
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 : 30.9 27.1 43.4 40.5 27.5 18.9 34.4 25.7
Old : 30.9 27.1 43.4 40.5 27.5 18.9 34.4 25.7
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, October 08, 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 : 84,823: 20,585 6,268 1,726 48,720 64,579 71,031 72,573: 13,792 12,250
Old : 84,823: 20,585 6,268 1,726 48,720 64,579 71,031 72,573: 13,792 12,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: -4,820: -4,560 -1,806 546 -618 -3,409 -4,632 -4,670: -188 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.4 2.0 57.4 76.1 83.7 85.6: 16.3 14.4
Old : 100.0: 24.3 7.4 2.0 57.4 76.1 83.7 85.6: 16.3 14.4
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 : 85: 24 13 12 28 28 58 47:
Old : 85: 24 13 12 28 28 58 47:
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 : 44.0 40.7 54.9 60.4 43.6 40.1 54.0 59.6
Old : 44.0 40.7 54.9 60.4 43.6 40.1 54.0 59.6
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, October 08, 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 : 84,823: 20,585 6,268 1,726 48,720 64,579 71,031 72,573: 13,792 12,250
Old : 84,823: 20,585 6,268 1,726 48,720 64,579 71,031 72,573: 13,792 12,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: -4,820: -4,560 -1,806 546 -618 -3,409 -4,632 -4,670: -188 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.4 2.0 57.4 76.1 83.7 85.6: 16.3 14.4
Old : 100.0: 24.3 7.4 2.0 57.4 76.1 83.7 85.6: 16.3 14.4
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 : 85: 24 13 12 28 28 58 47:
Old : 85: 24 13 12 28 28 58 47:
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 : 44.0 40.7 54.9 60.4 43.6 40.1 54.0 59.6
Old : 44.0 40.7 54.9 60.4 43.6 40.1 54.0 59.6
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, October 08, 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 : 70,450: 1,791 3,259 0 65,268 66,155 67,059 69,414: 3,391 1,036
Old : 70,450: 1,791 3,259 0 65,268 66,155 67,059 69,414: 3,391 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 1,340: 84 -103 0 1,558 1,073 1,642 970: -302 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.6 0.0 92.6 93.9 95.2 98.5: 4.8 1.5
Old : 100.0: 2.5 4.6 0.0 92.6 93.9 95.2 98.5: 4.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 6 0 34 15 37 21:
Old : 54: 3 6 0 34 15 37 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 77.2 61.1 89.5 42.1 77.2 59.4 87.7
Old : 43.6 77.2 61.1 89.5 42.1 77.2 59.4 87.7
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, October 08, 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 : 188,240: 28,610 43,395 1,495 157,702 143,200 187,807 188,090: 433 150
Old : 188,240: 28,610 43,395 1,495 157,702 143,200 187,807 188,090: 433 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: 12,881: 9,977 12,846 0 2,873 0 12,850 12,846: 31 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 23.1 0.8 83.8 76.1 99.8 99.9: 0.2 0.1
Old : 100.0: 15.2 23.1 0.8 83.8 76.1 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 : 56: 28 18 2 8 2 38 20:
Old : 56: 28 18 2 8 2 38 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.1 86.1 95.3 94.8 91.1 86.1 95.3 94.2
Old : 91.1 86.1 95.3 94.8 91.1 86.1 95.3 94.2
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, October 08, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 26,518: 18,328 16,966 8,180 0 1,348 26,508 26,494: 10 24
Old : 26,518: 18,328 16,966 8,180 0 1,348 26,508 26,494: 10 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: -19: -831 -831 812 0 0 -19 -19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.0 30.8 0.0 5.1 100.0 99.9: 0.0 0.1
Old : 100.0: 69.1 64.0 30.8 0.0 5.1 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 15 2 0 1 5 18:
Old : 21: 5 15 2 0 1 5 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.6 65.1 100.0 88.3 68.7 44.3 69.1 64.1
Old : 99.6 65.1 100.0 88.3 68.7 44.3 69.1 64.1
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, October 08, 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 : 131,788: 84,350 84,345 47,418 0 0 131,768 131,763: 20 25
Old : 131,788: 84,350 84,345 47,418 0 0 131,768 131,763: 20 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: -1,373: -1,190 -1,190 -183 0 0 -1,373 -1,373: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 64.0 36.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 64.0 64.0 36.0 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: 23 9 5 0 0 26 11:
Old : 32: 23 9 5 0 0 26 11:
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 : 61.1 97.1 81.6 99.6 41.6 63.2 54.0 64.0
Old : 61.1 97.1 81.6 99.6 41.6 63.2 54.0 64.0
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, October 08, 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 : 91,920: 80,086 71,772 11,815 0 8,255 91,901 91,842: 19 78
Old : 91,920: 80,086 71,772 11,815 0 8,255 91,901 91,842: 19 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2024 :
: -222: -376 -992 154 0 613 -222 -225: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 78.1 12.9 0.0 9.0 100.0 99.9: 0.0 0.1
Old : 100.0: 87.1 78.1 12.9 0.0 9.0 100.0 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 : 37: 15 20 4 0 2 18 23:
Old : 37: 15 20 4 0 2 18 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 : 81.1 86.0 92.8 94.0 75.9 74.5 83.0 81.9
Old : 81.1 86.0 92.8 94.0 75.9 74.5 83.0 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2024