WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 473,516: 101,015 119,287 173,995 165,713 143,490 440,723 436,772: 32,794 36,744
Old : 412,794: 107,785 111,992 146,304 129,275 123,386 383,365 381,683: 29,429 31,111
Other: 60,723: 14,588 28,653 6,333 36,437 20,104 57,358 55,089: 3,365 5,633
: : :
: : Changes in Commitments from: October 8, 2024 :
: 167: -527 -2,498 -2,471 3,939 7,602 941 2,633: -774 -2,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 25.2 36.7 35.0 30.3 93.1 92.2: 6.9 7.8
Old : 100.0: 26.1 27.1 35.4 31.3 29.9 92.9 92.5: 7.1 7.5
Other: 100.0: 24.0 47.2 10.4 60.0 33.1 94.5 90.7: 5.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 120 100 144 116 123 312 300:
Old : 368: 126 96 135 110 117 300 290:
Other: 181: 32 46 34 49 77 104 135:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 12.8 19.5 20.9 8.3 10.1 13.7 15.2
Old : 11.8 13.4 18.8 21.5 7.9 9.9 12.4 15.7
Other: 37.1 30.1 52.6 44.6 37.0 29.9 52.5 43.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 256,046: 58,957 55,574 71,923 105,681 105,713 236,561 233,210: 19,485 22,836
Old : 226,275: 70,839 57,749 51,483 86,893 96,620 209,215 205,853: 17,060 20,422
Other: 29,771: 6,652 16,360 1,905 18,788 9,092 27,345 27,357: 2,425 2,413
: : :
: : Changes in Commitments from: October 8, 2024 :
: 12,867: -1,988 -2,084 9,893 4,804 5,244 12,709 13,053: 158 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.7 28.1 41.3 41.3 92.4 91.1: 7.6 8.9
Old : 100.0: 31.3 25.5 22.8 38.4 42.7 92.5 91.0: 7.5 9.0
Other: 100.0: 22.3 55.0 6.4 63.1 30.5 91.9 91.9: 8.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 60 69 66 96 89 198 186:
Old : 248: 66 65 61 93 89 193 182:
Other: 123: 15 29 19 44 51 74 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 12.2 23.5 20.9 12.0 11.4 21.1 18.6
Old : 14.0 13.8 24.3 23.3 11.7 12.9 20.8 21.3
Other: 41.6 31.0 57.1 49.9 41.6 30.6 57.1 49.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 1,991,307: 290,690 311,896 675,355 855,858 753,962 1,821,903 1,741,213: 169,404 250,093
Old : 1,843,541: 289,447 320,635 613,444 790,568 688,924 1,693,460 1,623,003: 150,082 220,539
Other: 147,765: 39,897 29,915 23,257 65,290 65,039 128,443 118,211: 19,322 29,555
: : :
: : Changes in Commitments from: October 8, 2024 :
: 82,702: -395 54,218 13,353 68,208 8,876 81,166 76,447: 1,536 6,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.7 33.9 43.0 37.9 91.5 87.4: 8.5 12.6
Old : 100.0: 15.7 17.4 33.3 42.9 37.4 91.9 88.0: 8.1 12.0
Other: 100.0: 27.0 20.2 15.7 44.2 44.0 86.9 80.0: 13.1 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 818: 186 153 216 383 392 674 672:
Old : 817: 187 154 213 379 388 668 666:
Other: 377: 49 46 33 119 227 184 291:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 9.6 16.5 17.3 6.4 5.4 10.9 8.7
Old : 8.5 10.1 15.8 16.8 6.8 5.9 11.2 9.3
Other: 28.3 23.8 37.9 34.8 28.3 20.4 34.2 28.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 4,086: 1,307 232 161 985 2,505 2,453 2,898: 1,632 1,188
Old : 4,047: 1,307 197 161 961 2,505 2,429 2,863: 1,617 1,184
Other: 39: 0 35 0 24 0 24 35: 15 4
: : :
: : Changes in Commitments from: October 8, 2024 :
: -91: -52 -150 -14 92 -84 26 -248: -117 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 5.7 3.9 24.1 61.3 60.0 70.9: 40.0 29.1
Old : 100.0: 32.3 4.9 4.0 23.7 61.9 60.0 70.7: 40.0 29.3
Other: 100.0: 0.0 89.7 0.0 61.5 0.0 61.5 89.7: 38.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 2 8 7 17 10:
Old : 20: 8 2 2 8 7 17 10:
Other: 3: 0 1 0 2 0 2 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 : 27.6 48.6 47.4 68.3 23.9 47.1 40.7 55.8
Old : 27.5 49.1 47.5 68.1 24.2 47.6 41.1 55.8
Other: 61.5 89.7 61.5 89.7 61.5 89.7 61.5 89.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 1,275,990: 139,040 193,394 429,336 651,499 559,151 1,219,875 1,181,881: 56,115 94,109
Old : 1,219,065: 144,252 188,327 402,452 620,174 542,016 1,166,877 1,132,795: 52,188 86,270
Other: 56,925: 9,840 20,119 11,832 31,326 17,135 52,998 49,086: 3,927 7,839
: : :
: : Changes in Commitments from: October 8, 2024 :
: 101,261: 7,703 27,906 36,074 55,487 39,163 99,264 103,143: 1,998 -1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.2 33.6 51.1 43.8 95.6 92.6: 4.4 7.4
Old : 100.0: 11.8 15.4 33.0 50.9 44.5 95.7 92.9: 4.3 7.1
Other: 100.0: 17.3 35.3 20.8 55.0 30.1 93.1 86.2: 6.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 131 184 211 262 272 532 543:
Old : 632: 136 183 205 258 266 521 535:
Other: 269: 40 50 38 61 151 125 218:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 11.6 19.7 19.1 8.1 6.7 12.6 11.3
Old : 12.7 11.8 20.2 19.6 8.3 7.0 13.0 12.0
Other: 23.2 24.3 36.3 37.6 22.6 20.5 34.6 31.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 23,424: 18,519 621 1,055 433 4,737 20,007 6,413: 3,417 17,011
Old : 20,816: 17,242 621 1,048 433 2,879 18,723 4,548: 2,093 16,268
Other: 2,608: 1,277 0 7 0 1,858 1,284 1,865: 1,324 743
: : :
: : Changes in Commitments from: October 8, 2024 :
: 1,086: 319 -439 300 370 -652 989 -791: 97 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 2.7 4.5 1.8 20.2 85.4 27.4: 14.6 72.6
Old : 100.0: 82.8 3.0 5.0 2.1 13.8 89.9 21.8: 10.1 78.2
Other: 100.0: 49.0 0.0 0.3 0.0 71.2 49.2 71.5: 50.8 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 2 4 4 8 13 14:
Old : 20: 9 2 4 4 8 13 14:
Other: 10: 3 0 1 0 7 3 8:
:----------------------------------------------------------------------------------------------------
: 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 : 65.0 18.3 83.1 23.6 61.8 17.0 78.6 21.2
Old : 67.0 11.9 87.3 17.7 66.1 10.4 82.3 15.0
Other: 49.2 70.4 49.2 71.5 49.0 70.4 49.0 71.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 568,287: 138,060 89,924 131,681 265,328 319,203 535,070 540,809: 33,217 27,478
Old : 554,320: 137,844 85,894 128,631 255,615 313,272 522,090 527,797: 32,231 26,524
Other: 13,967: 2,399 6,213 868 9,713 5,931 12,980 13,012: 986 954
: : :
: : Changes in Commitments from: October 8, 2024 :
: -12,387: -8,504 118 -3,231 -1,478 -6,805 -13,213 -9,919: 826 -2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 15.8 23.2 46.7 56.2 94.2 95.2: 5.8 4.8
Old : 100.0: 24.9 15.5 23.2 46.1 56.5 94.2 95.2: 5.8 4.8
Other: 100.0: 17.2 44.5 6.2 69.5 42.5 92.9 93.2: 7.1 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 101 73 103 116 105 269 233:
Old : 316: 100 75 103 114 104 267 231:
Other: 68: 17 8 11 34 13 54 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 : 9.9 27.3 16.9 35.8 8.2 25.4 14.4 32.6
Old : 10.0 27.5 17.1 36.2 8.4 26.1 14.7 33.5
Other: 37.9 53.4 57.4 75.4 36.6 53.3 54.2 75.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 1,968,847: 389,878 452,354 110,523 1,218,446 1,249,511 1,718,847 1,812,388: 250,001 156,459
Old : 1,968,847: 389,878 452,354 110,523 1,218,446 1,249,511 1,718,847 1,812,388: 250,001 156,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 21,641: 23,325 12,529 10,134 -2,476 -3,198 30,984 19,465: -9,343 2,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 23.0 5.6 61.9 63.5 87.3 92.1: 12.7 7.9
Old : 100.0: 19.8 23.0 5.6 61.9 63.5 87.3 92.1: 12.7 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 35 31 39 132 121 186 172:
Old : 228: 35 31 39 132 121 186 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 33.8 33.3 43.7 22.1 31.6 31.9 41.1
Old : 22.4 33.8 33.3 43.7 22.1 31.6 31.9 41.1
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 15, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,729,735: 164,282 486,500 3,401 1,384,978 1,066,302 1,552,661 1,556,202: 177,073 173,533
Old : 1,729,735: 164,282 486,500 3,401 1,384,978 1,066,302 1,552,661 1,556,202: 177,073 173,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 21,500: -8,574 30,342 1,525 33,753 -18,852 26,703 13,014: -5,203 8,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 28.1 0.2 80.1 61.6 89.8 90.0: 10.2 10.0
Old : 100.0: 9.5 28.1 0.2 80.1 61.6 89.8 90.0: 10.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 12 24 12 111 92 131 120:
Old : 174: 12 24 12 111 92 131 120:
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 : 25.6 44.2 40.8 55.7 23.2 44.1 33.5 52.3
Old : 25.6 44.2 40.8 55.7 23.2 44.1 33.5 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 628,963: 140,722 87,171 165,687 264,221 346,809 570,631 599,668: 58,332 29,295
Old : 611,250: 144,457 86,797 157,361 253,101 339,703 554,919 583,862: 56,332 27,389
Other: 17,712: 2,306 6,414 2,286 11,120 7,106 15,712 15,806: 2,000 1,906
: : :
: : Changes in Commitments from: October 8, 2024 :
: 14,217: -17,223 24,399 16,610 15,245 -27,304 14,631 13,705: -415 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.9 26.3 42.0 55.1 90.7 95.3: 9.3 4.7
Old : 100.0: 23.6 14.2 25.7 41.4 55.6 90.8 95.5: 9.2 4.5
Other: 100.0: 13.0 36.2 12.9 62.8 40.1 88.7 89.2: 11.3 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 86 86 104 133 124 281 262:
Old : 336: 90 83 104 132 124 280 262:
Other: 83: 17 18 15 34 21 60 47:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 26.3 15.3 34.2 7.7 24.4 13.6 31.3
Old : 8.5 26.6 15.6 34.7 7.9 25.4 13.9 32.3
Other: 36.9 46.5 54.5 64.3 35.1 41.4 50.0 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,809: 2,533 1,165 791 4,970 6,751 8,294 8,707: 1,515 1,102
Old : 9,788: 2,533 1,166 790 4,970 6,738 8,293 8,694: 1,495 1,094
Other: 21: 1 0 0 0 13 1 13: 20 8
: : :
: : Changes in Commitments from: October 8, 2024 :
: -446: 175 -34 -104 -365 -459 -295 -597: -151 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 11.9 8.1 50.7 68.8 84.6 88.8: 15.4 11.2
Old : 100.0: 25.9 11.9 8.1 50.8 68.8 84.7 88.8: 15.3 11.2
Other: 100.0: 4.8 0.0 0.0 0.0 61.9 4.8 61.9: 95.2 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 19 10 10 22 17 46 33:
Old : 60: 19 10 10 22 17 46 33:
Other: 2: 1 0 0 0 1 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 : 24.5 51.2 41.0 62.7 23.6 49.6 38.9 60.8
Old : 24.6 51.2 41.1 62.7 23.6 49.5 39.0 60.8
Other: 4.8 61.9 4.8 61.9 4.8 61.9 4.8 61.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 4,540,760: 536,188 1,889,491 162,036 3,562,219 2,389,837 4,260,443 4,441,364: 280,317 99,396
Old : 4,540,760: 536,188 1,889,491 162,036 3,562,219 2,389,837 4,260,443 4,441,364: 280,317 99,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 23,834: -80,703 36,165 25,988 93,369 -33,525 38,653 28,628: -14,819 -4,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 41.6 3.6 78.4 52.6 93.8 97.8: 6.2 2.2
Old : 100.0: 11.8 41.6 3.6 78.4 52.6 93.8 97.8: 6.2 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 : 473: 98 47 46 274 168 392 241:
Old : 473: 98 47 46 274 168 392 241:
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 : 22.0 27.7 29.6 43.2 20.6 27.5 27.0 43.0
Old : 22.0 27.7 29.6 43.2 20.6 27.5 27.0 43.0
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 15, 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 : 5,670,428: 419,465 1,363,941 565,224 4,187,972 3,369,607 5,172,661 5,298,772: 497,767 371,656
Old : 5,670,428: 419,465 1,363,941 565,224 4,187,972 3,369,607 5,172,661 5,298,772: 497,767 371,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -150,242: -18,933 -115,663 -46,234 -67,064 -8,394 -132,232 -170,291: -18,011 20,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 24.1 10.0 73.9 59.4 91.2 93.4: 8.8 6.6
Old : 100.0: 7.4 24.1 10.0 73.9 59.4 91.2 93.4: 8.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 65 67 76 240 192 348 292:
Old : 406: 65 67 76 240 192 348 292:
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 : 20.4 16.8 28.4 25.6 17.4 16.1 24.0 24.0
Old : 20.4 16.8 28.4 25.6 17.4 16.1 24.0 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,198,912: 351,921 430,920 26,095 1,615,383 1,459,775 1,993,400 1,916,791: 205,512 282,122
Old : 2,198,912: 351,921 430,920 26,095 1,615,383 1,459,775 1,993,400 1,916,791: 205,512 282,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -13,271: 3,656 -3,720 9,472 -19,472 -15,799 -6,344 -10,047: -6,927 -3,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.6 1.2 73.5 66.4 90.7 87.2: 9.3 12.8
Old : 100.0: 16.0 19.6 1.2 73.5 66.4 90.7 87.2: 9.3 12.8
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 : 212: 22 29 14 106 127 137 161:
Old : 212: 22 29 14 106 127 137 161:
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 : 28.0 20.0 43.9 31.2 23.5 16.4 35.9 24.2
Old : 28.0 20.0 43.9 31.2 23.5 16.4 35.9 24.2
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 15, 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 : 3,890: 2,837 1,339 402 116 0 3,355 1,741: 535 2,149
Old : 3,890: 2,837 1,339 402 116 0 3,355 1,741: 535 2,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 639: 510 267 134 -4 0 640 401: -1 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 34.4 10.3 3.0 0.0 86.2 44.8: 13.8 55.2
Old : 100.0: 72.9 34.4 10.3 3.0 0.0 86.2 44.8: 13.8 55.2
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 : 28: 8 18 2 2 0 10 20:
Old : 28: 8 18 2 2 0 10 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 : 79.5 25.6 84.7 33.4 69.2 19.9 74.3 25.8
Old : 79.5 25.6 84.7 33.4 69.2 19.9 74.3 25.8
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 15, 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 : 6,508,056: 424,034 2,075,477 273,008 5,361,368 3,881,272 6,058,410 6,229,757: 449,646 278,299
Old : 6,508,056: 424,034 2,075,477 273,008 5,361,368 3,881,272 6,058,410 6,229,757: 449,646 278,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -117,360: -26,968 -19,269 -30,987 -33,618 -64,377 -91,573 -114,633: -25,787 -2,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 31.9 4.2 82.4 59.6 93.1 95.7: 6.9 4.3
Old : 100.0: 6.5 31.9 4.2 82.4 59.6 93.1 95.7: 6.9 4.3
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 : 413: 50 54 55 255 202 340 276:
Old : 413: 50 54 55 255 202 340 276:
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 : 24.0 21.2 34.5 35.1 20.5 21.0 30.3 34.6
Old : 24.0 21.2 34.5 35.1 20.5 21.0 30.3 34.6
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 15, 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 : 2,031,500: 422,543 295,778 467,578 1,109,596 1,214,131 1,999,717 1,977,487: 31,783 54,013
Old : 2,031,500: 422,543 295,778 467,578 1,109,596 1,214,131 1,999,717 1,977,487: 31,783 54,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -51,725: -58,588 6,118 9,470 49,989 -24,573 871 -8,985: -52,596 -42,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.6 23.0 54.6 59.8 98.4 97.3: 1.6 2.7
Old : 100.0: 20.8 14.6 23.0 54.6 59.8 98.4 97.3: 1.6 2.7
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 : 158: 23 37 47 84 91 137 146:
Old : 158: 23 37 47 84 91 137 146:
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 : 32.1 29.1 46.3 40.8 29.4 20.6 36.7 26.3
Old : 32.1 29.1 46.3 40.8 29.4 20.6 36.7 26.3
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 15, 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 : 91,194: 23,983 11,354 1,482 49,867 65,599 75,331 78,435: 15,863 12,759
Old : 91,194: 23,983 11,354 1,482 49,867 65,599 75,331 78,435: 15,863 12,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 6,370: 3,398 5,086 -245 1,147 1,020 4,300 5,862: 2,071 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.5 1.6 54.7 71.9 82.6 86.0: 17.4 14.0
Old : 100.0: 26.3 12.5 1.6 54.7 71.9 82.6 86.0: 17.4 14.0
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 : 108: 38 23 19 25 28 71 62:
Old : 108: 38 23 19 25 28 71 62:
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 : 42.4 39.4 53.3 57.2 41.8 39.0 52.6 56.6
Old : 42.4 39.4 53.3 57.2 41.8 39.0 52.6 56.6
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 15, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 89,453: 23,414 10,670 1,431 49,867 65,534 74,712 77,635: 14,742 11,818
Old : 89,453: 23,414 10,670 1,431 49,867 65,534 74,712 77,635: 14,742 11,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 4,630: 2,829 4,401 -295 1,147 956 3,680 5,062: 950 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 11.9 1.6 55.7 73.3 83.5 86.8: 16.5 13.2
Old : 100.0: 26.2 11.9 1.6 55.7 73.3 83.5 86.8: 16.5 13.2
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 : 92: 29 16 15 25 28 59 54:
Old : 92: 29 16 15 25 28 59 54:
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 : 43.2 40.1 54.3 58.3 42.7 39.7 53.7 57.6
Old : 43.2 40.1 54.3 58.3 42.7 39.7 53.7 57.6
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 15, 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 : 69,244: 1,162 2,524 0 64,661 65,856 65,823 68,380: 3,421 864
Old : 69,244: 1,162 2,524 0 64,661 65,856 65,823 68,380: 3,421 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -1,206: -629 -735 0 -607 -299 -1,236 -1,034: 30 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.6 0.0 93.4 95.1 95.1 98.8: 4.9 1.2
Old : 100.0: 1.7 3.6 0.0 93.4 95.1 95.1 98.8: 4.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 5 0 33 13 35 18:
Old : 48: 2 5 0 33 13 35 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 : 46.1 78.6 64.3 91.6 44.4 78.6 62.6 89.4
Old : 46.1 78.6 64.3 91.6 44.4 78.6 62.6 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 17,404: 5,685 6,846 507 0 649 6,192 8,002: 11,212 9,402
Old : 17,404: 5,685 6,846 507 0 649 6,192 8,002: 11,212 9,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 39.3 2.9 0.0 3.7 35.6 46.0: 64.4 54.0
Old : 100.0: 32.7 39.3 2.9 0.0 3.7 35.6 46.0: 64.4 54.0
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 : 21: 10 10 5 0 1 14 12:
Old : 21: 10 10 5 0 1 14 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 : 21.9 32.7 30.7 41.5 21.9 29.9 29.7 38.7
Old : 21.9 32.7 30.7 41.5 21.9 29.9 29.7 38.7
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 15, 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 : 180,997: 22,267 36,813 869 157,399 143,200 180,535 180,883: 462 115
Old : 180,997: 22,267 36,813 869 157,399 143,200 180,535 180,883: 462 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -7,243: -6,343 -6,582 -626 -303 0 -7,272 -7,207: 29 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.3 0.5 87.0 79.1 99.7 99.9: 0.3 0.1
Old : 100.0: 12.3 20.3 0.5 87.0 79.1 99.7 99.9: 0.3 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 3 8 2 38 21:
Old : 56: 28 18 3 8 2 38 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 : 91.9 86.6 95.7 95.7 91.9 86.6 95.7 95.2
Old : 91.9 86.6 95.7 95.7 91.9 86.6 95.7 95.2
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 15, 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 : 30,761: 22,571 17,765 8,180 0 4,792 30,751 30,737: 10 24
Old : 30,761: 22,571 17,765 8,180 0 4,792 30,751 30,737: 10 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 4,243: 4,243 799 0 0 3,444 4,243 4,243: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 57.8 26.6 0.0 15.6 100.0 99.9: 0.0 0.1
Old : 100.0: 73.4 57.8 26.6 0.0 15.6 100.0 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 65.7 100.0 86.7 73.0 47.8 73.4 68.2
Old : 99.6 65.7 100.0 86.7 73.0 47.8 73.4 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 130,443: 82,839 82,824 47,584 0 0 130,423 130,408: 20 35
Old : 130,443: 82,839 82,824 47,584 0 0 130,423 130,408: 20 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -1,345: -1,511 -1,521 166 0 0 -1,345 -1,355: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 63.5 36.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 63.5 63.5 36.5 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 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 : 61.3 96.7 81.4 99.6 41.4 62.6 53.5 63.4
Old : 61.3 96.7 81.4 99.6 41.4 62.6 53.5 63.4
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 15, 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 : 91,965: 80,081 74,912 11,865 0 5,110 91,946 91,887: 19 78
Old : 91,965: 80,081 74,912 11,865 0 5,110 91,946 91,887: 19 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: 45: -5 3,140 50 0 -3,145 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 81.5 12.9 0.0 5.6 100.0 99.9: 0.0 0.1
Old : 100.0: 87.1 81.5 12.9 0.0 5.6 100.0 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 86.4 92.8 94.3 75.8 74.9 82.9 82.2
Old : 81.1 86.4 92.8 94.3 75.8 74.9 82.9 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 18, 2024