WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 536,986: 105,156 157,597 199,557 197,919 139,227 502,632 496,380: 34,354 40,605
Old : 438,446: 123,922 143,251 145,322 138,928 118,187 408,173 406,760: 30,274 31,686
Other: 98,539: 22,610 55,722 12,858 58,991 21,040 94,459 89,620: 4,080 8,919
: : :
: : Changes in Commitments from: November 12, 2024 :
: 14,377: 8,488 17,281 5,458 1,057 -6,700 15,003 16,038: -626 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 29.3 37.2 36.9 25.9 93.6 92.4: 6.4 7.6
Old : 100.0: 28.3 32.7 33.1 31.7 27.0 93.1 92.8: 6.9 7.2
Other: 100.0: 22.9 56.5 13.0 59.9 21.4 95.9 90.9: 4.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 118 114 156 117 111 319 308:
Old : 371: 122 109 140 112 104 302 291:
Other: 205: 41 66 47 53 69 124 153:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 12.5 20.7 21.3 9.9 8.8 15.2 14.9
Old : 13.4 14.0 21.8 23.1 11.0 11.7 16.3 18.0
Other: 30.3 28.0 47.6 45.0 30.2 27.2 47.5 42.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 277,021: 64,094 84,175 75,215 116,477 95,980 255,786 255,369: 21,235 21,651
Old : 229,918: 76,932 81,641 48,901 86,630 81,319 212,463 211,861: 17,455 18,057
Other: 47,103: 9,975 25,347 3,501 29,847 14,661 43,323 43,508: 3,779 3,594
: : :
: : Changes in Commitments from: November 12, 2024 :
: -11,691: 6,196 4,443 -11,022 -6,551 -2,412 -11,377 -8,992: -314 -2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 30.4 27.2 42.0 34.6 92.3 92.2: 7.7 7.8
Old : 100.0: 33.5 35.5 21.3 37.7 35.4 92.4 92.1: 7.6 7.9
Other: 100.0: 21.2 53.8 7.4 63.4 31.1 92.0 92.4: 8.0 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 72 69 72 91 82 202 187:
Old : 248: 73 66 64 89 79 196 177:
Other: 142: 20 39 24 53 49 91 94:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 14.7 22.6 23.3 10.9 12.3 19.3 20.1
Old : 14.0 15.7 23.9 24.9 12.2 14.8 21.5 23.7
Other: 35.6 28.0 47.8 42.3 35.6 26.8 47.5 40.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 2,168,691: 362,209 232,272 681,407 949,928 1,023,709 1,993,544 1,937,388: 175,147 231,302
Old : 1,957,598: 360,639 243,139 586,060 859,424 927,803 1,806,123 1,757,002: 151,474 200,596
Other: 211,093: 67,538 55,102 29,378 90,504 95,906 187,420 180,386: 23,673 30,707
: : :
: : Changes in Commitments from: November 12, 2024 :
: 1,502: -14,496 -2,673 -7,282 24,532 14,680 2,754 4,725: -1,253 -3,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 10.7 31.4 43.8 47.2 91.9 89.3: 8.1 10.7
Old : 100.0: 18.4 12.4 29.9 43.9 47.4 92.3 89.8: 7.7 10.2
Other: 100.0: 32.0 26.1 13.9 42.9 45.4 88.8 85.5: 11.2 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 857: 164 162 223 415 440 701 726:
Old : 851: 156 169 214 408 437 686 717:
Other: 475: 62 72 45 142 274 228 369:
:----------------------------------------------------------------------------------------------------
: 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 9.1 16.8 15.6 7.0 4.1 11.8 7.3
Old : 9.9 8.8 17.4 14.8 7.7 4.8 12.5 8.3
Other: 26.2 24.5 38.7 36.9 26.1 22.7 37.3 33.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 3,805: 1,346 7 135 1,008 2,775 2,489 2,916: 1,316 888
Old : 3,740: 1,363 7 105 978 2,773 2,446 2,884: 1,294 855
Other: 65: 13 30 0 30 2 43 32: 22 33
: : :
: : Changes in Commitments from: November 12, 2024 :
: -408: -292 7 77 -186 -302 -401 -218: -7 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 0.2 3.5 26.5 72.9 65.4 76.7: 34.6 23.3
Old : 100.0: 36.5 0.2 2.8 26.2 74.2 65.4 77.1: 34.6 22.9
Other: 100.0: 20.0 46.2 0.0 46.2 3.1 66.2 49.2: 33.8 50.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 1 4 6 8 16 12:
Old : 20: 9 1 3 6 7 16 10:
Other: 6: 1 2 0 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 59.4 52.8 74.8 30.6 52.0 46.9 62.7
Old : 33.1 60.4 52.9 76.1 31.9 53.3 48.2 64.5
Other: 66.2 49.2 66.2 49.2 66.2 49.2 66.2 49.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 1,169,119: 161,643 229,067 371,154 580,347 485,315 1,113,144 1,085,536: 55,975 83,583
Old : 1,078,390: 174,827 217,813 326,461 526,940 461,300 1,028,229 1,005,574: 50,161 72,816
Other: 90,729: 12,582 37,021 18,926 53,407 24,014 84,915 79,962: 5,813 10,767
: : :
: : Changes in Commitments from: November 12, 2024 :
: 57,186: 3,207 11,354 21,154 33,409 20,851 57,771 53,359: -585 3,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 19.6 31.7 49.6 41.5 95.2 92.9: 4.8 7.1
Old : 100.0: 16.2 20.2 30.3 48.9 42.8 95.3 93.2: 4.7 6.8
Other: 100.0: 13.9 40.8 20.9 58.9 26.5 93.6 88.1: 6.4 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 576: 131 154 185 239 244 476 485:
Old : 574: 134 154 177 236 234 469 469:
Other: 275: 32 65 42 79 148 140 229:
:----------------------------------------------------------------------------------------------------
: 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 10.8 20.9 18.8 9.8 8.8 15.1 13.7
Old : 12.7 11.4 21.7 19.7 10.2 9.5 15.6 14.8
Other: 21.3 20.9 36.6 35.0 20.9 19.4 34.7 31.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 662,809: 155,819 88,466 160,489 307,361 387,812 623,670 636,768: 39,138 26,041
Old : 636,387: 157,468 85,247 153,557 287,877 373,067 598,902 611,871: 37,485 24,516
Other: 26,422: 3,911 8,779 1,373 19,484 14,745 24,768 24,897: 1,654 1,525
: : :
: : Changes in Commitments from: November 12, 2024 :
: -11,529: -18,949 8,774 -1,361 9,381 -18,820 -10,930 -11,408: -600 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.3 24.2 46.4 58.5 94.1 96.1: 5.9 3.9
Old : 100.0: 24.7 13.4 24.1 45.2 58.6 94.1 96.1: 5.9 3.9
Other: 100.0: 14.8 33.2 5.2 73.7 55.8 93.7 94.2: 6.3 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 112 76 113 130 114 301 251:
Old : 341: 113 76 112 129 113 299 249:
Other: 87: 13 17 13 40 23 63 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.6 23.0 15.9 30.5 7.4 20.7 12.9 27.0
Old : 8.4 23.0 15.5 30.7 7.6 20.9 13.3 27.3
Other: 44.0 37.3 60.4 60.9 43.7 37.3 60.1 59.9
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 2,280,927: 427,839 467,050 304,567 1,322,869 1,355,721 2,055,275 2,127,339: 225,652 153,588
Old : 2,280,927: 427,839 467,050 304,567 1,322,869 1,355,721 2,055,275 2,127,339: 225,652 153,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 110,260: 7,538 -678 101,925 -4,530 12,143 104,932 113,390: 5,328 -3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.5 13.4 58.0 59.4 90.1 93.3: 9.9 6.7
Old : 100.0: 18.8 20.5 13.4 58.0 59.4 90.1 93.3: 9.9 6.7
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 : 246: 36 41 47 144 130 210 188:
Old : 246: 36 41 47 144 130 210 188:
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 : 24.3 35.6 34.2 44.8 21.1 27.8 29.8 36.3
Old : 24.3 35.6 34.2 44.8 21.1 27.8 29.8 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 1,833,465: 164,822 393,083 69,752 1,413,150 1,200,536 1,647,724 1,663,371: 185,741 170,094
Old : 1,833,465: 164,822 393,083 69,752 1,413,150 1,200,536 1,647,724 1,663,371: 185,741 170,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 26,769: 1,457 -14,315 26,704 -9,479 25,052 18,682 37,442: 8,086 -10,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 21.4 3.8 77.1 65.5 89.9 90.7: 10.1 9.3
Old : 100.0: 9.0 21.4 3.8 77.1 65.5 89.9 90.7: 10.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 19 25 19 119 98 149 131:
Old : 188: 19 25 19 119 98 149 131:
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 : 25.4 42.4 40.1 53.4 23.7 39.9 32.4 46.7
Old : 25.4 42.4 40.1 53.4 23.7 39.9 32.4 46.7
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, November 19, 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 : 715,690: 123,871 163,180 195,195 330,352 321,346 649,418 679,722: 66,272 35,968
Old : 678,983: 133,245 159,738 176,655 306,021 308,643 615,920 645,036: 63,063 33,947
Other: 36,707: 3,063 15,878 6,104 24,331 12,703 33,498 34,685: 3,209 2,022
: : :
: : Changes in Commitments from: November 12, 2024 :
: 5,098: -6,503 24,576 4,767 6,258 -22,558 4,522 6,785: 576 -1,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.8 27.3 46.2 44.9 90.7 95.0: 9.3 5.0
Old : 100.0: 19.6 23.5 26.0 45.1 45.5 90.7 95.0: 9.3 5.0
Other: 100.0: 8.3 43.3 16.6 66.3 34.6 91.3 94.5: 8.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 90 95 108 141 122 295 273:
Old : 349: 95 93 107 141 122 295 272:
Other: 111: 14 24 19 55 29 83 60:
:----------------------------------------------------------------------------------------------------
: 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 : 8.0 19.3 14.4 27.4 5.6 16.2 10.7 24.1
Old : 7.7 19.8 14.4 28.2 6.0 17.6 11.1 26.1
Other: 37.1 40.3 52.2 60.3 37.1 37.7 47.6 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 11,999: 2,164 4,141 1,067 7,222 5,394 10,453 10,602: 1,546 1,396
Old : 11,963: 2,164 4,141 1,067 7,210 5,370 10,441 10,578: 1,522 1,384
Other: 36: 0 0 0 12 24 12 24: 24 12
: : :
: : Changes in Commitments from: November 12, 2024 :
: -882: -128 -1,201 126 -553 404 -555 -671: -327 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 34.5 8.9 60.2 45.0 87.1 88.4: 12.9 11.6
Old : 100.0: 18.1 34.6 8.9 60.3 44.9 87.3 88.4: 12.7 11.6
Other: 100.0: 0.0 0.0 0.0 33.3 66.7 33.3 66.7: 66.7 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 15 18 10 26 15 46 40:
Old : 66: 15 18 10 26 15 46 40:
Other: 3: 0 0 0 1 2 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 40.0 41.7 54.4 24.4 39.2 39.3 52.8
Old : 25.7 40.0 41.8 54.4 24.4 39.2 39.4 52.8
Other: 33.3 66.7 33.3 66.7 33.3 66.7 33.3 66.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 4,676,352: 493,537 1,949,593 259,109 3,643,540 2,347,375 4,396,186 4,556,077: 280,166 120,275
Old : 4,676,352: 493,537 1,949,593 259,109 3,643,540 2,347,375 4,396,186 4,556,077: 280,166 120,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: -2,880: -44,725 -23,232 66,441 -26,001 -53,068 -4,286 -9,859: 1,405 6,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 41.7 5.5 77.9 50.2 94.0 97.4: 6.0 2.6
Old : 100.0: 10.6 41.7 5.5 77.9 50.2 94.0 97.4: 6.0 2.6
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 : 478: 99 55 51 276 173 400 254:
Old : 478: 99 55 51 276 173 400 254:
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 : 17.2 28.3 25.0 43.5 15.6 27.9 22.0 43.0
Old : 17.2 28.3 25.0 43.5 15.6 27.9 22.0 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, November 19, 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 : 5,586,000: 404,837 1,314,185 596,531 4,106,615 3,256,392 5,107,982 5,167,107: 478,018 418,893
Old : 5,586,000: 404,837 1,314,185 596,531 4,106,615 3,256,392 5,107,982 5,167,107: 478,018 418,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 117,028: 16,116 72,286 30,134 76,359 4,822 122,609 107,242: -5,581 9,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 23.5 10.7 73.5 58.3 91.4 92.5: 8.6 7.5
Old : 100.0: 7.2 23.5 10.7 73.5 58.3 91.4 92.5: 8.6 7.5
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 : 420: 66 72 84 247 205 358 316:
Old : 420: 66 72 84 247 205 358 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 17.5 28.1 26.9 17.2 16.2 24.0 24.0
Old : 19.8 17.5 28.1 26.9 17.2 16.2 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, November 19, 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 : 2,260,286: 312,167 483,646 48,507 1,678,934 1,429,578 2,039,608 1,961,731: 220,678 298,555
Old : 2,260,286: 312,167 483,646 48,507 1,678,934 1,429,578 2,039,608 1,961,731: 220,678 298,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 46,319: -20,358 -5,906 25,942 39,321 23,347 44,905 43,383: 1,413 2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 21.4 2.1 74.3 63.2 90.2 86.8: 9.8 13.2
Old : 100.0: 13.8 21.4 2.1 74.3 63.2 90.2 86.8: 9.8 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 : 214: 24 31 19 112 124 148 162:
Old : 214: 24 31 19 112 124 148 162:
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 : 27.4 18.3 42.9 29.7 22.7 16.3 33.9 24.2
Old : 27.4 18.3 42.9 29.7 22.7 16.3 33.9 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, November 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 4,208: 1,904 1,306 412 1,218 0 3,534 1,718: 674 2,490
Old : 4,208: 1,904 1,306 412 1,218 0 3,534 1,718: 674 2,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: -456: -580 -657 236 -167 0 -511 -421: 55 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 31.0 9.8 28.9 0.0 84.0 40.8: 16.0 59.2
Old : 100.0: 45.2 31.0 9.8 28.9 0.0 84.0 40.8: 16.0 59.2
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 : 30: 9 20 2 1 0 11 21:
Old : 30: 9 20 2 1 0 11 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 : 74.3 21.1 81.7 29.8 67.5 15.2 72.8 21.8
Old : 74.3 21.1 81.7 29.8 67.5 15.2 72.8 21.8
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, November 19, 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 : 7,119,983: 360,634 2,389,272 543,565 5,778,034 3,871,909 6,682,233 6,804,746: 437,750 315,237
Old : 7,119,983: 360,634 2,389,272 543,565 5,778,034 3,871,909 6,682,233 6,804,746: 437,750 315,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 369,659: -22,295 74,243 227,519 152,803 48,440 358,027 350,202: 11,631 19,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.6 7.6 81.2 54.4 93.9 95.6: 6.1 4.4
Old : 100.0: 5.1 33.6 7.6 81.2 54.4 93.9 95.6: 6.1 4.4
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 : 423: 58 60 55 254 203 343 287:
Old : 423: 58 60 55 254 203 343 287:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 20.7 32.3 33.2 21.1 20.4 29.5 32.4
Old : 23.2 20.7 32.3 33.2 21.1 20.4 29.5 32.4
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, November 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,697,828: 144,425 199,565 394,007 1,126,402 1,069,309 1,664,834 1,662,881: 32,994 34,947
Old : 1,697,828: 144,425 199,565 394,007 1,126,402 1,069,309 1,664,834 1,662,881: 32,994 34,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 121,531: 2,845 60,422 -19,375 136,351 85,851 119,821 126,898: 1,710 -5,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.8 23.2 66.3 63.0 98.1 97.9: 1.9 2.1
Old : 100.0: 8.5 11.8 23.2 66.3 63.0 98.1 97.9: 1.9 2.1
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 : 148: 23 35 49 76 81 129 137:
Old : 148: 23 35 49 76 81 129 137:
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 24.2 35.7 36.4 18.3 15.5 26.1 21.4
Old : 21.9 24.2 35.7 36.4 18.3 15.5 26.1 21.4
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, November 19, 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 : 86,987: 20,016 12,535 4,096 44,710 59,534 68,821 76,165: 18,166 10,822
Old : 86,987: 20,016 12,535 4,096 44,710 59,534 68,821 76,165: 18,166 10,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: -1,480: -6,648 -451 1,904 1,470 -1,365 -3,273 89: 1,793 -1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 14.4 4.7 51.4 68.4 79.1 87.6: 20.9 12.4
Old : 100.0: 23.0 14.4 4.7 51.4 68.4 79.1 87.6: 20.9 12.4
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 : 110: 29 29 19 27 32 67 69:
Old : 110: 29 29 19 27 32 67 69:
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 : 40.9 35.0 50.4 51.2 40.1 34.1 49.0 50.3
Old : 40.9 35.0 50.4 51.2 40.1 34.1 49.0 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 84,849: 19,992 11,799 3,533 44,710 59,473 68,235 74,805: 16,614 10,044
Old : 84,849: 19,992 11,799 3,533 44,710 59,473 68,235 74,805: 16,614 10,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: -3,619: -6,672 -1,188 1,342 1,470 -1,426 -3,860 -1,272: 241 -2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 13.9 4.2 52.7 70.1 80.4 88.2: 19.6 11.8
Old : 100.0: 23.6 13.9 4.2 52.7 70.1 80.4 88.2: 19.6 11.8
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 : 96: 22 23 14 27 31 57 60:
Old : 96: 22 23 14 27 31 57 60:
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 : 41.9 35.9 51.7 52.5 41.1 35.0 50.2 51.5
Old : 41.9 35.9 51.7 52.5 41.1 35.0 50.2 51.5
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, November 19, 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 : 70,592: 2,067 2,610 0 64,549 67,237 66,616 69,847: 3,976 745
Old : 70,592: 2,067 2,610 0 64,549 67,237 66,616 69,847: 3,976 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 424: 427 760 0 786 -176 1,213 584: -789 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.7 0.0 91.4 95.2 94.4 98.9: 5.6 1.1
Old : 100.0: 2.9 3.7 0.0 91.4 95.2 94.4 98.9: 5.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 5 0 30 15 35 20:
Old : 51: 5 5 0 30 15 35 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 : 48.4 82.6 64.5 91.1 47.3 82.6 63.3 91.1
Old : 48.4 82.6 64.5 91.1 47.3 82.6 63.3 91.1
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, November 19, 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 : 21,385: 5,403 12,529 463 0 612 5,866 13,604: 15,519 7,781
Old : 21,385: 5,403 12,529 463 0 612 5,866 13,604: 15,519 7,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 58.6 2.2 0.0 2.9 27.4 63.6: 72.6 36.4
Old : 100.0: 25.3 58.6 2.2 0.0 2.9 27.4 63.6: 72.6 36.4
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 : 20: 9 10 4 0 1 12 12:
Old : 20: 9 10 4 0 1 12 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 : 19.4 47.8 24.9 59.6 19.4 47.3 24.3 57.6
Old : 19.4 47.8 24.9 59.6 19.4 47.3 24.3 57.6
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, November 19, 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 : 184,420: 26,924 40,230 894 156,170 143,200 183,988 184,324: 432 96
Old : 184,420: 26,924 40,230 894 156,170 143,200 183,988 184,324: 432 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 714: 720 732 8 -25 0 702 740: 12 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 21.8 0.5 84.7 77.6 99.8 99.9: 0.2 0.1
Old : 100.0: 14.6 21.8 0.5 84.7 77.6 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: 27 19 4 8 2 37 23:
Old : 56: 27 19 4 8 2 37 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 : 89.9 85.8 94.3 95.5 89.9 85.8 94.3 95.0
Old : 89.9 85.8 94.3 95.5 89.9 85.8 94.3 95.0
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, November 19, 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 : 37,491: 30,103 18,104 7,378 0 11,970 37,481 37,452: 10 39
Old : 37,491: 30,103 18,104 7,378 0 11,970 37,481 37,452: 10 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 1,477: 2,467 4,561 -975 0 -2,108 1,492 1,478: -15 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 48.3 19.7 0.0 31.9 100.0 99.9: 0.0 0.1
Old : 100.0: 80.3 48.3 19.7 0.0 31.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 14 3 0 1 8 17:
Old : 22: 7 14 3 0 1 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.5 69.9 100.0 90.4 79.0 58.0 80.3 73.8
Old : 98.5 69.9 100.0 90.4 79.0 58.0 80.3 73.8
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, November 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 129,624: 84,228 84,217 45,365 0 0 129,593 129,582: 31 42
Old : 129,624: 84,228 84,217 45,365 0 0 129,593 129,582: 31 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: 1,662: 1,662 1,657 0 0 0 1,662 1,657: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 65.0 35.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 65.0 65.0 35.0 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 : 31: 22 9 5 0 0 25 11:
Old : 31: 22 9 5 0 0 25 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 : 66.9 98.7 84.3 99.7 44.9 64.1 55.4 64.9
Old : 66.9 98.7 84.3 99.7 44.9 64.1 55.4 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 99,063: 87,799 86,445 11,245 0 1,295 99,044 98,985: 19 78
Old : 99,063: 87,799 86,445 11,245 0 1,295 99,044 98,985: 19 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2024 :
: -138: -191 22 53 0 -213 -138 -138: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 87.3 11.4 0.0 1.3 100.0 99.9: 0.0 0.1
Old : 100.0: 88.6 87.3 11.4 0.0 1.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 19 3 0 2 18 22:
Old : 37: 16 19 3 0 2 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 87.4 92.1 94.4 76.9 77.3 83.8 83.9
Old : 81.2 87.4 92.1 94.4 76.9 77.3 83.8 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2024