WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 469,203: 96,761 161,287 172,479 156,411 97,318 425,650 431,084: 43,553 38,119
Old : 426,261: 98,391 158,741 148,520 138,973 86,075 385,885 393,337: 40,376 32,924
Other: 42,942: 15,785 19,961 6,544 17,437 11,243 39,766 37,748: 3,177 5,195
: : :
: : Changes in Commitments from: September 5, 2023 :
: 22,571: 1,248 7,454 13,743 5,100 4 20,092 21,202: 2,480 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 34.4 36.8 33.3 20.7 90.7 91.9: 9.3 8.1
Old : 100.0: 23.1 37.2 34.8 32.6 20.2 90.5 92.3: 9.5 7.7
Other: 100.0: 36.8 46.5 15.2 40.6 26.2 92.6 87.9: 7.4 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 134 120 134 127 106 328 300:
Old : 401: 130 122 128 126 103 321 293:
Other: 158: 30 35 29 47 62 94 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 11.0 19.0 20.2 7.6 9.8 13.2 16.0
Old : 11.3 11.7 19.7 21.4 8.0 10.4 13.2 17.2
Other: 26.3 26.9 40.3 41.1 25.8 26.3 37.5 37.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 214,115: 50,923 64,405 60,568 83,328 67,016 194,819 191,988: 19,296 22,126
Old : 200,352: 54,464 65,934 50,239 77,789 63,937 182,493 180,110: 17,860 20,243
Other: 13,763: 4,999 7,011 1,789 5,539 3,079 12,326 11,879: 1,436 1,884
: : :
: : Changes in Commitments from: September 5, 2023 :
: 4,675: 307 1,782 1,655 3,464 961 5,426 4,398: -751 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 30.1 28.3 38.9 31.3 91.0 89.7: 9.0 10.3
Old : 100.0: 27.2 32.9 25.1 38.8 31.9 91.1 89.9: 8.9 10.1
Other: 100.0: 36.3 50.9 13.0 40.2 22.4 89.6 86.3: 10.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 65 54 67 73 83 171 178:
Old : 224: 63 56 63 71 80 164 174:
Other: 96: 21 17 13 32 41 58 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 18.2 29.7 30.8 13.4 15.8 21.9 24.6
Old : 19.5 19.3 30.8 32.8 16.4 16.9 25.2 26.6
Other: 29.5 50.0 47.0 59.7 27.4 48.9 40.8 55.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,665,919: 245,077 350,853 505,644 737,847 595,195 1,488,568 1,451,692: 177,351 214,228
Old : 1,566,294: 254,075 359,689 449,520 694,429 562,127 1,398,023 1,371,336: 168,271 194,958
Other: 99,625: 35,723 35,883 11,404 43,418 33,068 90,545 80,355: 9,080 19,270
: : :
: : Changes in Commitments from: September 5, 2023 :
: 61,341: -14,930 30,618 35,518 34,240 -9,868 54,827 56,268: 6,514 5,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 21.1 30.4 44.3 35.7 89.4 87.1: 10.6 12.9
Old : 100.0: 16.2 23.0 28.7 44.3 35.9 89.3 87.6: 10.7 12.4
Other: 100.0: 35.9 36.0 11.4 43.6 33.2 90.9 80.7: 9.1 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 763: 153 160 216 373 351 648 623:
Old : 763: 148 172 205 372 346 640 614:
Other: 330: 56 43 27 88 180 156 239:
:----------------------------------------------------------------------------------------------------
: 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 9.2 14.6 15.8 7.5 6.4 12.5 9.8
Old : 8.6 9.4 15.2 15.9 7.9 6.5 13.1 10.0
Other: 24.0 33.6 37.6 42.5 23.9 32.2 36.8 39.6
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,780: 2,041 3,167 4,896 3,225 1,214 10,162 9,277: 1,618 2,503
Old : 11,780: 2,041 3,167 4,896 3,225 1,214 10,162 9,277: 1,618 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: -24: 114 -7 -84 -33 0 -3 -92: -21 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 26.9 41.6 27.4 10.3 86.3 78.8: 13.7 21.2
Old : 100.0: 17.3 26.9 41.6 27.4 10.3 86.3 78.8: 13.7 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 6 6 8 7 14 15:
Old : 20: 2 6 6 8 7 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 58.3 72.5 72.7 30.0 25.4 40.6 34.2
Old : 56.8 58.3 72.5 72.7 30.0 25.4 40.6 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,765: 1,451 0 152 1,075 3,265 2,678 3,417: 2,087 1,348
Old : 4,678: 1,506 0 95 1,075 3,265 2,676 3,360: 2,002 1,318
Other: 87: 0 55 2 0 0 2 57: 85 30
: : :
: : Changes in Commitments from: September 5, 2023 :
: 402: 96 -66 7 233 434 336 376: 66 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 0.0 3.2 22.6 68.5 56.2 71.7: 43.8 28.3
Old : 100.0: 32.2 0.0 2.0 23.0 69.8 57.2 71.8: 42.8 28.2
Other: 100.0: 0.0 63.2 2.3 0.0 0.0 2.3 65.5: 97.7 34.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 1 2 8 9 20 11:
Old : 25: 11 1 2 8 9 20 11:
Other: 1: 0 1 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 55.7 33.6 67.0 18.7 51.3 29.7 59.6
Old : 22.4 56.7 34.2 68.3 19.0 52.2 30.2 60.7
Other: 2.3 65.5 2.3 65.5 0.0 63.2 0.0 63.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 905,855: 147,378 70,797 279,800 421,246 478,831 848,424 829,428: 57,431 76,427
Old : 868,576: 147,930 73,768 260,886 405,303 462,921 814,120 797,575: 54,456 71,001
Other: 37,279: 14,207 11,788 4,154 15,943 15,910 34,304 31,853: 2,975 5,426
: : :
: : Changes in Commitments from: September 5, 2023 :
: 30,823: -1,713 4,481 26,261 5,405 794 29,953 31,536: 870 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 7.8 30.9 46.5 52.9 93.7 91.6: 6.3 8.4
Old : 100.0: 17.0 8.5 30.0 46.7 53.3 93.7 91.8: 6.3 8.2
Other: 100.0: 38.1 31.6 11.1 42.8 42.7 92.0 85.4: 8.0 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 168 132 207 213 251 478 507:
Old : 601: 166 137 202 211 250 474 503:
Other: 238: 34 51 23 47 131 90 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 12.8 20.0 21.8 8.9 8.9 13.3 13.6
Old : 11.1 13.1 19.9 22.3 9.2 9.0 13.6 13.8
Other: 44.6 20.0 58.6 32.5 43.8 19.5 54.5 30.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,545: 16,531 1,546 216 8 9,517 16,755 11,279: 5,790 11,266
Old : 20,012: 14,874 1,544 214 8 7,544 15,096 9,302: 4,916 10,710
Other: 2,533: 1,657 2 2 0 1,973 1,659 1,977: 874 556
: : :
: : Changes in Commitments from: September 5, 2023 :
: -41: 174 41 96 2 0 272 137: -313 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 6.9 1.0 0.0 42.2 74.3 50.0: 25.7 50.0
Old : 100.0: 74.3 7.7 1.1 0.0 37.7 75.4 46.5: 24.6 53.5
Other: 100.0: 65.4 0.1 0.1 0.0 77.9 65.5 78.0: 34.5 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 3 3 3 16 10 22:
Old : 25: 6 3 1 3 16 9 20:
Other: 18: 3 1 2 0 14 3 17:
:----------------------------------------------------------------------------------------------------
: 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 : 67.3 29.4 74.3 37.6 67.3 29.4 73.3 37.5
Old : 69.9 24.0 75.4 32.9 69.9 23.9 74.3 32.8
Other: 65.5 74.7 65.5 76.5 65.4 74.7 65.4 76.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 522,284: 94,311 49,085 135,512 258,904 314,476 488,727 499,073: 33,558 23,211
Old : 506,528: 100,954 50,529 123,355 249,866 310,102 474,175 483,985: 32,354 22,544
Other: 15,756: 2,894 8,094 2,620 9,038 4,374 14,552 15,088: 1,204 668
: : :
: : Changes in Commitments from: September 5, 2023 :
: 10,031: -9,434 516 14,251 7,153 -2,757 11,970 12,011: -1,939 -1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.4 25.9 49.6 60.2 93.6 95.6: 6.4 4.4
Old : 100.0: 19.9 10.0 24.4 49.3 61.2 93.6 95.5: 6.4 4.5
Other: 100.0: 18.4 51.4 16.6 57.4 27.8 92.4 95.8: 7.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 89 60 94 96 107 240 219:
Old : 291: 89 61 92 95 107 238 217:
Other: 59: 13 13 9 22 17 39 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 19.4 21.9 30.3 8.4 14.6 13.9 21.6
Old : 13.0 19.9 21.8 30.1 8.2 15.1 14.2 22.3
Other: 40.2 56.8 63.0 72.3 31.2 51.4 51.7 63.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,483,976: 78,462 269,521 87,857 1,114,841 965,208 1,281,160 1,322,586: 202,817 161,391
Old : 1,483,976: 78,462 269,521 87,857 1,114,841 965,208 1,281,160 1,322,586: 202,817 161,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: -4,336: -1,075 -3,463 -4,289 3,078 -2,342 -2,286 -10,095: -2,050 5,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 18.2 5.9 75.1 65.0 86.3 89.1: 13.7 10.9
Old : 100.0: 5.3 18.2 5.9 75.1 65.0 86.3 89.1: 13.7 10.9
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 : 212: 29 36 39 121 118 171 172:
Old : 212: 29 36 39 121 118 171 172:
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 : 24.8 21.6 37.6 32.7 23.3 18.9 35.1 27.0
Old : 24.8 21.6 37.6 32.7 23.3 18.9 35.1 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,548,981: 82,009 461,154 12,223 1,279,765 935,966 1,373,997 1,409,344: 174,983 139,637
Old : 1,548,981: 82,009 461,154 12,223 1,279,765 935,966 1,373,997 1,409,344: 174,983 139,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: -2,036: -2,956 -3,339 -210 574 13,567 -2,592 10,018: 556 -12,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 29.8 0.8 82.6 60.4 88.7 91.0: 11.3 9.0
Old : 100.0: 5.3 29.8 0.8 82.6 60.4 88.7 91.0: 11.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 16 26 16 107 86 133 118:
Old : 176: 16 26 16 107 86 133 118:
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 : 22.6 33.6 39.5 48.3 21.5 33.1 35.4 44.1
Old : 22.6 33.6 39.5 48.3 21.5 33.1 35.4 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 500,943: 106,716 20,867 142,874 202,220 310,478 451,810 474,218: 49,133 26,725
Old : 493,959: 107,854 21,242 139,440 198,579 307,297 445,873 467,978: 48,086 25,981
Other: 6,984: 1,123 1,886 1,173 3,641 3,181 5,936 6,240: 1,048 744
: : :
: : Changes in Commitments from: September 5, 2023 :
: 6,424: 53 3,298 -5,304 12,284 9,105 7,033 7,099: -608 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.2 28.5 40.4 62.0 90.2 94.7: 9.8 5.3
Old : 100.0: 21.8 4.3 28.2 40.2 62.2 90.3 94.7: 9.7 5.3
Other: 100.0: 16.1 27.0 16.8 52.1 45.5 85.0 89.3: 15.0 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 98 39 87 113 110 247 213:
Old : 285: 100 40 87 113 110 247 213:
Other: 59: 15 10 13 26 14 49 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 : 11.5 30.2 20.0 42.6 8.7 27.6 15.4 35.6
Old : 11.5 30.5 20.1 42.6 8.8 28.1 15.5 36.1
Other: 33.8 43.5 53.7 63.2 31.6 32.8 45.7 49.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,451: 4,115 716 933 5,199 10,070 10,248 11,720: 2,203 731
Old : 12,156: 4,115 716 933 4,906 9,800 9,955 11,450: 2,201 706
Other: 295: 0 0 0 293 270 293 270: 2 25
: : :
: : Changes in Commitments from: September 5, 2023 :
: -236: -1,253 52 443 1,016 -761 206 -265: -443 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 5.8 7.5 41.8 80.9 82.3 94.1: 17.7 5.9
Old : 100.0: 33.9 5.9 7.7 40.4 80.6 81.9 94.2: 18.1 5.8
Other: 100.0: 0.0 0.0 0.0 99.3 91.5 99.3 91.5: 0.7 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 27 4 8 19 17 48 27:
Old : 61: 27 4 8 19 17 48 27:
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 : 29.0 60.3 42.0 73.8 28.7 54.7 39.5 66.1
Old : 27.3 59.5 40.6 73.4 27.0 53.8 38.1 65.5
Other: 99.3 91.5 99.3 91.5 99.3 91.5 99.3 91.5
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,699,476: 317,326 1,554,350 78,950 3,041,505 1,914,579 3,437,781 3,547,879: 261,695 151,597
Old : 3,699,476: 317,326 1,554,350 78,950 3,041,505 1,914,579 3,437,781 3,547,879: 261,695 151,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 709: -27,367 685 1,792 21,898 1,392 -3,678 3,869: 4,387 -3,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 42.0 2.1 82.2 51.8 92.9 95.9: 7.1 4.1
Old : 100.0: 8.6 42.0 2.1 82.2 51.8 92.9 95.9: 7.1 4.1
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 : 431: 86 46 39 243 169 348 235:
Old : 431: 86 46 39 243 169 348 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 35.1 36.8 53.8 26.4 35.0 33.8 53.7
Old : 28.3 35.1 36.8 53.8 26.4 35.0 33.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,296,939: 452,011 1,203,164 437,811 3,980,153 3,256,736 4,869,975 4,897,712: 426,964 399,227
Old : 5,296,939: 452,011 1,203,164 437,811 3,980,153 3,256,736 4,869,975 4,897,712: 426,964 399,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 29,641: 8,308 -30,497 26,190 5,586 48,214 40,085 43,907: -10,444 -14,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 22.7 8.3 75.1 61.5 91.9 92.5: 8.1 7.5
Old : 100.0: 8.5 22.7 8.3 75.1 61.5 91.9 92.5: 8.1 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 : 434: 74 73 79 244 210 365 315:
Old : 434: 74 73 79 244 210 365 315:
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 : 25.1 18.4 36.3 29.0 23.2 16.8 31.6 26.3
Old : 25.1 18.4 36.3 29.0 23.2 16.8 31.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,781,461: 216,251 362,684 30,595 1,344,525 1,110,590 1,591,371 1,503,869: 190,090 277,592
Old : 1,781,461: 216,251 362,684 30,595 1,344,525 1,110,590 1,591,371 1,503,869: 190,090 277,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 9,144: 10,122 -20,566 4,490 -15,993 18,949 -1,381 2,873: 10,525 6,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.4 1.7 75.5 62.3 89.3 84.4: 10.7 15.6
Old : 100.0: 12.1 20.4 1.7 75.5 62.3 89.3 84.4: 10.7 15.6
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 : 177: 20 24 12 96 103 121 134:
Old : 177: 20 24 12 96 103 121 134:
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 : 33.9 29.2 47.2 40.0 33.4 25.2 43.3 34.5
Old : 33.9 29.2 47.2 40.0 33.4 25.2 43.3 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,368: 3,161 1,781 4,239 0 561 7,400 6,581: 968 1,787
Old : 8,368: 3,161 1,781 4,239 0 561 7,400 6,581: 968 1,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 1,191: 823 81 375 -59 561 1,139 1,017: 52 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 21.3 50.7 0.0 6.7 88.4 78.6: 11.6 21.4
Old : 100.0: 37.8 21.3 50.7 0.0 6.7 88.4 78.6: 11.6 21.4
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 : 27: 6 19 1 0 2 6 22:
Old : 27: 6 19 1 0 2 6 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 : 87.7 65.6 88.4 71.6 37.0 17.3 37.8 21.8
Old : 87.7 65.6 88.4 71.6 37.0 17.3 37.8 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, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,714,684: 405,239 1,501,075 254,799 4,637,038 3,618,980 5,297,077 5,374,855: 417,607 339,829
Old : 5,714,684: 405,239 1,501,075 254,799 4,637,038 3,618,980 5,297,077 5,374,855: 417,607 339,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 9,140: 33,961 20,152 25,268 -43,143 -37,961 16,086 7,459: -6,946 1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 26.3 4.5 81.1 63.3 92.7 94.1: 7.3 5.9
Old : 100.0: 7.1 26.3 4.5 81.1 63.3 92.7 94.1: 7.3 5.9
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 : 400: 66 59 52 214 194 306 279:
Old : 400: 66 59 52 214 194 306 279:
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 : 24.8 23.2 33.9 34.5 22.9 23.0 29.3 33.2
Old : 24.8 23.2 33.9 34.5 22.9 23.0 29.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,458,261: 104,572 289,526 226,959 1,091,054 896,014 1,422,585 1,412,499: 35,676 45,762
Old : 1,458,261: 104,572 289,526 226,959 1,091,054 896,014 1,422,585 1,412,499: 35,676 45,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 105,589: 8,213 46,277 -19,675 111,032 76,092 99,570 102,694: 6,019 2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 19.9 15.6 74.8 61.4 97.6 96.9: 2.4 3.1
Old : 100.0: 7.2 19.9 15.6 74.8 61.4 97.6 96.9: 2.4 3.1
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 : 138: 23 26 44 76 80 123 130:
Old : 138: 23 26 44 76 80 123 130:
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 : 25.3 22.0 41.2 34.0 16.1 17.6 25.3 27.6
Old : 25.3 22.0 41.2 34.0 16.1 17.6 25.3 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,939: 22,788 35,688 4,913 60,639 48,195 88,340 88,796: 14,599 14,143
Old : 102,939: 22,788 35,688 4,913 60,639 48,195 88,340 88,796: 14,599 14,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 8,985: 543 1,719 1,680 6,766 4,552 8,989 7,951: -4 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 34.7 4.8 58.9 46.8 85.8 86.3: 14.2 13.7
Old : 100.0: 22.1 34.7 4.8 58.9 46.8 85.8 86.3: 14.2 13.7
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 : 95: 25 21 12 35 31 67 59:
Old : 95: 25 21 12 35 31 67 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 40.1 48.7 56.7 36.9 39.9 46.9 56.4
Old : 38.3 40.1 48.7 56.7 36.9 39.9 46.9 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,939: 22,788 35,688 4,913 60,639 48,195 88,340 88,796: 14,599 14,143
Old : 102,939: 22,788 35,688 4,913 60,639 48,195 88,340 88,796: 14,599 14,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 8,985: 543 1,719 1,680 6,766 4,552 8,989 7,951: -4 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 34.7 4.8 58.9 46.8 85.8 86.3: 14.2 13.7
Old : 100.0: 22.1 34.7 4.8 58.9 46.8 85.8 86.3: 14.2 13.7
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 : 95: 25 21 12 35 31 67 59:
Old : 95: 25 21 12 35 31 67 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 40.1 48.7 56.7 36.9 39.9 46.9 56.4
Old : 38.3 40.1 48.7 56.7 36.9 39.9 46.9 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,376: 380 2,906 13 58,467 57,387 58,860 60,306: 2,516 1,070
Old : 61,376: 380 2,906 13 58,467 57,387 58,860 60,306: 2,516 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 18,890: 0 -564 13 18,716 19,450 18,729 18,899: 161 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.7 0.0 95.3 93.5 95.9 98.3: 4.1 1.7
Old : 100.0: 0.6 4.7 0.0 95.3 93.5 95.9 98.3: 4.1 1.7
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 : 41: 1 5 1 30 12 32 17:
Old : 41: 1 5 1 30 12 32 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 : 48.5 75.2 66.7 90.5 24.7 50.7 40.5 61.3
Old : 48.5 75.2 66.7 90.5 24.7 50.7 40.5 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 65,192: 12,381 18,838 734 51,721 45,431 64,836 65,003: 356 189
Old : 65,192: 12,381 18,838 734 51,721 45,431 64,836 65,003: 356 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 2,820: 241 107 -198 2,699 2,832 2,742 2,741: 78 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 28.9 1.1 79.3 69.7 99.5 99.7: 0.5 0.3
Old : 100.0: 19.0 28.9 1.1 79.3 69.7 99.5 99.7: 0.5 0.3
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 : 39: 20 11 4 8 2 31 14:
Old : 39: 20 11 4 8 2 31 14:
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 : 82.7 88.3 89.9 98.0 80.5 83.9 86.7 93.0
Old : 82.7 88.3 89.9 98.0 80.5 83.9 86.7 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,534: 19,439 17,192 53,092 0 2,226 72,531 72,510: 3 24
Old : 72,534: 19,439 17,192 53,092 0 2,226 72,531 72,510: 3 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: -1,833: -2,146 -2,146 313 0 0 -1,833 -1,833: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 23.7 73.2 0.0 3.1 100.0 100.0: 0.0 0.0
Old : 100.0: 26.8 23.7 73.2 0.0 3.1 100.0 100.0: 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 : 22: 10 10 5 0 1 14 13:
Old : 22: 10 10 5 0 1 14 13:
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 : 79.3 95.1 94.8 99.3 18.9 25.0 26.7 26.4
Old : 79.3 95.1 94.8 99.3 18.9 25.0 26.7 26.4
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, September 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,437: 17,935 11,036 4,502 0 6,837 22,437 22,375: 0 62
Old : 22,437: 17,935 11,036 4,502 0 6,837 22,437 22,375: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2023 :
: 703: -218 -218 921 0 0 703 703: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 49.2 20.1 0.0 30.5 100.0 99.7: 0.0 0.3
Old : 100.0: 79.9 49.2 20.1 0.0 30.5 100.0 99.7: 0.0 0.3
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 : 26: 10 14 4 0 2 10 20:
Old : 26: 10 14 4 0 2 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 : 77.2 61.2 98.5 80.4 66.5 53.9 78.5 69.6
Old : 77.2 61.2 98.5 80.4 66.5 53.9 78.5 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2023