WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 467,570: 101,096 148,512 169,704 163,286 110,473 434,086 428,689: 33,485 38,881
Old : 321,115: 106,815 121,383 100,975 88,023 71,797 295,813 294,156: 25,302 26,959
Other: 146,456: 41,276 74,124 21,734 75,263 38,676 138,273 134,534: 8,183 11,922
: : :
: : Changes in Commitments from: January 16, 2024 :
: 9,061: -1,384 -3,821 11,556 -1,605 1,885 8,568 9,621: 493 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 31.8 36.3 34.9 23.6 92.8 91.7: 7.2 8.3
Old : 100.0: 33.3 37.8 31.4 27.4 22.4 92.1 91.6: 7.9 8.4
Other: 100.0: 28.2 50.6 14.8 51.4 26.4 94.4 91.9: 5.6 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 105 120 141 112 103 301 294:
Old : 346: 116 108 112 98 92 263 263:
Other: 234: 61 72 51 67 71 159 165:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 12.1 18.9 19.6 8.5 7.8 14.0 12.8
Old : 11.4 11.5 19.1 19.7 8.1 9.8 13.8 16.1
Other: 24.0 28.6 38.5 39.2 23.8 28.3 38.3 35.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 241,680: 56,501 83,943 71,032 94,713 65,428 222,246 220,403: 19,434 21,277
Old : 166,189: 68,327 74,907 35,653 48,066 40,799 152,047 151,359: 14,143 14,830
Other: 75,490: 11,799 32,661 11,754 46,646 24,629 70,199 69,044: 5,291 6,446
: : :
: : Changes in Commitments from: January 16, 2024 :
: 9,371: 1,436 -324 5,561 2,652 5,851 9,649 11,088: -277 -1,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 34.7 29.4 39.2 27.1 92.0 91.2: 8.0 8.8
Old : 100.0: 41.1 45.1 21.5 28.9 24.5 91.5 91.1: 8.5 8.9
Other: 100.0: 15.6 43.3 15.6 61.8 32.6 93.0 91.5: 7.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 58 66 66 71 72 167 169:
Old : 203: 66 54 49 62 63 146 148:
Other: 145: 32 40 29 52 52 101 105:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 15.5 28.7 25.6 15.4 14.1 22.0 22.2
Old : 19.5 19.9 33.2 32.3 17.3 19.9 29.1 31.3
Other: 25.0 23.2 39.4 36.4 20.5 21.5 32.3 29.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,958,230: 237,965 469,709 684,224 843,132 580,195 1,765,321 1,734,128: 192,909 224,102
Old : 1,612,320: 275,338 504,673 462,651 707,498 485,681 1,445,487 1,453,005: 166,833 159,315
Other: 345,910: 103,048 105,458 81,151 135,634 94,514 319,834 281,124: 26,076 64,786
: : :
: : Changes in Commitments from: January 16, 2024 :
: 105,899: 568 6,338 62,840 39,411 40,528 102,819 109,706: 3,080 -3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 24.0 34.9 43.1 29.6 90.1 88.6: 9.9 11.4
Old : 100.0: 17.1 31.3 28.7 43.9 30.1 89.7 90.1: 10.3 9.9
Other: 100.0: 29.8 30.5 23.5 39.2 27.3 92.5 81.3: 7.5 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 780: 142 172 219 366 356 642 643:
Old : 764: 134 190 201 357 334 618 610:
Other: 468: 90 71 68 144 245 260 358:
:----------------------------------------------------------------------------------------------------
: 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 9.5 15.2 16.1 6.5 7.2 10.6 10.7
Old : 10.1 10.2 16.3 17.0 8.1 8.6 12.7 13.6
Other: 18.5 20.4 28.9 30.3 16.6 18.8 23.6 23.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 931,391: 76,228 181,498 325,153 473,471 350,690 874,853 857,341: 56,538 74,050
Old : 787,759: 74,460 138,348 276,723 387,438 315,547 738,620 730,618: 49,139 57,141
Other: 143,632: 20,542 61,924 29,657 86,034 35,143 136,232 126,724: 7,400 16,908
: : :
: : Changes in Commitments from: January 16, 2024 :
: 56,888: -4,551 8,091 37,851 22,314 11,971 55,615 57,914: 1,273 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 19.5 34.9 50.8 37.7 93.9 92.0: 6.1 8.0
Old : 100.0: 9.5 17.6 35.1 49.2 40.1 93.8 92.7: 6.2 7.3
Other: 100.0: 14.3 43.1 20.6 59.9 24.5 94.8 88.2: 5.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 127 167 194 215 225 462 480:
Old : 560: 127 163 181 202 209 438 453:
Other: 308: 47 75 59 96 149 180 251:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 10.3 19.9 17.2 7.1 7.5 12.8 12.2
Old : 11.5 10.8 20.5 18.1 7.1 8.6 12.8 13.8
Other: 15.1 18.8 27.9 29.0 13.5 16.4 25.6 24.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 593,641: 99,222 127,651 173,648 287,369 263,439 560,239 564,738: 33,402 28,904
Old : 517,582: 113,997 126,343 134,286 239,368 231,082 487,651 491,711: 29,931 25,871
Other: 76,059: 15,168 31,251 9,418 48,001 32,357 72,588 73,027: 3,472 3,032
: : :
: : Changes in Commitments from: January 16, 2024 :
: 20,999: 3,100 -1,013 13,812 2,645 7,650 19,558 20,450: 1,441 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.5 29.3 48.4 44.4 94.4 95.1: 5.6 4.9
Old : 100.0: 22.0 24.4 25.9 46.2 44.6 94.2 95.0: 5.8 5.0
Other: 100.0: 19.9 41.1 12.4 63.1 42.5 95.4 96.0: 4.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 93 86 106 110 102 264 245:
Old : 320: 93 86 103 105 102 256 243:
Other: 129: 28 31 27 51 28 97 71:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 16.8 18.1 26.8 7.9 14.4 13.5 21.6
Old : 11.3 17.3 19.6 27.0 8.7 15.0 14.8 22.9
Other: 26.5 41.7 45.0 63.1 24.7 39.7 40.2 58.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,624,612: 175,857 298,180 106,878 1,120,994 1,061,017 1,403,730 1,466,075: 220,882 158,536
Old : 1,624,612: 175,857 298,180 106,878 1,120,994 1,061,017 1,403,730 1,466,075: 220,882 158,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 26,697: -714 -5,822 11,880 5,354 12,578 16,520 18,636: 10,178 8,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.4 6.6 69.0 65.3 86.4 90.2: 13.6 9.8
Old : 100.0: 10.8 18.4 6.6 69.0 65.3 86.4 90.2: 13.6 9.8
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 : 213: 28 35 41 117 122 172 171:
Old : 213: 28 35 41 117 122 172 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 16.1 33.4 28.4 19.0 13.6 31.9 23.4
Old : 20.3 16.1 33.4 28.4 19.0 13.6 31.9 23.4
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, January 23, 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 : 1,666,436: 160,344 492,949 7,706 1,332,048 1,013,106 1,500,098 1,513,762: 166,338 152,675
Old : 1,666,436: 160,344 492,949 7,706 1,332,048 1,013,106 1,500,098 1,513,762: 166,338 152,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -18,348: -4,782 4,541 -22 -7,772 -20,860 -12,576 -16,341: -5,772 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 29.6 0.5 79.9 60.8 90.0 90.8: 10.0 9.2
Old : 100.0: 9.6 29.6 0.5 79.9 60.8 90.0 90.8: 10.0 9.2
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 : 185: 15 29 17 114 94 139 130:
Old : 185: 15 29 17 114 94 139 130:
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 : 21.4 33.5 37.3 49.0 20.0 33.5 34.1 43.7
Old : 21.4 33.5 37.3 49.0 20.0 33.5 34.1 43.7
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, January 23, 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 : 566,127: 78,612 101,236 167,257 267,820 261,140 513,689 529,633: 52,437 36,493
Old : 510,403: 89,089 100,900 136,318 238,173 240,479 463,580 477,697: 46,823 32,706
Other: 55,723: 11,155 21,968 9,307 29,647 20,661 50,109 51,936: 5,614 3,787
: : :
: : Changes in Commitments from: January 16, 2024 :
: 18,839: -6,574 4,760 11,076 16,174 1,349 20,676 17,186: -1,837 1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.9 29.5 47.3 46.1 90.7 93.6: 9.3 6.4
Old : 100.0: 17.5 19.8 26.7 46.7 47.1 90.8 93.6: 9.2 6.4
Other: 100.0: 20.0 39.4 16.7 53.2 37.1 89.9 93.2: 10.1 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 83 79 104 140 120 282 258:
Old : 325: 85 75 99 138 114 273 248:
Other: 144: 32 28 30 64 41 117 83:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 21.5 18.9 32.4 7.2 16.7 12.4 24.8
Old : 11.1 23.5 19.4 33.6 7.9 19.4 13.4 27.4
Other: 23.4 42.3 37.1 57.5 22.8 41.7 36.5 54.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 11,104: 5,110 1,208 364 3,030 8,704 8,504 10,276: 2,600 827
Old : 9,738: 5,107 1,218 247 1,932 7,558 7,286 9,024: 2,451 714
Other: 1,366: 13 0 107 1,097 1,146 1,217 1,252: 149 114
: : :
: : Changes in Commitments from: January 16, 2024 :
: 48: 59 322 -89 124 -391 94 -158: -46 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 10.9 3.3 27.3 78.4 76.6 92.6: 23.4 7.4
Old : 100.0: 52.4 12.5 2.5 19.8 77.6 74.8 92.7: 25.2 7.3
Other: 100.0: 1.0 0.0 7.8 80.3 83.9 89.1 91.7: 10.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 29 7 6 15 19 47 30:
Old : 64: 29 7 6 14 19 46 30:
Other: 14: 3 0 3 5 7 8 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 58.2 40.7 69.1 24.6 58.1 39.8 68.9
Old : 27.1 55.5 41.6 67.8 27.1 55.5 41.6 67.7
Other: 77.8 84.2 89.1 90.6 75.9 81.0 79.5 82.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 3,998,349: 390,534 1,658,436 105,239 3,240,165 2,104,848 3,735,939 3,868,524: 262,411 129,825
Old : 3,998,349: 390,534 1,658,436 105,239 3,240,165 2,104,848 3,735,939 3,868,524: 262,411 129,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 51,615: -46,883 19,166 11,655 75,146 28,756 39,918 59,577: 11,696 -7,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 41.5 2.6 81.0 52.6 93.4 96.8: 6.6 3.2
Old : 100.0: 9.8 41.5 2.6 81.0 52.6 93.4 96.8: 6.6 3.2
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 : 454: 94 55 41 243 181 356 258:
Old : 454: 94 55 41 243 181 356 258:
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 : 27.2 32.0 35.7 48.2 25.9 31.9 33.4 47.8
Old : 27.2 32.0 35.7 48.2 25.9 31.9 33.4 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 5,326,493: 489,230 1,202,877 468,600 3,938,739 3,274,759 4,896,569 4,946,236: 429,925 380,257
Old : 5,326,493: 489,230 1,202,877 468,600 3,938,739 3,274,759 4,896,569 4,946,236: 429,925 380,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -102,784: 62,232 -38,654 -30,019 -133,746 -45,061 -101,532 -113,733: -1,251 10,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 22.6 8.8 73.9 61.5 91.9 92.9: 8.1 7.1
Old : 100.0: 9.2 22.6 8.8 73.9 61.5 91.9 92.9: 8.1 7.1
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 : 423: 74 64 77 242 210 354 313:
Old : 423: 74 64 77 242 210 354 313:
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 : 19.2 17.4 30.7 27.3 17.0 16.9 26.9 24.5
Old : 19.2 17.4 30.7 27.3 17.0 16.9 26.9 24.5
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, January 23, 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 : 2,132,154: 333,872 472,419 24,794 1,584,862 1,347,228 1,943,528 1,844,440: 188,626 287,713
Old : 2,132,154: 333,872 472,419 24,794 1,584,862 1,347,228 1,943,528 1,844,440: 188,626 287,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 36,693: 1,640 -19,985 5,442 45,466 44,036 52,548 29,493: -15,855 7,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 22.2 1.2 74.3 63.2 91.2 86.5: 8.8 13.5
Old : 100.0: 15.7 22.2 1.2 74.3 63.2 91.2 86.5: 8.8 13.5
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 : 190: 25 23 18 100 108 134 140:
Old : 190: 25 23 18 100 108 134 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 25.5 47.8 38.0 31.3 23.4 43.5 34.0
Old : 32.7 25.5 47.8 38.0 31.3 23.4 43.5 34.0
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, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 6,273,044: 440,374 1,708,406 246,311 5,136,652 4,029,833 5,823,337 5,984,550: 449,707 288,494
Old : 6,273,044: 440,374 1,708,406 246,311 5,136,652 4,029,833 5,823,337 5,984,550: 449,707 288,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 64,780: -14,956 37,836 1,159 71,435 30,497 57,638 69,492: 7,141 -4,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 27.2 3.9 81.9 64.2 92.8 95.4: 7.2 4.6
Old : 100.0: 7.0 27.2 3.9 81.9 64.2 92.8 95.4: 7.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 65 48 50 226 189 316 262:
Old : 390: 65 48 50 226 189 316 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.2 30.9 35.1 19.9 24.0 28.2 34.5
Old : 20.9 24.2 30.9 35.1 19.9 24.0 28.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,891,792: 240,298 315,677 372,417 1,247,261 1,152,221 1,859,976 1,840,315: 31,816 51,477
Old : 1,891,792: 240,298 315,677 372,417 1,247,261 1,152,221 1,859,976 1,840,315: 31,816 51,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 80,527: -5,477 3,842 37,613 53,269 42,880 85,405 84,335: -4,878 -3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.7 19.7 65.9 60.9 98.3 97.3: 1.7 2.7
Old : 100.0: 12.7 16.7 19.7 65.9 60.9 98.3 97.3: 1.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 26 41 46 80 85 135 145:
Old : 167: 26 41 46 80 85 135 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 21.3 39.9 33.6 18.3 15.2 25.0 21.0
Old : 25.2 21.3 39.9 33.6 18.3 15.2 25.0 21.0
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, January 23, 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 : 101,793: 33,826 14,760 2,615 49,707 71,554 86,148 88,929: 15,645 12,864
Old : 101,793: 33,826 14,760 2,615 49,707 71,554 86,148 88,929: 15,645 12,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 1,619: 265 -515 109 524 4,523 898 4,117: 722 -2,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.5 2.6 48.8 70.3 84.6 87.4: 15.4 12.6
Old : 100.0: 33.2 14.5 2.6 48.8 70.3 84.6 87.4: 15.4 12.6
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 : 120: 38 31 17 35 29 79 72:
Old : 120: 38 31 17 35 29 79 72:
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 : 34.1 39.9 45.9 55.7 33.8 39.6 45.6 55.2
Old : 34.1 39.9 45.9 55.7 33.8 39.6 45.6 55.2
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, January 23, 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 : 99,727: 33,264 15,013 1,799 49,646 71,193 84,709 88,005: 15,018 11,722
Old : 99,727: 33,264 15,013 1,799 49,646 71,193 84,709 88,005: 15,018 11,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 1,540: 556 -307 -206 500 4,436 850 3,924: 690 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 15.1 1.8 49.8 71.4 84.9 88.2: 15.1 11.8
Old : 100.0: 33.4 15.1 1.8 49.8 71.4 84.9 88.2: 15.1 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 : 105: 30 27 13 34 28 68 64:
Old : 105: 30 27 13 34 28 68 64:
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 : 34.8 40.7 46.8 56.8 34.5 40.5 46.5 56.4
Old : 34.8 40.7 46.8 56.8 34.5 40.5 46.5 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, January 23, 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 : 61,247: 570 1,851 0 58,009 58,419 58,579 60,270: 2,668 977
Old : 61,247: 570 1,851 0 58,009 58,419 58,579 60,270: 2,668 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 2,434: 334 1,323 0 2,342 1,035 2,676 2,358: -242 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.0 0.0 94.7 95.4 95.6 98.4: 4.4 1.6
Old : 100.0: 0.9 3.0 0.0 94.7 95.4 95.6 98.4: 4.4 1.6
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 : 37: 1 3 0 24 12 25 15:
Old : 37: 1 3 0 24 12 25 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 : 51.6 80.9 71.5 93.8 50.4 80.9 70.0 93.7
Old : 51.6 80.9 71.5 93.8 50.4 80.9 70.0 93.7
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, January 23, 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 : 20,661: 13,552 5,405 221 616 3,615 14,389 9,241: 6,272 11,420
Old : 20,661: 13,552 5,405 221 616 3,615 14,389 9,241: 6,272 11,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 794: 446 1,277 -216 244 873 474 1,934: 320 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 26.2 1.1 3.0 17.5 69.6 44.7: 30.4 55.3
Old : 100.0: 65.6 26.2 1.1 3.0 17.5 69.6 44.7: 30.4 55.3
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 : 21: 10 8 2 1 2 11 12:
Old : 21: 10 8 2 1 2 11 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 : 53.0 33.0 64.8 41.6 52.7 33.0 64.5 41.6
Old : 53.0 33.0 64.8 41.6 52.7 33.0 64.5 41.6
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, January 23, 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 : 93,694: 10,372 17,036 0 83,043 76,587 93,415 93,623: 279 71
Old : 93,694: 10,372 17,036 0 83,043 76,587 93,415 93,623: 279 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 392: 378 343 0 21 0 399 343: -7 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.2 0.0 88.6 81.7 99.7 99.9: 0.3 0.1
Old : 100.0: 11.1 18.2 0.0 88.6 81.7 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 18 11 0 6 2 24 13:
Old : 36: 18 11 0 6 2 24 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 : 92.4 95.9 97.3 99.2 92.4 95.9 97.3 99.2
Old : 92.4 95.9 97.3 99.2 92.4 95.9 97.3 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 79,879: 28,058 28,051 51,808 0 0 79,866 79,859: 13 20
Old : 79,879: 28,058 28,051 51,808 0 0 79,866 79,859: 13 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 3,490: 1,615 1,615 1,875 0 0 3,490 3,490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 11 4 0 0 17 13:
Old : 26: 15 11 4 0 0 17 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 : 70.8 98.7 88.1 99.6 20.1 34.4 32.1 35.0
Old : 70.8 98.7 88.1 99.6 20.1 34.4 32.1 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 34,788: 23,368 12,624 11,414 0 10,688 34,782 34,726: 6 62
Old : 34,788: 23,368 12,624 11,414 0 10,688 34,782 34,726: 6 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -2,857: -2,739 -2,060 -118 0 -679 -2,857 -2,857: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 36.3 32.8 0.0 30.7 100.0 99.8: 0.0 0.2
Old : 100.0: 67.2 36.3 32.8 0.0 30.7 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 17 4 0 1 14 20:
Old : 30: 12 17 4 0 1 14 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 : 66.9 77.9 92.7 89.3 47.6 52.3 63.2 59.9
Old : 66.9 77.9 92.7 89.3 47.6 52.3 63.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2024