WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 448,731: 113,823 136,446 154,672 152,378 119,730 420,874 410,849: 27,857 37,882
Old : 442,010: 113,102 137,390 152,008 149,754 116,700 414,864 406,097: 27,147 35,913
Other: 6,721: 2,468 802 919 2,624 3,031 6,010 4,752: 711 1,969
: : :
: : Changes in Commitments from: April 30, 2024 :
: 25,111: -1,190 -5,287 20,829 6,717 9,365 26,356 24,908: -1,245 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 30.4 34.5 34.0 26.7 93.8 91.6: 6.2 8.4
Old : 100.0: 25.6 31.1 34.4 33.9 26.4 93.9 91.9: 6.1 8.1
Other: 100.0: 36.7 11.9 13.7 39.0 45.1 89.4 70.7: 10.6 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 89 127 132 94 107 271 288:
Old : 347: 90 127 131 94 106 270 287:
Other: 82: 15 13 14 15 43 38 64:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 10.6 20.4 17.7 10.3 8.5 16.5 13.8
Old : 12.0 10.6 20.6 17.8 10.4 8.6 16.7 14.1
Other: 43.9 20.3 66.7 34.0 43.1 17.8 60.9 28.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 258,893: 51,716 66,874 76,949 113,753 91,593 242,418 235,415: 16,475 23,477
Old : 257,251: 51,731 67,106 76,455 113,048 91,038 241,234 234,599: 16,017 22,652
Other: 1,642: 402 184 77 705 555 1,183 816: 458 826
: : :
: : Changes in Commitments from: April 30, 2024 :
: 4,715: -535 -6,929 5,368 -1,140 4,900 3,693 3,339: 1,023 1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 25.8 29.7 43.9 35.4 93.6 90.9: 6.4 9.1
Old : 100.0: 20.1 26.1 29.7 43.9 35.4 93.8 91.2: 6.2 8.8
Other: 100.0: 24.5 11.2 4.7 42.9 33.8 72.1 49.7: 27.9 50.3
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 61 68 70 80 82 182 180:
Old : 227: 60 69 69 79 82 180 180:
Other: 50: 8 6 4 15 24 25 33:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 14.2 25.7 25.6 11.4 11.0 19.4 16.1
Old : 15.3 14.3 25.9 25.7 11.5 11.0 19.5 16.2
Other: 33.5 25.4 51.3 34.0 31.6 25.0 47.9 32.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 1,895,082: 294,789 343,551 666,301 741,015 665,043 1,702,106 1,674,895: 192,977 220,188
Old : 1,175,014: 314,674 396,484 288,550 442,292 394,305 1,045,516 1,079,339: 129,497 95,674
Other: 720,069: 193,874 160,826 163,992 298,724 270,738 656,589 595,555: 63,479 124,513
: : :
: : Changes in Commitments from: April 30, 2024 :
: 89,409: 26,046 -92,165 48,209 8,712 116,783 82,967 72,827: 6,442 16,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 18.1 35.2 39.1 35.1 89.8 88.4: 10.2 11.6
Old : 100.0: 26.8 33.7 24.6 37.6 33.6 89.0 91.9: 11.0 8.1
Other: 100.0: 26.9 22.3 22.8 41.5 37.6 91.2 82.7: 8.8 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 159 159 218 366 364 646 642:
Old : 730: 145 159 150 336 317 557 553:
Other: 589: 111 104 106 224 294 392 452:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.3 18.5 18.2 8.2 5.5 13.1 9.1
Old : 10.9 13.0 19.4 20.8 9.2 11.0 15.4 16.2
Other: 16.5 12.5 24.2 20.8 15.4 11.6 22.0 18.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 954,273: 117,095 171,285 303,967 473,782 402,820 894,844 878,072: 59,430 76,202
Old : 537,665: 119,373 136,103 131,911 249,338 234,930 500,622 502,945: 37,043 34,720
Other: 416,609: 55,886 93,345 113,891 224,444 167,890 394,222 375,127: 22,387 41,482
: : :
: : Changes in Commitments from: April 30, 2024 :
: 43,105: 27,113 -74,686 36,538 -21,097 72,945 42,554 34,798: 551 8,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.9 31.9 49.6 42.2 93.8 92.0: 6.2 8.0
Old : 100.0: 22.2 25.3 24.5 46.4 43.7 93.1 93.5: 6.9 6.5
Other: 100.0: 13.4 22.4 27.3 53.9 40.3 94.6 90.0: 5.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 550: 142 157 193 198 213 450 459:
Old : 509: 125 151 136 153 183 358 391:
Other: 421: 105 106 109 158 166 323 322:
:----------------------------------------------------------------------------------------------------
: 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 11.5 20.7 18.9 11.7 8.9 16.6 14.4
Old : 17.5 16.6 25.6 24.7 15.6 13.5 22.2 19.9
Other: 12.4 12.0 21.2 20.8 9.8 9.5 15.4 15.1
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 9,162: 3,742 3,892 4,104 919 973 8,765 8,969: 397 194
Old : 6,506: 2,407 2,783 3,013 854 552 6,274 6,348: 232 159
Other: 2,656: 1,703 1,477 723 65 422 2,491 2,621: 165 35
: : :
: : Changes in Commitments from: April 30, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 42.5 44.8 10.0 10.6 95.7 97.9: 4.3 2.1
Old : 100.0: 37.0 42.8 46.3 13.1 8.5 96.4 97.6: 3.6 2.4
Other: 100.0: 64.1 55.6 27.2 2.5 15.9 93.8 98.7: 6.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 9 7 7 6 15 17:
Old : 19: 2 10 7 6 5 14 16:
Other: 8: 1 4 4 1 2 5 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 69.9 92.5 89.2 43.1 35.9 44.8 44.4
Old : 81.6 74.6 93.9 87.5 40.2 33.9 42.2 40.7
Other: 91.3 75.5 93.8 98.7 66.6 60.2 66.6 71.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 591,931: 108,834 165,578 142,843 308,030 253,907 559,707 562,328: 32,225 29,604
Old : 392,996: 120,152 149,357 69,328 180,463 151,254 369,943 369,939: 23,053 23,056
Other: 198,936: 34,837 62,376 27,360 127,567 102,652 189,764 192,388: 9,172 6,548
: : :
: : Changes in Commitments from: April 30, 2024 :
: -1,016: 5,509 -472 -7,303 1,815 7,783 21 7: -1,037 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 28.0 24.1 52.0 42.9 94.6 95.0: 5.4 5.0
Old : 100.0: 30.6 38.0 17.6 45.9 38.5 94.1 94.1: 5.9 5.9
Other: 100.0: 17.5 31.4 13.8 64.1 51.6 95.4 96.7: 4.6 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 104 94 110 111 103 272 258:
Old : 332: 103 92 81 102 99 244 236:
Other: 215: 57 56 44 76 58 162 131:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 14.8 17.5 23.7 8.6 13.8 14.3 21.0
Old : 9.4 16.1 16.2 25.7 7.5 15.4 13.2 23.4
Other: 15.8 22.7 28.2 39.0 15.8 20.2 27.9 35.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 1,750,864: 263,638 271,536 112,669 1,154,407 1,184,386 1,530,714 1,568,592: 220,150 182,272
Old : 1,750,864: 263,638 271,536 112,669 1,154,407 1,184,386 1,530,714 1,568,592: 220,150 182,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 32,832: 1,764 -4,934 15,086 9,191 23,443 26,041 33,595: 6,791 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.5 6.4 65.9 67.6 87.4 89.6: 12.6 10.4
Old : 100.0: 15.1 15.5 6.4 65.9 67.6 87.4 89.6: 12.6 10.4
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 : 223: 30 37 41 125 120 180 173:
Old : 223: 30 37 41 125 120 180 173:
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 : 20.2 24.4 33.4 35.7 19.0 22.0 31.8 31.5
Old : 20.2 24.4 33.4 35.7 19.0 22.0 31.8 31.5
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, May 07, 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 : 1,648,284: 147,649 462,943 10,885 1,312,297 1,007,032 1,470,831 1,480,860: 177,453 167,424
Old : 1,648,284: 147,649 462,943 10,885 1,312,297 1,007,032 1,470,831 1,480,860: 177,453 167,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 4,983: 7,596 13,148 3,357 -6,291 -2,337 4,662 14,167: 321 -9,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 28.1 0.7 79.6 61.1 89.2 89.8: 10.8 10.2
Old : 100.0: 9.0 28.1 0.7 79.6 61.1 89.2 89.8: 10.8 10.2
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 : 179: 17 25 15 99 95 122 129:
Old : 179: 17 25 15 99 95 122 129:
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 : 23.4 30.7 39.2 45.5 22.1 30.3 34.3 40.7
Old : 23.4 30.7 39.2 45.5 22.1 30.3 34.3 40.7
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, May 07, 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 : 526,380: 138,781 54,674 134,213 201,652 308,136 474,646 497,022: 51,734 29,358
Old : 370,532: 130,811 61,311 66,618 137,155 222,346 334,584 350,275: 35,948 20,257
Other: 155,848: 48,177 33,571 27,387 64,497 85,789 140,062 146,747: 15,786 9,101
: : :
: : Changes in Commitments from: April 30, 2024 :
: 27,437: 8,293 -39,251 21,570 -6,883 44,557 22,980 26,876: 4,457 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.4 25.5 38.3 58.5 90.2 94.4: 9.8 5.6
Old : 100.0: 35.3 16.5 18.0 37.0 60.0 90.3 94.5: 9.7 5.5
Other: 100.0: 30.9 21.5 17.6 41.4 55.0 89.9 94.2: 10.1 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 106 84 102 133 138 293 271:
Old : 348: 101 82 83 119 123 263 245:
Other: 240: 67 46 42 97 86 187 151:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 25.5 18.8 36.6 9.5 24.2 15.7 33.7
Old : 12.6 26.6 20.5 38.6 11.9 25.6 18.8 36.2
Other: 17.5 25.7 27.4 41.9 15.1 24.8 25.0 40.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,851: 3,634 603 648 3,548 7,514 7,830 8,766: 2,021 1,085
Old : 5,647: 2,889 673 135 1,154 4,031 4,177 4,839: 1,470 808
Other: 4,204: 838 22 421 2,394 3,483 3,653 3,927: 551 277
: : :
: : Changes in Commitments from: April 30, 2024 :
: 274: 292 -32 17 25 356 334 341: -60 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 6.1 6.6 36.0 76.3 79.5 89.0: 20.5 11.0
Old : 100.0: 51.2 11.9 2.4 20.4 71.4 74.0 85.7: 26.0 14.3
Other: 100.0: 19.9 0.5 10.0 57.0 82.9 86.9 93.4: 13.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 21 6 8 20 19 45 29:
Old : 48: 18 8 5 11 14 32 24:
Other: 32: 10 1 6 14 16 25 22:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 49.5 40.7 65.4 22.8 46.3 34.7 60.3
Old : 26.6 41.6 42.2 63.5 26.6 40.7 42.2 62.0
Other: 49.3 69.4 66.9 79.2 45.0 65.3 59.6 73.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 4,170,324: 510,950 1,540,375 135,370 3,251,561 2,364,833 3,897,881 4,040,578: 272,443 129,746
Old : 4,170,324: 510,950 1,540,375 135,370 3,251,561 2,364,833 3,897,881 4,040,578: 272,443 129,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: -30,836: 30,525 39,061 -3,583 -60,114 -64,784 -33,173 -29,306: 2,337 -1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 36.9 3.2 78.0 56.7 93.5 96.9: 6.5 3.1
Old : 100.0: 12.3 36.9 3.2 78.0 56.7 93.5 96.9: 6.5 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 : 492: 103 67 48 258 190 383 283:
Old : 492: 103 67 48 258 190 383 283:
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 : 18.2 24.4 27.6 36.9 16.3 23.8 23.5 36.0
Old : 18.2 24.4 27.6 36.9 16.3 23.8 23.5 36.0
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, May 07, 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 : 5,206,966: 441,668 941,505 548,863 3,770,821 3,297,401 4,761,352 4,787,768: 445,614 419,198
Old : 5,206,966: 441,668 941,505 548,863 3,770,821 3,297,401 4,761,352 4,787,768: 445,614 419,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 2,498: 38,315 47,433 -29,589 -8,674 30,021 52 47,866: 2,446 -45,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 18.1 10.5 72.4 63.3 91.4 91.9: 8.6 8.1
Old : 100.0: 8.5 18.1 10.5 72.4 63.3 91.4 91.9: 8.6 8.1
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 : 425: 61 79 78 235 222 343 332:
Old : 425: 61 79 78 235 222 343 332:
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 19.5 27.4 28.5 16.6 18.4 23.3 25.3
Old : 19.2 19.5 27.4 28.5 16.6 18.4 23.3 25.3
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, May 07, 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 : 2,144,880: 268,085 482,363 34,559 1,635,316 1,330,978 1,937,960 1,847,900: 206,920 296,981
Old : 2,144,880: 268,085 482,363 34,559 1,635,316 1,330,978 1,937,960 1,847,900: 206,920 296,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 75,356: 44,135 -5,442 -707 29,479 74,788 72,907 68,639: 2,449 6,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.5 1.6 76.2 62.1 90.4 86.2: 9.6 13.8
Old : 100.0: 12.5 22.5 1.6 76.2 62.1 90.4 86.2: 9.6 13.8
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 : 207: 29 28 17 108 113 146 149:
Old : 207: 29 28 17 108 113 146 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 22.0 46.5 33.9 27.4 19.1 37.0 27.7
Old : 32.1 22.0 46.5 33.9 27.4 19.1 37.0 27.7
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, May 07, 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 : 2,670: 1,527 1,090 53 0 250 1,580 1,393: 1,090 1,277
Old : 2,670: 1,527 1,090 53 0 250 1,580 1,393: 1,090 1,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: -764: -736 -146 -61 -60 -238 -857 -445: 93 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 40.8 2.0 0.0 9.4 59.2 52.2: 40.8 47.8
Old : 100.0: 57.2 40.8 2.0 0.0 9.4 59.2 52.2: 40.8 47.8
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 : 23: 5 16 1 0 1 6 18:
Old : 23: 5 16 1 0 1 6 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 25.8 59.2 36.3 56.1 25.8 57.2 36.3
Old : 56.1 25.8 59.2 36.3 56.1 25.8 57.2 36.3
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, May 07, 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 : 6,443,172: 446,270 1,646,543 361,687 5,195,521 4,099,916 6,003,478 6,108,146: 439,694 335,026
Old : 6,443,172: 446,270 1,646,543 361,687 5,195,521 4,099,916 6,003,478 6,108,146: 439,694 335,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 49,547: 46,832 50,711 -14,920 8,888 14,864 40,799 50,655: 8,748 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 25.6 5.6 80.6 63.6 93.2 94.8: 6.8 5.2
Old : 100.0: 6.9 25.6 5.6 80.6 63.6 93.2 94.8: 6.8 5.2
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 : 417: 68 58 52 243 201 340 282:
Old : 417: 68 58 52 243 201 340 282:
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 : 20.5 23.1 29.7 35.7 17.1 22.3 24.6 33.7
Old : 20.5 23.1 29.7 35.7 17.1 22.3 24.6 33.7
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, May 07, 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 : 1,519,831: 356,452 219,487 300,074 833,174 960,208 1,489,700 1,479,769: 30,131 40,062
Old : 1,519,831: 356,452 219,487 300,074 833,174 960,208 1,489,700 1,479,769: 30,131 40,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: -337,258: 14,167 -112,452 -5,484 -337,461 -219,247 -328,778 -337,183: -8,480 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 14.4 19.7 54.8 63.2 98.0 97.4: 2.0 2.6
Old : 100.0: 23.5 14.4 19.7 54.8 63.2 98.0 97.4: 2.0 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 : 158: 32 32 43 77 83 130 138:
Old : 158: 32 32 43 77 83 130 138:
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 19.7 38.2 32.0 20.7 14.8 27.3 23.1
Old : 25.4 19.7 38.2 32.0 20.7 14.8 27.3 23.1
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, May 07, 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 : 92,899: 19,230 10,629 2,747 57,136 67,909 79,113 81,284: 13,786 11,614
Old : 92,899: 19,230 10,629 2,747 57,136 67,909 79,113 81,284: 13,786 11,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 2,917: 1,347 -2,056 573 172 4,309 2,092 2,825: 825 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 11.4 3.0 61.5 73.1 85.2 87.5: 14.8 12.5
Old : 100.0: 20.7 11.4 3.0 61.5 73.1 85.2 87.5: 14.8 12.5
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 : 88: 23 18 10 32 27 61 49:
Old : 88: 23 18 10 32 27 61 49:
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 : 41.5 46.0 53.0 61.1 40.7 45.8 52.2 59.9
Old : 41.5 46.0 53.0 61.1 40.7 45.8 52.2 59.9
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, May 07, 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 : 92,899: 19,230 10,629 2,747 57,136 67,909 79,113 81,284: 13,786 11,614
Old : 92,899: 19,230 10,629 2,747 57,136 67,909 79,113 81,284: 13,786 11,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 2,917: 1,347 -2,056 573 172 4,309 2,092 2,825: 825 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 11.4 3.0 61.5 73.1 85.2 87.5: 14.8 12.5
Old : 100.0: 20.7 11.4 3.0 61.5 73.1 85.2 87.5: 14.8 12.5
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 : 88: 23 18 10 32 27 61 49:
Old : 88: 23 18 10 32 27 61 49:
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 : 41.5 46.0 53.0 61.1 40.7 45.8 52.2 59.9
Old : 41.5 46.0 53.0 61.1 40.7 45.8 52.2 59.9
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, May 07, 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 : 52,909: 0 4,164 0 50,041 47,614 50,041 51,778: 2,868 1,131
Old : 52,909: 0 4,164 0 50,041 47,614 50,041 51,778: 2,868 1,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 822: 0 797 0 738 299 738 1,096: 84 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 0.0 94.6 90.0 94.6 97.9: 5.4 2.1
Old : 100.0: 0.0 7.9 0.0 94.6 90.0 94.6 97.9: 5.4 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 : 38: 0 5 0 26 11 26 16:
Old : 38: 0 5 0 26 11 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 78.3 67.7 90.6 41.2 78.3 65.8 90.5
Old : 42.9 78.3 67.7 90.6 41.2 78.3 65.8 90.5
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, May 07, 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 : 100,966: 21,102 25,092 863 78,652 74,911 100,617 100,866: 349 100
Old : 100,966: 21,102 25,092 863 78,652 74,911 100,617 100,866: 349 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 1,826: 168 1,183 601 1,039 35 1,808 1,819: 18 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.9 0.9 77.9 74.2 99.7 99.9: 0.3 0.1
Old : 100.0: 20.9 24.9 0.9 77.9 74.2 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 : 45: 25 14 1 5 2 31 16:
Old : 45: 25 14 1 5 2 31 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 92.0 91.3 98.0 82.8 91.6 91.3 97.1
Old : 82.8 92.0 91.3 98.0 82.8 91.6 91.3 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 85,024: 37,907 37,918 47,100 0 0 85,007 85,018: 17 6
Old : 85,024: 37,907 37,918 47,100 0 0 85,007 85,018: 17 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 3,000: 3,000 3,000 0 0 0 3,000 3,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 44.6 55.4 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 44.6 44.6 55.4 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 : 28: 15 13 4 0 0 18 14:
Old : 28: 15 13 4 0 0 18 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 : 76.1 97.2 90.8 99.4 30.7 43.0 42.2 44.3
Old : 76.1 97.2 90.8 99.4 30.7 43.0 42.2 44.3
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, May 07, 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 : 48,486: 37,657 30,688 10,809 0 6,911 48,466 48,408: 20 78
Old : 48,486: 37,657 30,688 10,809 0 6,911 48,466 48,408: 20 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2024 :
: 2,717: 2,955 3,071 -238 0 -116 2,717 2,717: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 63.3 22.3 0.0 14.3 100.0 99.8: 0.0 0.2
Old : 100.0: 77.7 63.3 22.3 0.0 14.3 100.0 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 : 29: 13 15 3 0 1 14 18:
Old : 29: 13 15 3 0 1 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 75.3 88.4 91.2 54.0 63.1 71.8 72.2
Old : 65.4 75.3 88.4 91.2 54.0 63.1 71.8 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2024