WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 465,014: 116,771 181,798 152,309 160,583 96,433 429,663 430,541: 35,351 34,473
Old : 224,874: 124,984 123,622 35,695 45,329 50,549 206,008 209,866: 18,866 15,009
Other: 240,140: 60,080 126,470 48,321 115,254 45,884 223,655 220,675: 16,484 19,465
: : :
: : Changes in Commitments from: March 19, 2024 :
: -12,554: -2,144 3,653 -11,597 1,028 -2,531 -12,713 -10,475: 158 -2,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 39.1 32.8 34.5 20.7 92.4 92.6: 7.6 7.4
Old : 100.0: 55.6 55.0 15.9 20.2 22.5 91.6 93.3: 8.4 6.7
Other: 100.0: 25.0 52.7 20.1 48.0 19.1 93.1 91.9: 6.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 103 126 130 100 84 282 272:
Old : 309: 104 105 64 73 71 206 211:
Other: 261: 66 98 83 78 62 198 193:
:----------------------------------------------------------------------------------------------------
: 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 12.1 22.4 20.8 10.0 9.2 16.4 15.5
Old : 14.5 18.1 24.6 31.4 14.0 17.0 23.4 28.8
Other: 20.2 19.5 32.1 29.5 19.5 17.3 31.4 25.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 295,600: 68,463 104,941 87,148 120,989 83,720 276,600 275,809: 19,000 19,790
Old : 123,928: 64,493 71,262 12,644 39,335 30,835 116,471 114,740: 7,457 9,188
Other: 171,672: 36,348 66,057 42,127 81,654 52,885 160,129 161,069: 11,543 10,602
: : :
: : Changes in Commitments from: March 19, 2024 :
: 963: -5,689 -30 1,477 4,521 410 309 1,857: 654 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 35.5 29.5 40.9 28.3 93.6 93.3: 6.4 6.7
Old : 100.0: 52.0 57.5 10.2 31.7 24.9 94.0 92.6: 6.0 7.4
Other: 100.0: 21.2 38.5 24.5 47.6 30.8 93.3 93.8: 6.7 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 55 84 81 75 83 184 199:
Old : 215: 64 64 36 50 60 130 144:
Other: 195: 45 56 48 68 74 142 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.6 24.1 23.2 11.8 12.2 19.5 19.7
Old : 17.3 24.4 29.4 39.6 17.3 23.9 29.1 39.1
Other: 18.1 14.9 30.2 27.0 13.1 13.7 22.7 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,017,822: 279,812 474,407 723,521 808,089 594,401 1,811,421 1,792,328: 206,400 225,493
Old : 1,465,986: 323,541 541,793 378,874 606,223 416,947 1,308,638 1,337,614: 157,347 128,371
Other: 551,836: 162,863 139,206 138,054 201,866 177,453 502,783 454,714: 49,053 97,122
: : :
: : Changes in Commitments from: March 19, 2024 :
: 18,685: 7,967 9,439 1,305 13,030 -3,573 22,303 7,171: -3,617 11,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 23.5 35.9 40.0 29.5 89.8 88.8: 10.2 11.2
Old : 100.0: 22.1 37.0 25.8 41.4 28.4 89.3 91.2: 10.7 8.8
Other: 100.0: 29.5 25.2 25.0 36.6 32.2 91.1 82.4: 8.9 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 742: 138 175 197 358 342 605 618:
Old : 705: 139 159 168 336 305 559 555:
Other: 498: 88 85 88 185 262 317 394:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 10.2 17.5 17.7 7.5 6.9 12.4 10.2
Old : 12.1 12.3 19.9 19.4 9.6 10.9 16.3 17.0
Other: 19.2 16.3 29.1 25.7 17.8 14.7 25.2 20.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 1,022,662: 95,688 236,732 335,574 531,508 376,311 962,770 948,617: 59,893 74,045
Old : 728,834: 102,614 188,391 210,878 371,593 285,916 685,085 685,186: 43,749 43,648
Other: 293,829: 34,297 89,564 83,473 159,915 90,395 277,685 263,432: 16,143 30,397
: : :
: : Changes in Commitments from: March 19, 2024 :
: 27,639: 4,020 -14,225 13,785 10,075 28,392 27,881 27,952: -242 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 23.1 32.8 52.0 36.8 94.1 92.8: 5.9 7.2
Old : 100.0: 14.1 25.8 28.9 51.0 39.2 94.0 94.0: 6.0 6.0
Other: 100.0: 11.7 30.5 28.4 54.4 30.8 94.5 89.7: 5.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 119 159 199 201 206 439 458:
Old : 504: 115 153 166 178 184 390 412:
Other: 364: 74 102 89 129 144 254 286:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.9 21.6 19.7 10.5 9.0 16.0 14.3
Old : 14.2 14.7 22.6 23.1 12.9 13.1 18.8 18.7
Other: 15.7 15.5 26.4 26.5 11.8 12.9 19.4 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 623,074: 110,129 120,363 201,719 281,921 275,517 593,769 597,599: 29,306 25,476
Old : 483,395: 133,693 125,029 127,419 199,336 209,327 460,448 461,774: 22,947 21,621
Other: 139,680: 30,110 49,008 20,626 82,585 66,190 133,321 135,824: 6,358 3,855
: : :
: : Changes in Commitments from: March 19, 2024 :
: 1,625: 3,771 -7,836 -1,691 561 11,708 2,640 2,181: -1,015 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.3 32.4 45.2 44.2 95.3 95.9: 4.7 4.1
Old : 100.0: 27.7 25.9 26.4 41.2 43.3 95.3 95.5: 4.7 4.5
Other: 100.0: 21.6 35.1 14.8 59.1 47.4 95.4 97.2: 4.6 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 92 90 114 109 108 275 255:
Old : 328: 98 88 97 103 106 260 240:
Other: 177: 48 49 37 56 42 123 112:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 19.1 17.7 28.2 7.8 16.3 13.2 22.9
Old : 10.7 19.9 19.6 29.2 9.3 17.4 15.9 24.9
Other: 17.5 29.7 31.8 47.6 15.7 28.1 29.1 44.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 1,640,916: 234,959 260,294 100,235 1,086,936 1,121,461 1,422,129 1,481,990: 218,787 158,926
Old : 1,640,916: 234,959 260,294 100,235 1,086,936 1,121,461 1,422,129 1,481,990: 218,787 158,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -12,039: -299 749 -25,930 1,526 15,205 -24,703 -9,976: 12,665 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.9 6.1 66.2 68.3 86.7 90.3: 13.3 9.7
Old : 100.0: 14.3 15.9 6.1 66.2 68.3 86.7 90.3: 13.3 9.7
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 : 212: 23 39 38 115 115 166 164:
Old : 212: 23 39 38 115 115 166 164:
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 : 19.3 19.3 32.1 30.7 18.1 16.9 30.5 27.0
Old : 19.3 19.3 32.1 30.7 18.1 16.9 30.5 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, March 26, 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 : 1,585,897: 139,794 438,598 9,314 1,259,093 975,448 1,408,201 1,423,361: 177,696 162,536
Old : 1,585,897: 139,794 438,598 9,314 1,259,093 975,448 1,408,201 1,423,361: 177,696 162,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -1,454: -218 -6,016 2,605 -4,030 -706 -1,643 -4,117: 189 2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 27.7 0.6 79.4 61.5 88.8 89.8: 11.2 10.2
Old : 100.0: 8.8 27.7 0.6 79.4 61.5 88.8 89.8: 11.2 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 : 171: 15 21 15 100 94 122 123:
Old : 171: 15 21 15 100 94 122 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 31.9 38.2 47.6 21.5 30.4 34.3 40.6
Old : 22.4 31.9 38.2 47.6 21.5 30.4 34.3 40.6
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, March 26, 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 : 544,389: 89,138 122,161 152,883 250,729 236,717 492,750 511,761: 51,640 32,628
Old : 450,901: 94,299 122,185 113,619 201,938 188,580 409,857 424,385: 41,045 26,516
Other: 93,488: 19,768 24,906 14,334 48,791 48,136 82,893 87,376: 10,595 6,112
: : :
: : Changes in Commitments from: March 19, 2024 :
: -5,188: 5,538 -11,756 -5,660 -5,344 13,183 -5,466 -4,234: 279 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 22.4 28.1 46.1 43.5 90.5 94.0: 9.5 6.0
Old : 100.0: 20.9 27.1 25.2 44.8 41.8 90.9 94.1: 9.1 5.9
Other: 100.0: 21.1 26.6 15.3 52.2 51.5 88.7 93.5: 11.3 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 79 89 106 140 120 285 259:
Old : 332: 87 82 96 135 110 274 240:
Other: 181: 34 43 40 84 54 145 112:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 19.8 16.2 28.9 6.9 18.5 11.9 27.1
Old : 9.8 18.4 16.7 28.3 7.9 17.8 13.2 27.0
Other: 16.3 31.0 26.7 47.0 16.3 29.6 26.2 43.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 10,650: 3,559 1,919 830 3,958 6,844 8,347 9,593: 2,303 1,057
Old : 8,085: 3,443 2,054 397 2,316 4,697 6,157 7,148: 1,929 937
Other: 2,565: 250 0 298 1,642 2,147 2,190 2,445: 375 120
: : :
: : Changes in Commitments from: March 19, 2024 :
: -685: -1,305 409 351 624 -1,536 -329 -776: -356 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 18.0 7.8 37.2 64.3 78.4 90.1: 21.6 9.9
Old : 100.0: 42.6 25.4 4.9 28.6 58.1 76.1 88.4: 23.9 11.6
Other: 100.0: 9.8 0.0 11.6 64.0 83.7 85.4 95.3: 14.6 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 23 11 9 17 18 45 33:
Old : 57: 20 14 7 13 16 39 31:
Other: 25: 8 0 5 12 11 20 16:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 44.1 42.9 58.9 26.1 42.3 39.6 56.9
Old : 27.8 38.1 44.5 56.1 27.8 36.6 44.5 54.7
Other: 62.7 75.4 75.6 89.1 57.7 74.6 66.9 79.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 3,791,606: 433,326 1,353,115 123,525 2,977,658 2,180,091 3,534,508 3,656,730: 257,098 134,876
Old : 3,791,606: 433,326 1,353,115 123,525 2,977,658 2,180,091 3,534,508 3,656,730: 257,098 134,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 5,927: 22,736 35,679 -10,111 -15,363 -20,675 -2,738 4,893: 8,665 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 35.7 3.3 78.5 57.5 93.2 96.4: 6.8 3.6
Old : 100.0: 11.4 35.7 3.3 78.5 57.5 93.2 96.4: 6.8 3.6
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 : 460: 94 63 42 242 178 357 262:
Old : 460: 94 63 42 242 178 357 262:
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 : 20.2 25.1 28.7 38.9 19.5 24.6 25.9 37.8
Old : 20.2 25.1 28.7 38.9 19.5 24.6 25.9 37.8
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, March 26, 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 : 4,994,466: 405,624 958,280 516,370 3,632,820 3,122,312 4,554,814 4,596,962: 439,652 397,504
Old : 4,994,466: 405,624 958,280 516,370 3,632,820 3,122,312 4,554,814 4,596,962: 439,652 397,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -68,432: -37,841 -36,913 -23,138 -4,869 -10,760 -65,848 -70,811: -2,584 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 19.2 10.3 72.7 62.5 91.2 92.0: 8.8 8.0
Old : 100.0: 8.1 19.2 10.3 72.7 62.5 91.2 92.0: 8.8 8.0
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 : 407: 65 71 73 233 204 335 311:
Old : 407: 65 71 73 233 204 335 311:
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 : 19.5 19.7 28.6 29.2 16.5 18.9 24.0 26.2
Old : 19.5 19.7 28.6 29.2 16.5 18.9 24.0 26.2
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, March 26, 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 : 2,035,902: 292,565 430,675 39,271 1,480,555 1,283,103 1,812,392 1,753,049: 223,510 282,852
Old : 2,035,902: 292,565 430,675 39,271 1,480,555 1,283,103 1,812,392 1,753,049: 223,510 282,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 2,010: -2,264 -17,405 2,625 -16,670 18,899 -16,310 4,119: 18,319 -2,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.2 1.9 72.7 63.0 89.0 86.1: 11.0 13.9
Old : 100.0: 14.4 21.2 1.9 72.7 63.0 89.0 86.1: 11.0 13.9
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 : 200: 27 24 19 103 113 139 147:
Old : 200: 27 24 19 103 113 139 147:
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 : 31.3 26.1 44.9 39.0 27.8 23.5 38.4 33.3
Old : 31.3 26.1 44.9 39.0 27.8 23.5 38.4 33.3
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, March 26, 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 : 6,188,096: 394,362 1,546,813 300,825 5,069,825 4,023,847 5,765,011 5,871,485: 423,084 316,611
Old : 6,188,096: 394,362 1,546,813 300,825 5,069,825 4,023,847 5,765,011 5,871,485: 423,084 316,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -12,899: 5,535 -13,392 -32,224 6,269 47,112 -20,419 1,496: 7,521 -14,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 25.0 4.9 81.9 65.0 93.2 94.9: 6.8 5.1
Old : 100.0: 6.4 25.0 4.9 81.9 65.0 93.2 94.9: 6.8 5.1
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 : 410: 63 55 49 231 196 326 268:
Old : 410: 63 55 49 231 196 326 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 24.9 30.9 37.4 19.9 24.8 27.0 36.8
Old : 21.9 24.9 30.9 37.4 19.9 24.8 27.0 36.8
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, March 26, 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 : 1,973,527: 206,167 386,096 300,559 1,428,516 1,246,665 1,935,242 1,933,320: 38,285 40,207
Old : 1,973,527: 206,167 386,096 300,559 1,428,516 1,246,665 1,935,242 1,933,320: 38,285 40,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 118,080: 55,163 40,247 -12,520 76,289 86,497 118,932 114,224: -852 3,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 19.6 15.2 72.4 63.2 98.1 98.0: 1.9 2.0
Old : 100.0: 10.4 19.6 15.2 72.4 63.2 98.1 98.0: 1.9 2.0
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 : 167: 29 42 44 82 85 139 145:
Old : 167: 29 42 44 82 85 139 145:
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 : 25.8 18.6 41.2 31.4 13.3 11.3 20.9 18.1
Old : 25.8 18.6 41.2 31.4 13.3 11.3 20.9 18.1
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, March 26, 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 : 92,758: 32,236 12,216 1,222 44,690 68,935 78,147 82,373: 14,611 10,385
Old : 92,758: 32,236 12,216 1,222 44,690 68,935 78,147 82,373: 14,611 10,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -1,146: -3,452 -1,045 -593 2,302 1,915 -1,743 278: 596 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 13.2 1.3 48.2 74.3 84.2 88.8: 15.8 11.2
Old : 100.0: 34.8 13.2 1.3 48.2 74.3 84.2 88.8: 15.8 11.2
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 : 97: 29 22 16 28 28 64 59:
Old : 97: 29 22 16 28 28 64 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 : 34.6 48.9 48.8 61.1 34.5 48.9 48.3 60.4
Old : 34.6 48.9 48.8 61.1 34.5 48.9 48.3 60.4
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, March 26, 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 : 92,758: 32,236 12,216 1,222 44,690 68,935 78,147 82,373: 14,611 10,385
Old : 92,758: 32,236 12,216 1,222 44,690 68,935 78,147 82,373: 14,611 10,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -1,146: -3,452 -1,045 -593 2,302 1,915 -1,743 278: 596 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 13.2 1.3 48.2 74.3 84.2 88.8: 15.8 11.2
Old : 100.0: 34.8 13.2 1.3 48.2 74.3 84.2 88.8: 15.8 11.2
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 : 97: 29 22 16 28 28 64 59:
Old : 97: 29 22 16 28 28 64 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 : 34.6 48.9 48.8 61.1 34.5 48.9 48.3 60.4
Old : 34.6 48.9 48.8 61.1 34.5 48.9 48.3 60.4
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, March 26, 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 : 52,921: 0 4,288 0 49,484 47,799 49,484 52,087: 3,437 834
Old : 52,921: 0 4,288 0 49,484 47,799 49,484 52,087: 3,437 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 1,031: 0 -541 0 254 1,713 254 1,172: 777 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 0.0 93.5 90.3 93.5 98.4: 6.5 1.6
Old : 100.0: 0.0 8.1 0.0 93.5 90.3 93.5 98.4: 6.5 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 : 38: 0 4 0 25 12 25 16:
Old : 38: 0 4 0 25 12 25 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 : 41.0 75.7 64.7 89.1 39.3 75.7 62.7 89.1
Old : 41.0 75.7 64.7 89.1 39.3 75.7 62.7 89.1
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, March 26, 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 : 93,007: 14,898 18,017 18 77,795 74,876 92,711 92,911: 296 96
Old : 93,007: 14,898 18,017 18 77,795 74,876 92,711 92,911: 296 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -6,694: 3,192 -1,544 -3,474 -6,373 -1,681 -6,655 -6,699: -39 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.4 0.0 83.6 80.5 99.7 99.9: 0.3 0.1
Old : 100.0: 16.0 19.4 0.0 83.6 80.5 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 : 37: 20 10 2 6 1 28 11:
Old : 37: 20 10 2 6 1 28 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.1 93.3 94.1 98.8 87.1 93.3 94.1 98.8
Old : 87.1 93.3 94.1 98.8 87.1 93.3 94.1 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 75,996: 28,021 28,034 47,956 0 0 75,977 75,990: 19 6
Old : 75,996: 28,021 28,034 47,956 0 0 75,977 75,990: 19 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -640: 2,435 2,435 -3,075 0 0 -640 -640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 36.9 63.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 36.9 36.9 63.1 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 : 25: 15 10 4 0 0 18 11:
Old : 25: 15 10 4 0 0 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 98.8 89.3 99.8 22.3 36.1 33.8 36.8
Old : 72.7 98.8 89.3 99.8 22.3 36.1 33.8 36.8
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, March 26, 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 : 38,691: 27,690 18,893 10,982 0 8,748 38,672 38,623: 19 68
Old : 38,691: 27,690 18,893 10,982 0 8,748 38,672 38,623: 19 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -317: -479 -468 162 0 0 -317 -306: 0 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 48.8 28.4 0.0 22.6 100.0 99.8: 0.0 0.2
Old : 100.0: 71.6 48.8 28.4 0.0 22.6 100.0 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 : 28: 12 15 5 0 1 15 18:
Old : 28: 12 15 5 0 1 15 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 : 65.7 81.6 90.7 92.4 47.5 59.3 66.8 67.1
Old : 65.7 81.6 90.7 92.4 47.5 59.3 66.8 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2024