WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,905 COMMITMENTS 101,450 148,286 127,085 150,278 95,975 378,813 371,346 31,092 38,559 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -59,032) -12,546 -38,959 -16,102 -28,258 -4,820 -56,906 -59,882 -2,126 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 36.2 31.0 36.7 23.4 92.4 90.6 7.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 103 106 130 101 97 278 264 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 211,976 COMMITMENTS 58,227 75,487 58,032 76,533 58,192 192,791 191,711 19,184 20,265 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -4,581) 500 -7,667 2,605 -7,557 573 -4,453 -4,489 -128 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 35.6 27.4 36.1 27.5 90.9 90.4 9.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 67 45 57 62 70 150 156 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,504,457 COMMITMENTS 250,269 369,704 434,386 649,118 499,912 1333773 1304002 170,684 200,455 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,324) -1,396 -12,852 7,535 -1,545 4,470 4,594 -846 -5,918 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 24.6 28.9 43.1 33.2 88.7 86.7 11.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 123 160 182 350 339 591 583 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,494 COMMITMENTS 272 904 63 1,636 1,578 1,971 2,545 1,523 949 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 285) -195 212 -1 354 -63 158 148 127 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 25.9 1.8 46.8 45.2 56.4 72.8 43.6 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 9 2 9 7 13 16 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,842 COMMITMENTS 108,464 86,006 267,088 412,825 418,393 788,377 771,487 61,465 78,354 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 3,764) -9,018 -3,376 27,445 -14,029 -19,170 4,398 4,899 -634 -1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 10.1 31.4 48.6 49.2 92.8 90.8 7.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 142 140 186 221 244 467 476 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 496,970 COMMITMENTS 83,072 91,908 137,356 242,241 239,608 462,669 468,872 34,301 28,098 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -13,102) -4,424 1,723 -7,125 -2,926 -8,574 -14,475 -13,975 1,373 873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 18.5 27.6 48.7 48.2 93.1 94.3 6.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 84 70 102 98 88 235 222 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,450,465 COMMITMENTS 120,920 250,422 90,965 1044228 946,430 1256114 1287817 194,352 162,648 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 15,710) 12,082 7,847 3,733 7,742 1,824 23,557 13,404 -7,847 2,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 17.3 6.3 72.0 65.3 86.6 88.8 13.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 21 38 37 114 117 163 164 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,583,497 COMMITMENTS 116,053 409,005 6,779 1290241 1011951 1413072 1427735 170,425 155,763 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -2,878) 16,964 -7,856 574 -13,864 1,627 3,674 -5,655 -6,551 2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 25.8 0.4 81.5 63.9 89.2 90.2 10.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 14 24 15 105 88 128 118 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 565,774 COMMITMENTS 135,968 44,805 166,974 205,065 320,562 508,007 532,342 57,768 33,433 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -28,509) -22,858 6,838 -8,336 1,601 -27,148 -29,594 -28,646 1,085 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 7.9 29.5 36.2 56.7 89.8 94.1 10.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 103 56 104 124 122 276 246 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,767 COMMITMENTS 5,210 445 789 3,882 10,748 9,881 11,982 2,886 784 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -212) -311 -143 -21 -235 -2 -567 -166 356 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 3.5 6.2 30.4 84.2 77.4 93.9 22.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 28 4 10 17 22 48 35 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,994,780 COMMITMENTS 404,436 1764667 93,586 3232211 2008310 3730232 3866563 264,548 128,217 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -154,958) 14,329 -101,640 2,439 -162,574 -50,749 -145,806 -149,950 -9,152 -5,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 44.2 2.3 80.9 50.3 93.4 96.8 6.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 106 52 36 236 174 358 246 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,332,570 COMMITMENTS 470,428 1069277 593,489 3853076 3286272 4916993 4949038 415,577 383,531 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -74,331) 35,254 -59,119 -5,424 -76,795 1,416 -46,965 -63,127 -27,366 -11,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 20.1 11.1 72.3 61.6 92.2 92.8 7.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 61 82 84 244 211 358 324 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,982,501 COMMITMENTS 214,045 490,614 10,944 1553808 1211339 1778797 1712897 203,705 269,605 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -9,499) 4,707 13,309 -4,736 -15,780 -20,065 -15,808 -11,492 6,309 1,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 24.7 0.6 78.4 61.1 89.7 86.4 10.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 20 31 15 98 106 128 142 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 4,111 COMMITMENTS 2,709 1,579 186 60 1,348 2,955 3,113 1,156 998 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 835) 546 56 71 60 702 677 829 158 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.9 38.4 4.5 1.5 32.8 71.9 75.7 28.1 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 13 3 1 1 13 16 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,017,607 COMMITMENTS 460,520 1780894 225,404 4889844 3700862 5575768 5707160 441,839 310,447 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -49,090) 44,759 -59,920 6,204 -84,468 14,467 -33,505 -39,250 -15,585 -9,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 29.6 3.7 81.3 61.5 92.7 94.8 7.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 62 51 52 219 198 307 275 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,493,915 COMMITMENTS 129,934 289,131 200,279 1133265 960,542 1463478 1449952 30,437 43,963 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 11,843) -8,835 -2,792 -8,667 29,005 21,379 11,503 9,920 340 1,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 19.4 13.4 75.9 64.3 98.0 97.1 2.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 26 32 43 74 81 126 131 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 112,112 COMMITMENTS 25,968 22,517 6,027 65,793 65,585 97,788 94,129 14,323 17,983 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 17,192) -292 -3,428 4,103 12,315 14,948 16,126 15,623 1,066 1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 20.1 5.4 58.7 58.5 87.2 84.0 12.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 26 24 17 36 35 70 70 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 112,112 COMMITMENTS 25,968 22,517 6,027 65,793 65,585 97,788 94,129 14,323 17,983 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 17,192) -292 -3,428 4,103 12,315 14,948 16,126 15,623 1,066 1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 20.1 5.4 58.7 58.5 87.2 84.0 12.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 26 24 17 36 35 70 70 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 59,221 COMMITMENTS 0 2,583 0 56,816 55,880 56,816 58,463 2,405 758 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 15,954) 0 -291 0 17,464 16,454 17,464 16,163 -1,510 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.4 0.0 95.9 94.4 95.9 98.7 4.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 0 28 15 28 18 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 65,888 COMMITMENTS 12,969 19,496 660 51,591 45,255 65,220 65,411 668 477 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,476) 387 555 486 248 0 1,121 1,041 355 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 29.6 1.0 78.3 68.7 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 24 11 2 6 2 30 15 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 68,241 COMMITMENTS 17,601 17,044 50,640 0 417 68,241 68,101 0 140 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 54) 264 644 -210 0 -500 54 -66 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 25.0 74.2 0.0 0.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 10 5 0 1 14 13 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 34,355 COMMITMENTS 26,895 17,928 7,460 0 8,905 34,355 34,293 0 62 CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,564) -804 529 3,368 0 -1,333 2,564 2,564 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.3 52.2 21.7 0.0 25.9 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 16 3 0 1 12 18
Updated December 15, 2023