WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,014
COMMITMENTS
78,114 121,211 129,609 135,670 88,932 343,392 339,753 30,622 34,261
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 11,861)
1,054 1,955 9,536 112 51 10,703 11,542 1,159 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 32.4 34.7 36.3 23.8 91.8 90.8 8.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
92 114 128 105 98 276 270
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 181,494
COMMITMENTS
40,168 32,563 54,811 69,104 73,868 164,083 161,243 17,411 20,251
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 12,478)
2,145 4,594 5,786 4,529 1,866 12,460 12,245 18 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 17.9 30.2 38.1 40.7 90.4 88.8 9.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
55 48 62 67 79 155 160
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,795,710
COMMITMENTS
244,583 237,016 629,685 752,308 707,005 1626576 1573706 169,134 222,004
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 41,677)
-6,090 -21,348 40,320 12,598 28,034 46,827 47,007 -5,151 -5,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 13.2 35.1 41.9 39.4 90.6 87.6 9.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
153 162 217 369 366 649 627
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,267
COMMITMENTS
872 7 245 990 2,822 2,106 3,073 2,161 1,194
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.2 5.7 23.2 66.1 49.4 72.0 50.6 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 3 6 9 15 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 864,390
COMMITMENTS
174,693 67,414 264,030 364,759 447,295 803,482 778,739 60,909 85,652
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 52,598)
14,670 -4,059 24,977 7,566 15,266 47,212 36,184 5,386 16,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 7.8 30.5 42.2 51.7 93.0 90.1 7.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
184 112 180 199 221 460 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 605,479
COMMITMENTS
89,821 44,830 160,354 318,646 371,484 568,822 576,669 36,658 28,811
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 1,712)
-1,185 4,173 -317 1,922 -3,907 420 -51 1,292 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 7.4 26.5 52.6 61.4 93.9 95.2 6.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
91 65 92 102 117 249 231
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,889
COMMITMENTS
68,169 222,775 82,502 1027488 911,892 1178158 1217168 190,731 151,721
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 1,585)
80 13,496 1,598 2,801 -3,391 4,480 11,703 -2,895 -10,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.3 6.0 75.1 66.6 86.1 88.9 13.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
22 35 38 113 107 160 155
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,514,293
COMMITMENTS
81,225 520,662 5,588 1250317 872,429 1337130 1398679 177,163 115,615
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -14,187)
-434 5,718 -1,638 -13,892 -15,961 -15,964 -11,881 1,777 -2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 34.4 0.4 82.6 57.6 88.3 92.4 11.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
18 22 12 107 88 130 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 541,989
COMMITMENTS
109,770 20,257 177,117 200,118 313,081 487,005 510,455 54,984 31,534
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 16,663)
642 784 4,069 5,089 10,337 9,800 15,190 6,863 1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.7 32.7 36.9 57.8 89.9 94.2 10.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
100 34 110 108 107 258 227
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,529
COMMITMENTS
3,226 633 983 3,356 7,056 7,565 8,671 1,965 858
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 161)
-43 102 -32 42 124 -33 195 194 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 6.6 10.3 35.2 74.0 79.4 91.0 20.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
22 7 7 15 16 39 29
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,701,045
COMMITMENTS
332,753 1459324 84,873 3026928 2002329 3444554 3546525 256,491 154,520
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -25,428)
-53,067 -10,331 19,419 2,060 -27,969 -31,588 -18,880 6,160 -6,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 39.4 2.3 81.8 54.1 93.1 95.8 6.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
94 46 41 227 175 335 248
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,408,925
COMMITMENTS
417,017 1071686 426,015 4155107 3512787 4998139 5010488 410,786 398,437
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -68,198)
-41,326 -85,956 -43,941 25,819 77,311 -59,449 -52,586 -8,750 -15,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 19.8 7.9 76.8 64.9 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
73 73 81 249 220 366 330
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,743,991
COMMITMENTS
180,705 365,872 31,471 1361599 1091058 1573775 1488401 170,216 255,589
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 2,629)
15,269 51,963 1,340 -9,682 -41,840 6,927 11,463 -4,298 -8,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 21.0 1.8 78.1 62.6 90.2 85.3 9.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
18 26 13 97 100 121 133
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 4,712
COMMITMENTS
1,317 1,218 2,446 0 0 3,763 3,664 949 1,048
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 166)
-1,284 -448 1,333 0 -149 49 736 117 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 25.8 51.9 0.0 0.0 79.9 77.8 20.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 13 3 0 0 8 15
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,679,774
COMMITMENTS
314,708 1516976 261,053 4713780 3559626 5289541 5337655 390,232 342,118
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 78,056)
-62,713 24,004 -435 140,099 39,387 76,952 62,956 1,104 15,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 26.7 4.6 83.0 62.7 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
55 63 58 221 201 306 292
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,587,839
COMMITMENTS
63,814 224,388 326,379 1163314 992,205 1553507 1542972 34,332 44,867
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 147,468)
5,909 1,624 35,833 102,316 115,721 144,058 153,178 3,410 -5,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.1 20.6 73.3 62.5 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
20 32 44 83 90 129 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,287
COMMITMENTS
29,709 36,850 1,887 55,758 48,809 87,354 87,546 14,933 14,741
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 4,490)
6,505 -4,940 926 -5,900 8,476 1,531 4,462 2,959 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 36.0 1.8 54.5 47.7 85.4 85.6 14.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
23 25 9 30 28 59 56
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,287
COMMITMENTS
29,709 36,850 1,887 55,758 48,809 87,354 87,546 14,933 14,741
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 4,490)
6,505 -4,940 926 -5,900 8,476 1,531 4,462 2,959 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 36.0 1.8 54.5 47.7 85.4 85.6 14.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
23 25 9 30 28 59 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,376
COMMITMENTS
1,982 3,514 0 37,381 36,796 39,363 40,310 2,013 1,066
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -1,227)
1,982 -1,330 0 -3,316 101 -1,334 -1,229 107 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.5 0.0 90.3 88.9 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 0 29 9 31 13
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 58,472
COMMITMENTS
9,662 15,313 454 48,086 42,571 58,202 58,338 270 134
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 2,944)
2,964 2,964 -28 7 0 2,943 2,936 1 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 26.2 0.8 82.2 72.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 10 3 6 2 25 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 22,246
COMMITMENTS
18,673 10,949 3,573 0 7,662 22,246 22,184 0 62
CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 818)
780 780 38 0 0 818 818 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.9 49.2 16.1 0.0 34.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 14 4 0 2 8 18
Updated July 21, 2023