WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 409,879: 109,590 152,372 119,202 150,290 100,961 379,082 372,535: 30,797 37,344
Old : 271,489: 112,566 122,841 58,914 76,872 63,808 248,352 245,563: 23,137 25,926
Other: 138,390: 42,019 74,526 15,293 73,418 37,153 130,730 126,972: 7,660 11,418
: : :
: : Changes in Commitments from: January 16, 2024 :
: 9,554: 369 -3,460 11,536 -2,745 1,990 9,160 10,066: 394 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 37.2 29.1 36.7 24.6 92.5 90.9: 7.5 9.1
Old : 100.0: 41.5 45.2 21.7 28.3 23.5 91.5 90.5: 8.5 9.5
Other: 100.0: 30.4 53.9 11.1 53.1 26.8 94.5 91.7: 5.5 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 97 117 117 100 95 275 269:
Old : 333: 112 102 80 79 80 226 229:
Other: 228: 58 71 42 60 69 146 157:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.9 19.6 21.2 9.6 8.8 15.7 14.6
Old : 11.9 12.8 20.6 21.7 9.2 11.6 16.0 19.0
Other: 24.9 30.2 40.3 41.5 24.7 29.9 40.1 37.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 227,673: 56,356 82,443 62,283 90,713 62,763 209,352 207,489: 18,321 20,184
Old : 156,214: 68,596 74,320 28,604 45,456 38,920 142,656 141,844: 13,558 14,370
Other: 71,459: 12,050 32,413 9,389 45,257 23,843 66,696 65,645: 4,763 5,814
: : :
: : Changes in Commitments from: January 16, 2024 :
: 8,013: 626 -1,334 5,407 2,446 5,682 8,479 9,755: -466 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 36.2 27.4 39.8 27.6 92.0 91.1: 8.0 8.9
Old : 100.0: 43.9 47.6 18.3 29.1 24.9 91.3 90.8: 8.7 9.2
Other: 100.0: 16.9 45.4 13.1 63.3 33.4 93.3 91.9: 6.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 59 65 64 68 64 164 159:
Old : 200: 64 55 45 54 54 136 136:
Other: 143: 35 36 24 50 48 97 97:
:----------------------------------------------------------------------------------------------------
: 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 16.5 30.4 27.0 16.3 14.9 23.4 23.6
Old : 20.8 21.2 35.2 34.1 18.4 21.1 31.0 33.2
Other: 26.3 24.5 41.4 38.4 21.6 22.7 34.0 31.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,584,896: 260,804 480,004 424,086 748,409 509,583 1,433,299 1,413,673: 151,597 171,223
Old : 1,331,623: 326,234 517,550 243,757 625,399 438,264 1,195,390 1,199,571: 136,233 132,052
Other: 253,273: 104,752 132,636 10,147 123,010 71,319 237,909 214,102: 15,364 39,171
: : :
: : Changes in Commitments from: January 16, 2024 :
: 81,074: 7,979 7,211 40,424 29,594 32,985 77,997 80,620: 3,077 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 30.3 26.8 47.2 32.2 90.4 89.2: 9.6 10.8
Old : 100.0: 24.5 38.9 18.3 47.0 32.9 89.8 90.1: 10.2 9.9
Other: 100.0: 41.4 52.4 4.0 48.6 28.2 93.9 84.5: 6.1 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 127 154 168 311 312 546 568:
Old : 721: 127 173 146 300 285 519 527:
Other: 434: 74 70 31 115 217 205 302:
:----------------------------------------------------------------------------------------------------
: 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 10.9 16.7 18.3 8.0 9.1 12.9 13.4
Old : 11.2 12.0 18.1 20.1 9.9 10.6 15.4 16.8
Other: 23.5 24.9 34.0 33.8 22.9 24.9 33.2 33.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 726,789: 81,762 187,756 169,712 426,862 303,372 678,336 660,840: 48,453 65,949
Old : 610,915: 80,598 145,624 137,553 350,135 275,555 568,286 558,732: 42,629 52,183
Other: 115,874: 20,387 61,355 12,936 76,727 27,817 110,050 102,108: 5,824 13,766
: : :
: : Changes in Commitments from: January 16, 2024 :
: 46,784: -3,688 8,638 28,958 20,447 9,396 45,717 46,992: 1,067 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 25.8 23.4 58.7 41.7 93.3 90.9: 6.7 9.1
Old : 100.0: 13.2 23.8 22.5 57.3 45.1 93.0 91.5: 7.0 8.5
Other: 100.0: 17.6 52.9 11.2 66.2 24.0 95.0 88.1: 5.0 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 123 145 156 183 211 404 431:
Old : 524: 124 139 144 168 193 380 400:
Other: 295: 39 76 43 80 140 149 234:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.4 23.0 19.1 9.4 10.2 16.5 16.6
Old : 14.4 13.0 24.2 21.2 9.5 11.9 16.8 18.7
Other: 17.3 19.8 32.7 31.1 16.2 19.4 31.3 29.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 560,201: 102,022 127,380 149,603 277,032 254,967 528,657 531,950: 31,544 28,251
Old : 484,369: 116,821 126,126 110,383 229,067 222,620 456,271 459,129: 28,098 25,240
Other: 75,832: 15,176 31,229 9,245 47,965 32,347 72,386 72,821: 3,446 3,011
: : :
: : Changes in Commitments from: January 16, 2024 :
: 19,912: 952 -1,277 13,827 3,741 6,910 18,520 19,460: 1,392 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.7 26.7 49.5 45.5 94.4 95.0: 5.6 5.0
Old : 100.0: 24.1 26.0 22.8 47.3 46.0 94.2 94.8: 5.8 5.2
Other: 100.0: 20.0 41.2 12.2 63.3 42.7 95.5 96.0: 4.5 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 96 76 97 104 89 253 222:
Old : 310: 96 76 93 98 87 244 217:
Other: 128: 29 29 23 51 28 95 68:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 17.7 18.9 28.3 8.4 15.2 14.4 22.9
Old : 11.8 18.4 20.6 28.7 9.3 16.0 15.8 24.4
Other: 26.5 41.8 45.1 63.3 24.8 39.8 40.3 58.5
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,443,490: 176,767 305,778 9,601 1,054,016 983,760 1,240,384 1,299,139: 203,106 144,351
Old : 1,443,490: 176,767 305,778 9,601 1,054,016 983,760 1,240,384 1,299,139: 203,106 144,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 1,122: -4,791 -3,532 1,007 -2,591 -2,701 -6,375 -5,226: 7,497 6,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.2 0.7 73.0 68.2 85.9 90.0: 14.1 10.0
Old : 100.0: 12.2 21.2 0.7 73.0 68.2 85.9 90.0: 14.1 10.0
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 : 207: 24 36 17 99 111 135 152:
Old : 207: 24 36 17 99 111 135 152:
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 : 22.5 17.9 37.3 31.4 21.2 15.5 35.7 26.4
Old : 22.5 17.9 37.3 31.4 21.2 15.5 35.7 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,661,311: 160,975 492,084 4,284 1,331,665 1,013,090 1,496,924 1,509,458: 164,387 151,853
Old : 1,661,311: 160,975 492,084 4,284 1,331,665 1,013,090 1,496,924 1,509,458: 164,387 151,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -17,957: -4,126 4,365 -296 -7,876 -20,377 -12,298 -16,308: -5,659 -1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 29.6 0.3 80.2 61.0 90.1 90.9: 9.9 9.1
Old : 100.0: 9.7 29.6 0.3 80.2 61.0 90.1 90.9: 9.9 9.1
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 : 184: 15 28 13 114 94 136 128:
Old : 184: 15 28 13 114 94 136 128:
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 : 21.5 33.6 37.4 49.2 20.1 33.6 34.2 43.8
Old : 21.5 33.6 37.4 49.2 20.1 33.6 34.2 43.8
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 - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 480,036: 81,459 102,075 108,683 242,263 236,143 432,405 446,901: 47,631 33,135
Old : 427,952: 90,969 101,468 80,574 213,717 216,207 385,260 398,249: 42,692 29,703
Other: 52,084: 11,534 21,651 7,065 28,546 19,936 47,145 48,652: 4,939 3,432
: : :
: : Changes in Commitments from: January 16, 2024 :
: 14,255: -5,857 3,517 7,236 14,290 1,999 15,669 12,752: -1,414 1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.3 22.6 50.5 49.2 90.1 93.1: 9.9 6.9
Old : 100.0: 21.3 23.7 18.8 49.9 50.5 90.0 93.1: 10.0 6.9
Other: 100.0: 22.1 41.6 13.6 54.8 38.3 90.5 93.4: 9.5 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 80 72 92 130 101 264 227:
Old : 315: 83 71 85 127 92 252 217:
Other: 140: 35 22 24 62 32 114 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.7 23.3 18.5 34.3 8.6 19.2 14.2 28.0
Old : 10.8 25.2 19.2 35.0 9.4 21.7 16.0 31.2
Other: 24.5 44.8 39.1 60.3 24.1 44.5 38.5 57.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,712: 5,132 1,191 142 2,846 8,561 8,120 9,894: 2,592 818
Old : 9,481: 5,045 1,196 137 1,855 7,440 7,037 8,773: 2,444 708
Other: 1,231: 92 0 0 991 1,121 1,083 1,121: 148 110
: : :
: : Changes in Commitments from: January 16, 2024 :
: 48: 45 309 -72 121 -393 94 -156: -46 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 11.1 1.3 26.6 79.9 75.8 92.4: 24.2 7.6
Old : 100.0: 53.2 12.6 1.4 19.6 78.5 74.2 92.5: 25.8 7.5
Other: 100.0: 7.5 0.0 0.0 80.5 91.1 88.0 91.1: 12.0 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 30 5 4 13 19 44 28:
Old : 63: 29 6 4 11 19 42 28:
Other: 14: 3 0 0 5 6 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 59.8 41.2 71.0 25.5 59.8 41.2 71.0
Old : 27.9 56.4 42.8 69.0 27.9 56.4 42.8 69.0
Other: 77.7 89.8 88.0 91.1 77.7 89.8 88.0 91.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,942,469: 390,426 1,659,311 66,645 3,225,354 2,089,836 3,682,425 3,815,792: 260,044 126,677
Old : 3,942,469: 390,426 1,659,311 66,645 3,225,354 2,089,836 3,682,425 3,815,792: 260,044 126,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 41,650: -46,620 19,758 5,092 71,463 24,467 29,935 49,317: 11,715 -7,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 42.1 1.7 81.8 53.0 93.4 96.8: 6.6 3.2
Old : 100.0: 9.9 42.1 1.7 81.8 53.0 93.4 96.8: 6.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 94 54 26 241 176 348 243:
Old : 453: 94 54 26 241 176 348 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 32.4 36.2 48.9 26.2 32.4 33.9 48.5
Old : 27.6 32.4 36.2 48.9 26.2 32.4 33.9 48.5
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 - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,644,740: 480,223 1,264,901 68,406 3,691,229 2,960,944 4,239,858 4,294,251: 404,882 350,489
Old : 4,644,740: 480,223 1,264,901 68,406 3,691,229 2,960,944 4,239,858 4,294,251: 404,882 350,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -99,974: 58,691 -46,016 -6,595 -145,268 -52,778 -93,172 -105,389: -6,802 5,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 27.2 1.5 79.5 63.7 91.3 92.5: 8.7 7.5
Old : 100.0: 10.3 27.2 1.5 79.5 63.7 91.3 92.5: 8.7 7.5
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 : 413: 57 75 43 214 188 299 278:
Old : 413: 57 75 43 214 188 299 278:
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 19.7 35.0 29.8 19.4 19.4 30.7 28.1
Old : 21.9 19.7 35.0 29.8 19.4 19.4 30.7 28.1
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 - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,130,264: 333,872 472,387 24,777 1,584,840 1,347,188 1,943,489 1,844,352: 186,775 285,912
Old : 2,130,264: 333,872 472,387 24,777 1,584,840 1,347,188 1,943,489 1,844,352: 186,775 285,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 36,147: 1,640 -20,017 5,425 45,469 44,055 52,534 29,463: -16,387 6,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 22.2 1.2 74.4 63.2 91.2 86.6: 8.8 13.4
Old : 100.0: 15.7 22.2 1.2 74.4 63.2 91.2 86.6: 8.8 13.4
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 : 190: 25 23 17 100 108 133 140:
Old : 190: 25 23 17 100 108 133 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 25.5 47.8 38.1 31.3 23.4 43.6 34.0
Old : 32.7 25.5 47.8 38.1 31.3 23.4 43.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,998,809: 481,506 1,712,695 71,792 5,010,369 3,938,719 5,563,667 5,723,206: 435,142 275,603
Old : 5,998,809: 481,506 1,712,695 71,792 5,010,369 3,938,719 5,563,667 5,723,206: 435,142 275,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 85,538: 11,246 45,598 357 71,361 45,594 82,964 91,549: 2,574 -6,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 28.6 1.2 83.5 65.7 92.7 95.4: 7.3 4.6
Old : 100.0: 8.0 28.6 1.2 83.5 65.7 92.7 95.4: 7.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 64 48 31 214 175 294 238:
Old : 387: 64 48 31 214 175 294 238:
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 : 21.6 25.2 32.1 36.5 20.7 25.2 29.3 36.1
Old : 21.6 25.2 32.1 36.5 20.7 25.2 29.3 36.1
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 - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,891,792: 240,298 315,677 372,417 1,247,261 1,152,221 1,859,976 1,840,315: 31,816 51,477
Old : 1,891,792: 240,298 315,677 372,417 1,247,261 1,152,221 1,859,976 1,840,315: 31,816 51,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 80,527: -5,477 3,842 37,613 53,269 42,880 85,405 84,335: -4,878 -3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.7 19.7 65.9 60.9 98.3 97.3: 1.7 2.7
Old : 100.0: 12.7 16.7 19.7 65.9 60.9 98.3 97.3: 1.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 26 41 46 80 85 135 145:
Old : 167: 26 41 46 80 85 135 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 21.3 39.9 33.6 18.3 15.2 25.0 21.0
Old : 25.2 21.3 39.9 33.6 18.3 15.2 25.0 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 101,763: 33,822 14,760 2,613 49,699 71,552 86,134 88,924: 15,629 12,839
Old : 101,763: 33,822 14,760 2,613 49,699 71,552 86,134 88,924: 15,629 12,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 1,611: 262 -516 110 524 4,524 896 4,118: 715 -2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.5 2.6 48.8 70.3 84.6 87.4: 15.4 12.6
Old : 100.0: 33.2 14.5 2.6 48.8 70.3 84.6 87.4: 15.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 38 31 16 35 28 79 70:
Old : 120: 38 31 16 35 28 79 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 39.9 45.9 55.7 33.8 39.7 45.6 55.2
Old : 34.1 39.9 45.9 55.7 33.8 39.7 45.6 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 99,697: 33,261 15,013 1,797 49,637 71,190 84,695 88,000: 15,002 11,697
Old : 99,697: 33,261 15,013 1,797 49,637 71,190 84,695 88,000: 15,002 11,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 1,532: 553 -308 -204 500 4,437 849 3,925: 683 -2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 15.1 1.8 49.8 71.4 85.0 88.3: 15.0 11.7
Old : 100.0: 33.4 15.1 1.8 49.8 71.4 85.0 88.3: 15.0 11.7
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 : 105: 30 27 12 34 27 68 62:
Old : 105: 30 27 12 34 27 68 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 40.7 46.8 56.8 34.5 40.5 46.5 56.4
Old : 34.8 40.7 46.8 56.8 34.5 40.5 46.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 61,247: 570 1,851 0 58,009 58,419 58,579 60,270: 2,668 977
Old : 61,247: 570 1,851 0 58,009 58,419 58,579 60,270: 2,668 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 2,434: 334 1,323 0 2,342 1,035 2,676 2,358: -242 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.0 0.0 94.7 95.4 95.6 98.4: 4.4 1.6
Old : 100.0: 0.9 3.0 0.0 94.7 95.4 95.6 98.4: 4.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 0 24 12 25 15:
Old : 37: 1 3 0 24 12 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 80.9 71.5 93.8 50.4 80.9 70.0 93.7
Old : 51.6 80.9 71.5 93.8 50.4 80.9 70.0 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 20,661: 13,552 5,405 221 616 3,615 14,389 9,241: 6,272 11,420
Old : 20,661: 13,552 5,405 221 616 3,615 14,389 9,241: 6,272 11,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 794: 446 1,277 -216 244 873 474 1,934: 320 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 26.2 1.1 3.0 17.5 69.6 44.7: 30.4 55.3
Old : 100.0: 65.6 26.2 1.1 3.0 17.5 69.6 44.7: 30.4 55.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 8 2 1 2 11 12:
Old : 21: 10 8 2 1 2 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 33.0 64.8 41.6 52.7 33.0 64.5 41.6
Old : 53.0 33.0 64.8 41.6 52.7 33.0 64.5 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 93,694: 10,372 17,036 0 83,043 76,587 93,415 93,623: 279 71
Old : 93,694: 10,372 17,036 0 83,043 76,587 93,415 93,623: 279 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 392: 378 343 0 21 0 399 343: -7 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.2 0.0 88.6 81.7 99.7 99.9: 0.3 0.1
Old : 100.0: 11.1 18.2 0.0 88.6 81.7 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 18 11 0 6 2 24 13:
Old : 36: 18 11 0 6 2 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.4 95.9 97.3 99.2 92.4 95.9 97.3 99.2
Old : 92.4 95.9 97.3 99.2 92.4 95.9 97.3 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 79,879: 28,058 28,051 51,808 0 0 79,866 79,859: 13 20
Old : 79,879: 28,058 28,051 51,808 0 0 79,866 79,859: 13 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 3,490: 1,615 1,615 1,875 0 0 3,490 3,490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 11 4 0 0 17 13:
Old : 26: 15 11 4 0 0 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 98.7 88.1 99.6 20.1 34.4 32.1 35.0
Old : 70.8 98.7 88.1 99.6 20.1 34.4 32.1 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders - Futures Only, January 23, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 34,788: 23,368 12,624 11,414 0 10,688 34,782 34,726: 6 62
Old : 34,788: 23,368 12,624 11,414 0 10,688 34,782 34,726: 6 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -2,857: -2,739 -2,060 -118 0 -679 -2,857 -2,857: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 36.3 32.8 0.0 30.7 100.0 99.8: 0.0 0.2
Old : 100.0: 67.2 36.3 32.8 0.0 30.7 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 17 4 0 1 14 20:
Old : 30: 12 17 4 0 1 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 77.9 92.7 89.3 47.6 52.3 63.2 59.9
Old : 66.9 77.9 92.7 89.3 47.6 52.3 63.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2024