WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 373,687
COMMITMENTS
107,680 141,070 98,331 138,560 96,128 344,571 335,529 29,116 38,158
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 7,380)
-619 -846 5,641 209 -1,447 5,231 3,348 2,149 4,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 37.8 26.3 37.1 25.7 92.2 89.8 7.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
100 110 115 97 90 271 257
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,486
COMMITMENTS
54,526 77,257 53,809 86,466 64,045 194,801 195,111 19,685 19,375
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 3,320)
1,499 1,652 -2,986 3,474 4,609 1,987 3,275 1,333 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 36.0 25.1 40.3 29.9 90.8 91.0 9.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
55 64 60 68 69 159 160
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,410,115
COMMITMENTS
263,111 436,144 345,875 654,962 460,941 1263948 1242960 146,167 167,155
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 80,111)
760 27,065 38,257 36,620 17,697 75,637 83,019 4,474 -2,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 30.9 24.5 46.4 32.7 89.6 88.1 10.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
128 154 157 297 301 522 550
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 658,250
COMMITMENTS
99,237 137,286 130,556 378,409 324,789 608,202 592,631 50,048 65,619
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 18,760)
-573 15,548 6,891 11,847 -6,435 18,165 16,004 595 2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 20.9 19.8 57.5 49.3 92.4 90.0 7.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
114 142 148 174 207 381 415
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 512,457
COMMITMENTS
95,344 124,552 128,699 258,646 230,992 482,689 484,243 29,768 28,214
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 17,972)
5,590 2,311 9,775 2,992 5,950 18,357 18,036 -385 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 24.3 25.1 50.5 45.1 94.2 94.5 5.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
91 81 94 99 84 242 217
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,452,040
COMMITMENTS
178,714 334,466 6,592 1068735 972,584 1254041 1313642 197,999 138,398
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 24,306)
5,782 20,909 1,093 12,581 3,851 19,456 25,853 4,850 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 23.0 0.5 73.6 67.0 86.4 90.5 13.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
25 37 21 102 110 141 154
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,678,240
COMMITMENTS
154,339 467,534 4,606 1352257 1062036 1511202 1534176 167,038 144,064
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 13,038)
-1,282 9,049 1,960 8,449 11,294 9,127 22,303 3,911 -9,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 27.9 0.3 80.6 63.3 90.0 91.4 10.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
15 28 12 111 94 132 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 436,556
COMMITMENTS
90,725 93,215 90,762 210,311 221,145 391,798 405,122 44,758 31,434
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 15,052)
-17,655 11,773 9,598 20,630 -6,689 12,573 14,682 2,479 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 21.4 20.8 48.2 50.7 89.7 92.8 10.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
71 80 87 119 97 249 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,854
COMMITMENTS
5,091 737 258 2,981 9,179 8,330 10,174 2,524 680
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -838)
-346 414 -25 -256 -1,164 -627 -775 -211 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 6.8 2.4 27.5 84.6 76.7 93.7 23.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
30 5 5 17 18 48 27
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,781,552
COMMITMENTS
421,993 1660650 64,353 3038980 1929357 3525326 3654360 256,226 127,192
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 11,007)
-202 -4,584 7,634 -3,669 15,525 3,763 18,575 7,244 -7,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 43.9 1.7 80.4 51.0 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
99 53 29 241 171 354 239
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,652,295
COMMITMENTS
469,964 1256984 72,683 3695263 2968775 4237910 4298442 414,385 353,853
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 31,597)
74,654 29,011 3,532 -61,491 -5,411 16,695 27,132 14,902 4,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 27.0 1.6 79.4 63.8 91.1 92.4 8.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
64 73 38 206 192 290 283
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,098,436
COMMITMENTS
324,787 498,586 25,162 1545552 1300860 1895501 1824608 202,935 273,828
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 16,125)
66,167 -9,488 -3,800 -47,169 20,157 15,198 6,869 927 9,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 23.8 1.2 73.7 62.0 90.3 87.0 9.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
26 23 13 96 106 128 136
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,392
COMMITMENTS
1,380 2,141 80 867 0 2,327 2,221 1,065 1,171
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 735)
-249 482 49 813 0 613 531 122 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 63.1 2.4 25.6 0.0 68.6 65.5 31.4 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 11 3 1 0 13 13
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,798,901
COMMITMENTS
443,301 1613483 75,467 4841923 3833326 5360691 5522276 438,210 276,625
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 1,585)
55,189 -64,089 -29,749 -32,128 105,967 -6,688 12,129 8,273 -10,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 27.8 1.3 83.5 66.1 92.4 95.2 7.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
62 42 27 206 178 282 233
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,626,636
COMMITMENTS
165,155 301,348 291,069 1131777 989,132 1588001 1581549 38,635 45,087
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 141,795)
-10,339 -5,473 54,492 87,020 86,270 131,173 135,289 10,622 6,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 18.5 17.9 69.6 60.8 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
27 45 49 68 75 126 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,318
COMMITMENTS
36,987 12,908 2,656 49,419 74,852 89,062 90,416 14,256 12,902
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -46)
2,678 -1,859 1,046 -4,227 616 -503 -197 457 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 12.5 2.6 47.8 72.4 86.2 87.5 13.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 21 13 33 30 66 59
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,318
COMMITMENTS
36,987 12,908 2,656 49,419 74,852 89,062 90,416 14,256 12,902
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -46)
2,678 -1,859 1,046 -4,227 616 -503 -197 457 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 12.5 2.6 47.8 72.4 86.2 87.5 13.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 21 13 33 30 66 59
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 57,963
COMMITMENTS
0 515 0 55,381 56,395 55,381 56,910 2,582 1,053
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 5,077)
0 -59 0 4,977 4,906 4,977 4,847 100 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.0 95.5 97.3 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 0 28 12 28 14
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 94,124
COMMITMENTS
10,562 17,466 32 83,252 76,587 93,846 94,085 278 39
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 21,688)
-1,235 -1,522 32 22,877 23,182 21,674 21,692 14 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 18.6 0.0 88.4 81.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 10 1 6 2 24 13
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 75,401
COMMITMENTS
25,458 25,448 49,933 0 0 75,391 75,381 10 20
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 2,450)
2,450 2,450 0 0 0 2,450 2,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 33.8 66.2 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 10 4 0 0 15 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 37,636
COMMITMENTS
25,854 14,426 11,782 0 11,367 37,636 37,575 0 61
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 289)
291 291 -2 0 0 289 289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 38.3 31.3 0.0 30.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 15 3 0 1 13 18
Updated January 12, 2024