WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,696
COMMITMENTS
119,628 175,688 108,685 146,951 89,056 375,264 373,429 32,432 34,267
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 11,307)
-949 1,342 8,841 2,967 852 10,859 11,035 448 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 43.1 26.7 36.0 21.8 92.0 91.6 8.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
102 113 107 89 77 254 242
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 270,023
COMMITMENTS
73,892 103,627 69,506 109,274 77,140 252,672 250,273 17,351 19,750
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 5,780)
-171 3,762 7,124 -736 -5,343 6,217 5,543 -437 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 38.4 25.7 40.5 28.6 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
60 80 74 70 77 175 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,566,606
COMMITMENTS
294,129 469,642 432,371 683,677 500,187 1410177 1402200 156,429 164,406
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 34,435)
-3,115 -16,632 7,254 25,555 41,115 29,694 31,737 4,741 2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 30.0 27.6 43.6 31.9 90.0 89.5 10.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717)
126 170 160 306 309 521 564
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 773,473
COMMITMENTS
97,583 265,236 148,808 474,988 294,172 721,379 708,216 52,094 65,257
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 30,418)
-1,764 -14,524 6,698 24,935 35,450 29,869 27,624 549 2,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 34.3 19.2 61.4 38.0 93.3 91.6 6.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
111 142 158 170 186 376 410
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 566,531
COMMITMENTS
108,981 129,187 165,065 264,146 247,759 538,192 542,011 28,339 24,520
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 18,821)
-3,671 -15,987 12,494 9,995 24,106 18,818 20,613 3 -1,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 22.8 29.1 46.6 43.7 95.0 95.7 5.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
95 87 107 101 91 265 233
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,491,051
COMMITMENTS
242,086 264,540 22,959 1034162 1054133 1299207 1341632 191,844 149,419
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -7,072)
10,971 -21,108 -3,810 -9,770 8,884 -2,609 -16,034 -4,463 8,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 17.7 1.5 69.4 70.7 87.1 90.0 12.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
26 36 24 99 113 139 159
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,583,428
COMMITMENTS
139,244 443,958 5,080 1263105 976,024 1407429 1425062 175,999 158,366
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -5,069)
3,185 -8,971 -3,441 -8,557 7,473 -8,813 -4,939 3,744 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 28.0 0.3 79.8 61.6 88.9 90.0 11.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
14 22 12 101 92 122 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 472,701
COMMITMENTS
90,991 136,696 104,918 230,591 200,213 426,500 441,827 46,201 30,874
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 11,029)
5,744 -5,438 5,292 -964 9,233 10,072 9,087 957 1,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 28.9 22.2 48.8 42.4 90.2 93.5 9.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
85 76 100 136 106 279 236
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,840
COMMITMENTS
5,057 1,510 124 3,028 8,328 8,209 9,962 2,631 878
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -854)
-664 201 -223 91 -881 -796 -903 -58 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 13.9 1.1 27.9 76.8 75.7 91.9 24.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
30 5 4 19 17 50 25
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,697,750
COMMITMENTS
422,597 1324192 60,211 2969326 2181416 3452134 3565819 245,616 131,931
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 60,619)
-3,492 -39,953 9,554 60,777 91,365 66,839 60,966 -6,220 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 35.8 1.6 80.3 59.0 93.4 96.4 6.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
97 62 28 242 181 355 255
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,286,273
COMMITMENTS
461,066 1035076 83,277 3327859 2801078 3872202 3919431 414,071 366,842
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 33,175)
3,227 -26,309 20,341 -14,408 19,990 9,160 14,022 24,015 19,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 24.1 1.9 77.6 65.3 90.3 91.4 9.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
54 80 34 200 187 274 281
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,032,146
COMMITMENTS
294,809 448,080 36,589 1497187 1264173 1828585 1748842 203,561 283,304
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -5,728)
3,743 23,344 -288 -8,099 -35,009 -4,644 -11,953 -1,084 6,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 22.0 1.8 73.7 62.2 90.0 86.1 10.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
27 27 18 98 114 132 152
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 5,487
COMMITMENTS
1,509 889 2,725 465 0 4,699 3,614 788 1,873
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 16.2 49.7 8.5 0.0 85.6 65.9 14.4 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 12 2 2 0 9 14
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,838,981
COMMITMENTS
395,194 1552251 129,668 4907528 3837589 5432390 5519508 406,591 319,473
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -18,344)
39,520 -65,557 24,947 -84,600 -5,397 -20,133 -46,007 1,789 27,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 26.6 2.2 84.0 65.7 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
58 54 30 214 188 292 252
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,855,447
COMMITMENTS
151,004 345,849 313,079 1352227 1160168 1816310 1819096 39,137 36,351
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 59,677)
20,971 20,066 45,915 -8,830 -6,608 58,056 59,373 1,621 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 18.6 16.9 72.9 62.5 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 40 44 81 79 136 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,851
COMMITMENTS
35,688 13,243 1,811 42,385 67,017 79,884 82,071 13,967 11,780
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -21,210)
4,657 -775 -8,397 -14,587 -8,674 -18,327 -17,846 -2,884 -3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 14.1 1.9 45.2 71.4 85.1 87.4 14.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 24 14 28 28 66 59
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,851
COMMITMENTS
35,688 13,243 1,811 42,385 67,017 79,884 82,071 13,967 11,780
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -18,515)
5,437 -1,337 -7,294 -14,500 -7,686 -16,357 -16,317 -2,158 -2,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 14.1 1.9 45.2 71.4 85.1 87.4 14.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 24 14 28 28 66 59
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 51,890
COMMITMENTS
0 4,829 0 49,230 46,086 49,230 50,915 2,660 975
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -25,130)
0 -2,135 0 -24,667 -22,724 -24,667 -24,859 -463 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 0.0 94.9 88.8 94.9 98.1 5.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 0 25 13 25 18
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 99,701
COMMITMENTS
11,706 19,561 3,492 84,168 76,557 99,366 99,610 335 91
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 1,494)
249 12 1,456 -211 0 1,494 1,468 0 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 19.6 3.5 84.4 76.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 11 5 6 1 30 15
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 76,636
COMMITMENTS
25,586 25,599 51,031 0 0 76,617 76,630 19 6
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -4,550)
-3,150 -3,129 -1,406 0 0 -4,556 -4,535 6 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 33.4 66.6 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 9 4 0 0 19 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 39,008
COMMITMENTS
28,169 19,361 10,820 0 8,748 38,989 38,929 19 79
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -2,399)
466 251 -2,873 0 221 -2,407 -2,401 8 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 49.6 27.7 0.0 22.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 14 4 0 1 15 17
Updated March 19, 2024