WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,563
COMMITMENTS
127,585 141,978 113,350 154,247 133,039 395,182 388,367 32,381 39,196
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 22,311)
-2,929 -1,058 9,738 13,864 12,389 20,673 21,069 1,638 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 33.2 26.5 36.1 31.1 92.4 90.8 7.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
119 100 121 94 107 276 275
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 251,163
COMMITMENTS
62,916 67,551 63,413 109,380 96,854 235,709 227,818 15,454 23,345
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 11,638)
5,329 -2,454 5,418 1,145 7,603 11,892 10,567 -254 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 26.9 25.2 43.5 38.6 93.8 90.7 6.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
70 56 66 72 84 177 173
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,542,346
COMMITMENTS
337,903 389,535 412,482 650,550 559,616 1400935 1361633 141,411 180,713
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 6,917)
5,183 14,988 2,829 -113 -14,962 7,899 2,855 -982 4,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 25.3 26.7 42.2 36.3 90.8 88.3 9.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
149 149 180 300 331 552 583
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 803,411
COMMITMENTS
129,688 155,596 159,079 459,817 415,089 748,584 729,764 54,827 73,647
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 18,596)
9,631 -9,443 6,087 3,818 19,219 19,536 15,863 -940 2,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 19.4 19.8 57.2 51.7 93.2 90.8 6.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
119 140 158 184 207 408 421
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 557,906
COMMITMENTS
112,590 140,854 112,605 300,740 279,476 525,935 532,935 31,971 24,971
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 15,164)
2,910 -5,104 2,058 10,655 20,229 15,623 17,183 -459 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 25.2 20.2 53.9 50.1 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
89 89 99 111 90 255 234
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,695,196
COMMITMENTS
278,502 234,666 79,622 1131701 1210499 1489825 1524787 205,371 170,409
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -64,843)
-1,062 -30,722 -65,729 5,720 25,362 -61,071 -71,089 -3,772 6,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 13.8 4.7 66.8 71.4 87.9 89.9 12.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
31 30 33 108 115 160 157
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,848,862
COMMITMENTS
152,466 470,534 80,586 1383342 1080621 1616394 1631741 232,468 217,121
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 134,338)
-4,148 -14,997 40,674 43,583 51,419 80,109 77,096 54,229 57,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 25.4 4.4 74.8 58.4 87.4 88.3 12.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
17 25 22 112 100 142 134
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 475,798
COMMITMENTS
167,296 52,775 87,249 170,310 310,113 424,855 450,137 50,943 25,661
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 17,311)
13,299 -11,948 7,652 -2,352 21,512 18,599 17,216 -1,288 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 11.1 18.3 35.8 65.2 89.3 94.6 10.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
104 60 97 113 122 265 241
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,769
COMMITMENTS
3,533 600 193 3,898 7,929 7,624 8,722 2,145 1,047
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 248)
-67 186 -74 242 117 101 229 147 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 6.1 2.0 39.9 81.2 78.0 89.3 22.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 4 9 17 19 43 29
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,130,316
COMMITMENTS
488,475 1468294 149,613 3175073 2348530 3813161 3966437 317,155 163,879
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 6,201)
-65,455 -79,305 76,263 -57,124 -23,987 -46,316 -27,029 52,517 33,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 35.5 3.6 76.9 56.9 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484)
101 59 51 266 186 391 273
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,901,854
COMMITMENTS
498,320 886,495 397,367 3520410 3167241 4416097 4451103 485,757 450,751
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 341,674)
4,817 -7,980 135,833 125,198 160,860 265,848 288,713 75,826 52,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 18.1 8.1 71.8 64.6 90.1 90.8 9.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
64 71 59 214 194 311 295
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,283,472
COMMITMENTS
257,569 488,334 125,368 1680482 1369773 2063419 1983475 220,053 299,997
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 35,063)
-9,447 -16,826 10,990 14,862 37,991 16,405 32,155 18,658 2,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 21.4 5.5 73.6 60.0 90.4 86.9 9.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
26 31 26 104 113 149 151
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,235
COMMITMENTS
2,130 1,209 107 0 450 2,237 1,766 998 1,469
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -457)
590 192 -1,005 0 322 -415 -491 -42 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 37.4 3.3 0.0 13.9 69.1 54.6 30.9 45.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 16 1 0 1 5 18
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,644,814
COMMITMENTS
390,636 1767753 338,677 5430187 4125246 6159500 6231676 485,314 413,138
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 213,674)
-55,478 -101,166 158,447 59,354 72,823 162,323 130,104 51,351 83,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 26.6 5.1 81.7 62.1 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
62 61 53 217 189 313 271
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,744,864
COMMITMENTS
350,244 285,961 368,357 992,025 1055254 1710626 1709572 34,238 35,292
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 54,957)
30,356 21,324 4,886 14,606 34,098 49,848 60,308 5,109 -5,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 16.4 21.1 56.9 60.5 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 32 46 82 86 136 140
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,243
COMMITMENTS
22,285 9,141 6,086 53,401 71,055 81,772 86,282 15,471 10,961
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -6,383)
-8,443 -1,150 2,426 -338 -5,560 -6,354 -4,283 -29 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 9.4 6.3 54.9 73.1 84.1 88.7 15.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 17 15 31 27 61 54
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,243
COMMITMENTS
22,285 9,141 6,086 53,401 71,055 81,772 86,282 15,471 10,961
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -4,103)
-8,387 -1,422 3,661 -338 -5,356 -5,064 -3,117 961 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 9.4 6.3 54.9 73.1 84.1 88.7 15.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 17 15 31 27 61 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 49,561
COMMITMENTS
0 2,597 0 46,851 45,879 46,851 48,476 2,710 1,085
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 104)
0 -725 0 191 443 191 -282 -87 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 0.0 94.5 92.6 94.5 97.8 5.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 0 26 11 26 16
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 102,827
COMMITMENTS
21,022 26,575 1,260 80,132 74,911 102,414 102,746 413 81
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 272)
-36 -16 307 0 0 271 291 1 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 25.8 1.2 77.9 72.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
27 14 2 6 2 34 17
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 93,554
COMMITMENTS
42,437 42,448 51,100 0 0 93,537 93,548 17 6
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,915)
1,015 1,015 900 0 0 1,915 1,915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 45.4 54.6 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 13 5 0 0 21 14
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 41,128
COMMITMENTS
36,764 28,659 4,344 0 8,057 41,108 41,060 20 68
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 39)
717 582 -658 0 115 59 39 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.4 69.7 10.6 0.0 19.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 17 3 0 1 15 19
Updated May 31, 2024