WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 347,460: 108,383 148,404 75,768 135,276 86,733 319,427 310,905: 28,033 36,555
Old : 250,057: 114,906 136,297 28,910 83,602 57,207 227,418 222,414: 22,639 27,643
Other: 97,403: 28,099 46,729 12,236 51,674 29,526 92,009 88,491: 5,394 8,912
: : :
: : Changes in Commitments from: December 5, 2023 :
: -57,849: -11,582 -38,628 -17,323 -27,014 -2,986 -55,919 -58,937: -1,930 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 42.7 21.8 38.9 25.0 91.9 89.5: 8.1 10.5
Old : 100.0: 46.0 54.5 11.6 33.4 22.9 90.9 88.9: 9.1 11.1
Other: 100.0: 28.8 48.0 12.6 53.1 30.3 94.5 90.9: 5.5 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 102 94 100 86 87 245 233:
Old : 304: 103 88 71 73 79 211 204:
Other: 193: 42 56 37 54 61 123 130:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 14.4 21.9 25.5 11.4 11.5 19.2 19.5
Old : 14.4 15.8 25.2 26.5 12.3 14.9 21.7 25.5
Other: 28.2 33.3 45.3 44.7 28.1 31.3 44.9 41.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 200,429: 60,057 75,435 49,332 73,093 56,269 182,482 181,036: 17,947 19,393
Old : 155,391: 64,629 72,597 28,187 48,533 39,236 141,349 140,020: 14,042 15,371
Other: 45,038: 11,525 18,935 5,048 24,560 17,033 41,133 41,016: 3,905 4,022
: : :
: : Changes in Commitments from: December 5, 2023 :
: -5,002: 928 -7,219 1,870 -7,662 483 -4,864 -4,866: -138 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 37.6 24.6 36.5 28.1 91.0 90.3: 9.0 9.7
Old : 100.0: 41.6 46.7 18.1 31.2 25.2 91.0 90.1: 9.0 9.9
Other: 100.0: 25.6 42.0 11.2 54.5 37.8 91.3 91.1: 8.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 66 46 53 58 65 144 149:
Old : 200: 67 47 41 51 58 129 135:
Other: 132: 25 33 19 41 47 80 87:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 19.4 33.9 31.9 14.9 16.6 23.2 26.7
Old : 22.4 23.1 34.8 37.7 19.2 20.2 29.5 32.4
Other: 35.5 34.8 48.3 50.4 31.3 31.5 43.2 41.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,251,100: 266,655 367,870 266,400 585,265 453,735 1,118,320 1,088,005: 132,780 163,095
Old : 1,072,083: 297,076 386,332 151,347 502,418 402,785 950,841 940,464: 121,242 131,619
Other: 179,017: 78,024 89,983 6,608 82,847 50,950 167,479 147,541: 11,538 31,476
: : :
: : Changes in Commitments from: December 5, 2023 :
: -5,156: -6,244 -15,468 6,883 -909 5,315 -270 -3,270: -4,886 -1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 29.4 21.3 46.8 36.3 89.4 87.0: 10.6 13.0
Old : 100.0: 27.7 36.0 14.1 46.9 37.6 88.7 87.7: 11.3 12.3
Other: 100.0: 43.6 50.3 3.7 46.3 28.5 93.6 82.4: 6.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 111 148 144 279 302 489 522:
Old : 669: 113 160 122 273 278 468 484:
Other: 391: 56 70 19 80 212 148 289:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 11.1 17.1 17.2 9.4 9.4 16.1 14.5
Old : 11.0 11.0 19.3 17.8 10.8 10.2 18.8 16.1
Other: 21.8 28.7 32.7 38.1 21.6 28.7 32.4 37.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,413: 327 893 0 1,580 1,573 1,907 2,466: 1,506 947
Old : 3,290: 327 893 0 1,556 1,538 1,883 2,431: 1,407 859
Other: 123: 0 0 0 24 35 24 35: 99 88
: : :
: : Changes in Commitments from: December 5, 2023 :
: 262: -140 224 -51 322 -56 131 117: 131 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 26.2 0.0 46.3 46.1 55.9 72.3: 44.1 27.7
Old : 100.0: 9.9 27.1 0.0 47.3 46.7 57.2 73.9: 42.8 26.1
Other: 100.0: 0.0 0.0 0.0 19.5 28.5 19.5 28.5: 80.5 71.5
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 7 0 9 6 13 13:
Old : 23: 4 7 0 9 6 13 13:
Other: 2: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.5 47.0 48.3 62.1 31.3 41.3 44.3 55.6
Old : 33.1 47.8 49.3 63.6 32.0 42.0 45.6 56.9
Other: 19.5 28.5 19.5 28.5 11.4 20.3 11.4 20.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 718,648: 107,860 90,321 173,358 384,698 384,914 665,916 648,593: 52,732 70,055
Old : 635,565: 100,962 68,764 151,829 335,130 356,183 587,921 576,776: 47,644 58,789
Other: 83,083: 22,642 37,301 5,785 49,568 28,731 77,995 71,817: 5,088 11,266
: : :
: : Changes in Commitments from: December 5, 2023 :
: 3,045: -8,901 -6,142 28,168 -15,203 -17,948 4,064 4,078: -1,019 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.6 24.1 53.5 53.6 92.7 90.3: 7.3 9.7
Old : 100.0: 15.9 10.8 23.9 52.7 56.0 92.5 90.8: 7.5 9.2
Other: 100.0: 27.3 44.9 7.0 59.7 34.6 93.9 86.4: 6.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 126 125 161 184 234 405 441:
Old : 526: 130 117 153 174 223 387 422:
Other: 288: 49 62 31 65 142 135 215:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 11.9 19.1 19.8 9.6 11.6 15.8 18.1
Old : 10.9 13.4 19.8 21.7 10.0 13.0 17.1 20.1
Other: 21.7 22.8 38.7 33.3 21.2 22.4 37.5 32.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 467,454: 86,954 92,758 115,853 232,182 231,483 434,989 440,094: 32,465 27,360
Old : 415,658: 101,690 93,284 83,618 201,113 213,253 386,421 390,155: 29,237 25,503
Other: 51,796: 9,483 23,693 8,016 31,069 18,230 48,568 49,939: 3,228 1,857
: : :
: : Changes in Commitments from: December 5, 2023 :
: -13,515: -5,520 1,540 -6,831 -2,436 -8,927 -14,787 -14,218: 1,272 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 19.8 24.8 49.7 49.5 93.1 94.1: 6.9 5.9
Old : 100.0: 24.5 22.4 20.1 48.4 51.3 93.0 93.9: 7.0 6.1
Other: 100.0: 18.3 45.7 15.5 60.0 35.2 93.8 96.4: 6.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 84 65 92 95 81 228 205:
Old : 279: 87 66 89 91 78 221 200:
Other: 102: 24 21 18 47 21 82 50:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 17.3 18.5 26.8 9.1 16.0 15.4 22.3
Old : 10.0 17.4 18.6 27.7 9.4 16.5 16.2 22.4
Other: 30.7 48.5 46.7 70.0 25.9 45.3 39.8 62.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,308,164: 121,982 258,241 5,002 996,728 896,153 1,123,712 1,159,396: 184,452 148,768
Old : 1,308,164: 121,982 258,241 5,002 996,728 896,153 1,123,712 1,159,396: 184,452 148,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 8,733: 10,298 16,478 -1,499 7,532 -10,191 16,331 4,788: -7,598 3,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 19.7 0.4 76.2 68.5 85.9 88.6: 14.1 11.4
Old : 100.0: 9.3 19.7 0.4 76.2 68.5 85.9 88.6: 14.1 11.4
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 : 202: 22 36 14 101 105 132 146:
Old : 202: 22 36 14 101 105 132 146:
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 : 25.5 18.4 39.0 32.7 23.8 16.8 36.8 26.7
Old : 25.5 18.4 39.0 32.7 23.8 16.8 36.8 26.7
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,580,128: 115,577 408,557 4,944 1,290,226 1,011,940 1,410,747 1,425,441: 169,381 154,687
Old : 1,580,128: 115,577 408,557 4,944 1,290,226 1,011,940 1,410,747 1,425,441: 169,381 154,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -3,555: 16,488 -7,194 -1,261 -13,863 1,621 1,364 -6,834: -4,919 3,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 25.9 0.3 81.7 64.0 89.3 90.2: 10.7 9.8
Old : 100.0: 7.3 25.9 0.3 81.7 64.0 89.3 90.2: 10.7 9.8
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 : 168: 13 24 12 105 88 125 117:
Old : 168: 13 24 12 105 88 125 117:
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 : 23.4 35.3 39.6 51.0 21.9 33.9 34.8 46.0
Old : 23.4 35.3 39.6 51.0 21.9 33.9 34.8 46.0
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 482,326: 136,307 51,563 110,177 183,339 290,728 429,823 452,468: 52,503 29,858
Old : 445,502: 137,779 55,353 89,720 168,160 273,059 395,659 418,132: 49,843 27,370
Other: 36,824: 13,064 10,746 5,921 15,179 17,669 34,164 34,336: 2,660 2,488
: : :
: : Changes in Commitments from: December 5, 2023 :
: -36,570: -23,418 8,489 -12,976 -1,258 -32,376 -37,652 -36,863: 1,082 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.7 22.8 38.0 60.3 89.1 93.8: 10.9 6.2
Old : 100.0: 30.9 12.4 20.1 37.7 61.3 88.8 93.9: 11.2 6.1
Other: 100.0: 35.5 29.2 16.1 41.2 48.0 92.8 93.2: 7.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 98 51 93 113 111 257 226:
Old : 307: 99 53 91 111 107 252 221:
Other: 114: 28 21 17 39 32 78 63:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 29.8 21.2 43.8 9.5 27.1 16.2 36.9
Old : 13.1 31.4 22.6 45.0 10.5 28.9 17.9 39.0
Other: 32.9 38.5 47.7 54.6 32.9 38.5 45.9 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,012: 5,042 429 452 3,642 10,371 9,136 11,252: 2,876 760
Old : 11,256: 5,037 429 452 2,935 9,662 8,424 10,543: 2,832 713
Other: 756: 5 0 0 707 709 712 709: 44 47
: : :
: : Changes in Commitments from: December 5, 2023 :
: -171: -339 -160 -4 -206 9 -549 -155: 378 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 3.6 3.8 30.3 86.3 76.1 93.7: 23.9 6.3
Old : 100.0: 44.7 3.8 4.0 26.1 85.8 74.8 93.7: 25.2 6.3
Other: 100.0: 0.7 0.0 0.0 93.5 93.8 94.2 93.8: 5.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 26 4 8 15 18 44 29:
Old : 61: 26 4 8 15 18 44 29:
Other: 9: 2 0 0 3 4 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 61.2 42.1 74.9 26.4 60.2 42.0 73.7
Old : 22.5 59.3 39.2 73.8 22.5 58.2 39.2 72.6
Other: 93.9 93.8 94.2 93.8 93.9 93.8 94.2 93.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,950,417: 405,799 1,765,273 61,057 3,222,184 1,999,071 3,689,040 3,825,401: 261,377 125,016
Old : 3,950,417: 405,799 1,765,273 61,057 3,222,184 1,999,071 3,689,040 3,825,401: 261,377 125,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -161,117: 13,070 -103,472 -785 -164,881 -53,369 -152,596 -157,626: -8,521 -3,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 44.7 1.5 81.6 50.6 93.4 96.8: 6.6 3.2
Old : 100.0: 10.3 44.7 1.5 81.6 50.6 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 : 452: 108 50 24 233 170 351 234:
Old : 452: 108 50 24 233 170 351 234:
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 : 26.3 33.4 35.1 49.5 24.8 33.4 32.2 49.3
Old : 26.3 33.4 35.1 49.5 24.8 33.4 32.2 49.3
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,475,716: 513,976 1,070,907 67,850 3,501,136 2,980,452 4,082,962 4,119,209: 392,754 356,507
Old : 4,475,716: 513,976 1,070,907 67,850 3,501,136 2,980,452 4,082,962 4,119,209: 392,754 356,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -60,702: 31,421 -48,104 -18,582 -50,952 12,478 -38,113 -54,208: -22,589 -6,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 23.9 1.5 78.2 66.6 91.2 92.0: 8.8 8.0
Old : 100.0: 11.5 23.9 1.5 78.2 66.6 91.2 92.0: 8.8 8.0
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 : 417: 63 74 41 208 190 298 278:
Old : 417: 63 74 41 208 190 298 278:
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 : 23.7 21.2 36.3 32.4 21.1 18.8 29.3 28.2
Old : 23.7 21.2 36.3 32.4 21.1 18.8 29.3 28.2
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,981,739: 214,045 490,521 10,940 1,553,719 1,211,314 1,778,704 1,712,775: 203,035 268,964
Old : 1,981,739: 214,045 490,521 10,940 1,553,719 1,211,314 1,778,704 1,712,775: 203,035 268,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -9,670: 4,707 13,328 -4,728 -15,792 -20,081 -15,813 -11,481: 6,143 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 24.8 0.6 78.4 61.1 89.8 86.4: 10.2 13.6
Old : 100.0: 10.8 24.8 0.6 78.4 61.1 89.8 86.4: 10.2 13.6
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 : 190: 20 31 14 98 106 127 142:
Old : 190: 20 31 14 98 106 127 142:
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 : 35.1 26.1 49.3 36.7 34.5 22.3 45.3 30.2
Old : 35.1 26.1 49.3 36.7 34.5 22.3 45.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders - Futures Only, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 4,111: 2,709 1,579 186 60 1,348 2,955 3,113: 1,156 998
Old : 4,111: 2,709 1,579 186 60 1,348 2,955 3,113: 1,156 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 835: 546 56 71 60 702 677 829: 158 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 38.4 4.5 1.5 32.8 71.9 75.7: 28.1 24.3
Old : 100.0: 65.9 38.4 4.5 1.5 32.8 71.9 75.7: 28.1 24.3
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 : 26: 10 13 3 1 1 13 16:
Old : 26: 10 13 3 1 1 13 16:
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 : 62.6 62.7 68.3 68.2 59.3 60.5 64.9 65.6
Old : 62.6 62.7 68.3 68.2 59.3 60.5 64.9 65.6
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,737,034: 460,211 1,800,331 58,739 4,790,468 3,583,597 5,309,418 5,442,667: 427,616 294,367
Old : 5,737,034: 460,211 1,800,331 58,739 4,790,468 3,583,597 5,309,418 5,442,667: 427,616 294,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: -38,215: 47,187 -42,120 -259 -73,995 11,713 -27,067 -30,666: -11,148 -7,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 31.4 1.0 83.5 62.5 92.5 94.9: 7.5 5.1
Old : 100.0: 8.0 31.4 1.0 83.5 62.5 92.5 94.9: 7.5 5.1
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 : 384: 59 53 29 203 185 274 255:
Old : 384: 59 53 29 203 185 274 255:
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 : 23.3 25.1 33.8 36.4 21.8 25.0 30.1 35.3
Old : 23.3 25.1 33.8 36.4 21.8 25.0 30.1 35.3
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,493,915: 129,934 289,131 200,279 1,133,265 960,542 1,463,478 1,449,952: 30,437 43,963
Old : 1,493,915: 129,934 289,131 200,279 1,133,265 960,542 1,463,478 1,449,952: 30,437 43,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 11,843: -8,835 -2,792 -8,667 29,005 21,379 11,503 9,920: 340 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.4 13.4 75.9 64.3 98.0 97.1: 2.0 2.9
Old : 100.0: 8.7 19.4 13.4 75.9 64.3 98.0 97.1: 2.0 2.9
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 : 145: 26 32 43 74 81 126 131:
Old : 145: 26 32 43 74 81 126 131:
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 : 28.0 27.1 41.1 39.0 20.4 21.6 28.5 28.9
Old : 28.0 27.1 41.1 39.0 20.4 21.6 28.5 28.9
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,076: 25,968 22,517 6,027 65,779 65,580 97,774 94,124: 14,302 17,952
Old : 112,076: 25,968 22,517 6,027 65,779 65,580 97,774 94,124: 14,302 17,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 17,206: -285 -3,428 4,103 12,314 14,948 16,132 15,623: 1,074 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
Old : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
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 : 102: 26 24 17 36 35 70 70:
Old : 102: 26 24 17 36 35 70 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 : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
Old : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,076: 25,968 22,517 6,027 65,779 65,580 97,774 94,124: 14,302 17,952
Old : 112,076: 25,968 22,517 6,027 65,779 65,580 97,774 94,124: 14,302 17,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 17,206: -285 -3,428 4,103 12,314 14,948 16,132 15,623: 1,074 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
Old : 100.0: 23.2 20.1 5.4 58.7 58.5 87.2 84.0: 12.8 16.0
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 : 102: 26 24 17 36 35 70 70:
Old : 102: 26 24 17 36 35 70 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 : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
Old : 30.5 30.0 45.4 46.9 27.0 25.0 38.6 37.3
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,221: 0 2,583 0 56,816 55,880 56,816 58,463: 2,405 758
Old : 59,221: 0 2,583 0 56,816 55,880 56,816 58,463: 2,405 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 15,954: 0 -291 0 17,464 16,454 17,464 16,163: -1,510 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 95.9 94.4 95.9 98.7: 4.1 1.3
Old : 100.0: 0.0 4.4 0.0 95.9 94.4 95.9 98.7: 4.1 1.3
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 : 38: 0 3 0 28 15 28 18:
Old : 38: 0 3 0 28 15 28 18:
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 : 44.1 70.7 65.4 89.7 29.0 52.5 44.4 64.4
Old : 44.1 70.7 65.4 89.7 29.0 52.5 44.4 64.4
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 65,888: 12,969 19,496 660 51,591 45,255 65,220 65,411: 668 477
Old : 65,888: 12,969 19,496 660 51,591 45,255 65,220 65,411: 668 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 1,476: 387 555 486 248 0 1,121 1,041: 355 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.6 1.0 78.3 68.7 99.0 99.3: 1.0 0.7
Old : 100.0: 19.7 29.6 1.0 78.3 68.7 99.0 99.3: 1.0 0.7
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 : 42: 24 11 2 6 2 30 15:
Old : 42: 24 11 2 6 2 30 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 : 83.7 88.6 91.4 98.2 82.9 88.6 90.5 97.6
Old : 83.7 88.6 91.4 98.2 82.9 88.6 90.5 97.6
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,241: 17,601 17,044 50,640 0 417 68,241 68,101: 0 140
Old : 68,241: 17,601 17,044 50,640 0 417 68,241 68,101: 0 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 54: 264 644 -210 0 -500 54 -66: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 25.0 74.2 0.0 0.6 100.0 99.8: 0.0 0.2
Old : 100.0: 25.8 25.0 74.2 0.0 0.6 100.0 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 : 22: 11 10 5 0 1 14 13:
Old : 22: 11 10 5 0 1 14 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 : 78.5 97.7 93.5 99.3 16.8 24.8 25.5 25.4
Old : 78.5 97.7 93.5 99.3 16.8 24.8 25.5 25.4
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, December 12, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,355: 26,895 17,928 7,460 0 8,905 34,355 34,293: 0 62
Old : 34,355: 26,895 17,928 7,460 0 8,905 34,355 34,293: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2023 :
: 2,564: -804 529 3,368 0 -1,333 2,564 2,564: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 52.2 21.7 0.0 25.9 100.0 99.8: 0.0 0.2
Old : 100.0: 78.3 52.2 21.7 0.0 25.9 100.0 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 : 27: 10 16 3 0 1 12 18:
Old : 27: 10 16 3 0 1 12 18:
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 : 74.5 77.6 96.2 89.4 69.0 59.6 76.5 69.4
Old : 74.5 77.6 96.2 89.4 69.0 59.6 76.5 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2023