WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 19, 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 : 351,349: 100,066 137,059 85,953 136,871 93,632 322,890 316,644: 28,459 34,705
Old : 245,485: 106,673 121,866 35,286 80,679 62,788 222,638 219,940: 22,847 25,545
Other: 105,864: 31,494 53,294 12,566 56,192 30,844 100,252 96,704: 5,612 9,160
: : :
: : Changes in Commitments from: December 12, 2023 :
: 3,889: -8,317 -11,345 10,185 1,595 6,899 3,463 5,739: 426 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 39.0 24.5 39.0 26.6 91.9 90.1: 8.1 9.9
Old : 100.0: 43.5 49.6 14.4 32.9 25.6 90.7 89.6: 9.3 10.4
Other: 100.0: 29.7 50.3 11.9 53.1 29.1 94.7 91.3: 5.3 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 92 109 106 94 91 254 249:
Old : 318: 99 97 72 79 84 218 216:
Other: 199: 43 55 39 55 64 124 138:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 14.3 21.4 24.1 10.6 10.1 17.6 16.6
Old : 14.5 13.8 23.8 22.7 11.5 13.4 19.8 22.1
Other: 26.7 33.3 44.8 44.2 26.7 32.1 44.5 40.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 19, 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 : 199,913: 56,234 72,430 51,807 72,829 55,778 180,870 180,015: 19,043 19,898
Old : 150,881: 60,622 69,644 28,353 47,182 37,289 136,157 135,286: 14,724 15,595
Other: 49,032: 13,242 20,416 5,824 25,647 18,489 44,713 44,729: 4,319 4,303
: : :
: : Changes in Commitments from: December 12, 2023 :
: -516: -3,823 -3,005 2,475 -264 -491 -1,612 -1,021: 1,096 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 36.2 25.9 36.4 27.9 90.5 90.0: 9.5 10.0
Old : 100.0: 40.2 46.2 18.8 31.3 24.7 90.2 89.7: 9.8 10.3
Other: 100.0: 27.0 41.6 11.9 52.3 37.7 91.2 91.2: 8.8 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 59 51 54 62 66 147 150:
Old : 201: 64 48 43 54 59 133 135:
Other: 131: 21 34 23 44 52 82 94:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 18.9 34.7 29.9 16.2 15.7 23.7 24.5
Old : 22.2 22.6 35.3 35.4 18.9 19.2 29.6 29.9
Other: 37.8 33.7 49.5 50.4 33.7 31.3 44.6 42.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 19, 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 : 1,267,540: 267,414 394,984 266,972 584,989 437,087 1,119,375 1,099,043: 148,165 168,497
Old : 1,081,820: 298,912 412,403 150,736 497,595 383,066 947,243 946,205: 134,577 135,615
Other: 185,720: 77,787 91,866 6,951 87,394 54,021 172,132 152,838: 13,588 32,882
: : :
: : Changes in Commitments from: December 12, 2023 :
: 16,440: 759 27,114 572 -276 -16,648 1,055 11,038: 15,385 5,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 31.2 21.1 46.2 34.5 88.3 86.7: 11.7 13.3
Old : 100.0: 27.6 38.1 13.9 46.0 35.4 87.6 87.5: 12.4 12.5
Other: 100.0: 41.9 49.5 3.7 47.1 29.1 92.7 82.3: 7.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 116 149 136 286 309 490 532:
Old : 683: 121 156 113 278 283 465 494:
Other: 391: 53 70 22 80 217 149 293:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 11.0 16.3 17.2 8.9 9.5 15.1 14.6
Old : 10.8 11.0 18.3 18.0 10.4 10.5 17.5 16.4
Other: 21.7 27.6 32.3 36.3 21.3 27.6 31.9 35.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 19, 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 : 3,325: 326 825 65 1,695 1,649 2,086 2,539: 1,239 786
Old : 3,200: 326 773 65 1,671 1,614 2,062 2,452: 1,138 748
Other: 125: 0 52 0 24 35 24 87: 101 38
: : :
: : Changes in Commitments from: December 12, 2023 :
: -88: -1 -68 65 115 76 179 73: -267 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 24.8 2.0 51.0 49.6 62.7 76.4: 37.3 23.6
Old : 100.0: 10.2 24.2 2.0 52.2 50.4 64.4 76.6: 35.6 23.4
Other: 100.0: 0.0 41.6 0.0 19.2 28.0 19.2 69.6: 80.8 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 1 9 6 14 11:
Old : 21: 4 5 1 9 6 14 11:
Other: 3: 0 1 0 2 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 37.2 50.2 53.3 68.2 29.5 39.4 42.4 55.4
Old : 37.9 51.2 54.6 68.3 30.2 40.2 43.6 55.6
Other: 19.2 69.6 19.2 69.6 11.2 61.6 11.2 61.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 19, 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 : 693,382: 101,144 99,146 144,262 382,804 371,725 628,210 615,133: 65,172 78,249
Old : 603,636: 97,341 76,867 119,171 328,093 342,017 544,605 538,055: 59,031 65,581
Other: 89,746: 22,818 41,294 6,076 54,711 29,708 83,605 77,078: 6,141 12,668
: : :
: : Changes in Commitments from: December 12, 2023 :
: -25,266: -6,716 8,825 -29,096 -1,894 -13,189 -37,706 -33,460: 12,440 8,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.3 20.8 55.2 53.6 90.6 88.7: 9.4 11.3
Old : 100.0: 16.1 12.7 19.7 54.4 56.7 90.2 89.1: 9.8 10.9
Other: 100.0: 25.4 46.0 6.8 61.0 33.1 93.2 85.9: 6.8 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 526: 133 122 159 191 220 410 429:
Old : 518: 131 119 145 182 210 393 405:
Other: 276: 43 67 29 65 133 127 211:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 12.9 20.8 21.2 9.4 11.9 16.2 18.3
Old : 12.1 14.7 21.8 24.0 9.5 13.7 16.8 20.6
Other: 21.9 24.0 39.4 33.3 21.2 23.7 38.0 31.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 19, 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 : 477,282: 83,824 100,180 112,069 244,617 235,471 440,510 447,720: 36,772 29,562
Old : 420,896: 98,462 100,656 77,677 211,753 215,352 387,892 393,685: 33,004 27,211
Other: 56,386: 11,498 25,660 8,256 32,864 20,119 52,618 54,035: 3,768 2,351
: : :
: : Changes in Commitments from: December 12, 2023 :
: 9,828: -3,130 7,422 -3,784 12,435 3,988 5,521 7,626: 4,307 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.0 23.5 51.3 49.3 92.3 93.8: 7.7 6.2
Old : 100.0: 23.4 23.9 18.5 50.3 51.2 92.2 93.5: 7.8 6.5
Other: 100.0: 20.4 45.5 14.6 58.3 35.7 93.3 95.8: 6.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 82 68 86 95 85 224 204:
Old : 279: 82 69 83 92 82 216 200:
Other: 106: 24 21 17 48 23 81 54:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 17.2 19.2 27.5 9.1 15.2 15.4 22.0
Old : 11.2 17.7 20.2 28.6 9.6 15.5 16.2 22.1
Other: 29.4 47.0 45.4 68.5 25.1 45.1 38.7 61.7
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 19, 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 : 1,362,215: 141,617 279,623 5,210 1,016,546 917,492 1,163,373 1,202,325: 198,842 159,890
Old : 1,362,215: 141,617 279,623 5,210 1,016,546 917,492 1,163,373 1,202,325: 198,842 159,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 54,051: 19,635 21,382 208 19,818 21,339 39,661 42,929: 14,390 11,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 20.5 0.4 74.6 67.4 85.4 88.3: 14.6 11.7
Old : 100.0: 10.4 20.5 0.4 74.6 67.4 85.4 88.3: 14.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 23 41 18 93 109 126 158:
Old : 206: 23 41 18 93 109 126 158:
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 : 24.7 17.3 38.7 30.9 23.2 15.5 37.0 25.1
Old : 24.7 17.3 38.7 30.9 23.2 15.5 37.0 25.1
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 19, 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 : 1,622,859: 145,234 437,208 3,199 1,306,321 1,035,639 1,454,754 1,476,046: 168,105 146,813
Old : 1,622,859: 145,234 437,208 3,199 1,306,321 1,035,639 1,454,754 1,476,046: 168,105 146,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 42,731: 29,657 28,651 -1,745 16,095 23,699 44,007 50,605: -1,276 -7,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 26.9 0.2 80.5 63.8 89.6 91.0: 10.4 9.0
Old : 100.0: 8.9 26.9 0.2 80.5 63.8 89.6 91.0: 10.4 9.0
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 : 177: 16 29 10 108 88 129 122:
Old : 177: 16 29 10 108 88 129 122:
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 35.1 39.2 50.7 21.6 33.7 35.1 46.2
Old : 23.3 35.1 39.2 50.7 21.6 33.7 35.1 46.2
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 19, 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 : 474,985: 122,571 61,174 113,224 184,510 265,741 420,305 440,139: 54,680 34,846
Old : 435,256: 124,779 63,960 91,459 167,457 247,527 383,695 402,946: 51,561 32,310
Other: 39,729: 12,863 12,285 6,694 17,053 18,214 36,610 37,193: 3,119 2,536
: : :
: : Changes in Commitments from: December 12, 2023 :
: -7,341: -13,736 9,611 3,047 1,171 -24,987 -9,518 -12,329: 2,177 4,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 12.9 23.8 38.8 55.9 88.5 92.7: 11.5 7.3
Old : 100.0: 28.7 14.7 21.0 38.5 56.9 88.2 92.6: 11.8 7.4
Other: 100.0: 32.4 30.9 16.8 42.9 45.8 92.1 93.6: 7.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 86 57 93 117 110 258 226:
Old : 304: 88 58 92 116 107 254 222:
Other: 115: 26 23 21 41 28 83 61:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 27.7 21.1 41.3 8.9 24.6 15.4 34.7
Old : 13.4 28.9 22.5 42.6 9.9 26.6 17.2 36.9
Other: 28.6 37.6 45.2 53.3 28.0 37.6 42.6 52.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 19, 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 : 12,027: 5,062 332 524 3,332 10,347 8,918 11,203: 3,109 824
Old : 11,230: 5,056 332 524 2,594 9,600 8,174 10,456: 3,056 774
Other: 797: 6 0 0 738 747 744 747: 53 50
: : :
: : Changes in Commitments from: December 12, 2023 :
: 15: 20 -97 72 -310 -24 -218 -49: 233 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 2.8 4.4 27.7 86.0 74.1 93.1: 25.9 6.9
Old : 100.0: 45.0 3.0 4.7 23.1 85.5 72.8 93.1: 27.2 6.9
Other: 100.0: 0.8 0.0 0.0 92.6 93.7 93.4 93.7: 6.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 23 4 9 13 19 43 30:
Old : 62: 23 4 9 13 19 43 30:
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 : 24.3 60.3 38.5 73.1 24.3 60.3 38.5 73.1
Old : 21.3 58.0 35.8 71.7 21.3 58.0 35.8 71.7
Other: 93.0 93.7 93.4 93.7 93.0 93.7 93.4 93.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 19, 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 : 3,827,956: 434,918 1,725,782 47,513 3,068,551 1,910,224 3,550,982 3,683,519: 276,974 144,437
Old : 3,827,956: 434,918 1,725,782 47,513 3,068,551 1,910,224 3,550,982 3,683,519: 276,974 144,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -122,461: 29,119 -39,491 -13,544 -153,633 -88,847 -138,058 -141,882: 15,597 19,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 45.1 1.2 80.2 49.9 92.8 96.2: 7.2 3.8
Old : 100.0: 11.4 45.1 1.2 80.2 49.9 92.8 96.2: 7.2 3.8
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 : 452: 109 50 29 227 175 350 240:
Old : 452: 109 50 29 227 175 350 240:
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 : 25.3 33.5 33.4 49.5 23.6 33.5 30.4 49.4
Old : 25.3 33.5 33.4 49.5 23.6 33.5 30.4 49.4
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 19, 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 : 4,553,512: 444,202 1,131,774 58,433 3,639,176 3,000,370 4,141,811 4,190,577: 411,701 362,935
Old : 4,553,512: 444,202 1,131,774 58,433 3,639,176 3,000,370 4,141,811 4,190,577: 411,701 362,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 77,796: -69,774 60,867 -9,417 138,040 19,918 58,849 71,368: 18,947 6,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 24.9 1.3 79.9 65.9 91.0 92.0: 9.0 8.0
Old : 100.0: 9.8 24.9 1.3 79.9 65.9 91.0 92.0: 9.0 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 : 412: 59 72 41 212 189 298 276:
Old : 412: 59 72 41 212 189 298 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 22.1 36.1 33.3 20.4 20.1 29.4 29.3
Old : 22.7 22.1 36.1 33.3 20.4 20.1 29.4 29.3
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 19, 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 : 2,024,625: 236,717 501,935 20,904 1,567,288 1,226,199 1,824,909 1,749,038: 199,716 275,587
Old : 2,024,625: 236,717 501,935 20,904 1,567,288 1,226,199 1,824,909 1,749,038: 199,716 275,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 42,886: 22,672 11,414 9,964 13,569 14,885 46,205 36,263: -3,319 6,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.8 1.0 77.4 60.6 90.1 86.4: 9.9 13.6
Old : 100.0: 11.7 24.8 1.0 77.4 60.6 90.1 86.4: 9.9 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: 22 31 15 97 102 127 140:
Old : 190: 22 31 15 97 102 127 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 27.3 49.2 38.8 34.5 23.8 45.5 32.4
Old : 35.0 27.3 49.2 38.8 34.5 23.8 45.5 32.4
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 19, 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 : 3,384: 844 1,443 372 257 0 1,473 1,815: 1,911 1,569
Old : 3,384: 844 1,443 372 257 0 1,473 1,815: 1,911 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -727: -1,865 -136 186 197 -1,348 -1,482 -1,298: 755 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 42.6 11.0 7.6 0.0 43.5 53.6: 56.5 46.4
Old : 100.0: 24.9 42.6 11.0 7.6 0.0 43.5 53.6: 56.5 46.4
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 : 24: 10 12 2 1 0 13 13:
Old : 24: 10 12 2 1 0 13 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 : 32.8 42.3 39.0 48.0 25.0 32.2 30.0 38.0
Old : 32.8 42.3 39.0 48.0 25.0 32.2 30.0 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 19, 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 : 5,721,077: 398,328 1,786,550 67,406 4,829,927 3,588,758 5,295,661 5,442,714: 425,416 278,363
Old : 5,721,077: 398,328 1,786,550 67,406 4,829,927 3,588,758 5,295,661 5,442,714: 425,416 278,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -15,957: -61,883 -13,781 8,667 39,459 5,161 -13,757 47: -2,200 -16,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 31.2 1.2 84.4 62.7 92.6 95.1: 7.4 4.9
Old : 100.0: 7.0 31.2 1.2 84.4 62.7 92.6 95.1: 7.4 4.9
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 : 379: 58 50 28 209 177 281 241:
Old : 379: 58 50 28 209 177 281 241:
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 24.2 33.6 35.5 21.6 24.0 30.2 34.4
Old : 23.3 24.2 33.6 35.5 21.6 24.0 30.2 34.4
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 19, 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 : 1,581,366: 220,161 263,772 249,426 1,067,244 1,009,934 1,536,831 1,523,132: 44,535 58,234
Old : 1,581,366: 220,161 263,772 249,426 1,067,244 1,009,934 1,536,831 1,523,132: 44,535 58,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 87,451: 90,227 -25,359 49,147 -66,021 49,392 73,353 73,180: 14,098 14,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.7 15.8 67.5 63.9 97.2 96.3: 2.8 3.7
Old : 100.0: 13.9 16.7 15.8 67.5 63.9 97.2 96.3: 2.8 3.7
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 : 143: 30 30 41 71 79 122 129:
Old : 143: 30 30 41 71 79 122 129:
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 : 25.7 25.6 38.2 37.2 17.6 21.0 24.0 26.2
Old : 25.7 25.6 38.2 37.2 17.6 21.0 24.0 26.2
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 19, 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 : 100,329: 29,883 22,760 2,550 53,885 60,515 86,318 85,825: 14,011 14,504
Old : 100,329: 29,883 22,760 2,550 53,885 60,515 86,318 85,825: 14,011 14,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -11,747: 3,915 243 -3,477 -11,894 -5,065 -11,456 -8,299: -291 -3,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
Old : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 31 26 11 32 28 67 61:
Old : 107: 31 26 11 32 28 67 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 35.6 45.9 52.6 33.6 34.7 45.5 51.6
Old : 34.0 35.6 45.9 52.6 33.6 34.7 45.5 51.6
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 19, 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 : 100,329: 29,883 22,760 2,550 53,885 60,515 86,318 85,825: 14,011 14,504
Old : 100,329: 29,883 22,760 2,550 53,885 60,515 86,318 85,825: 14,011 14,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -11,747: 3,915 243 -3,477 -11,894 -5,065 -11,456 -8,299: -291 -3,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
Old : 100.0: 29.8 22.7 2.5 53.7 60.3 86.0 85.5: 14.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 31 26 11 32 28 67 61:
Old : 107: 31 26 11 32 28 67 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 35.6 45.9 52.6 33.6 34.7 45.5 51.6
Old : 34.0 35.6 45.9 52.6 33.6 34.7 45.5 51.6
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 19, 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 : 46,075: 0 747 0 43,249 44,899 43,249 45,646: 2,826 429
Old : 46,075: 0 747 0 43,249 44,899 43,249 45,646: 2,826 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: -13,146: 0 -1,836 0 -13,567 -10,981 -13,567 -12,817: 421 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 93.9 97.4 93.9 99.1: 6.1 0.9
Old : 100.0: 0.0 1.6 0.0 93.9 97.4 93.9 99.1: 6.1 0.9
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 : 38: 0 2 0 26 14 26 16:
Old : 38: 0 2 0 26 14 26 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 : 42.2 77.1 65.7 94.0 40.6 77.1 62.6 93.1
Old : 42.2 77.1 65.7 94.0 40.6 77.1 62.6 93.1
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 19, 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 : 67,441: 14,196 20,692 101 51,527 45,255 65,824 66,048: 1,617 1,393
Old : 67,441: 14,196 20,692 101 51,527 45,255 65,824 66,048: 1,617 1,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 1,553: 1,227 1,196 -559 -64 0 604 637: 949 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 30.7 0.1 76.4 67.1 97.6 97.9: 2.4 2.1
Old : 100.0: 21.0 30.7 0.1 76.4 67.1 97.6 97.9: 2.4 2.1
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 : 41: 25 9 2 6 2 31 13:
Old : 41: 25 9 2 6 2 31 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 : 81.4 90.3 89.4 97.4 81.3 90.3 89.3 97.4
Old : 81.4 90.3 89.4 97.4 81.3 90.3 89.3 97.4
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 19, 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 : 70,754: 20,811 20,801 49,933 0 0 70,744 70,734: 10 20
Old : 70,754: 20,811 20,801 49,933 0 0 70,744 70,734: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 2,513: 3,210 3,757 -707 0 -417 2,503 2,633: 10 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 29.4 70.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 29.4 29.4 70.6 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 10 4 0 0 14 12:
Old : 22: 12 10 4 0 0 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 98.7 93.9 99.7 19.7 28.7 28.9 29.3
Old : 78.1 98.7 93.9 99.7 19.7 28.7 28.9 29.3
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 19, 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 : 34,798: 23,014 11,586 11,784 0 11,367 34,798 34,737: 0 61
Old : 34,798: 23,014 11,586 11,784 0 11,367 34,798 34,737: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2023 :
: 443: -3,881 -6,342 4,324 0 2,462 443 444: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 33.3 33.9 0.0 32.7 100.0 99.8: 0.0 0.2
Old : 100.0: 66.1 33.3 33.9 0.0 32.7 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 16 4 0 1 13 19:
Old : 28: 11 16 4 0 1 13 19:
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 : 71.9 77.6 96.9 89.1 49.9 50.9 64.2 58.6
Old : 71.9 77.6 96.9 89.1 49.9 50.9 64.2 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2023