WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 26, 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 : 362,050: 104,226 135,637 94,599 134,541 96,017 333,366 326,253: 28,684 35,797
Old : 248,341: 111,057 119,149 39,291 75,266 64,463 225,614 222,903: 22,727 25,438
Other: 113,709: 35,973 59,292 12,504 59,275 31,554 107,752 103,350: 5,957 10,359
: : :
: : Changes in Commitments from: December 19, 2023 :
: 10,701: 4,160 -1,422 8,646 -2,330 2,385 10,476 9,609: 225 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 37.5 26.1 37.2 26.5 92.1 90.1: 7.9 9.9
Old : 100.0: 44.7 48.0 15.8 30.3 26.0 90.8 89.8: 9.2 10.2
Other: 100.0: 31.6 52.1 11.0 52.1 27.7 94.8 90.9: 5.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 94 103 109 93 88 255 247:
Old : 311: 104 92 74 78 82 217 216:
Other: 196: 43 61 38 53 59 123 133:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 14.1 20.8 23.0 10.3 9.0 17.1 15.9
Old : 14.2 12.4 23.7 21.7 11.2 12.0 19.8 20.9
Other: 26.0 34.0 43.0 45.9 26.0 33.7 43.0 42.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 26, 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 : 205,427: 58,597 77,455 52,397 75,425 56,261 186,419 186,113: 19,008 19,314
Old : 151,184: 60,474 71,502 28,203 47,874 36,732 136,551 136,437: 14,633 14,747
Other: 54,243: 16,003 23,833 6,314 27,551 19,529 49,868 49,676: 4,375 4,567
: : :
: : Changes in Commitments from: December 19, 2023 :
: 5,514: 2,363 5,025 590 2,596 483 5,549 6,098: -35 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 37.7 25.5 36.7 27.4 90.7 90.6: 9.3 9.4
Old : 100.0: 40.0 47.3 18.7 31.7 24.3 90.3 90.2: 9.7 9.8
Other: 100.0: 29.5 43.9 11.6 50.8 36.0 91.9 91.6: 8.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 59 52 57 63 67 150 154:
Old : 201: 60 51 40 53 58 130 133:
Other: 134: 24 34 23 44 51 84 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 : 23.2 18.6 34.5 29.6 16.3 15.4 23.6 24.4
Old : 21.7 23.0 34.7 35.8 18.1 19.9 29.0 30.5
Other: 39.3 32.0 50.0 49.2 35.6 29.6 45.4 42.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 26, 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 : 1,280,828: 265,359 393,010 282,814 592,129 440,252 1,140,302 1,116,076: 140,526 164,752
Old : 1,089,177: 295,131 411,084 164,386 502,804 382,723 962,321 958,193: 126,856 130,984
Other: 191,651: 81,655 93,353 7,001 89,325 57,529 177,981 157,883: 13,670 33,768
: : :
: : Changes in Commitments from: December 19, 2023 :
: 13,288: -2,055 -1,974 15,842 7,140 3,165 20,927 17,033: -7,639 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 30.7 22.1 46.2 34.4 89.0 87.1: 11.0 12.9
Old : 100.0: 27.1 37.7 15.1 46.2 35.1 88.4 88.0: 11.6 12.0
Other: 100.0: 42.6 48.7 3.7 46.6 30.0 92.9 82.4: 7.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 113 147 143 287 305 492 534:
Old : 682: 114 160 122 278 280 467 499:
Other: 397: 59 61 21 89 220 159 291:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 10.8 16.3 17.4 8.8 9.4 14.8 14.8
Old : 10.8 11.0 18.5 18.1 10.4 10.5 17.4 16.4
Other: 21.5 27.3 32.5 36.0 21.1 27.3 32.1 35.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 26, 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 : 3,344: 256 805 67 1,740 1,637 2,063 2,509: 1,281 835
Old : 3,219: 256 753 67 1,716 1,602 2,039 2,422: 1,180 797
Other: 125: 0 52 0 24 35 24 87: 101 38
: : :
: : Changes in Commitments from: December 19, 2023 :
: 19: -70 -20 2 45 -12 -23 -30: 42 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 24.1 2.0 52.0 49.0 61.7 75.0: 38.3 25.0
Old : 100.0: 8.0 23.4 2.1 53.3 49.8 63.3 75.2: 36.7 24.8
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 : 20: 3 5 1 9 6 13 11:
Old : 20: 3 5 1 9 6 13 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 : 38.7 49.3 54.7 67.1 29.5 37.2 42.0 53.1
Old : 39.4 50.3 56.0 67.2 30.2 37.9 43.2 53.2
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 26, 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 : 637,033: 97,494 109,420 120,929 361,392 340,676 579,815 571,025: 57,218 66,008
Old : 544,307: 94,622 85,711 95,367 303,044 310,225 493,033 491,303: 51,274 53,004
Other: 92,726: 22,511 43,348 5,923 58,348 30,451 86,782 79,722: 5,944 13,004
: : :
: : Changes in Commitments from: December 19, 2023 :
: -56,349: -3,650 10,274 -23,333 -21,412 -31,049 -48,395 -44,108: -7,954 -12,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.2 19.0 56.7 53.5 91.0 89.6: 9.0 10.4
Old : 100.0: 17.4 15.7 17.5 55.7 57.0 90.6 90.3: 9.4 9.7
Other: 100.0: 24.3 46.7 6.4 62.9 32.8 93.6 86.0: 6.4 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 488: 123 112 134 185 203 382 389:
Old : 479: 128 104 120 176 191 363 364:
Other: 263: 42 69 30 66 116 128 196:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 14.5 22.5 23.9 10.1 13.2 17.7 20.0
Old : 13.8 16.8 24.1 27.6 10.9 15.3 18.8 23.0
Other: 21.8 23.4 39.8 33.2 21.1 23.2 38.3 32.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 26, 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 : 479,577: 83,038 116,858 114,776 250,192 221,045 448,006 452,679: 31,571 26,898
Old : 419,502: 99,800 116,753 77,406 214,781 200,394 391,987 394,553: 27,515 24,949
Other: 60,075: 12,035 28,902 8,573 35,411 20,651 56,019 58,126: 4,056 1,949
: : :
: : Changes in Commitments from: December 19, 2023 :
: 2,295: -786 16,678 2,707 5,575 -14,426 7,496 4,959: -5,201 -2,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 24.4 23.9 52.2 46.1 93.4 94.4: 6.6 5.6
Old : 100.0: 23.8 27.8 18.5 51.2 47.8 93.4 94.1: 6.6 5.9
Other: 100.0: 20.0 48.1 14.3 58.9 34.4 93.2 96.8: 6.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 82 82 90 100 84 236 219:
Old : 302: 82 84 84 97 81 227 213:
Other: 114: 26 25 19 49 24 86 59:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 16.4 19.8 27.0 9.2 14.4 16.1 20.8
Old : 12.1 17.1 20.9 27.3 9.9 14.9 16.8 21.4
Other: 27.9 47.4 45.3 67.7 24.6 45.6 39.4 61.5
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 26, 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 : 1,379,332: 155,392 298,935 5,788 1,026,432 931,942 1,187,612 1,236,665: 191,720 142,667
Old : 1,379,332: 155,392 298,935 5,788 1,026,432 931,942 1,187,612 1,236,665: 191,720 142,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 17,117: 13,775 19,312 578 9,886 14,450 24,239 34,340: -7,122 -17,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 21.7 0.4 74.4 67.6 86.1 89.7: 13.9 10.3
Old : 100.0: 11.3 21.7 0.4 74.4 67.6 86.1 89.7: 13.9 10.3
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 : 198: 22 35 16 97 105 130 145:
Old : 198: 22 35 16 97 105 130 145:
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 : 24.1 17.2 38.6 30.9 22.6 15.0 36.9 25.2
Old : 24.1 17.2 38.6 30.9 22.6 15.0 36.9 25.2
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 26, 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 : 1,623,045: 147,004 438,049 3,102 1,306,425 1,035,232 1,456,531 1,476,383: 166,514 146,662
Old : 1,623,045: 147,004 438,049 3,102 1,306,425 1,035,232 1,456,531 1,476,383: 166,514 146,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 186: 1,770 841 -97 104 -407 1,777 337: -1,591 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 27.0 0.2 80.5 63.8 89.7 91.0: 10.3 9.0
Old : 100.0: 9.1 27.0 0.2 80.5 63.8 89.7 91.0: 10.3 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 : 175: 16 28 12 108 90 130 124:
Old : 175: 16 28 12 108 90 130 124:
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 34.5 38.7 50.5 21.4 33.9 34.3 45.8
Old : 22.7 34.5 38.7 50.5 21.4 33.9 34.3 45.8
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 26, 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 : 445,612: 111,476 70,495 101,675 185,945 240,460 399,096 412,630: 46,516 32,982
Old : 404,872: 115,099 74,295 77,888 168,371 222,009 361,358 374,192: 43,514 30,680
Other: 40,740: 13,895 13,718 6,269 17,574 18,451 37,738 38,438: 3,002 2,302
: : :
: : Changes in Commitments from: December 19, 2023 :
: -29,373: -11,095 9,321 -11,549 1,435 -25,281 -21,209 -27,509: -8,164 -1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.8 22.8 41.7 54.0 89.6 92.6: 10.4 7.4
Old : 100.0: 28.4 18.4 19.2 41.6 54.8 89.3 92.4: 10.7 7.6
Other: 100.0: 34.1 33.7 15.4 43.1 45.3 92.6 94.3: 7.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 83 63 88 115 110 248 227:
Old : 299: 86 63 86 112 107 241 223:
Other: 116: 28 24 21 41 28 85 62:
:----------------------------------------------------------------------------------------------------
: 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 26.7 21.6 39.4 9.2 22.9 15.9 33.4
Old : 13.2 27.9 23.2 40.7 10.4 24.8 17.6 35.4
Other: 26.9 39.6 42.4 55.3 26.3 39.6 40.5 54.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 26, 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 : 11,796: 5,401 203 406 3,278 10,398 9,085 11,007: 2,711 789
Old : 10,938: 5,394 203 406 2,501 9,590 8,301 10,199: 2,637 739
Other: 858: 7 0 0 777 808 784 808: 74 50
: : :
: : Changes in Commitments from: December 19, 2023 :
: -231: 339 -129 -118 -54 51 167 -196: -398 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 1.7 3.4 27.8 88.1 77.0 93.3: 23.0 6.7
Old : 100.0: 49.3 1.9 3.7 22.9 87.7 75.9 93.2: 24.1 6.8
Other: 100.0: 0.8 0.0 0.0 90.6 94.2 91.4 94.2: 8.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 27 1 7 15 17 46 24:
Old : 61: 27 1 7 15 17 46 24:
Other: 10: 2 0 0 3 5 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 63.2 40.7 76.5 26.2 63.1 40.7 76.3
Old : 23.3 60.9 38.3 75.1 23.3 60.7 38.3 74.9
Other: 91.0 93.9 91.4 94.2 91.0 93.9 91.4 94.2
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 26, 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 : 3,762,107: 399,864 1,664,947 54,397 3,043,487 1,915,503 3,497,748 3,634,847: 264,359 127,260
Old : 3,762,107: 399,864 1,664,947 54,397 3,043,487 1,915,503 3,497,748 3,634,847: 264,359 127,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -65,849: -35,054 -60,835 6,884 -25,064 5,279 -53,234 -48,672: -12,615 -17,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 44.3 1.4 80.9 50.9 93.0 96.6: 7.0 3.4
Old : 100.0: 10.6 44.3 1.4 80.9 50.9 93.0 96.6: 7.0 3.4
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 : 446: 109 49 30 231 167 354 232:
Old : 446: 109 49 30 231 167 354 232:
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 33.0 33.4 49.3 23.9 33.0 30.6 48.8
Old : 25.5 33.0 33.4 49.3 23.9 33.0 30.6 48.8
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 26, 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 : 4,589,883: 430,563 1,235,547 56,476 3,680,677 2,955,123 4,167,716 4,247,146: 422,167 342,737
Old : 4,589,883: 430,563 1,235,547 56,476 3,680,677 2,955,123 4,167,716 4,247,146: 422,167 342,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 36,371: -13,639 103,773 -1,957 41,501 -45,247 25,905 56,569: 10,466 -20,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 26.9 1.2 80.2 64.4 90.8 92.5: 9.2 7.5
Old : 100.0: 9.4 26.9 1.2 80.2 64.4 90.8 92.5: 9.2 7.5
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 : 396: 51 72 36 209 184 282 270:
Old : 396: 51 72 36 209 184 282 270:
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 : 23.0 21.5 36.2 32.4 20.2 19.9 29.8 28.5
Old : 23.0 21.5 36.2 32.4 20.2 19.9 29.8 28.5
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 26, 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 : 2,043,847: 242,077 520,108 24,507 1,582,887 1,238,999 1,849,471 1,783,614: 194,376 260,233
Old : 2,043,847: 242,077 520,108 24,507 1,582,887 1,238,999 1,849,471 1,783,614: 194,376 260,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 19,222: 5,360 18,173 3,603 15,599 12,800 24,562 34,576: -5,340 -15,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 25.4 1.2 77.4 60.6 90.5 87.3: 9.5 12.7
Old : 100.0: 11.8 25.4 1.2 77.4 60.6 90.5 87.3: 9.5 12.7
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 : 191: 19 33 16 99 103 127 143:
Old : 191: 19 33 16 99 103 127 143:
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 : 34.7 26.2 49.8 38.7 33.9 23.5 45.6 32.2
Old : 34.7 26.2 49.8 38.7 33.9 23.5 45.6 32.2
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 26, 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 : 3,471: 870 1,714 635 732 0 2,237 2,349: 1,234 1,122
Old : 3,471: 870 1,714 635 732 0 2,237 2,349: 1,234 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 87: 26 271 263 475 0 764 534: -677 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 49.4 18.3 21.1 0.0 64.4 67.7: 35.6 32.3
Old : 100.0: 25.1 49.4 18.3 21.1 0.0 64.4 67.7: 35.6 32.3
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 : 24: 11 11 1 2 0 13 12:
Old : 24: 11 11 1 2 0 13 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 : 52.0 56.1 59.3 63.2 33.7 39.8 41.1 46.2
Old : 52.0 56.1 59.3 63.2 33.7 39.8 41.1 46.2
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 26, 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 : 5,742,599: 406,283 1,719,724 70,760 4,822,943 3,684,615 5,299,986 5,475,099: 442,613 267,500
Old : 5,742,599: 406,283 1,719,724 70,760 4,822,943 3,684,615 5,299,986 5,475,099: 442,613 267,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 21,522: 7,955 -66,826 3,354 -6,984 95,857 4,325 32,385: 17,197 -10,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 29.9 1.2 84.0 64.2 92.3 95.3: 7.7 4.7
Old : 100.0: 7.1 29.9 1.2 84.0 64.2 92.3 95.3: 7.7 4.7
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 : 368: 60 44 28 201 176 276 233:
Old : 368: 60 44 28 201 176 276 233:
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 : 22.6 24.5 32.9 36.1 21.1 24.4 30.0 34.9
Old : 22.6 24.5 32.9 36.1 21.1 24.4 30.0 34.9
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 26, 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 : 1,596,563: 195,967 306,140 250,173 1,121,182 998,407 1,567,322 1,554,720: 29,241 41,843
Old : 1,596,563: 195,967 306,140 250,173 1,121,182 998,407 1,567,322 1,554,720: 29,241 41,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 15,197: -24,194 42,368 747 53,938 -11,527 30,491 31,588: -15,294 -16,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.2 15.7 70.2 62.5 98.2 97.4: 1.8 2.6
Old : 100.0: 12.3 19.2 15.7 70.2 62.5 98.2 97.4: 1.8 2.6
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 : 150: 24 42 46 72 79 126 137:
Old : 150: 24 42 46 72 79 126 137:
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 24.6 40.1 36.3 18.5 19.3 25.4 24.3
Old : 25.7 24.6 40.1 36.3 18.5 19.3 25.4 24.3
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 26, 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 : 98,501: 28,469 17,316 1,981 54,316 66,799 84,766 86,096: 13,735 12,405
Old : 98,501: 28,469 17,316 1,981 54,316 66,799 84,766 86,096: 13,735 12,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -1,828: -1,414 -5,444 -569 431 6,284 -1,552 271: -276 -2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.6 2.0 55.1 67.8 86.1 87.4: 13.9 12.6
Old : 100.0: 28.9 17.6 2.0 55.1 67.8 86.1 87.4: 13.9 12.6
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 : 101: 29 23 14 31 27 65 59:
Old : 101: 29 23 14 31 27 65 59:
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 : 33.5 37.1 46.7 56.7 32.7 36.1 45.7 55.5
Old : 33.5 37.1 46.7 56.7 32.7 36.1 45.7 55.5
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 26, 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 : 98,501: 28,469 17,316 1,981 54,316 66,799 84,766 86,096: 13,735 12,405
Old : 98,501: 28,469 17,316 1,981 54,316 66,799 84,766 86,096: 13,735 12,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: -1,828: -1,414 -5,444 -569 431 6,284 -1,552 271: -276 -2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.6 2.0 55.1 67.8 86.1 87.4: 13.9 12.6
Old : 100.0: 28.9 17.6 2.0 55.1 67.8 86.1 87.4: 13.9 12.6
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 : 101: 29 23 14 31 27 65 59:
Old : 101: 29 23 14 31 27 65 59:
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 : 33.5 37.1 46.7 56.7 32.7 36.1 45.7 55.5
Old : 33.5 37.1 46.7 56.7 32.7 36.1 45.7 55.5
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 26, 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 : 46,855: 0 589 0 43,956 45,842 43,956 46,431: 2,899 424
Old : 46,855: 0 589 0 43,956 45,842 43,956 46,431: 2,899 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 780: 0 -158 0 707 943 707 785: 73 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 93.8 97.8 93.8 99.1: 6.2 0.9
Old : 100.0: 0.0 1.3 0.0 93.8 97.8 93.8 99.1: 6.2 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 13 26 15:
Old : 38: 0 2 0 26 13 26 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 : 41.4 78.6 63.3 94.7 39.9 78.6 60.1 93.6
Old : 41.4 78.6 63.3 94.7 39.9 78.6 60.1 93.6
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 26, 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 : 73,191: 12,580 19,763 0 60,375 53,405 72,955 73,168: 236 23
Old : 73,191: 12,580 19,763 0 60,375 53,405 72,955 73,168: 236 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 5,750: -1,616 -929 -101 8,848 8,150 7,131 7,120: -1,381 -1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.0 0.0 82.5 73.0 99.7 100.0: 0.3 0.0
Old : 100.0: 17.2 27.0 0.0 82.5 73.0 99.7 100.0: 0.3 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 : 35: 20 8 0 6 2 26 10:
Old : 35: 20 8 0 6 2 26 10:
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 : 87.0 93.5 94.2 99.8 87.0 93.5 94.2 99.8
Old : 87.0 93.5 94.2 99.8 87.0 93.5 94.2 99.8
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 26, 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 : 71,079: 21,136 21,126 49,933 0 0 71,069 71,059: 10 20
Old : 71,079: 21,136 21,126 49,933 0 0 71,069 71,059: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 325: 325 325 0 0 0 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 29.7 70.3 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 29.7 29.7 70.3 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 : 77.7 98.6 93.6 99.7 19.8 29.0 29.1 29.6
Old : 77.7 98.6 93.6 99.7 19.8 29.0 29.1 29.6
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 26, 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 : 35,473: 23,689 12,261 11,784 0 11,367 35,473 35,412: 0 61
Old : 35,473: 23,689 12,261 11,784 0 11,367 35,473 35,412: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2023 :
: 675: 675 675 0 0 0 675 675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 34.6 33.2 0.0 32.0 100.0 99.8: 0.0 0.2
Old : 100.0: 66.8 34.6 33.2 0.0 32.0 100.0 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 : 72.2 78.4 96.7 89.7 50.6 52.3 64.6 60.3
Old : 72.2 78.4 96.7 89.7 50.6 52.3 64.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2023