WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 362,152
COMMITMENTS
77,059 119,257 120,072 135,557 88,882 332,689 328,211 29,463 33,942
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 2,646)
-3,421 -6,185 6,106 372 3,660 3,056 3,581 -410 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 32.9 33.2 37.4 24.5 91.9 90.6 8.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
97 109 128 106 102 276 272
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 169,015
COMMITMENTS
38,023 27,970 49,026 64,575 72,002 151,623 148,997 17,392 20,018
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 7,239)
327 -1,276 5,842 193 3,468 6,362 8,034 877 -795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.5 29.0 38.2 42.6 89.7 88.2 10.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 47 56 66 79 152 156
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,754,033
COMMITMENTS
250,674 258,364 589,365 739,710 678,971 1579749 1526700 174,285 227,334
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: -19,016)
-15,925 34,276 3,413 -12,170 -53,197 -24,682 -15,508 5,666 -3,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 14.7 33.6 42.2 38.7 90.1 87.0 9.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 746)
150 150 208 368 359 642 607
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,792
COMMITMENTS
160,023 71,473 239,053 357,194 432,029 756,269 742,555 55,523 69,238
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 21,268)
-1,094 1,883 9,499 9,423 11,987 17,828 23,369 3,440 -2,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 8.8 29.4 44.0 53.2 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
173 119 180 194 219 453 442
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 603,767
COMMITMENTS
91,006 40,656 160,672 316,724 375,391 568,401 576,719 35,366 27,048
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 22,931)
8,746 476 7,065 5,201 14,474 21,012 22,014 1,919 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 6.7 26.6 52.5 62.2 94.1 95.5 5.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
94 64 101 102 114 254 234
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,367,304
COMMITMENTS
68,088 209,279 80,903 1024686 915,283 1173678 1205466 193,626 161,838
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 26,763)
3,067 353 14,136 6,384 7,048 23,587 21,536 3,176 5,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.3 5.9 74.9 66.9 85.8 88.2 14.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
24 32 38 116 107 161 156
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,528,480
COMMITMENTS
81,659 514,944 7,226 1264209 888,390 1353094 1410560 175,386 117,920
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 6,269)
11,704 -5,583 2,514 -8,389 10,140 5,829 7,070 440 -802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 33.7 0.5 82.7 58.1 88.5 92.3 11.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
17 23 13 109 90 133 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 525,326
COMMITMENTS
109,128 19,472 173,048 195,029 302,745 477,205 495,265 48,121 30,061
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 1,988)
-1,142 -3,179 4,413 -1,258 3,210 2,013 4,444 -25 -2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.7 32.9 37.1 57.6 90.8 94.3 9.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
100 33 109 112 108 259 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,368
COMMITMENTS
3,269 530 1,014 3,314 6,931 7,597 8,476 1,770 892
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: -1)
-173 9 87 -20 -313 -106 -217 105 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 5.7 10.8 35.4 74.0 81.1 90.5 18.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 6 7 14 16 38 27
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,726,473
COMMITMENTS
385,820 1469654 65,453 3024868 2030297 3476142 3565405 250,331 161,068
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 14,754)
-14,099 111 -4,027 27,439 13,237 9,313 9,321 5,441 5,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 39.4 1.8 81.2 54.5 93.3 95.7 6.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
93 53 40 225 174 332 253
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,477,124
COMMITMENTS
458,344 1157642 469,956 4129289 3435476 5057588 5063074 419,536 414,050
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 219,934)
59,152 -62,525 107,084 83,959 143,574 250,195 188,134 -30,261 31,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 21.1 8.6 75.4 62.7 92.3 92.4 7.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
75 71 81 247 225 364 335
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,741,361
COMMITMENTS
165,436 313,909 30,131 1371281 1132898 1566848 1476938 174,513 264,423
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 41,896)
-2,653 5,919 4,858 66,501 25,386 68,706 36,163 -26,810 5,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 18.0 1.7 78.7 65.1 90.0 84.8 10.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
20 21 13 95 104 119 134
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 4,546
COMMITMENTS
2,601 1,666 1,113 0 149 3,714 2,928 832 1,618
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 36.6 24.5 0.0 3.3 81.7 64.4 18.3 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 18 3 0 1 8 21
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,601,718
COMMITMENTS
377,421 1492972 261,488 4573681 3520239 5212590 5274699 389,128 327,018
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 227,254)
62,089 104,613 18,763 143,201 157,709 224,054 281,085 3,201 -53,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 26.7 4.7 81.6 62.8 93.1 94.2 6.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
61 62 55 220 205 310 293
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,440,371
COMMITMENTS
57,905 222,764 290,546 1060998 876,484 1409449 1389794 30,922 50,577
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 25,845)
-33,705 24,396 21,122 42,619 -25,974 30,036 19,544 -4,191 6,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 15.5 20.2 73.7 60.9 97.9 96.5 2.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
18 31 43 81 87 127 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,797
COMMITMENTS
23,204 41,790 961 61,658 40,333 85,823 83,084 11,974 14,713
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 2,622)
-1,028 4,475 229 4,255 -2,834 3,456 1,870 -834 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 42.7 1.0 63.0 41.2 87.8 85.0 12.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 21 11 29 24 57 49
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,797
COMMITMENTS
23,204 41,790 961 61,658 40,333 85,823 83,084 11,974 14,713
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 2,622)
-1,028 4,475 229 4,255 -2,834 3,456 1,870 -834 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 42.7 1.0 63.0 41.2 87.8 85.0 12.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 21 11 29 24 57 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,603
COMMITMENTS
0 4,844 0 40,697 36,695 40,697 41,539 1,906 1,064
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: -299)
0 -1,047 0 -487 1,183 -487 136 188 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 0.0 95.5 86.1 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 0 30 10 30 15
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 55,528
COMMITMENTS
6,698 12,349 482 48,079 42,571 55,259 55,402 269 126
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 114)
184 89 0 -45 0 139 89 -25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 22.2 0.9 86.6 76.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 10 3 6 2 22 13
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 21,428
COMMITMENTS
17,893 10,169 3,535 0 7,662 21,428 21,366 0 62
CHANGES FROM 07/03/23 (CHANGE IN OPEN INTEREST: 1,372)
200 200 1,172 0 0 1,372 1,372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 47.5 16.5 0.0 35.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 15 4 0 2 8 18
Updated July 14, 2023