WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,905
COMMITMENTS
101,450 148,286 127,085 150,278 95,975 378,813 371,346 31,092 38,559
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -59,032)
-12,546 -38,959 -16,102 -28,258 -4,820 -56,906 -59,882 -2,126 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 36.2 31.0 36.7 23.4 92.4 90.6 7.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
103 106 130 101 97 278 264
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 211,976
COMMITMENTS
58,227 75,487 58,032 76,533 58,192 192,791 191,711 19,184 20,265
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -4,581)
500 -7,667 2,605 -7,557 573 -4,453 -4,489 -128 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 35.6 27.4 36.1 27.5 90.9 90.4 9.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
67 45 57 62 70 150 156
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,504,457
COMMITMENTS
250,269 369,704 434,386 649,118 499,912 1333773 1304002 170,684 200,455
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,324)
-1,396 -12,852 7,535 -1,545 4,470 4,594 -846 -5,918 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 24.6 28.9 43.1 33.2 88.7 86.7 11.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
123 160 182 350 339 591 583
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,494
COMMITMENTS
272 904 63 1,636 1,578 1,971 2,545 1,523 949
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 285)
-195 212 -1 354 -63 158 148 127 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 25.9 1.8 46.8 45.2 56.4 72.8 43.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 9 2 9 7 13 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,842
COMMITMENTS
108,464 86,006 267,088 412,825 418,393 788,377 771,487 61,465 78,354
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 3,764)
-9,018 -3,376 27,445 -14,029 -19,170 4,398 4,899 -634 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.1 31.4 48.6 49.2 92.8 90.8 7.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567)
142 140 186 221 244 467 476
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 496,970
COMMITMENTS
83,072 91,908 137,356 242,241 239,608 462,669 468,872 34,301 28,098
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -13,102)
-4,424 1,723 -7,125 -2,926 -8,574 -14,475 -13,975 1,373 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 18.5 27.6 48.7 48.2 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
84 70 102 98 88 235 222
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,450,465
COMMITMENTS
120,920 250,422 90,965 1044228 946,430 1256114 1287817 194,352 162,648
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 15,710)
12,082 7,847 3,733 7,742 1,824 23,557 13,404 -7,847 2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 17.3 6.3 72.0 65.3 86.6 88.8 13.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
21 38 37 114 117 163 164
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,583,497
COMMITMENTS
116,053 409,005 6,779 1290241 1011951 1413072 1427735 170,425 155,763
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -2,878)
16,964 -7,856 574 -13,864 1,627 3,674 -5,655 -6,551 2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 25.8 0.4 81.5 63.9 89.2 90.2 10.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
14 24 15 105 88 128 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 565,774
COMMITMENTS
135,968 44,805 166,974 205,065 320,562 508,007 532,342 57,768 33,433
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -28,509)
-22,858 6,838 -8,336 1,601 -27,148 -29,594 -28,646 1,085 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 7.9 29.5 36.2 56.7 89.8 94.1 10.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
103 56 104 124 122 276 246
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,767
COMMITMENTS
5,210 445 789 3,882 10,748 9,881 11,982 2,886 784
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -212)
-311 -143 -21 -235 -2 -567 -166 356 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 3.5 6.2 30.4 84.2 77.4 93.9 22.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 4 10 17 22 48 35
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,994,780
COMMITMENTS
404,436 1764667 93,586 3232211 2008310 3730232 3866563 264,548 128,217
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -154,958)
14,329 -101,640 2,439 -162,574 -50,749 -145,806 -149,950 -9,152 -5,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 44.2 2.3 80.9 50.3 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
106 52 36 236 174 358 246
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,332,570
COMMITMENTS
470,428 1069277 593,489 3853076 3286272 4916993 4949038 415,577 383,531
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -74,331)
35,254 -59,119 -5,424 -76,795 1,416 -46,965 -63,127 -27,366 -11,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 20.1 11.1 72.3 61.6 92.2 92.8 7.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
61 82 84 244 211 358 324
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,982,501
COMMITMENTS
214,045 490,614 10,944 1553808 1211339 1778797 1712897 203,705 269,605
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -9,499)
4,707 13,309 -4,736 -15,780 -20,065 -15,808 -11,492 6,309 1,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 24.7 0.6 78.4 61.1 89.7 86.4 10.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
20 31 15 98 106 128 142
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 4,111
COMMITMENTS
2,709 1,579 186 60 1,348 2,955 3,113 1,156 998
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 835)
546 56 71 60 702 677 829 158 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 38.4 4.5 1.5 32.8 71.9 75.7 28.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 13 3 1 1 13 16
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,017,607
COMMITMENTS
460,520 1780894 225,404 4889844 3700862 5575768 5707160 441,839 310,447
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -49,090)
44,759 -59,920 6,204 -84,468 14,467 -33,505 -39,250 -15,585 -9,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 29.6 3.7 81.3 61.5 92.7 94.8 7.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
62 51 52 219 198 307 275
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,493,915
COMMITMENTS
129,934 289,131 200,279 1133265 960,542 1463478 1449952 30,437 43,963
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 11,843)
-8,835 -2,792 -8,667 29,005 21,379 11,503 9,920 340 1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 19.4 13.4 75.9 64.3 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
26 32 43 74 81 126 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,112
COMMITMENTS
25,968 22,517 6,027 65,793 65,585 97,788 94,129 14,323 17,983
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 17,192)
-292 -3,428 4,103 12,315 14,948 16,126 15,623 1,066 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 20.1 5.4 58.7 58.5 87.2 84.0 12.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 24 17 36 35 70 70
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,112
COMMITMENTS
25,968 22,517 6,027 65,793 65,585 97,788 94,129 14,323 17,983
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 17,192)
-292 -3,428 4,103 12,315 14,948 16,126 15,623 1,066 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 20.1 5.4 58.7 58.5 87.2 84.0 12.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 24 17 36 35 70 70
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 59,221
COMMITMENTS
0 2,583 0 56,816 55,880 56,816 58,463 2,405 758
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 15,954)
0 -291 0 17,464 16,454 17,464 16,163 -1,510 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 95.9 94.4 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 0 28 15 28 18
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 65,888
COMMITMENTS
12,969 19,496 660 51,591 45,255 65,220 65,411 668 477
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,476)
387 555 486 248 0 1,121 1,041 355 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 29.6 1.0 78.3 68.7 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
24 11 2 6 2 30 15
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 68,241
COMMITMENTS
17,601 17,044 50,640 0 417 68,241 68,101 0 140
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 54)
264 644 -210 0 -500 54 -66 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 25.0 74.2 0.0 0.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 10 5 0 1 14 13
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 34,355
COMMITMENTS
26,895 17,928 7,460 0 8,905 34,355 34,293 0 62
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,564)
-804 529 3,368 0 -1,333 2,564 2,564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 52.2 21.7 0.0 25.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 16 3 0 1 12 18
Updated December 15, 2023