WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,546
COMMITMENTS
95,706 133,049 138,802 146,874 103,320 381,381 375,172 31,165 37,374
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 306)
2,565 -3,410 4,288 -3,784 1,245 3,069 2,123 -2,764 -1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 32.3 33.6 35.6 25.0 92.4 90.9 7.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
97 111 132 102 96 280 269
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,111
COMMITMENTS
57,505 77,875 59,741 78,844 58,468 196,090 196,084 20,020 20,026
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,004)
2,765 4,967 -720 2,141 606 4,185 4,853 -181 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 36.0 27.6 36.5 27.1 90.7 90.7 9.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
58 54 59 68 74 155 164
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,533,323
COMMITMENTS
253,008 395,737 446,479 654,492 486,421 1353979 1328637 179,344 204,686
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -8,327)
958 -1,400 2,716 2,766 2,853 6,439 4,169 -14,766 -12,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 25.8 29.1 42.7 31.7 88.3 86.7 11.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
119 161 182 355 345 594 595
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,435
COMMITMENTS
198 819 134 1,803 1,644 2,135 2,598 1,299 837
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 6)
-70 -24 -3 39 -16 -35 -43 40 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 23.9 3.9 52.5 47.9 62.2 75.6 37.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 7 3 9 7 13 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 752,705
COMMITMENTS
97,479 102,108 204,851 385,657 372,585 687,987 679,544 64,718 73,161
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -74,414)
-2,923 7,848 -34,364 -25,795 -32,243 -63,083 -58,759 -11,332 -15,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.6 27.2 51.2 49.5 91.4 90.3 8.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
126 132 164 213 214 428 427
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 504,227
COMMITMENTS
80,608 116,616 132,446 258,021 227,760 471,075 476,821 33,152 27,405
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -3,175)
576 16,975 -1,718 4,010 -15,215 2,867 41 -6,042 -3,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 23.1 26.3 51.2 45.2 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
84 84 101 106 95 246 241
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,525,489
COMMITMENTS
156,080 292,823 102,542 1067267 976,159 1325888 1371524 199,600 153,965
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -45,128)
11,718 25,521 -30,744 -7,225 -7,162 -26,252 -12,385 -18,877 -32,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 19.2 6.7 70.0 64.0 86.9 89.9 13.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
29 31 36 112 113 161 160
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,626,177
COMMITMENTS
147,706 439,324 3,719 1306430 1035264 1457856 1478307 168,321 147,870
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,944)
1,444 2,293 -2,417 -18 -1,225 -991 -1,349 -953 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 27.0 0.2 80.3 63.7 89.6 90.9 10.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
17 28 14 108 90 132 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 508,260
COMMITMENTS
111,301 63,691 144,305 201,161 264,106 456,766 472,101 51,494 36,159
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -55,976)
-10,616 9,498 -26,734 -6,319 -32,661 -43,668 -49,897 -12,309 -6,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 12.5 28.4 39.6 52.0 89.9 92.9 10.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
86 68 99 124 120 267 243
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,063
COMMITMENTS
5,473 205 528 3,349 10,536 9,350 11,269 2,713 794
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -499)
253 -109 -267 -78 -77 -93 -453 -407 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 1.7 4.4 27.8 87.3 77.5 93.4 22.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
27 2 8 17 18 49 26
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,789,462
COMMITMENTS
400,357 1663901 74,167 3048808 1921716 3523332 3659784 266,130 129,678
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -87,478)
-29,210 -57,396 -12,934 -28,041 3,227 -70,185 -67,102 -17,293 -20,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 43.9 2.0 80.5 50.7 93.0 96.6 7.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
108 50 38 233 169 358 240
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,244,731
COMMITMENTS
431,713 1167853 471,604 3895643 3237000 4798959 4876457 445,772 368,274
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -306,981)
7,421 69,493 -154,275 -176,621 -206,047 -323,475 -290,829 16,494 -16,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 22.3 9.0 74.3 61.7 91.5 93.0 8.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
62 67 69 233 206 336 301
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,044,816
COMMITMENTS
242,077 520,108 24,507 1582917 1239043 1849501 1783658 195,315 261,158
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 18,988)
5,460 18,023 3,072 15,592 12,802 24,124 33,897 -5,136 -14,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 25.4 1.2 77.4 60.6 90.4 87.2 9.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
19 33 16 99 103 127 143
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,471
COMMITMENTS
870 1,714 635 732 0 2,237 2,349 1,234 1,122
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 87)
26 271 263 475 0 764 534 -677 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 49.4 18.3 21.1 0.0 64.4 67.7 35.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 11 1 2 0 13 12
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,996,860
COMMITMENTS
395,092 1718809 222,393 4924092 3774830 5541577 5716033 455,282 280,827
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -35,413)
4,212 -66,030 -30,011 -26,358 73,676 -52,157 -22,365 16,744 -13,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 28.7 3.7 82.1 62.9 92.4 95.3 7.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
58 47 48 213 182 298 250
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,596,563
COMMITMENTS
195,967 306,140 250,173 1121182 998,407 1567322 1554720 29,241 41,843
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 15,197)
-24,194 42,368 747 53,938 -11,527 30,491 31,588 -15,294 -16,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 19.2 15.7 70.2 62.5 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
24 42 46 72 79 126 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,527
COMMITMENTS
28,469 17,312 1,986 54,325 66,805 84,780 86,103 13,748 12,424
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,826)
-1,414 -5,448 -564 432 6,287 -1,546 274 -280 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 17.6 2.0 55.1 67.8 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 23 14 31 28 65 60
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,527
COMMITMENTS
28,469 17,312 1,986 54,325 66,805 84,780 86,103 13,748 12,424
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,826)
-1,414 -5,448 -564 432 6,287 -1,546 274 -280 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 17.6 2.0 55.1 67.8 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 23 14 31 28 65 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,855
COMMITMENTS
0 589 0 43,956 45,842 43,956 46,431 2,899 424
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 780)
0 -158 0 707 943 707 785 73 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 93.8 97.8 93.8 99.1 6.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 26 13 26 15
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 73,191
COMMITMENTS
12,580 19,763 0 60,375 53,405 72,955 73,168 236 23
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 5,750)
-1,616 -929 -101 8,848 8,150 7,131 7,120 -1,381 -1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 27.0 0.0 82.5 73.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
20 8 0 6 2 26 10
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 71,079
COMMITMENTS
21,136 21,126 49,933 0 0 71,069 71,059 10 20
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 325)
325 325 0 0 0 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 29.7 70.3 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 10 4 0 0 14 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 35,473
COMMITMENTS
23,689 12,261 11,784 0 11,367 35,473 35,412 0 61
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 675)
675 675 0 0 0 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 34.6 33.2 0.0 32.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 16 4 0 1 13 19
Updated December 29, 2023