WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 366,307: 108,299 141,916 92,690 138,351 97,575 339,340 332,181: 26,967 34,126
Old : 249,433: 114,357 123,103 37,126 77,120 64,494 228,603 224,723: 20,830 24,710
Other: 116,874: 35,960 60,831 13,546 61,231 33,081 110,737 107,458: 6,137 9,416
: : :
: : Changes in Commitments from: December 26, 2023 :
: 4,257: 4,073 6,279 -1,909 3,810 1,558 5,974 5,928: -1,717 -1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 38.7 25.3 37.8 26.6 92.6 90.7: 7.4 9.3
Old : 100.0: 45.8 49.4 14.9 30.9 25.9 91.6 90.1: 8.4 9.9
Other: 100.0: 30.8 52.0 11.6 52.4 28.3 94.7 91.9: 5.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 104 113 122 95 91 274 264:
Old : 328: 107 103 85 77 85 231 232:
Other: 214: 47 70 41 55 61 132 148:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 14.1 20.3 22.4 9.9 8.8 16.5 15.6
Old : 13.4 12.5 23.5 22.0 10.8 12.2 19.5 20.4
Other: 25.5 32.8 42.3 45.2 25.5 32.5 42.3 41.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 211,166: 53,027 75,605 56,795 82,992 59,436 192,814 191,836: 18,352 19,330
Old : 153,794: 60,530 68,848 30,222 49,089 39,746 139,841 138,816: 13,953 14,978
Other: 57,372: 11,878 26,138 7,192 33,903 19,690 52,973 53,020: 4,399 4,352
: : :
: : Changes in Commitments from: December 26, 2023 :
: 5,739: -5,570 -1,850 4,398 7,567 3,175 6,395 5,723: -656 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 35.8 26.9 39.3 28.1 91.3 90.8: 8.7 9.2
Old : 100.0: 39.4 44.8 19.7 31.9 25.8 90.9 90.3: 9.1 9.7
Other: 100.0: 20.7 45.6 12.5 59.1 34.3 92.3 92.4: 7.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 56 58 60 66 69 157 158:
Old : 207: 60 55 41 57 59 133 139:
Other: 139: 28 32 26 46 54 91 98:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 18.5 32.9 30.1 15.3 15.5 22.1 23.6
Old : 22.1 23.0 34.7 35.8 18.2 20.3 29.0 30.3
Other: 33.1 31.1 46.4 48.3 29.3 29.6 42.0 40.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,330,004: 262,351 409,079 307,618 618,342 443,244 1,188,311 1,159,941: 141,693 170,063
Old : 1,132,234: 293,391 429,762 184,686 526,086 381,980 1,004,163 996,428: 128,071 135,806
Other: 197,770: 84,782 95,139 7,110 92,256 61,264 184,148 163,513: 13,622 34,257
: : :
: : Changes in Commitments from: December 26, 2023 :
: 49,176: -3,008 16,069 24,804 26,213 2,992 48,009 43,865: 1,167 5,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 30.8 23.1 46.5 33.3 89.3 87.2: 10.7 12.8
Old : 100.0: 25.9 38.0 16.3 46.5 33.7 88.7 88.0: 11.3 12.0
Other: 100.0: 42.9 48.1 3.6 46.6 31.0 93.1 82.7: 6.9 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 117 151 154 280 295 497 535:
Old : 684: 119 164 132 270 269 472 497:
Other: 395: 60 63 25 88 215 163 289:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 10.5 16.0 16.9 8.4 9.2 14.2 14.5
Old : 10.8 10.7 18.0 17.4 10.0 10.3 16.5 16.0
Other: 21.3 27.0 33.2 35.9 21.0 26.7 32.9 34.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 639,490: 99,810 121,738 123,665 366,562 331,224 590,037 576,627: 49,453 62,863
Old : 541,335: 96,026 95,166 97,612 303,687 298,618 497,325 491,396: 44,010 49,939
Other: 98,155: 23,454 46,242 6,383 62,875 32,606 92,712 85,231: 5,443 12,924
: : :
: : Changes in Commitments from: December 26, 2023 :
: 2,457: 2,316 12,318 2,736 5,170 -9,452 10,222 5,602: -7,765 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 19.0 19.3 57.3 51.8 92.3 90.2: 7.7 9.8
Old : 100.0: 17.7 17.6 18.0 56.1 55.2 91.9 90.8: 8.1 9.2
Other: 100.0: 23.9 47.1 6.5 64.1 33.2 94.5 86.8: 5.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 118 128 149 171 202 377 409:
Old : 491: 125 116 130 161 182 356 370:
Other: 269: 40 74 35 68 121 134 206:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 14.6 23.2 24.4 10.4 13.2 17.9 20.4
Old : 14.8 17.2 24.7 28.3 10.8 15.6 19.3 23.6
Other: 21.9 22.2 39.0 32.8 21.3 21.7 37.7 31.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 494,485: 89,754 122,241 118,924 255,654 225,042 464,332 466,207: 30,153 28,278
Old : 430,346: 108,078 122,983 78,758 217,361 202,677 404,197 404,418: 26,149 25,928
Other: 64,139: 13,120 30,702 8,722 38,293 22,365 60,135 61,789: 4,004 2,350
: : :
: : Changes in Commitments from: December 26, 2023 :
: 14,908: 6,716 5,383 4,148 5,462 3,997 16,326 13,528: -1,418 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 24.7 24.1 51.7 45.5 93.9 94.3: 6.1 5.7
Old : 100.0: 25.1 28.6 18.3 50.5 47.1 93.9 94.0: 6.1 6.0
Other: 100.0: 20.5 47.9 13.6 59.7 34.9 93.8 96.3: 6.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 78 82 89 97 83 230 213:
Old : 297: 80 83 84 94 80 222 208:
Other: 113: 27 21 18 49 24 85 56:
:----------------------------------------------------------------------------------------------------
: 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 16.8 20.3 28.0 9.7 14.7 16.4 22.0
Old : 12.2 16.9 21.6 28.4 10.3 15.6 17.3 22.7
Other: 27.8 47.8 45.4 68.8 25.8 46.3 40.0 63.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,427,734: 172,932 313,557 5,499 1,056,154 968,733 1,234,585 1,287,789: 193,149 139,945
Old : 1,427,734: 172,932 313,557 5,499 1,056,154 968,733 1,234,585 1,287,789: 193,149 139,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 48,402: 17,540 14,622 -289 29,722 36,791 46,973 51,124: 1,429 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 22.0 0.4 74.0 67.9 86.5 90.2: 13.5 9.8
Old : 100.0: 12.1 22.0 0.4 74.0 67.9 86.5 90.2: 13.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 18 40 14 100 107 127 152:
Old : 203: 18 40 14 100 107 127 152:
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 : 23.5 16.8 38.8 30.3 22.3 14.8 37.2 25.2
Old : 23.5 16.8 38.8 30.3 22.3 14.8 37.2 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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,665,202: 155,621 458,485 2,646 1,343,808 1,050,742 1,502,075 1,511,873: 163,127 153,329
Old : 1,665,202: 155,621 458,485 2,646 1,343,808 1,050,742 1,502,075 1,511,873: 163,127 153,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 42,157: 8,617 20,436 -456 37,383 15,510 45,544 35,490: -3,387 6,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 27.5 0.2 80.7 63.1 90.2 90.8: 9.8 9.2
Old : 100.0: 9.3 27.5 0.2 80.7 63.1 90.2 90.8: 9.8 9.2
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 : 178: 16 27 12 108 92 130 125:
Old : 178: 16 27 12 108 92 130 125:
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 : 21.9 33.6 37.5 50.2 20.3 33.6 34.6 45.0
Old : 21.9 33.6 37.5 50.2 20.3 33.6 34.6 45.0
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 421,504: 108,380 81,442 81,164 189,681 227,834 379,225 390,440: 42,279 31,064
Old : 378,983: 111,623 84,116 57,603 170,702 208,815 339,928 350,534: 39,055 28,449
Other: 42,521: 14,579 15,148 5,739 18,979 19,019 39,297 39,906: 3,224 2,615
: : :
: : Changes in Commitments from: December 26, 2023 :
: -24,108: -3,096 10,947 -20,511 3,736 -12,626 -19,871 -22,190: -4,237 -1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 19.3 19.3 45.0 54.1 90.0 92.6: 10.0 7.4
Old : 100.0: 29.5 22.2 15.2 45.0 55.1 89.7 92.5: 10.3 7.5
Other: 100.0: 34.3 35.6 13.5 44.6 44.7 92.4 93.9: 7.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 86 73 86 113 101 246 222:
Old : 305: 90 72 80 111 97 236 217:
Other: 119: 30 27 20 43 27 88 60:
:----------------------------------------------------------------------------------------------------
: 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 26.9 22.2 39.7 9.9 22.7 16.9 33.0
Old : 13.6 28.3 23.6 40.7 11.3 25.0 19.0 35.3
Other: 30.3 42.8 45.1 57.5 30.0 42.8 43.5 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,692: 5,437 323 283 3,237 10,343 8,957 10,949: 2,735 743
Old : 10,784: 5,433 324 282 2,427 9,487 8,142 10,093: 2,642 691
Other: 908: 5 0 0 810 856 815 856: 93 52
: : :
: : Changes in Commitments from: December 26, 2023 :
: -104: 36 120 -123 -41 -55 -128 -58: 24 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 2.8 2.4 27.7 88.5 76.6 93.6: 23.4 6.4
Old : 100.0: 50.4 3.0 2.6 22.5 88.0 75.5 93.6: 24.5 6.4
Other: 100.0: 0.6 0.0 0.0 89.2 94.3 89.8 94.3: 10.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 26 5 5 18 19 48 26:
Old : 62: 26 5 5 16 19 46 26:
Other: 12: 2 0 0 4 6 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 62.6 41.3 74.9 26.7 61.5 41.1 73.8
Old : 24.2 60.2 38.9 73.5 24.2 59.0 38.9 72.2
Other: 89.2 93.0 89.8 94.3 89.2 93.0 89.8 94.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,770,545: 422,195 1,665,234 56,719 3,042,649 1,913,832 3,521,563 3,635,785: 248,982 134,760
Old : 3,770,545: 422,195 1,665,234 56,719 3,042,649 1,913,832 3,521,563 3,635,785: 248,982 134,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 8,438: 22,331 287 2,322 -838 -1,671 23,815 938: -15,377 7,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 44.2 1.5 80.7 50.8 93.4 96.4: 6.6 3.6
Old : 100.0: 11.2 44.2 1.5 80.7 50.8 93.4 96.4: 6.6 3.6
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 : 454: 108 52 31 234 168 355 238:
Old : 454: 108 52 31 234 168 355 238:
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 32.4 33.5 49.0 24.0 32.4 30.7 48.4
Old : 25.5 32.4 33.5 49.0 24.0 32.4 30.7 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,620,698: 395,310 1,227,973 69,151 3,756,754 2,974,186 4,221,215 4,271,310: 399,483 349,388
Old : 4,620,698: 395,310 1,227,973 69,151 3,756,754 2,974,186 4,221,215 4,271,310: 399,483 349,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 30,815: -35,253 -7,574 12,675 76,077 19,063 53,499 24,164: -22,684 6,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 26.6 1.5 81.3 64.4 91.4 92.4: 8.6 7.6
Old : 100.0: 8.6 26.6 1.5 81.3 64.4 91.4 92.4: 8.6 7.6
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 : 402: 55 69 34 208 190 281 275:
Old : 402: 55 69 34 208 190 281 275:
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 : 23.1 21.5 36.1 32.4 20.4 19.9 29.8 28.5
Old : 23.1 21.5 36.1 32.4 20.4 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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,082,311: 258,620 508,074 28,962 1,592,721 1,280,703 1,880,303 1,817,739: 202,008 264,572
Old : 2,082,311: 258,620 508,074 28,962 1,592,721 1,280,703 1,880,303 1,817,739: 202,008 264,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 38,464: 16,543 -12,034 4,455 9,834 41,704 30,832 34,125: 7,632 4,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.4 1.4 76.5 61.5 90.3 87.3: 9.7 12.7
Old : 100.0: 12.4 24.4 1.4 76.5 61.5 90.3 87.3: 9.7 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: 23 28 16 97 103 127 140:
Old : 191: 23 28 16 97 103 127 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 26.2 49.2 38.5 33.6 23.5 44.9 32.4
Old : 34.6 26.2 49.2 38.5 33.6 23.5 44.9 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders - Futures Only, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,657: 1,629 1,659 31 54 0 1,714 1,690: 943 967
Old : 2,657: 1,629 1,659 31 54 0 1,714 1,690: 943 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: -814: 759 -55 -604 -678 0 -523 -659: -291 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 62.4 1.2 2.0 0.0 64.5 63.6: 35.5 36.4
Old : 100.0: 61.3 62.4 1.2 2.0 0.0 64.5 63.6: 35.5 36.4
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 : 22: 8 12 1 1 0 10 13:
Old : 22: 8 12 1 1 0 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 47.6 62.4 57.2 57.1 47.6 62.4 57.2
Old : 57.1 47.6 62.4 57.2 57.1 47.6 62.4 57.2
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,797,316: 388,112 1,677,572 105,216 4,874,051 3,727,359 5,367,379 5,510,147: 429,937 287,169
Old : 5,797,316: 388,112 1,677,572 105,216 4,874,051 3,727,359 5,367,379 5,510,147: 429,937 287,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 54,717: -18,171 -42,152 34,456 51,108 42,744 67,393 35,048: -12,676 19,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 28.9 1.8 84.1 64.3 92.6 95.0: 7.4 5.0
Old : 100.0: 6.7 28.9 1.8 84.1 64.3 92.6 95.0: 7.4 5.0
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 : 372: 61 46 31 206 172 283 233:
Old : 372: 61 46 31 206 172 283 233:
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 : 22.1 25.5 32.4 36.6 20.6 25.3 29.4 35.1
Old : 22.1 25.5 32.4 36.6 20.6 25.3 29.4 35.1
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,484,841: 175,494 306,821 236,577 1,044,757 902,862 1,456,828 1,446,260: 28,013 38,581
Old : 1,484,841: 175,494 306,821 236,577 1,044,757 902,862 1,456,828 1,446,260: 28,013 38,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: -111,722: -20,473 681 -13,596 -76,425 -95,545 -110,494 -108,460: -1,228 -3,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.7 15.9 70.4 60.8 98.1 97.4: 1.9 2.6
Old : 100.0: 11.8 20.7 15.9 70.4 60.8 98.1 97.4: 1.9 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 : 153: 22 47 45 70 76 123 137:
Old : 153: 22 47 45 70 76 123 137:
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 : 27.9 26.3 43.1 37.5 21.4 20.8 28.3 25.4
Old : 27.9 26.3 43.1 37.5 21.4 20.8 28.3 25.4
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,364: 34,309 14,767 1,610 53,646 74,236 89,565 90,613: 13,799 12,751
Old : 103,364: 34,309 14,767 1,610 53,646 74,236 89,565 90,613: 13,799 12,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 4,863: 5,840 -2,549 -371 -670 7,437 4,799 4,517: 64 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.3 1.6 51.9 71.8 86.7 87.7: 13.3 12.3
Old : 100.0: 33.2 14.3 1.6 51.9 71.8 86.7 87.7: 13.3 12.3
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 : 105: 30 20 13 36 31 71 59:
Old : 105: 30 20 13 36 31 71 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 : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
Old : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,364: 34,309 14,767 1,610 53,646 74,236 89,565 90,613: 13,799 12,751
Old : 103,364: 34,309 14,767 1,610 53,646 74,236 89,565 90,613: 13,799 12,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 4,863: 5,840 -2,549 -371 -670 7,437 4,799 4,517: 64 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.3 1.6 51.9 71.8 86.7 87.7: 13.3 12.3
Old : 100.0: 33.2 14.3 1.6 51.9 71.8 86.7 87.7: 13.3 12.3
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 : 105: 30 20 13 36 31 71 59:
Old : 105: 30 20 13 36 31 71 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 : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
Old : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,886: 0 574 0 50,404 51,489 50,404 52,063: 2,482 823
Old : 52,886: 0 574 0 50,404 51,489 50,404 52,063: 2,482 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 6,031: 0 -15 0 6,448 5,647 6,448 5,632: -417 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 95.3 97.4 95.3 98.4: 4.7 1.6
Old : 100.0: 0.0 1.1 0.0 95.3 97.4 95.3 98.4: 4.7 1.6
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 : 40: 0 2 0 28 13 28 15:
Old : 40: 0 2 0 28 13 28 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 : 41.6 80.5 65.0 93.7 40.6 80.5 63.4 93.3
Old : 41.6 80.5 65.0 93.7 40.6 80.5 63.4 93.3
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 72,436: 11,797 18,988 0 60,375 53,405 72,172 72,393: 264 43
Old : 72,436: 11,797 18,988 0 60,375 53,405 72,172 72,393: 264 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: -755: -783 -775 0 0 0 -783 -775: 28 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.2 0.0 83.3 73.7 99.6 99.9: 0.4 0.1
Old : 100.0: 16.3 26.2 0.0 83.3 73.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 19 10 0 6 2 25 12:
Old : 36: 19 10 0 6 2 25 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 : 87.9 94.9 94.9 99.6 87.9 94.9 94.9 99.6
Old : 87.9 94.9 94.9 99.6 87.9 94.9 94.9 99.6
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,951: 23,008 22,998 49,933 0 0 72,941 72,931: 10 20
Old : 72,951: 23,008 22,998 49,933 0 0 72,941 72,931: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 1,872: 1,872 1,872 0 0 0 1,872 1,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 31.5 68.4 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 31.5 31.5 68.4 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 : 75.7 98.7 93.6 99.7 20.1 30.8 31.0 31.4
Old : 75.7 98.7 93.6 99.7 20.1 30.8 31.0 31.4
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,347: 25,563 14,135 11,784 0 11,367 37,347 37,286: 0 61
Old : 37,347: 25,563 14,135 11,784 0 11,367 37,347 37,286: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 1,874: 1,874 1,874 0 0 0 1,874 1,874: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 37.8 31.6 0.0 30.4 100.0 99.8: 0.0 0.2
Old : 100.0: 68.4 37.8 31.6 0.0 30.4 100.0 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 : 27: 10 16 4 0 1 12 19:
Old : 27: 10 16 4 0 1 12 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 : 74.2 79.8 97.4 90.5 53.7 54.9 67.3 62.2
Old : 74.2 79.8 97.4 90.5 53.7 54.9 67.3 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 02, 2024