WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 06, 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 : 419,546: 121,345 159,629 113,552 152,547 109,373 387,444 382,554: 32,102 36,992
Old : 273,009: 116,494 124,195 54,095 78,762 69,869 249,351 248,159: 23,658 24,850
Other: 146,537: 47,075 77,658 17,233 73,785 39,504 138,093 134,395: 8,444 12,142
: : :
: : Changes in Commitments from: January 30, 2024 :
: 9,564: 3,317 5,146 1,956 2,760 3,426 8,033 10,528: 1,531 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 38.0 27.1 36.4 26.1 92.3 91.2: 7.7 8.8
Old : 100.0: 42.7 45.5 19.8 28.8 25.6 91.3 90.9: 8.7 9.1
Other: 100.0: 32.1 53.0 11.8 50.4 27.0 94.2 91.7: 5.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 100 123 127 93 93 278 281:
Old : 338: 106 118 96 70 80 223 251:
Other: 235: 71 69 50 57 67 157 161:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.0 21.4 19.6 11.7 9.1 18.7 15.2
Old : 13.1 12.4 22.6 21.1 12.3 11.9 19.9 18.6
Other: 24.4 27.2 38.9 37.9 24.2 27.0 38.6 36.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 06, 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 : 250,859: 62,607 84,866 69,847 99,257 76,011 231,711 230,724: 19,148 20,135
Old : 161,018: 66,794 71,634 35,686 45,953 40,744 148,433 148,064: 12,585 12,954
Other: 89,841: 17,604 35,023 12,370 53,304 35,267 83,278 82,660: 6,563 7,181
: : :
: : Changes in Commitments from: January 30, 2024 :
: 13,083: 2,499 4,655 3,139 7,492 6,229 13,130 14,023: -47 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 33.8 27.8 39.6 30.3 92.4 92.0: 7.6 8.0
Old : 100.0: 41.5 44.5 22.2 28.5 25.3 92.2 92.0: 7.8 8.0
Other: 100.0: 19.6 39.0 13.8 59.3 39.3 92.7 92.0: 7.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 63 63 68 64 66 167 163:
Old : 199: 65 56 47 47 54 133 136:
Other: 155: 39 42 27 56 50 109 106:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 15.4 28.5 26.7 14.7 12.8 22.3 21.2
Old : 21.5 20.5 35.4 35.0 17.4 20.1 30.2 32.8
Other: 22.0 21.3 37.6 35.6 17.2 20.3 27.1 32.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 06, 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 : 1,609,377: 275,964 505,386 431,238 742,316 498,325 1,449,518 1,434,949: 159,859 174,428
Old : 1,324,541: 344,153 540,960 233,935 605,508 417,501 1,183,596 1,192,396: 140,945 132,145
Other: 284,836: 117,915 150,530 11,199 136,808 80,824 265,922 242,553: 18,914 42,283
: : :
: : Changes in Commitments from: January 30, 2024 :
: 7,372: 9,293 13,883 -4,649 -3,032 -5,296 1,612 3,938: 5,760 3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 31.4 26.8 46.1 31.0 90.1 89.2: 9.9 10.8
Old : 100.0: 26.0 40.8 17.7 45.7 31.5 89.4 90.0: 10.6 10.0
Other: 100.0: 41.4 52.8 3.9 48.0 28.4 93.4 85.2: 6.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 124 161 169 321 315 553 571:
Old : 715: 130 167 141 311 283 521 522:
Other: 450: 74 77 31 121 225 212 316:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 11.0 17.9 18.8 9.0 9.2 13.9 14.4
Old : 11.8 12.8 20.1 21.3 10.9 11.1 17.2 17.8
Other: 25.0 26.3 34.3 34.8 24.2 26.2 33.4 34.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 06, 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 : 777,099: 80,259 241,076 189,983 453,152 281,232 723,394 712,291: 53,705 64,808
Old : 640,819: 83,441 202,735 145,453 365,468 243,205 594,362 591,393: 46,457 49,426
Other: 136,280: 27,228 68,751 14,120 87,684 38,027 129,032 120,898: 7,248 15,382
: : :
: : Changes in Commitments from: January 30, 2024 :
: 22,006: 2,379 22,619 15,579 -431 -16,529 17,527 21,669: 4,479 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 31.0 24.4 58.3 36.2 93.1 91.7: 6.9 8.3
Old : 100.0: 13.0 31.6 22.7 57.0 38.0 92.8 92.3: 7.2 7.7
Other: 100.0: 20.0 50.4 10.4 64.3 27.9 94.7 88.7: 5.3 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 105 167 156 181 199 396 429:
Old : 518: 109 159 143 168 178 375 393:
Other: 304: 52 80 41 82 129 159 227:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 11.2 21.9 18.7 9.7 9.6 16.8 15.9
Old : 13.7 12.7 23.0 21.1 9.6 11.4 17.5 18.6
Other: 18.3 22.7 32.6 34.4 17.6 22.6 31.1 32.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 06, 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 : 586,419: 103,202 137,803 158,818 294,023 261,260 556,043 557,881: 30,376 28,538
Old : 493,544: 129,439 141,138 101,304 236,752 225,032 467,495 467,474: 26,049 26,070
Other: 92,875: 20,028 42,930 11,249 57,271 36,228 88,548 90,407: 4,327 2,468
: : :
: : Changes in Commitments from: January 30, 2024 :
: 7,722: 3,254 -180 2,238 4,423 6,324 9,915 8,382: -2,193 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 23.5 27.1 50.1 44.6 94.8 95.1: 5.2 4.9
Old : 100.0: 26.2 28.6 20.5 48.0 45.6 94.7 94.7: 5.3 5.3
Other: 100.0: 21.6 46.2 12.1 61.7 39.0 95.3 97.3: 4.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 97 82 100 111 96 260 239:
Old : 323: 96 86 88 105 94 247 228:
Other: 143: 36 35 26 53 29 103 79:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 18.1 20.4 27.4 8.4 14.9 14.7 21.7
Old : 12.7 19.3 22.1 29.7 9.5 16.5 16.4 23.6
Other: 26.1 36.7 42.8 55.9 22.9 36.4 37.5 54.7
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 06, 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 : 1,433,426: 172,188 314,974 21,882 1,038,622 954,646 1,232,692 1,291,502: 200,734 141,924
Old : 1,433,426: 172,188 314,974 21,882 1,038,622 954,646 1,232,692 1,291,502: 200,734 141,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 6,866: -2,419 2,865 7,937 7,290 -60 12,808 10,742: -5,942 -3,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 22.0 1.5 72.5 66.6 86.0 90.1: 14.0 9.9
Old : 100.0: 12.0 22.0 1.5 72.5 66.6 86.0 90.1: 14.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 16 39 18 105 105 137 146:
Old : 200: 16 39 18 105 105 137 146:
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 18.4 35.9 30.6 20.8 15.0 34.2 25.6
Old : 22.1 18.4 35.9 30.6 20.8 15.0 34.2 25.6
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, February 06, 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 : 1,651,191: 155,898 497,102 3,824 1,327,495 1,002,647 1,487,217 1,503,573: 163,974 147,618
Old : 1,651,191: 155,898 497,102 3,824 1,327,495 1,002,647 1,487,217 1,503,573: 163,974 147,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 4,063: -3,683 7,053 -63 9,036 1,569 5,290 8,559: -1,227 -4,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 30.1 0.2 80.4 60.7 90.1 91.1: 9.9 8.9
Old : 100.0: 9.4 30.1 0.2 80.4 60.7 90.1 91.1: 9.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 16 24 14 113 96 137 126:
Old : 181: 16 24 14 113 96 137 126:
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 : 21.4 32.3 36.5 49.9 20.3 32.2 33.8 44.8
Old : 21.4 32.3 36.5 49.9 20.3 32.2 33.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 06, 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 : 491,214: 75,483 109,405 129,276 238,210 222,214 442,969 460,895: 48,245 30,319
Old : 433,444: 85,100 112,856 95,189 210,779 198,959 391,068 407,004: 42,376 26,440
Other: 57,770: 14,610 20,776 9,860 27,431 23,255 51,901 53,891: 5,869 3,879
: : :
: : Changes in Commitments from: January 30, 2024 :
: 8,002: 3,074 3,064 14,406 -9,053 -7,167 8,427 10,303: -425 -2,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 22.3 26.3 48.5 45.2 90.2 93.8: 9.8 6.2
Old : 100.0: 19.6 26.0 22.0 48.6 45.9 90.2 93.9: 9.8 6.1
Other: 100.0: 25.3 36.0 17.1 47.5 40.3 89.8 93.3: 10.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 86 72 102 135 108 277 243:
Old : 328: 84 80 96 130 98 266 231:
Other: 145: 40 22 28 66 34 121 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.5 21.6 17.1 30.3 7.9 18.3 13.4 26.0
Old : 10.5 22.5 18.0 31.7 8.7 20.4 14.5 28.3
Other: 22.3 35.1 37.0 55.9 20.6 35.0 32.0 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 06, 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 : 11,727: 5,730 1,380 415 2,693 9,008 8,838 10,803: 2,889 924
Old : 10,251: 5,601 1,462 330 1,570 7,657 7,501 9,449: 2,750 802
Other: 1,476: 211 0 3 1,123 1,351 1,337 1,354: 139 122
: : :
: : Changes in Commitments from: January 30, 2024 :
: 120: 325 106 23 -388 -82 -40 47: 160 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 11.8 3.5 23.0 76.8 75.4 92.1: 24.6 7.9
Old : 100.0: 54.6 14.3 3.2 15.3 74.7 73.2 92.2: 26.8 7.8
Other: 100.0: 14.3 0.0 0.2 76.1 91.5 90.6 91.7: 9.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 30 9 10 14 19 50 33:
Old : 70: 27 12 8 13 19 47 33:
Other: 18: 4 0 2 5 9 9 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 50.5 38.4 64.4 24.8 50.5 38.2 64.4
Old : 27.7 46.0 40.8 61.6 27.7 46.0 40.8 61.6
Other: 72.1 85.8 89.4 91.5 72.1 85.8 89.3 91.5
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 06, 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 : 3,944,552: 361,698 1,667,307 56,399 3,259,854 2,093,285 3,677,951 3,816,991: 266,601 127,561
Old : 3,944,552: 361,698 1,667,307 56,399 3,259,854 2,093,285 3,677,951 3,816,991: 266,601 127,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 20,397: -2 -1,394 16,916 -2,650 -1,881 14,264 13,641: 6,133 6,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 42.3 1.4 82.6 53.1 93.2 96.8: 6.8 3.2
Old : 100.0: 9.2 42.3 1.4 82.6 53.1 93.2 96.8: 6.8 3.2
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 : 457: 93 55 30 246 174 358 240:
Old : 457: 93 55 30 246 174 358 240:
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 31.0 34.8 48.7 24.1 30.7 32.1 48.4
Old : 25.5 31.0 34.8 48.7 24.1 30.7 32.1 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, February 06, 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 : 4,707,907: 467,668 1,296,130 92,097 3,735,469 2,962,483 4,295,234 4,350,710: 412,673 357,197
Old : 4,707,907: 467,668 1,296,130 92,097 3,735,469 2,962,483 4,295,234 4,350,710: 412,673 357,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -25,095: -9,193 -39,746 13,640 -30,507 7,299 -26,060 -18,807: 965 -6,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 27.5 2.0 79.3 62.9 91.2 92.4: 8.8 7.6
Old : 100.0: 9.9 27.5 2.0 79.3 62.9 91.2 92.4: 8.8 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 : 410: 52 84 40 215 189 293 287:
Old : 410: 52 84 40 215 189 293 287:
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 : 21.4 18.9 34.2 28.9 18.9 17.4 29.9 25.9
Old : 21.4 18.9 34.2 28.9 18.9 17.4 29.9 25.9
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, February 06, 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 : 2,183,493: 295,966 511,616 29,624 1,671,772 1,354,749 1,997,362 1,895,989: 186,131 287,504
Old : 2,183,493: 295,966 511,616 29,624 1,671,772 1,354,749 1,997,362 1,895,989: 186,131 287,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 77,807: -2,985 33,555 913 80,389 43,620 78,317 78,088: -510 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.4 1.4 76.6 62.0 91.5 86.8: 8.5 13.2
Old : 100.0: 13.6 23.4 1.4 76.6 62.0 91.5 86.8: 8.5 13.2
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 : 192: 22 26 19 104 107 136 142:
Old : 192: 22 26 19 104 107 136 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 25.2 47.9 35.0 32.4 22.7 42.9 30.0
Old : 33.7 25.2 47.9 35.0 32.4 22.7 42.9 30.0
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, February 06, 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 : 4,031: 2,415 2,576 57 668 0 3,140 2,633: 891 1,398
Old : 4,031: 2,415 2,576 57 668 0 3,140 2,633: 891 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 63.9 1.4 16.6 0.0 77.9 65.3: 22.1 34.7
Old : 100.0: 59.9 63.9 1.4 16.6 0.0 77.9 65.3: 22.1 34.7
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 : 20: 3 15 2 2 0 6 16:
Old : 20: 3 15 2 2 0 6 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 53.2 77.9 58.5 75.7 53.2 76.5 58.4
Old : 77.1 53.2 77.9 58.5 75.7 53.2 76.5 58.4
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, February 06, 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 : 5,833,253: 428,323 1,725,490 72,685 4,926,553 3,751,428 5,427,561 5,549,603: 405,692 283,650
Old : 5,833,253: 428,323 1,725,490 72,685 4,926,553 3,751,428 5,427,561 5,549,603: 405,692 283,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -104,676: -46,281 57,908 -5,490 -32,332 -165,402 -84,103 -112,984: -20,573 8,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 29.6 1.2 84.5 64.3 93.0 95.1: 7.0 4.9
Old : 100.0: 7.3 29.6 1.2 84.5 64.3 93.0 95.1: 7.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 64 52 30 214 183 295 248:
Old : 392: 64 52 30 214 183 295 248:
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 : 21.7 24.3 32.3 36.7 20.6 24.2 28.5 36.3
Old : 21.7 24.3 32.3 36.7 20.6 24.2 28.5 36.3
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, February 06, 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 : 1,808,611: 254,521 390,481 289,387 1,232,500 1,088,098 1,776,408 1,767,966: 32,203 40,645
Old : 1,808,611: 254,521 390,481 289,387 1,232,500 1,088,098 1,776,408 1,767,966: 32,203 40,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -216,638: 41,406 21,286 -75,749 -186,760 -161,600 -221,103 -216,063: 4,465 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.6 16.0 68.1 60.2 98.2 97.8: 1.8 2.2
Old : 100.0: 14.1 21.6 16.0 68.1 60.2 98.2 97.8: 1.8 2.2
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 : 153: 26 37 39 75 79 125 133:
Old : 153: 26 37 39 75 79 125 133:
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 : 29.3 18.2 42.9 31.4 22.6 16.4 29.1 23.5
Old : 29.3 18.2 42.9 31.4 22.6 16.4 29.1 23.5
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, February 06, 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 : 104,421: 33,274 12,289 2,764 53,657 77,363 89,695 92,416: 14,726 12,005
Old : 104,421: 33,274 12,289 2,764 53,657 77,363 89,695 92,416: 14,726 12,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -5,972: -7,338 -2,492 559 1,517 -1,483 -5,262 -3,416: -710 -2,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.8 2.6 51.4 74.1 85.9 88.5: 14.1 11.5
Old : 100.0: 31.9 11.8 2.6 51.4 74.1 85.9 88.5: 14.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 30 23 11 37 30 70 61:
Old : 103: 30 23 11 37 30 70 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 44.3 47.4 60.5 34.0 44.1 45.7 60.2
Old : 34.7 44.3 47.4 60.5 34.0 44.1 45.7 60.2
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, February 06, 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 : 104,421: 33,274 12,289 2,764 53,657 77,363 89,695 92,416: 14,726 12,005
Old : 104,421: 33,274 12,289 2,764 53,657 77,363 89,695 92,416: 14,726 12,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -3,475: -6,051 -2,626 1,169 1,617 -1,028 -3,265 -2,485: -210 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.8 2.6 51.4 74.1 85.9 88.5: 14.1 11.5
Old : 100.0: 31.9 11.8 2.6 51.4 74.1 85.9 88.5: 14.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 30 23 11 37 30 70 61:
Old : 103: 30 23 11 37 30 70 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 44.3 47.4 60.5 34.0 44.1 45.7 60.2
Old : 34.7 44.3 47.4 60.5 34.0 44.1 45.7 60.2
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, February 06, 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 : 58,070: 942 2,738 0 54,403 54,366 55,345 57,104: 2,725 966
Old : 58,070: 942 2,738 0 54,403 54,366 55,345 57,104: 2,725 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -3,615: 499 734 0 -3,978 -4,439 -3,479 -3,705: -136 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.7 0.0 93.7 93.6 95.3 98.3: 4.7 1.7
Old : 100.0: 1.6 4.7 0.0 93.7 93.6 95.3 98.3: 4.7 1.7
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 : 38: 1 4 0 23 13 24 17:
Old : 38: 1 4 0 23 13 24 17:
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 : 50.8 77.9 70.0 92.4 49.2 77.9 67.8 91.9
Old : 50.8 77.9 70.0 92.4 49.2 77.9 67.8 91.9
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, February 06, 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 : 96,237: 11,460 19,587 24 84,469 76,590 95,953 96,201: 284 36
Old : 96,237: 11,460 19,587 24 84,469 76,590 95,953 96,201: 284 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 2,698: 1,216 2,685 24 1,455 3 2,695 2,712: 3 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.4 0.0 87.8 79.6 99.7 100.0: 0.3 0.0
Old : 100.0: 11.9 20.4 0.0 87.8 79.6 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 20 11 1 6 2 26 14:
Old : 38: 20 11 1 6 2 26 14:
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 : 91.2 93.7 96.2 99.5 91.1 93.7 96.2 99.5
Old : 91.2 93.7 96.2 99.5 91.1 93.7 96.2 99.5
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, February 06, 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 : 80,947: 28,760 28,738 52,174 0 0 80,934 80,912: 13 35
Old : 80,947: 28,760 28,738 52,174 0 0 80,934 80,912: 13 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 4,078: 4,078 4,078 0 0 0 4,078 4,078: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 35.5 64.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.5 35.5 64.5 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 : 25: 16 9 4 0 0 18 11:
Old : 25: 16 9 4 0 0 18 11:
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 : 69.8 99.2 88.6 99.8 21.0 35.2 32.6 35.5
Old : 69.8 99.2 88.6 99.8 21.0 35.2 32.6 35.5
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, February 06, 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 : 33,529: 22,714 11,844 10,802 0 10,804 33,516 33,450: 13 79
Old : 33,529: 22,714 11,844 10,802 0 10,804 33,516 33,450: 13 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -424: -426 -555 0 0 116 -426 -439: 2 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 35.3 32.2 0.0 32.2 100.0 99.8: 0.0 0.2
Old : 100.0: 67.7 35.3 32.2 0.0 32.2 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 15 3 0 1 13 18:
Old : 28: 12 15 3 0 1 13 18:
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 : 64.8 79.8 91.0 92.5 45.5 55.0 62.3 63.6
Old : 64.8 79.8 91.0 92.5 45.5 55.0 62.3 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 06, 2024