WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 20, 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 : 396,470: 124,169 168,808 95,157 145,807 96,201 365,133 360,166: 31,337 36,304
Old : 232,213: 115,604 116,767 37,115 59,114 55,589 211,833 209,471: 20,380 22,742
Other: 164,257: 50,159 93,635 16,448 86,693 40,612 153,300 150,695: 10,957 13,562
: : :
: : Changes in Commitments from: February 13, 2024 :
: 461: -740 14,892 -2,121 1,838 -14,008 -1,023 -1,237: 1,484 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 42.6 24.0 36.8 24.3 92.1 90.8: 7.9 9.2
Old : 100.0: 49.8 50.3 16.0 25.5 23.9 91.2 90.2: 8.8 9.8
Other: 100.0: 30.5 57.0 10.0 52.8 24.7 93.3 91.7: 6.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 100 123 122 93 88 266 272:
Old : 317: 106 103 71 66 70 196 224:
Other: 242: 70 74 58 70 66 171 169:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 12.9 22.9 21.3 12.9 10.1 21.1 17.5
Old : 15.7 15.0 25.6 25.5 15.5 14.5 24.7 24.1
Other: 23.2 25.6 35.6 36.7 23.2 25.0 35.4 35.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 20, 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 : 250,254: 65,113 96,658 56,255 108,264 74,140 229,632 227,053: 20,622 23,201
Old : 136,353: 61,754 70,225 17,272 45,252 34,551 124,278 122,048: 12,075 14,305
Other: 113,901: 25,212 48,286 17,130 63,012 39,589 105,354 105,005: 8,547 8,896
: : :
: : Changes in Commitments from: February 13, 2024 :
: -2,665: 2,227 6,155 -2,337 -2,462 -7,155 -2,572 -3,337: -93 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 38.6 22.5 43.3 29.6 91.8 90.7: 8.2 9.3
Old : 100.0: 45.3 51.5 12.7 33.2 25.3 91.1 89.5: 8.9 10.5
Other: 100.0: 22.1 42.4 15.0 55.3 34.8 92.5 92.2: 7.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 56 74 63 74 67 171 167:
Old : 200: 57 63 34 51 49 124 131:
Other: 166: 37 47 33 64 55 121 117:
:----------------------------------------------------------------------------------------------------
: 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 16.2 28.4 26.6 15.2 13.4 22.8 22.3
Old : 21.4 24.4 35.2 39.4 18.7 23.8 31.9 37.6
Other: 21.0 19.6 35.3 32.5 16.0 18.8 25.9 29.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 20, 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 : 1,600,980: 282,549 548,616 417,875 738,256 455,788 1,438,680 1,422,279: 162,300 178,701
Old : 1,284,064: 348,542 580,377 208,659 585,867 364,963 1,143,068 1,153,999: 140,996 130,065
Other: 316,916: 131,451 165,683 11,772 152,389 90,825 295,612 268,280: 21,304 48,636
: : :
: : Changes in Commitments from: February 13, 2024 :
: -9,411: 1,335 21,463 -22,901 7,278 -11,686 -14,288 -13,124: 4,877 3,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 34.3 26.1 46.1 28.5 89.9 88.8: 10.1 11.2
Old : 100.0: 27.1 45.2 16.2 45.6 28.4 89.0 89.9: 11.0 10.1
Other: 100.0: 41.5 52.3 3.7 48.1 28.7 93.3 84.7: 6.7 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 118 178 172 331 307 560 571:
Old : 705: 125 176 142 311 269 521 509:
Other: 461: 75 84 36 141 224 237 324:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 11.6 18.0 18.9 8.7 9.5 13.6 14.8
Old : 12.2 13.5 20.3 21.5 11.4 12.3 17.1 19.3
Other: 24.3 24.6 34.1 34.6 23.4 24.4 32.8 34.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 20, 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 : 804,919: 100,976 261,264 175,227 476,364 304,616 752,567 741,107: 52,352 63,812
Old : 646,976: 108,192 220,774 119,276 375,853 261,117 603,321 601,167: 43,655 45,809
Other: 157,943: 32,883 80,589 15,852 100,511 43,499 149,246 139,940: 8,697 18,003
: : :
: : Changes in Commitments from: February 13, 2024 :
: 35,219: 14,001 12,538 1,629 20,135 20,025 35,765 34,192: -546 1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 32.5 21.8 59.2 37.8 93.5 92.1: 6.5 7.9
Old : 100.0: 16.7 34.1 18.4 58.1 40.4 93.3 92.9: 6.7 7.1
Other: 100.0: 20.8 51.0 10.0 63.6 27.5 94.5 88.6: 5.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 114 161 154 183 193 398 425:
Old : 508: 117 151 137 171 173 374 385:
Other: 305: 51 92 40 86 121 163 229:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 11.5 21.4 19.5 9.0 10.1 16.0 15.8
Old : 13.2 14.1 22.8 23.3 9.4 12.5 16.7 18.7
Other: 18.8 24.1 32.1 35.7 17.9 23.9 30.3 34.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 20, 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 : 555,485: 107,910 141,851 148,564 271,182 238,655 527,656 529,070: 27,829 26,415
Old : 459,075: 133,126 143,628 91,698 210,650 200,021 435,474 435,347: 23,601 23,728
Other: 96,410: 18,895 42,334 12,755 60,532 38,634 92,182 93,723: 4,228 2,687
: : :
: : Changes in Commitments from: February 13, 2024 :
: -915: 2,208 11,533 1,314 -4,586 -11,650 -1,064 1,197: 149 -2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.5 26.7 48.8 43.0 95.0 95.2: 5.0 4.8
Old : 100.0: 29.0 31.3 20.0 45.9 43.6 94.9 94.8: 5.1 5.2
Other: 100.0: 19.6 43.9 13.2 62.8 40.1 95.6 97.2: 4.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 92 82 96 109 98 253 235:
Old : 315: 94 84 83 104 96 244 222:
Other: 147: 36 39 22 54 32 102 83:
:----------------------------------------------------------------------------------------------------
: 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 17.6 19.2 27.7 8.9 15.4 15.3 22.6
Old : 10.7 18.4 19.6 29.8 9.8 17.0 16.8 24.8
Other: 25.1 33.0 40.7 51.6 22.0 32.7 35.6 50.7
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 20, 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 : 1,417,135: 185,825 280,619 15,473 1,008,905 965,006 1,210,203 1,261,098: 206,932 156,037
Old : 1,417,135: 185,825 280,619 15,473 1,008,905 965,006 1,210,203 1,261,098: 206,932 156,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -17,734: 244 -18,333 1,832 -20,789 -5,625 -18,713 -22,126: 979 4,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.8 1.1 71.2 68.1 85.4 89.0: 14.6 11.0
Old : 100.0: 13.1 19.8 1.1 71.2 68.1 85.4 89.0: 14.6 11.0
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 : 205: 23 41 25 97 106 138 154:
Old : 205: 23 41 25 97 106 138 154:
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 : 21.1 18.9 35.1 31.3 19.7 15.5 33.5 26.9
Old : 21.1 18.9 35.1 31.3 19.7 15.5 33.5 26.9
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 20, 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 : 1,688,332: 158,142 480,902 28,564 1,333,231 1,030,562 1,519,937 1,540,028: 168,395 148,304
Old : 1,688,332: 158,142 480,902 28,564 1,333,231 1,030,562 1,519,937 1,540,028: 168,395 148,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 15,037: -7,608 -19,724 22,851 2,350 8,686 17,593 11,813: -2,556 3,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 28.5 1.7 79.0 61.0 90.0 91.2: 10.0 8.8
Old : 100.0: 9.4 28.5 1.7 79.0 61.0 90.0 91.2: 10.0 8.8
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 : 177: 16 22 18 114 95 140 125:
Old : 177: 16 22 18 114 95 140 125:
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 : 21.0 32.6 35.4 50.4 20.1 31.6 32.5 44.6
Old : 21.0 32.6 35.4 50.4 20.1 31.6 32.5 44.6
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 20, 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 : 500,937: 87,267 132,720 118,301 247,497 218,347 453,065 469,368: 47,872 31,569
Old : 433,510: 92,533 125,628 91,834 207,948 188,774 392,315 406,236: 41,195 27,274
Other: 67,427: 12,614 24,972 8,587 39,549 29,573 60,750 63,132: 6,677 4,295
: : :
: : Changes in Commitments from: February 13, 2024 :
: 6,424: 7,530 7,516 -3,585 2,958 2,538 6,903 6,469: -479 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.5 23.6 49.4 43.6 90.4 93.7: 9.6 6.3
Old : 100.0: 21.3 29.0 21.2 48.0 43.5 90.5 93.7: 9.5 6.3
Other: 100.0: 18.7 37.0 12.7 58.7 43.9 90.1 93.6: 9.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 86 78 101 142 115 283 253:
Old : 338: 91 78 93 138 107 274 241:
Other: 153: 32 34 21 71 33 117 76:
:----------------------------------------------------------------------------------------------------
: 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 19.9 16.3 29.6 7.6 16.9 12.5 24.8
Old : 10.5 20.2 17.3 30.9 8.3 18.3 14.0 26.6
Other: 23.9 30.7 35.6 52.0 23.3 29.9 34.2 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 20, 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 : 12,257: 6,278 1,339 367 2,523 9,431 9,168 11,137: 3,089 1,120
Old : 10,451: 6,059 1,435 254 1,332 7,776 7,645 9,465: 2,806 986
Other: 1,806: 315 0 17 1,191 1,655 1,523 1,672: 283 134
: : :
: : Changes in Commitments from: February 13, 2024 :
: 141: 113 -67 -114 -72 365 -73 184: 214 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 10.9 3.0 20.6 76.9 74.8 90.9: 25.2 9.1
Old : 100.0: 58.0 13.7 2.4 12.7 74.4 73.2 90.6: 26.8 9.4
Other: 100.0: 17.4 0.0 0.9 65.9 91.6 84.3 92.6: 15.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 29 8 8 15 20 47 33:
Old : 66: 26 11 6 13 20 43 33:
Other: 22: 6 0 2 7 11 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 51.6 40.8 65.9 26.5 51.6 39.4 65.9
Old : 30.4 47.2 43.1 63.6 30.4 47.2 43.1 63.6
Other: 65.1 84.4 80.8 91.4 65.0 84.4 80.0 91.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 20, 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 : 4,030,850: 381,752 1,490,876 132,385 3,249,920 2,269,766 3,764,057 3,893,027: 266,793 137,823
Old : 4,030,850: 381,752 1,490,876 132,385 3,249,920 2,269,766 3,764,057 3,893,027: 266,793 137,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 56,646: 7,436 -71,454 51,079 -4,911 67,414 53,604 47,039: 3,042 9,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 37.0 3.3 80.6 56.3 93.4 96.6: 6.6 3.4
Old : 100.0: 9.5 37.0 3.3 80.6 56.3 93.4 96.6: 6.6 3.4
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 : 450: 91 53 36 240 183 352 251:
Old : 450: 91 53 36 240 183 352 251:
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 : 22.6 29.7 31.7 45.4 21.2 29.2 28.9 44.7
Old : 22.6 29.7 31.7 45.4 21.2 29.2 28.9 44.7
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 20, 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 : 4,819,493: 477,012 1,206,078 188,825 3,724,770 3,066,317 4,390,607 4,461,220: 428,886 358,273
Old : 4,819,493: 477,012 1,206,078 188,825 3,724,770 3,066,317 4,390,607 4,461,220: 428,886 358,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 84,252: -12,593 -44,046 88,827 11,152 41,268 87,386 86,049: -3,134 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 25.0 3.9 77.3 63.6 91.1 92.6: 8.9 7.4
Old : 100.0: 9.9 25.0 3.9 77.3 63.6 91.1 92.6: 8.9 7.4
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 : 410: 55 81 55 203 199 289 304:
Old : 410: 55 81 55 203 199 289 304:
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 : 21.2 18.9 33.2 29.0 18.8 17.4 28.7 26.2
Old : 21.2 18.9 33.2 29.0 18.8 17.4 28.7 26.2
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 20, 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 : 2,211,361: 267,786 458,825 74,655 1,672,832 1,389,194 2,015,273 1,922,674: 196,088 288,687
Old : 2,211,361: 267,786 458,825 74,655 1,672,832 1,389,194 2,015,273 1,922,674: 196,088 288,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 8,635: -11,967 -51,634 36,421 -14,001 15,884 10,453 671: -1,818 7,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.7 3.4 75.6 62.8 91.1 86.9: 8.9 13.1
Old : 100.0: 12.1 20.7 3.4 75.6 62.8 91.1 86.9: 8.9 13.1
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 : 197: 23 28 24 104 112 142 149:
Old : 197: 23 28 24 104 112 142 149:
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 : 34.5 24.8 48.5 35.0 33.1 22.4 43.0 29.5
Old : 34.5 24.8 48.5 35.0 33.1 22.4 43.0 29.5
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 20, 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 : 6,000,253: 423,001 1,656,301 173,453 5,017,564 3,871,304 5,614,018 5,701,058: 386,235 299,195
Old : 6,000,253: 423,001 1,656,301 173,453 5,017,564 3,871,304 5,614,018 5,701,058: 386,235 299,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 99,538: 5,443 -77,550 83,758 21,364 90,494 110,565 96,702: -11,027 2,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 27.6 2.9 83.6 64.5 93.6 95.0: 6.4 5.0
Old : 100.0: 7.0 27.6 2.9 83.6 64.5 93.6 95.0: 6.4 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 : 422: 70 58 47 225 194 323 272:
Old : 422: 70 58 47 225 194 323 272:
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 : 22.0 24.4 32.0 37.1 20.4 24.3 28.1 36.0
Old : 22.0 24.4 32.0 37.1 20.4 24.3 28.1 36.0
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 20, 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 : 1,962,721: 271,668 434,198 267,199 1,388,807 1,221,005 1,927,674 1,922,402: 35,047 40,319
Old : 1,962,721: 271,668 434,198 267,199 1,388,807 1,221,005 1,927,674 1,922,402: 35,047 40,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 25,074: 11,802 32,351 -30,408 42,319 27,950 23,713 29,893: 1,361 -4,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.1 13.6 70.8 62.2 98.2 97.9: 1.8 2.1
Old : 100.0: 13.8 22.1 13.6 70.8 62.2 98.2 97.9: 1.8 2.1
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 : 164: 25 38 40 83 86 134 142:
Old : 164: 25 38 40 83 86 134 142:
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 : 30.0 19.7 45.2 32.9 20.6 13.2 28.5 19.9
Old : 30.0 19.7 45.2 32.9 20.6 13.2 28.5 19.9
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 20, 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 : 104,742: 33,012 15,071 2,699 53,689 73,083 89,400 90,853: 15,342 13,890
Old : 104,742: 33,012 15,071 2,699 53,689 73,083 89,400 90,853: 15,342 13,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -971: -935 2,669 356 770 -3,455 192 -431: -1,163 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.4 2.6 51.3 69.8 85.4 86.7: 14.6 13.3
Old : 100.0: 31.5 14.4 2.6 51.3 69.8 85.4 86.7: 14.6 13.3
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 : 120: 40 27 15 38 34 84 70:
Old : 120: 40 27 15 38 34 84 70:
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 : 34.3 46.8 46.6 58.0 33.5 46.6 45.1 57.7
Old : 34.3 46.8 46.6 58.0 33.5 46.6 45.1 57.7
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 20, 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 : 102,374: 32,293 15,565 1,743 53,584 72,482 87,620 89,790: 14,754 12,584
Old : 102,374: 32,293 15,565 1,743 53,584 72,482 87,620 89,790: 14,754 12,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -1,063: -372 3,269 -347 769 -3,449 50 -527: -1,113 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 15.2 1.7 52.3 70.8 85.6 87.7: 14.4 12.3
Old : 100.0: 31.5 15.2 1.7 52.3 70.8 85.6 87.7: 14.4 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: 31 24 11 36 31 72 61:
Old : 105: 31 24 11 36 31 72 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 : 35.1 47.9 47.7 59.3 34.3 47.7 46.1 59.0
Old : 35.1 47.9 47.7 59.3 34.3 47.7 46.1 59.0
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 20, 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 : 53,896: 0 3,611 0 51,234 49,153 51,234 52,764: 2,662 1,132
Old : 53,896: 0 3,611 0 51,234 49,153 51,234 52,764: 2,662 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -1,953: 0 473 0 -1,824 -2,553 -1,824 -2,080: -129 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 95.1 91.2 95.1 97.9: 4.9 2.1
Old : 100.0: 0.0 6.7 0.0 95.1 91.2 95.1 97.9: 4.9 2.1
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 : 38: 0 4 0 24 13 24 17:
Old : 38: 0 4 0 24 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 : 47.9 72.8 70.3 89.7 46.2 72.8 68.2 89.7
Old : 47.9 72.8 70.3 89.7 46.2 72.8 68.2 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders - Futures Only, February 20, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 23,683: 16,390 4,263 359 1,051 6,006 17,800 10,628: 5,883 13,055
Old : 23,683: 16,390 4,263 359 1,051 6,006 17,800 10,628: 5,883 13,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 916: 1,199 823 206 12 -64 1,417 965: -501 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 18.0 1.5 4.4 25.4 75.2 44.9: 24.8 55.1
Old : 100.0: 69.2 18.0 1.5 4.4 25.4 75.2 44.9: 24.8 55.1
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 : 22: 11 7 2 2 3 13 12:
Old : 22: 11 7 2 2 3 13 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 : 55.7 35.0 67.9 42.4 55.4 35.0 66.2 42.4
Old : 55.7 35.0 67.9 42.4 55.4 35.0 66.2 42.4
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 20, 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 : 96,220: 11,547 19,581 0 84,369 76,586 95,916 96,167: 304 53
Old : 96,220: 11,547 19,581 0 84,369 76,586 95,916 96,167: 304 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -21: 85 6 -24 -80 -15 -19 -33: -2 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.4 0.0 87.7 79.6 99.7 99.9: 0.3 0.1
Old : 100.0: 12.0 20.4 0.0 87.7 79.6 99.7 99.9: 0.3 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 : 37: 18 12 0 6 2 24 14:
Old : 37: 18 12 0 6 2 24 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 93.4 96.2 99.4 91.2 93.4 96.1 99.4
Old : 91.2 93.4 96.2 99.4 91.2 93.4 96.1 99.4
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 20, 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 : 79,959: 27,772 27,740 52,174 0 0 79,946 79,914: 13 45
Old : 79,959: 27,772 27,740 52,174 0 0 79,946 79,914: 13 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -318: -318 -323 0 0 0 -318 -323: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 34.7 65.3 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 34.7 34.7 65.3 0.0 0.0 100.0 99.9: 0.0 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 : 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 : 70.7 99.1 88.5 99.8 20.1 34.4 31.8 34.7
Old : 70.7 99.1 88.5 99.8 20.1 34.4 31.8 34.7
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 20, 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 : 36,657: 25,836 14,963 10,810 0 10,804 36,646 36,577: 11 80
Old : 36,657: 25,836 14,963 10,810 0 10,804 36,646 36,577: 11 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: 2,284: 2,278 2,277 6 0 0 2,284 2,283: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 40.8 29.5 0.0 29.5 100.0 99.8: 0.0 0.2
Old : 100.0: 70.5 40.8 29.5 0.0 29.5 100.0 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 : 29: 13 15 4 0 1 15 18:
Old : 29: 13 15 4 0 1 15 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 : 62.8 81.7 86.4 92.5 43.8 59.5 62.1 66.0
Old : 62.8 81.7 86.4 92.5 43.8 59.5 62.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2024