WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 05, 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 : 401,311: 129,723 174,511 96,024 144,749 97,577 370,496 368,112: 30,815 33,199
Old : 205,215: 131,383 115,749 14,506 42,004 57,176 187,893 187,431: 17,322 17,784
Other: 196,096: 57,077 117,499 22,781 102,745 40,401 182,603 180,681: 13,493 15,415
: : :
: : Changes in Commitments from: February 27, 2024 :
: 27,922: 6,557 14,364 12,115 7,409 993 26,081 27,472: 1,841 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 43.5 23.9 36.1 24.3 92.3 91.7: 7.7 8.3
Old : 100.0: 64.0 56.4 7.1 20.5 27.9 91.6 91.3: 8.4 8.7
Other: 100.0: 29.1 59.9 11.6 52.4 20.6 93.1 92.1: 6.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 106 129 113 95 89 267 275:
Old : 323: 112 107 29 51 61 175 185:
Other: 254: 62 91 60 80 63 182 176:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.9 22.1 20.6 12.3 9.7 20.0 17.6
Old : 15.9 18.1 27.4 32.0 15.7 18.1 26.4 30.6
Other: 20.7 19.8 32.7 29.6 20.5 18.7 32.4 28.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 05, 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 : 256,482: 71,476 99,944 62,398 104,265 73,575 238,139 235,917: 18,343 20,565
Old : 119,258: 63,465 64,995 10,607 37,006 31,857 111,078 107,459: 8,180 11,799
Other: 137,224: 36,815 63,753 22,987 67,259 41,718 127,061 128,458: 10,163 8,766
: : :
: : Changes in Commitments from: February 27, 2024 :
: 10,560: 3,017 867 7,050 744 1,824 10,811 9,741: -251 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 39.0 24.3 40.7 28.7 92.8 92.0: 7.2 8.0
Old : 100.0: 53.2 54.5 8.9 31.0 26.7 93.1 90.1: 6.9 9.9
Other: 100.0: 26.8 46.5 16.8 49.0 30.4 92.6 93.6: 7.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 62 78 68 72 71 175 179:
Old : 203: 62 62 22 38 44 109 119:
Other: 191: 48 56 39 67 63 133 141:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 15.8 26.1 26.6 12.9 13.3 20.7 21.8
Old : 20.6 26.7 34.8 42.7 19.6 26.6 31.2 41.8
Other: 20.6 15.7 32.6 28.7 15.6 15.0 24.7 26.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 05, 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 : 1,502,134: 291,829 522,716 410,977 646,676 407,215 1,349,482 1,340,908: 152,652 161,226
Old : 1,157,661: 355,322 563,047 181,422 493,546 303,952 1,030,290 1,048,421: 127,371 109,240
Other: 344,473: 143,469 166,631 22,593 153,130 103,263 319,192 292,487: 25,281 51,986
: : :
: : Changes in Commitments from: February 27, 2024 :
: -2,354: -3,847 -5,564 24,042 -24,101 -12,934 -3,906 5,544: 1,552 -7,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 34.8 27.4 43.1 27.1 89.8 89.3: 10.2 10.7
Old : 100.0: 30.7 48.6 15.7 42.6 26.3 89.0 90.6: 11.0 9.4
Other: 100.0: 41.6 48.4 6.6 44.5 30.0 92.7 84.9: 7.3 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 131 161 153 295 300 510 545:
Old : 672: 128 157 120 270 254 463 471:
Other: 457: 73 82 41 137 226 230 330:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 12.8 19.6 21.7 9.1 10.3 15.0 15.8
Old : 12.6 15.9 21.1 25.4 12.0 14.7 19.4 22.4
Other: 27.2 22.3 37.2 31.7 26.7 22.2 36.1 31.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 05, 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 : 720,033: 97,903 295,144 133,666 438,161 230,883 669,730 659,693: 50,303 60,340
Old : 541,636: 102,577 248,989 76,715 323,659 175,301 502,951 501,005: 38,685 40,631
Other: 178,397: 32,912 83,741 19,365 114,502 55,582 166,779 158,688: 11,618 19,709
: : :
: : Changes in Commitments from: February 27, 2024 :
: 5,272: 5,542 11,551 -4,487 5,743 1,415 6,798 8,479: -1,526 -3,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 41.0 18.6 60.9 32.1 93.0 91.6: 7.0 8.4
Old : 100.0: 18.9 46.0 14.2 59.8 32.4 92.9 92.5: 7.1 7.5
Other: 100.0: 18.4 46.9 10.9 64.2 31.2 93.5 89.0: 6.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 106 157 155 168 174 379 396:
Old : 477: 111 148 123 150 145 339 345:
Other: 304: 57 88 50 95 122 185 228:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 13.1 22.6 20.7 12.6 12.5 20.4 19.2
Old : 15.6 17.2 25.8 26.0 15.2 16.6 24.3 24.3
Other: 18.0 21.7 28.9 33.4 16.1 21.7 26.7 30.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 05, 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 : 546,479: 110,312 159,120 143,224 265,359 216,097 518,895 518,441: 27,584 28,038
Old : 436,232: 136,161 159,774 78,618 199,421 172,950 414,200 411,342: 22,032 24,890
Other: 110,247: 23,312 48,507 15,445 65,938 43,147 104,695 107,099: 5,552 3,148
: : :
: : Changes in Commitments from: February 27, 2024 :
: 22,620: 2,331 12,213 8,271 12,699 726 23,301 21,210: -681 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 29.1 26.2 48.6 39.5 95.0 94.9: 5.0 5.1
Old : 100.0: 31.2 36.6 18.0 45.7 39.6 94.9 94.3: 5.1 5.7
Other: 100.0: 21.1 44.0 14.0 59.8 39.1 95.0 97.1: 5.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 87 88 95 99 89 245 225:
Old : 310: 92 87 71 96 85 230 206:
Other: 162: 38 46 25 54 38 107 96:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 17.4 20.0 28.4 9.5 16.2 16.7 24.1
Old : 11.2 19.3 20.5 31.4 10.7 18.3 18.7 27.5
Other: 22.6 30.8 36.3 47.4 19.9 30.4 32.1 45.9
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 05, 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 : 1,492,384: 230,445 288,481 52,368 1,004,408 1,005,231 1,287,221 1,346,080: 205,163 146,304
Old : 1,492,384: 230,445 288,481 52,368 1,004,408 1,005,231 1,287,221 1,346,080: 205,163 146,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -41,713: -7,533 36,465 -26,710 -11,039 -43,598 -45,282 -33,843: 3,569 -7,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.3 3.5 67.3 67.4 86.3 90.2: 13.7 9.8
Old : 100.0: 15.4 19.3 3.5 67.3 67.4 86.3 90.2: 13.7 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 : 208: 22 41 20 100 107 134 156:
Old : 208: 22 41 20 100 107 134 156:
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 : 20.7 20.5 34.2 32.7 19.6 16.0 32.8 26.6
Old : 20.7 20.5 34.2 32.7 19.6 16.0 32.8 26.6
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, March 05, 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 : 1,603,112: 141,503 463,239 13,095 1,275,390 966,170 1,429,988 1,442,504: 173,124 160,608
Old : 1,603,112: 141,503 463,239 13,095 1,275,390 966,170 1,429,988 1,442,504: 173,124 160,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -57,628: -4,833 -2,880 -34,133 -12,460 -33,862 -51,426 -70,875: -6,202 13,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 28.9 0.8 79.6 60.3 89.2 90.0: 10.8 10.0
Old : 100.0: 8.8 28.9 0.8 79.6 60.3 89.2 90.0: 10.8 10.0
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 : 167: 11 22 13 104 92 123 119:
Old : 167: 11 22 13 104 92 123 119:
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 31.7 37.5 49.2 21.0 30.6 34.1 43.0
Old : 22.0 31.7 37.5 49.2 21.0 30.6 34.1 43.0
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, March 05, 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 : 463,741: 87,000 146,509 96,200 236,263 190,390 419,463 433,099: 44,278 30,642
Old : 387,950: 92,810 141,962 64,300 194,557 155,913 351,667 362,175: 36,283 25,775
Other: 75,791: 15,486 25,843 10,604 41,706 34,477 67,796 70,924: 7,995 4,867
: : :
: : Changes in Commitments from: February 27, 2024 :
: 3,881: 6,070 -1,241 4,896 -6,411 3,954 4,555 7,609: -674 -3,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 31.6 20.7 50.9 41.1 90.5 93.4: 9.5 6.6
Old : 100.0: 23.9 36.6 16.6 50.2 40.2 90.6 93.4: 9.4 6.6
Other: 100.0: 20.4 34.1 14.0 55.0 45.5 89.5 93.6: 10.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 79 87 92 138 99 277 231:
Old : 332: 86 84 80 133 88 264 214:
Other: 171: 34 40 30 81 37 135 88:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 18.6 16.4 28.0 7.8 18.1 13.6 26.7
Old : 10.5 18.5 17.0 29.1 9.1 18.1 15.5 27.6
Other: 18.1 31.2 28.9 48.0 17.7 30.0 28.3 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 05, 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 : 12,268: 6,528 1,088 310 2,447 9,867 9,285 11,265: 2,983 1,003
Old : 10,181: 6,181 1,144 240 1,233 7,942 7,654 9,326: 2,527 855
Other: 2,087: 403 0 14 1,214 1,925 1,631 1,939: 456 148
: : :
: : Changes in Commitments from: February 27, 2024 :
: -71: -313 -57 0 -26 -54 -339 -111: 268 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 8.9 2.5 19.9 80.4 75.7 91.8: 24.3 8.2
Old : 100.0: 60.7 11.2 2.4 12.1 78.0 75.2 91.6: 24.8 8.4
Other: 100.0: 19.3 0.0 0.7 58.2 92.2 78.2 92.9: 21.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 30 5 5 13 17 45 26:
Old : 61: 28 8 3 9 17 39 26:
Other: 22: 6 0 1 7 11 13 12:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 55.1 40.8 70.2 26.1 54.7 40.5 69.8
Old : 28.5 50.8 43.6 68.1 28.5 50.8 43.6 68.1
Other: 62.5 83.9 74.6 91.8 62.4 83.9 73.9 91.6
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 05, 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 : 3,607,622: 386,736 1,386,257 44,532 2,932,509 2,046,292 3,363,777 3,477,081: 243,845 130,541
Old : 3,607,622: 386,736 1,386,257 44,532 2,932,509 2,046,292 3,363,777 3,477,081: 243,845 130,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -162,532: -402 55,221 -40,700 -98,035 -174,472 -139,137 -159,951: -23,395 -2,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 38.4 1.2 81.3 56.7 93.2 96.4: 6.8 3.6
Old : 100.0: 10.7 38.4 1.2 81.3 56.7 93.2 96.4: 6.8 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 : 445: 94 55 29 229 181 339 249:
Old : 445: 94 55 29 229 181 339 249:
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 : 20.0 27.8 29.0 42.6 18.4 27.6 26.4 42.3
Old : 20.0 27.8 29.0 42.6 18.4 27.6 26.4 42.3
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, March 05, 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 : 4,277,776: 412,258 1,125,516 87,059 3,363,885 2,692,916 3,863,202 3,905,491: 414,574 372,285
Old : 4,277,776: 412,258 1,125,516 87,059 3,363,885 2,692,916 3,863,202 3,905,491: 414,574 372,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -254,403: -62,271 -14,595 -47,827 -128,985 -183,569 -239,083 -245,991: -15,320 -8,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 26.3 2.0 78.6 63.0 90.3 91.3: 9.7 8.7
Old : 100.0: 9.6 26.3 2.0 78.6 63.0 90.3 91.3: 9.7 8.7
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 : 391: 49 77 32 190 187 258 277:
Old : 391: 49 77 32 190 187 258 277:
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 : 22.3 19.4 33.8 29.7 19.5 18.8 28.9 27.1
Old : 22.3 19.4 33.8 29.7 19.5 18.8 28.9 27.1
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, March 05, 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 : 2,086,852: 275,823 461,481 41,128 1,563,971 1,305,921 1,880,922 1,808,530: 205,930 278,322
Old : 2,086,852: 275,823 461,481 41,128 1,563,971 1,305,921 1,880,922 1,808,530: 205,930 278,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -160,518: -5,832 -10,074 -17,402 -132,574 -128,785 -155,808 -156,261: -4,710 -4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.1 2.0 74.9 62.6 90.1 86.7: 9.9 13.3
Old : 100.0: 13.2 22.1 2.0 74.9 62.6 90.1 86.7: 9.9 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 : 201: 26 28 19 101 114 136 152:
Old : 201: 26 28 19 101 114 136 152:
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 : 32.7 24.6 47.1 35.9 30.9 22.3 40.8 30.7
Old : 32.7 24.6 47.1 35.9 30.9 22.3 40.8 30.7
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, March 05, 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 : 5,815,202: 359,473 1,651,360 74,847 4,978,171 3,797,058 5,412,491 5,523,265: 402,711 291,937
Old : 5,815,202: 359,473 1,651,360 74,847 4,978,171 3,797,058 5,412,491 5,523,265: 402,711 291,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -243,852: -22,923 73,571 -99,088 -96,485 -218,795 -218,496 -244,312: -25,356 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 28.4 1.3 85.6 65.3 93.1 95.0: 6.9 5.0
Old : 100.0: 6.2 28.4 1.3 85.6 65.3 93.1 95.0: 6.9 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 : 411: 63 59 32 216 189 298 261:
Old : 411: 63 59 32 216 189 298 261:
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 : 23.9 26.4 33.0 38.7 22.2 26.3 29.0 38.5
Old : 23.9 26.4 33.0 38.7 22.2 26.3 29.0 38.5
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, March 05, 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 : 1,625,095: 115,531 301,101 244,148 1,226,144 1,042,568 1,585,823 1,587,817: 39,272 37,278
Old : 1,625,095: 115,531 301,101 244,148 1,226,144 1,042,568 1,585,823 1,587,817: 39,272 37,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -406,416: -148,713 -184,547 -61,222 -201,465 -161,966 -411,400 -407,735: 4,984 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.5 15.0 75.5 64.2 97.6 97.7: 2.4 2.3
Old : 100.0: 7.1 18.5 15.0 75.5 64.2 97.6 97.7: 2.4 2.3
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 : 150: 24 38 43 75 71 127 127:
Old : 150: 24 38 43 75 71 127 127:
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 : 26.8 23.1 41.5 35.7 12.4 10.5 18.5 17.8
Old : 26.8 23.1 41.5 35.7 12.4 10.5 18.5 17.8
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, March 05, 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 : 101,334: 30,685 15,242 1,643 53,467 71,427 85,796 88,312: 15,538 13,022
Old : 101,334: 30,685 15,242 1,643 53,467 71,427 85,796 88,312: 15,538 13,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -5,229: -2,869 1,009 -1,305 -32 -4,664 -4,207 -4,960: -1,022 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 15.0 1.6 52.8 70.5 84.7 87.1: 15.3 12.9
Old : 100.0: 30.3 15.0 1.6 52.8 70.5 84.7 87.1: 15.3 12.9
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 : 119: 40 28 12 37 31 84 64:
Old : 119: 40 28 12 37 31 84 64:
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 : 32.5 47.1 44.6 58.4 32.2 47.0 44.3 58.2
Old : 32.5 47.1 44.6 58.4 32.2 47.0 44.3 58.2
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, March 05, 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 : 99,156: 29,443 14,857 1,584 53,379 70,710 84,406 87,151: 14,750 12,005
Old : 99,156: 29,443 14,857 1,584 53,379 70,710 84,406 87,151: 14,750 12,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -4,895: -3,336 266 -420 -20 -4,646 -3,776 -4,800: -1,119 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.0 1.6 53.8 71.3 85.1 87.9: 14.9 12.1
Old : 100.0: 29.7 15.0 1.6 53.8 71.3 85.1 87.9: 14.9 12.1
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 : 103: 33 21 11 35 29 73 56:
Old : 103: 33 21 11 35 29 73 56:
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 : 33.2 48.1 45.6 59.7 32.9 48.0 45.3 59.5
Old : 33.2 48.1 45.6 59.7 32.9 48.0 45.3 59.5
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, March 05, 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 : 53,966: 0 6,042 0 51,434 46,996 51,434 53,038: 2,532 928
Old : 53,966: 0 6,042 0 51,434 46,996 51,434 53,038: 2,532 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: 363: 0 2,241 0 553 -1,809 553 432: -190 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 0.0 95.3 87.1 95.3 98.3: 4.7 1.7
Old : 100.0: 0.0 11.2 0.0 95.3 87.1 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 : 40: 0 5 0 25 13 25 18:
Old : 40: 0 5 0 25 13 25 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 : 46.8 70.6 69.1 86.7 45.1 70.6 67.2 86.7
Old : 46.8 70.6 69.1 86.7 45.1 70.6 67.2 86.7
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, March 05, 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 : 21,779: 12,990 4,418 23 882 7,168 13,895 11,609: 7,884 10,170
Old : 21,779: 12,990 4,418 23 882 7,168 13,895 11,609: 7,884 10,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -3,337: -4,044 -1,282 -138 -124 -182 -4,306 -1,602: 969 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 20.3 0.1 4.0 32.9 63.8 53.3: 36.2 46.7
Old : 100.0: 59.6 20.3 0.1 4.0 32.9 63.8 53.3: 36.2 46.7
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 : 24: 13 8 1 2 2 16 10:
Old : 24: 13 8 1 2 2 16 10:
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 : 40.8 45.5 52.8 52.3 40.8 45.5 52.6 52.2
Old : 40.8 45.5 52.8 52.3 40.8 45.5 52.6 52.2
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, March 05, 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 : 95,908: 11,328 19,269 41 84,198 76,557 95,567 95,867: 341 41
Old : 95,908: 11,328 19,269 41 84,198 76,557 95,567 95,867: 341 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -388: -297 -437 41 -169 0 -425 -396: 37 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.1 0.0 87.8 79.8 99.6 100.0: 0.4 0.0
Old : 100.0: 11.8 20.1 0.0 87.8 79.8 99.6 100.0: 0.4 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 : 41: 20 14 1 6 1 27 15:
Old : 41: 20 14 1 6 1 27 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 : 89.7 93.4 94.7 98.7 89.7 93.4 94.7 98.7
Old : 89.7 93.4 94.7 98.7 89.7 93.4 94.7 98.7
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, March 05, 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 : 80,359: 28,172 28,170 52,174 0 0 80,346 80,344: 13 15
Old : 80,359: 28,172 28,170 52,174 0 0 80,346 80,344: 13 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: 450: 450 450 0 0 0 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.1 35.1 64.9 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 : 70.4 99.0 88.5 99.8 20.5 34.6 32.1 35.0
Old : 70.4 99.0 88.5 99.8 20.5 34.6 32.1 35.0
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, March 05, 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 : 40,723: 29,892 19,022 10,820 0 10,804 40,712 40,646: 11 77
Old : 40,723: 29,892 19,022 10,820 0 10,804 40,712 40,646: 11 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: 3,175: 3,175 3,178 0 0 0 3,175 3,178: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 46.7 26.6 0.0 26.5 100.0 99.8: 0.0 0.2
Old : 100.0: 73.4 46.7 26.6 0.0 26.5 100.0 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 : 66.7 82.2 87.8 93.5 49.6 62.6 65.9 69.7
Old : 66.7 82.2 87.8 93.5 49.6 62.6 65.9 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2024