WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 12, 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 : 396,389: 120,577 174,346 99,844 143,984 88,204 364,405 362,394: 31,984 33,995
Old : 196,660: 126,980 112,273 18,753 32,740 48,881 178,473 179,907: 18,187 16,753
Other: 199,729: 52,483 120,959 22,205 111,244 39,323 185,932 182,487: 13,797 17,242
: : :
: : Changes in Commitments from: March 5, 2024 :
: -4,922: -9,146 -165 3,820 -765 -9,373 -6,091 -5,718: 1,169 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 44.0 25.2 36.3 22.3 91.9 91.4: 8.1 8.6
Old : 100.0: 64.6 57.1 9.5 16.6 24.9 90.8 91.5: 9.2 8.5
Other: 100.0: 26.3 60.6 11.1 55.7 19.7 93.1 91.4: 6.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 98 124 109 86 74 254 245:
Old : 299: 113 96 32 46 51 170 168:
Other: 236: 59 90 58 69 53 168 162:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 12.9 24.2 21.5 11.9 9.8 19.4 17.0
Old : 17.5 18.9 27.9 32.8 17.1 18.9 27.5 31.1
Other: 22.3 21.5 35.0 31.2 22.3 21.0 34.9 29.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 12, 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 : 264,243: 74,063 99,865 62,382 110,010 82,483 246,455 244,730: 17,788 19,513
Old : 116,110: 68,803 63,343 4,696 34,799 36,987 108,298 105,026: 7,812 11,084
Other: 148,133: 31,693 62,955 31,253 75,211 45,496 138,157 139,704: 9,976 8,429
: : :
: : Changes in Commitments from: March 5, 2024 :
: 7,761: 2,587 -79 -16 5,745 8,908 8,316 8,813: -555 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 37.8 23.6 41.6 31.2 93.3 92.6: 6.7 7.4
Old : 100.0: 59.3 54.6 4.0 30.0 31.9 93.3 90.5: 6.7 9.5
Other: 100.0: 21.4 42.5 21.1 50.8 30.7 93.3 94.3: 6.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 58 81 67 70 76 170 184:
Old : 201: 61 59 17 36 47 104 116:
Other: 195: 48 56 44 65 69 138 146:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 16.2 27.4 27.3 12.7 13.5 21.5 22.1
Old : 18.9 28.3 33.3 44.7 18.6 28.3 32.1 44.2
Other: 21.4 18.5 33.8 31.5 13.1 16.0 23.0 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 12, 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 : 1,532,171: 297,244 486,274 425,117 658,122 459,072 1,380,483 1,370,463: 151,688 161,708
Old : 1,172,194: 368,537 535,254 180,737 497,767 347,923 1,047,041 1,063,914: 125,153 108,280
Other: 359,977: 148,364 170,677 24,723 160,355 111,149 333,442 306,549: 26,535 53,428
: : :
: : Changes in Commitments from: March 5, 2024 :
: 30,037: 5,415 -36,442 14,140 11,446 51,857 31,001 29,555: -964 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 31.7 27.7 43.0 30.0 90.1 89.4: 9.9 10.6
Old : 100.0: 31.4 45.7 15.4 42.5 29.7 89.3 90.8: 10.7 9.2
Other: 100.0: 41.2 47.4 6.9 44.5 30.9 92.6 85.2: 7.4 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 124 171 157 295 305 511 556:
Old : 679: 126 157 121 264 260 459 476:
Other: 468: 66 90 43 145 234 232 346:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 12.8 19.7 21.1 9.0 9.4 15.0 14.5
Old : 12.7 15.1 21.0 24.1 11.6 14.1 19.1 21.7
Other: 28.2 22.0 39.3 30.9 27.7 22.0 38.3 30.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 12, 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 : 743,055: 99,347 279,760 142,110 450,053 258,722 691,510 680,592: 51,545 62,463
Old : 552,608: 106,113 224,364 79,657 327,398 207,567 513,168 511,588: 39,440 41,020
Other: 190,447: 31,129 93,291 24,558 122,655 51,155 178,342 169,004: 12,105 21,443
: : :
: : Changes in Commitments from: March 5, 2024 :
: 23,022: 1,444 -15,384 8,444 11,892 27,839 21,780 20,899: 1,242 2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 37.6 19.1 60.6 34.8 93.1 91.6: 6.9 8.4
Old : 100.0: 19.2 40.6 14.4 59.2 37.6 92.9 92.6: 7.1 7.4
Other: 100.0: 16.3 49.0 12.9 64.4 26.9 93.6 88.7: 6.4 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 107 146 155 173 180 380 401:
Old : 477: 118 131 122 156 155 344 348:
Other: 327: 51 103 56 101 127 192 250:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 13.5 22.9 21.6 13.7 12.9 21.5 19.9
Old : 16.4 17.9 25.7 26.7 16.2 17.4 24.4 25.8
Other: 18.0 18.9 28.6 28.2 16.1 17.9 26.2 25.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 12, 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 : 547,710: 112,652 145,174 152,571 254,151 223,653 519,374 521,398: 28,336 26,312
Old : 432,880: 136,835 144,740 88,944 184,514 175,874 410,293 409,558: 22,587 23,322
Other: 114,830: 24,860 49,477 14,584 69,637 47,779 109,081 111,840: 5,749 2,990
: : :
: : Changes in Commitments from: March 5, 2024 :
: 1,231: 2,340 -13,946 9,347 -11,208 7,556 479 2,957: 752 -1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.5 27.9 46.4 40.8 94.8 95.2: 5.2 4.8
Old : 100.0: 31.6 33.4 20.5 42.6 40.6 94.8 94.6: 5.2 5.4
Other: 100.0: 21.6 43.1 12.7 60.6 41.6 95.0 97.4: 5.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 95 83 105 101 86 253 231:
Old : 315: 100 78 87 98 82 238 215:
Other: 169: 43 48 25 55 34 114 94:
:----------------------------------------------------------------------------------------------------
: 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 19.2 19.5 29.6 9.3 17.0 15.8 25.3
Old : 11.4 21.1 20.8 32.9 10.7 18.9 18.7 29.1
Other: 20.9 30.8 34.9 48.5 18.3 30.1 31.9 46.0
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 12, 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 : 1,498,123: 231,115 285,648 26,769 1,043,932 1,045,249 1,301,816 1,357,666: 196,307 140,457
Old : 1,498,123: 231,115 285,648 26,769 1,043,932 1,045,249 1,301,816 1,357,666: 196,307 140,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 5,739: 670 -2,833 -25,599 39,524 40,018 14,595 11,586: -8,856 -5,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.1 1.8 69.7 69.8 86.9 90.6: 13.1 9.4
Old : 100.0: 15.4 19.1 1.8 69.7 69.8 86.9 90.6: 13.1 9.4
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 : 212: 24 34 21 107 113 145 154:
Old : 212: 24 34 21 107 113 145 154:
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 : 20.8 19.5 35.1 31.3 19.7 16.5 33.6 26.7
Old : 20.8 19.5 35.1 31.3 19.7 16.5 33.6 26.7
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 12, 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 : 1,588,497: 136,059 452,929 8,521 1,271,662 968,551 1,416,242 1,430,001: 172,255 158,496
Old : 1,588,497: 136,059 452,929 8,521 1,271,662 968,551 1,416,242 1,430,001: 172,255 158,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: -14,615: -5,444 -10,310 -4,574 -3,728 2,381 -13,746 -12,503: -869 -2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 28.5 0.5 80.1 61.0 89.2 90.0: 10.8 10.0
Old : 100.0: 8.6 28.5 0.5 80.1 61.0 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 : 169: 12 22 13 104 92 124 119:
Old : 169: 12 22 13 104 92 124 119:
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 : 22.2 32.5 37.6 48.9 21.2 30.4 34.1 42.6
Old : 22.2 32.5 37.6 48.9 21.2 30.4 34.1 42.6
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, March 12, 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 : 461,672: 85,247 142,134 99,626 231,555 190,980 416,428 432,740: 45,244 28,932
Old : 383,031: 90,043 139,467 66,312 189,276 153,122 345,631 358,901: 37,400 24,130
Other: 78,641: 18,477 25,940 10,041 42,279 37,858 70,797 73,839: 7,844 4,802
: : :
: : Changes in Commitments from: March 5, 2024 :
: -2,069: -1,753 -4,375 3,426 -4,708 590 -3,035 -359: 966 -1,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 30.8 21.6 50.2 41.4 90.2 93.7: 9.8 6.3
Old : 100.0: 23.5 36.4 17.3 49.4 40.0 90.2 93.7: 9.8 6.3
Other: 100.0: 23.5 33.0 12.8 53.8 48.1 90.0 93.9: 10.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 82 83 97 139 103 281 235:
Old : 336: 85 84 85 134 91 268 216:
Other: 182: 38 42 28 83 40 138 94:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 19.6 16.3 29.0 7.8 18.8 13.6 27.2
Old : 10.4 19.0 17.0 28.9 9.0 18.6 15.5 27.8
Other: 17.6 32.6 29.1 47.5 17.6 31.5 28.7 43.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 12, 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 : 11,694: 5,721 1,309 347 2,937 9,209 9,005 10,865: 2,689 829
Old : 9,501: 5,373 1,390 252 1,627 7,165 7,252 8,807: 2,249 694
Other: 2,193: 429 0 14 1,310 2,044 1,753 2,058: 440 135
: : :
: : Changes in Commitments from: March 5, 2024 :
: -574: -807 221 37 490 -658 -280 -400: -294 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 11.2 3.0 25.1 78.7 77.0 92.9: 23.0 7.1
Old : 100.0: 56.6 14.6 2.7 17.1 75.4 76.3 92.7: 23.7 7.3
Other: 100.0: 19.6 0.0 0.6 59.7 93.2 79.9 93.8: 20.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 31 5 7 17 20 51 29:
Old : 63: 27 9 5 12 20 44 29:
Other: 23: 6 0 1 9 11 15 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 : 27.8 55.5 42.3 69.8 27.4 55.0 41.3 69.3
Old : 28.8 51.6 45.2 68.2 28.3 51.6 44.8 68.2
Other: 60.6 85.1 74.2 92.7 60.6 84.6 73.6 92.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 12, 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 : 3,637,131: 426,089 1,364,145 50,657 2,908,549 2,090,051 3,385,295 3,504,853: 251,836 132,278
Old : 3,637,131: 426,089 1,364,145 50,657 2,908,549 2,090,051 3,385,295 3,504,853: 251,836 132,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 29,509: 39,353 -22,112 6,125 -23,960 43,759 21,518 27,772: 7,991 1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 37.5 1.4 80.0 57.5 93.1 96.4: 6.9 3.6
Old : 100.0: 11.7 37.5 1.4 80.0 57.5 93.1 96.4: 6.9 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 : 463: 95 60 31 239 179 352 252:
Old : 463: 95 60 31 239 179 352 252:
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 : 18.7 26.6 28.3 41.0 17.6 26.2 25.3 39.6
Old : 18.7 26.6 28.3 41.0 17.6 26.2 25.3 39.6
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 12, 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 : 4,253,098: 457,839 1,061,385 62,936 3,342,267 2,781,088 3,863,042 3,905,409: 390,056 347,689
Old : 4,253,098: 457,839 1,061,385 62,936 3,342,267 2,781,088 3,863,042 3,905,409: 390,056 347,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: -24,678: 45,581 -64,131 -24,123 -21,618 88,172 -160 -82: -24,518 -24,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 25.0 1.5 78.6 65.4 90.8 91.8: 9.2 8.2
Old : 100.0: 10.8 25.0 1.5 78.6 65.4 90.8 91.8: 9.2 8.2
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 : 403: 55 79 34 198 188 271 283:
Old : 403: 55 79 34 198 188 271 283:
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 20.9 32.9 31.6 19.2 20.3 27.8 29.6
Old : 22.3 20.9 32.9 31.6 19.2 20.3 27.8 29.6
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 12, 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 : 2,037,874: 291,066 424,736 36,877 1,505,286 1,299,182 1,833,229 1,760,795: 204,645 277,079
Old : 2,037,874: 291,066 424,736 36,877 1,505,286 1,299,182 1,833,229 1,760,795: 204,645 277,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: -48,978: 15,243 -36,745 -4,251 -58,685 -6,739 -47,693 -47,735: -1,285 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.8 1.8 73.9 63.8 90.0 86.4: 10.0 13.6
Old : 100.0: 14.3 20.8 1.8 73.9 63.8 90.0 86.4: 10.0 13.6
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 : 206: 26 24 18 100 123 134 157:
Old : 206: 26 24 18 100 123 134 157:
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 : 32.3 25.2 46.5 37.5 29.8 22.8 40.1 32.1
Old : 32.3 25.2 46.5 37.5 29.8 22.8 40.1 32.1
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 12, 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 : 5,857,325: 355,674 1,617,808 104,721 4,992,128 3,842,986 5,452,523 5,565,515: 404,802 291,810
Old : 5,857,325: 355,674 1,617,808 104,721 4,992,128 3,842,986 5,452,523 5,565,515: 404,802 291,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 42,123: -3,799 -33,552 29,874 13,957 45,928 40,032 42,250: 2,091 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 27.6 1.8 85.2 65.6 93.1 95.0: 6.9 5.0
Old : 100.0: 6.1 27.6 1.8 85.2 65.6 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 : 405: 63 53 32 216 186 298 252:
Old : 405: 63 53 32 216 186 298 252:
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 : 24.2 26.2 33.6 38.6 22.5 26.2 29.7 38.3
Old : 24.2 26.2 33.6 38.6 22.5 26.2 29.7 38.3
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, March 12, 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 : 1,795,770: 130,033 325,783 267,164 1,361,057 1,166,776 1,758,254 1,759,723: 37,516 36,047
Old : 1,795,770: 130,033 325,783 267,164 1,361,057 1,166,776 1,758,254 1,759,723: 37,516 36,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 170,675: 14,502 24,682 23,016 134,913 124,208 172,431 171,906: -1,756 -1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 18.1 14.9 75.8 65.0 97.9 98.0: 2.1 2.0
Old : 100.0: 7.2 18.1 14.9 75.8 65.0 97.9 98.0: 2.1 2.0
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 : 159: 25 41 46 80 75 136 134:
Old : 159: 25 41 46 80 75 136 134:
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 : 29.2 21.8 44.0 34.3 13.0 10.0 18.7 16.6
Old : 29.2 21.8 44.0 34.3 13.0 10.0 18.7 16.6
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 12, 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 : 115,061: 31,031 14,018 10,208 56,972 75,691 98,211 99,917: 16,851 15,144
Old : 115,061: 31,031 14,018 10,208 56,972 75,691 98,211 99,917: 16,851 15,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 13,727: 346 -1,224 8,565 3,505 4,264 12,415 11,605: 1,312 2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.2 8.9 49.5 65.8 85.4 86.8: 14.6 13.2
Old : 100.0: 27.0 12.2 8.9 49.5 65.8 85.4 86.8: 14.6 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 : 118: 39 29 22 34 31 88 68:
Old : 118: 39 29 22 34 31 88 68:
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 : 25.6 38.3 36.9 51.2 25.0 38.3 35.6 48.6
Old : 25.6 38.3 36.9 51.2 25.0 38.3 35.6 48.6
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 12, 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 : 112,366: 30,251 14,580 9,105 56,885 74,703 96,241 98,388: 16,125 13,978
Old : 112,366: 30,251 14,580 9,105 56,885 74,703 96,241 98,388: 16,125 13,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 13,210: 808 -277 7,521 3,506 3,993 11,835 11,237: 1,375 1,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.0 8.1 50.6 66.5 85.6 87.6: 14.4 12.4
Old : 100.0: 26.9 13.0 8.1 50.6 66.5 85.6 87.6: 14.4 12.4
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 : 102: 31 24 17 31 29 74 59:
Old : 102: 31 24 17 31 29 74 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 39.2 37.8 52.4 25.6 39.2 36.4 49.8
Old : 26.2 39.2 37.8 52.4 25.6 39.2 36.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, March 12, 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 : 77,020: 0 6,964 0 73,897 68,810 73,897 75,774: 3,123 1,246
Old : 77,020: 0 6,964 0 73,897 68,810 73,897 75,774: 3,123 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 23,054: 0 922 0 22,463 21,814 22,463 22,736: 591 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 95.9 89.3 95.9 98.4: 4.1 1.6
Old : 100.0: 0.0 9.0 0.0 95.9 89.3 95.9 98.4: 4.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 5 0 27 16 27 21:
Old : 39: 0 5 0 27 16 27 21:
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 : 52.5 63.0 71.2 85.1 26.9 49.2 44.2 59.7
Old : 52.5 63.0 71.2 85.1 26.9 49.2 44.2 59.7
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 12, 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 : 26,953: 18,321 4,903 507 869 9,880 19,697 15,290: 7,256 11,663
Old : 26,953: 18,321 4,903 507 869 9,880 19,697 15,290: 7,256 11,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 5,174: 5,331 485 484 -13 2,712 5,802 3,681: -628 1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 18.2 1.9 3.2 36.7 73.1 56.7: 26.9 43.3
Old : 100.0: 68.0 18.2 1.9 3.2 36.7 73.1 56.7: 26.9 43.3
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 : 23: 11 8 6 3 3 17 14:
Old : 23: 11 8 6 3 3 17 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 : 55.5 46.0 66.0 53.3 54.9 46.0 65.1 52.7
Old : 55.5 46.0 66.0 53.3 54.9 46.0 65.1 52.7
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 12, 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 : 98,207: 11,457 19,549 2,036 84,379 76,557 97,872 98,142: 335 65
Old : 98,207: 11,457 19,549 2,036 84,379 76,557 97,872 98,142: 335 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 2,299: 129 280 1,995 181 0 2,305 2,275: -6 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.9 2.1 85.9 78.0 99.7 99.9: 0.3 0.1
Old : 100.0: 11.7 19.9 2.1 85.9 78.0 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 : 39: 20 12 4 6 1 27 16:
Old : 39: 20 12 4 6 1 27 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 : 89.0 90.7 94.9 97.9 87.9 90.7 92.9 96.7
Old : 89.0 90.7 94.9 97.9 87.9 90.7 92.9 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders - Futures Only, March 12, 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 : 20,610: 15,830 14,142 4,774 0 1,693 20,604 20,609: 6 1
Old : 20,610: 15,830 14,142 4,774 0 1,693 20,604 20,609: 6 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 68.6 23.2 0.0 8.2 100.0 100.0: 0.0 0.0
Old : 100.0: 76.8 68.6 23.2 0.0 8.2 100.0 100.0: 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 : 20: 6 13 2 0 1 6 16:
Old : 20: 6 13 2 0 1 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 : 99.0 67.3 100.0 95.3 75.8 52.7 76.8 74.2
Old : 99.0 67.3 100.0 95.3 75.8 52.7 76.8 74.2
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 12, 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 : 81,186: 28,736 28,728 52,437 0 0 81,173 81,165: 13 21
Old : 81,186: 28,736 28,728 52,437 0 0 81,173 81,165: 13 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 827: 564 558 263 0 0 827 821: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 35.4 64.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.4 35.4 64.6 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 : 26: 16 10 5 0 0 19 12:
Old : 26: 16 10 5 0 0 19 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 : 69.6 98.6 88.3 99.7 20.9 34.9 32.4 35.3
Old : 69.6 98.6 88.3 99.7 20.9 34.9 32.4 35.3
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 12, 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 : 41,407: 27,703 19,110 13,693 0 8,527 41,396 41,330: 11 77
Old : 41,407: 27,703 19,110 13,693 0 8,527 41,396 41,330: 11 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 684: -2,189 88 2,873 0 -2,277 684 684: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 46.2 33.1 0.0 20.6 100.0 99.8: 0.0 0.2
Old : 100.0: 66.9 46.2 33.1 0.0 20.6 100.0 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: 12 16 5 0 1 15 19:
Old : 29: 12 16 5 0 1 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 74.9 87.4 91.4 47.0 55.6 62.5 63.0
Old : 64.0 74.9 87.4 91.4 47.0 55.6 62.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2024