WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,982
COMMITMENTS
118,028 154,483 111,596 149,787 105,947 379,411 372,026 30,571 37,956
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 103)
8,438 2,111 -7,606 -503 4,986 329 -509 -226 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 37.7 27.2 36.5 25.8 92.5 90.7 7.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
96 120 122 94 89 273 266
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 237,776
COMMITMENTS
60,108 80,211 66,708 91,765 69,782 218,581 216,701 19,195 21,075
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 10,103)
3,752 -2,232 4,425 1,052 7,019 9,229 9,212 874 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 33.7 28.1 38.6 29.3 91.9 91.1 8.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
63 58 69 62 61 163 156
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,602,005
COMMITMENTS
266,671 491,503 435,887 745,348 503,621 1447906 1431011 154,099 170,994
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 17,109)
5,867 11,499 11,801 -3,061 -5,962 14,607 17,338 2,502 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 30.7 27.2 46.5 31.4 90.4 89.3 9.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
121 166 172 310 310 541 572
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 755,093
COMMITMENTS
77,880 218,457 174,404 453,583 297,761 705,867 690,622 49,226 64,471
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 28,304)
-3,882 30,701 4,692 26,721 -5,611 27,531 29,782 773 -1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 28.9 23.1 60.1 39.4 93.5 91.5 6.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
98 176 156 183 194 396 428
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 578,697
COMMITMENTS
99,948 137,983 156,580 289,600 254,936 546,128 549,499 32,569 29,198
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 18,496)
-2,074 10,603 6,977 12,568 -31 17,471 17,549 1,025 947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 23.8 27.1 50.0 44.1 94.4 95.0 5.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
92 85 103 106 88 257 232
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,426,560
COMMITMENTS
174,607 312,109 13,945 1031332 954,706 1219884 1280760 206,676 145,800
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -16,930)
-2,160 6,331 4,344 -22,684 -29,054 -20,500 -18,379 3,570 1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 21.9 1.0 72.3 66.9 85.5 89.8 14.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
21 37 22 100 104 139 145
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,647,128
COMMITMENTS
159,581 490,049 3,887 1318459 1001078 1481927 1495014 165,201 152,114
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -14,183)
-1,394 -2,035 -397 -13,206 -12,012 -14,997 -14,444 814 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 29.8 0.2 80.0 60.8 90.0 90.8 10.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
16 26 11 111 96 132 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 483,212
COMMITMENTS
72,409 106,341 114,870 247,263 229,381 434,542 450,592 48,670 32,620
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,176)
-9,050 4,266 6,187 5,000 -6,762 2,137 3,691 1,039 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 22.0 23.8 51.2 47.5 89.9 93.2 10.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
80 69 96 131 101 269 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,607
COMMITMENTS
5,405 1,274 392 3,081 9,090 8,878 10,756 2,729 851
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 895)
273 83 250 235 529 758 862 137 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 11.0 3.4 26.5 78.3 76.5 92.7 23.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 7 5 15 18 46 27
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,924,155
COMMITMENTS
361,700 1668701 39,483 3262504 2095166 3663687 3803350 260,468 120,805
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -18,314)
-28,726 9,390 -27,162 37,150 5,330 -18,738 -12,442 424 -5,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 42.5 1.0 83.1 53.4 93.4 96.9 6.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
95 52 29 243 176 353 242
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,733,002
COMMITMENTS
476,861 1335876 78,457 3765976 2955184 4321294 4369517 411,708 363,485
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 88,262)
-3,362 70,975 10,051 74,747 -5,760 81,436 75,266 6,826 12,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 28.2 1.7 79.6 62.4 91.3 92.3 8.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
54 79 45 215 181 298 276
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,105,686
COMMITMENTS
298,951 478,061 28,711 1591383 1311129 1919045 1817901 186,641 287,785
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -24,578)
-34,921 5,674 3,934 6,543 -36,059 -24,444 -26,451 -134 1,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 22.7 1.4 75.6 62.3 91.1 86.3 8.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
21 25 16 101 108 130 141
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,937,929
COMMITMENTS
474,604 1667582 78,175 4958885 3916830 5511664 5662587 426,265 275,342
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -60,880)
-6,902 -45,113 6,383 -51,484 -21,889 -52,003 -60,619 -8,877 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 28.1 1.3 83.5 66.0 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
71 46 31 218 179 305 240
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,025,249
COMMITMENTS
213,115 369,195 365,136 1419260 1249698 1997511 1984029 27,738 41,220
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 133,457)
-27,183 53,518 -7,281 171,999 97,477 137,535 143,714 -4,078 -10,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 18.2 18.0 70.1 61.7 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
27 43 48 81 85 139 146
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,393
COMMITMENTS
40,612 14,781 2,205 52,140 78,846 94,957 95,832 15,436 14,561
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 8,630)
6,790 21 -408 2,441 7,295 8,823 6,908 -194 1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 13.4 2.0 47.2 71.4 86.0 86.8 14.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
47 28 15 39 30 91 68
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,896
COMMITMENTS
39,325 14,915 1,595 52,040 78,391 92,960 94,901 14,936 12,995
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 8,199)
6,064 -98 -202 2,403 7,201 8,265 6,901 -66 1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 13.8 1.5 48.2 72.7 86.2 88.0 13.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
38 26 12 37 28 80 61
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 61,685
COMMITMENTS
443 2,004 0 58,381 58,805 58,824 60,809 2,861 876
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 438)
-127 153 0 372 386 245 539 193 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.2 0.0 94.6 95.3 95.4 98.6 4.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 0 23 12 24 15
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 24,966
COMMITMENTS
18,426 4,213 545 998 4,553 19,969 9,311 4,997 15,655
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 4,305)
4,874 -1,192 324 382 938 5,580 70 -1,275 4,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 16.9 2.2 4.0 18.2 80.0 37.3 20.0 62.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 6 4 2 3 16 13
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 93,539
COMMITMENTS
10,244 16,902 0 83,014 76,587 93,258 93,489 281 50
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -155)
-128 -134 0 -29 0 -157 -134 2 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 18.1 0.0 88.7 81.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 12 0 6 2 23 14
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 76,869
COMMITMENTS
24,682 24,660 52,174 0 0 76,856 76,834 13 35
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -3,010)
-3,376 -3,391 366 0 0 -3,010 -3,025 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 32.1 67.9 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 10 4 0 0 16 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 33,953
COMMITMENTS
23,140 12,399 10,802 0 10,688 33,942 33,889 11 64
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -835)
-228 -225 -612 0 0 -840 -837 5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 36.5 31.8 0.0 31.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 16 3 0 1 14 19
Updated January 30, 2024