WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,311
COMMITMENTS
129,723 174,511 96,024 144,749 97,577 370,496 368,112 30,815 33,199
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 27,922)
6,557 14,364 12,115 7,409 993 26,081 27,472 1,841 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 43.5 23.9 36.1 24.3 92.3 91.7 7.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
106 129 113 95 89 267 275
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,482
COMMITMENTS
71,476 99,944 62,398 104,265 73,575 238,139 235,917 18,343 20,565
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 10,560)
3,017 867 7,050 744 1,824 10,811 9,741 -251 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 39.0 24.3 40.7 28.7 92.8 92.0 7.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
62 78 68 72 71 175 179
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,502,134
COMMITMENTS
291,829 522,716 410,977 646,676 407,215 1349482 1340908 152,652 161,226
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,354)
-3,847 -5,564 24,042 -24,101 -12,934 -3,906 5,544 1,552 -7,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 34.8 27.4 43.1 27.1 89.8 89.3 10.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698)
131 161 153 295 300 510 545
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 720,033
COMMITMENTS
97,903 295,144 133,666 438,161 230,883 669,730 659,693 50,303 60,340
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 5,272)
5,542 11,551 -4,487 5,743 1,415 6,798 8,479 -1,526 -3,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 41.0 18.6 60.9 32.1 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
106 157 155 168 174 379 396
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 546,479
COMMITMENTS
110,312 159,120 143,224 265,359 216,097 518,895 518,441 27,584 28,038
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 22,620)
2,331 12,213 8,271 12,699 726 23,301 21,210 -681 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 29.1 26.2 48.6 39.5 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
87 88 95 99 89 245 225
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,492,384
COMMITMENTS
230,445 288,481 52,368 1004408 1005231 1287221 1346080 205,163 146,304
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -41,713)
-7,533 36,465 -26,710 -11,039 -43,598 -45,282 -33,843 3,569 -7,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 19.3 3.5 67.3 67.4 86.3 90.2 13.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
22 41 20 100 107 134 156
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,603,112
COMMITMENTS
141,503 463,239 13,095 1275390 966,170 1429988 1442504 173,124 160,608
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -57,628)
-4,833 -2,880 -34,133 -12,460 -33,862 -51,426 -70,875 -6,202 13,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 28.9 0.8 79.6 60.3 89.2 90.0 10.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
11 22 13 104 92 123 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 463,741
COMMITMENTS
87,000 146,509 96,200 236,263 190,390 419,463 433,099 44,278 30,642
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 3,881)
6,070 -1,241 4,896 -6,411 3,954 4,555 7,609 -674 -3,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 31.6 20.7 50.9 41.1 90.5 93.4 9.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
79 87 92 138 99 277 231
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,268
COMMITMENTS
6,528 1,088 310 2,447 9,867 9,285 11,265 2,983 1,003
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -71)
-313 -57 0 -26 -54 -339 -111 268 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 8.9 2.5 19.9 80.4 75.7 91.8 24.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
30 5 5 13 17 45 26
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,607,622
COMMITMENTS
386,736 1386257 44,532 2932509 2046292 3363777 3477081 243,845 130,541
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -162,532)
-402 55,221 -40,700 -98,035 -174,472 -139,137 -159,951 -23,395 -2,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 38.4 1.2 81.3 56.7 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
94 55 29 229 181 339 249
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,277,776
COMMITMENTS
412,258 1125516 87,059 3363885 2692916 3863202 3905491 414,574 372,285
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -254,403)
-62,271 -14,595 -47,827 -128,985 -183,569 -239,083 -245,991 -15,320 -8,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 26.3 2.0 78.6 63.0 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
49 77 32 190 187 258 277
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,086,852
COMMITMENTS
275,823 461,481 41,128 1563971 1305921 1880922 1808530 205,930 278,322
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -160,518)
-5,832 -10,074 -17,402 -132,574 -128,785 -155,808 -156,261 -4,710 -4,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 22.1 2.0 74.9 62.6 90.1 86.7 9.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
26 28 19 101 114 136 152
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,815,202
COMMITMENTS
359,473 1651360 74,847 4978171 3797058 5412491 5523265 402,711 291,937
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -243,852)
-22,923 73,571 -99,088 -96,485 -218,795 -218,496 -244,312 -25,356 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 28.4 1.3 85.6 65.3 93.1 95.0 6.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
63 59 32 216 189 298 261
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,625,095
COMMITMENTS
115,531 301,101 244,148 1226144 1042568 1585823 1587817 39,272 37,278
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -406,416)
-148,713 -184,547 -61,222 -201,465 -161,966 -411,400 -407,735 4,984 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 18.5 15.0 75.5 64.2 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
24 38 43 75 71 127 127
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,334
COMMITMENTS
30,685 15,242 1,643 53,467 71,427 85,796 88,312 15,538 13,022
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -5,229)
-2,869 1,009 -1,305 -32 -4,664 -4,207 -4,960 -1,022 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 15.0 1.6 52.8 70.5 84.7 87.1 15.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 28 12 37 31 84 64
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,156
COMMITMENTS
29,443 14,857 1,584 53,379 70,710 84,406 87,151 14,750 12,005
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,895)
-3,336 266 -420 -20 -4,646 -3,776 -4,800 -1,119 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 15.0 1.6 53.8 71.3 85.1 87.9 14.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 21 11 35 29 73 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 53,966
COMMITMENTS
0 6,042 0 51,434 46,996 51,434 53,038 2,532 928
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 363)
0 2,241 0 553 -1,809 553 432 -190 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.2 0.0 95.3 87.1 95.3 98.3 4.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 0 25 13 25 18
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 21,779
COMMITMENTS
12,990 4,418 23 882 7,168 13,895 11,609 7,884 10,170
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -3,337)
-4,044 -1,282 -138 -124 -182 -4,306 -1,602 969 -1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 20.3 0.1 4.0 32.9 63.8 53.3 36.2 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 1 2 2 16 10
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 95,908
COMMITMENTS
11,328 19,269 41 84,198 76,557 95,567 95,867 341 41
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -388)
-297 -437 41 -169 0 -425 -396 37 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 20.1 0.0 87.8 79.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 14 1 6 1 27 15
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 80,359
COMMITMENTS
28,172 28,170 52,174 0 0 80,346 80,344 13 15
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 450)
450 450 0 0 0 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 35.1 64.9 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
16 9 4 0 0 18 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 40,723
COMMITMENTS
29,892 19,022 10,820 0 10,804 40,712 40,646 11 77
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 3,175)
3,175 3,178 0 0 0 3,175 3,178 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.4 46.7 26.6 0.0 26.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 15 4 0 1 15 18
Updated March 05, 2024