WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 459,180
COMMITMENTS
111,680 151,307 154,344 159,787 113,750 425,811 419,401 33,369 39,779
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -8,390)
10,584 2,795 -15,360 -3,498 3,277 -8,274 -9,288 -115 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 33.0 33.6 34.8 24.8 92.7 91.3 7.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
103 125 145 103 96 298 289
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 252,209
COMMITMENTS
60,812 81,601 75,507 95,611 72,987 231,930 230,095 20,279 22,114
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 10,530)
4,311 -2,342 4,475 898 7,560 9,684 9,692 845 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 32.4 29.9 37.9 28.9 92.0 91.2 8.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
64 57 70 67 69 168 165
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,963,831
COMMITMENTS
250,443 491,712 678,734 839,137 571,441 1768314 1741887 195,517 221,944
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 5,601)
12,478 22,003 -5,490 -3,995 -8,754 2,993 7,758 2,608 -2,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 25.0 34.6 42.7 29.1 90.0 88.7 10.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774)
130 190 213 368 347 636 635
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 956,224
COMMITMENTS
75,860 211,770 323,764 499,713 347,698 899,337 883,231 56,887 72,993
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 24,833)
-368 30,272 -1,390 26,242 -2,992 24,485 25,890 348 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 22.1 33.9 52.3 36.4 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
105 198 195 207 211 452 474
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 612,939
COMMITMENTS
97,810 139,148 180,839 300,042 263,145 578,692 583,131 34,247 29,808
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 19,298)
-1,411 11,497 7,191 12,673 -294 18,453 18,393 845 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 22.7 29.5 49.0 42.9 94.4 95.1 5.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
94 92 115 111 99 267 255
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,560,229
COMMITMENTS
175,238 298,470 85,541 1077007 1014179 1337786 1398190 222,443 162,039
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -64,382)
-619 289 -21,337 -43,987 -46,838 -65,943 -67,885 1,561 3,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 19.1 5.5 69.0 65.0 85.7 89.6 14.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
27 32 39 111 117 163 163
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,649,402
COMMITMENTS
160,168 490,700 4,657 1318742 1001105 1483566 1496461 165,836 152,941
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -17,034)
-176 -2,250 -3,049 -13,307 -12,001 -16,532 -17,300 -503 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 29.8 0.3 80.0 60.7 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
15 28 13 111 96 133 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 563,983
COMMITMENTS
69,828 104,079 168,442 271,861 255,793 510,131 528,315 53,852 35,668
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -2,144)
-8,784 2,843 1,185 4,041 -5,347 -3,558 -1,318 1,414 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 18.5 29.9 48.2 45.4 90.5 93.7 9.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
76 83 105 141 118 285 255
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,081
COMMITMENTS
5,379 1,277 671 3,272 9,267 9,323 11,215 2,759 866
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 978)
269 68 308 242 563 819 939 159 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 10.6 5.6 27.1 76.7 77.2 92.8 22.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 8 8 17 20 49 32
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 3,975,810
COMMITMENTS
359,420 1668295 75,601 3277529 2108445 3712551 3852341 263,259 123,469
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -22,539)
-31,114 9,859 -29,638 37,364 3,597 -23,388 -16,183 849 -6,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 42.0 1.9 82.4 53.0 93.4 96.9 6.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
92 55 41 245 181 358 256
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 5,360,092
COMMITMENTS
479,945 1244920 474,813 3968483 3249113 4923241 4968846 436,851 391,247
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 33,599)
-9,285 42,042 6,213 29,744 -25,646 26,672 22,610 6,927 10,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 23.2 8.9 74.0 60.6 91.8 92.7 8.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
65 76 79 245 204 358 311
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 2,106,809
COMMITMENTS
298,951 478,092 28,721 1591391 1311230 1919063 1818043 187,746 288,766
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -25,344)
-34,921 5,673 3,927 6,530 -35,997 -24,464 -26,397 -880 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 22.7 1.4 75.5 62.2 91.1 86.3 8.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
21 25 17 101 108 131 141
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 6,185,790
COMMITMENTS
461,726 1667989 209,712 5075541 4019640 5746979 5897341 438,811 288,449
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -87,254)
21,352 -40,418 -36,599 -61,111 -10,193 -76,358 -87,209 -10,896 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 27.0 3.4 82.1 65.0 92.9 95.3 7.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
73 46 52 231 192 329 265
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 110,420
COMMITMENTS
40,612 14,781 2,205 52,148 78,848 94,965 95,834 15,455 14,586
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 8,627)
6,787 21 -410 2,441 7,294 8,818 6,905 -190 1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 31 91 69
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 107,923
COMMITMENTS
39,325 14,915 1,595 52,048 78,393 92,968 94,903 14,955 13,021
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 8,197)
6,061 -98 -204 2,403 7,200 8,260 6,898 -63 1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 13.8 1.5 48.2 72.6 86.1 87.9 13.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
38 26 12 37 29 80 62
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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