WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,296
COMMITMENTS
118,556 164,602 145,321 157,833 107,236 421,710 417,159 33,586 38,137
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 6,878)
33 14,835 2,346 3,443 -12,136 5,822 5,045 1,056 1,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 36.2 31.9 34.7 23.6 92.6 91.6 7.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
110 126 145 100 93 294 290
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,353
COMMITMENTS
65,086 97,588 69,263 113,355 78,191 247,704 245,043 21,650 24,311
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -732)
1,900 5,724 -582 -2,037 -6,516 -719 -1,374 -13 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 36.2 25.7 42.1 29.0 92.0 91.0 8.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
61 71 67 76 74 176 176
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,053,885
COMMITMENTS
271,233 545,971 722,253 856,515 549,742 1850001 1817967 203,884 235,918
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 15,037)
-3,233 14,181 2,739 11,189 -5,195 10,696 11,726 4,341 3,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 26.6 35.2 41.7 26.8 90.1 88.5 9.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
142 180 220 373 343 640 635
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,037,578
COMMITMENTS
95,178 248,646 353,109 529,300 362,683 977,586 964,437 59,992 73,140
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 32,351)
8,801 7,738 7,661 16,546 16,420 33,008 31,818 -657 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 24.0 34.0 51.0 35.0 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
124 182 196 203 204 455 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 604,371
COMMITMENTS
103,273 143,316 183,216 288,479 250,821 574,969 577,353 29,403 27,019
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 399)
-1,066 11,211 3,557 -2,085 -11,890 407 2,878 -8 -2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 23.7 30.3 47.7 41.5 95.1 95.5 4.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
95 88 114 115 109 268 262
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,606,189
COMMITMENTS
185,083 271,928 116,669 1075491 1043578 1377244 1432175 228,945 174,014
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -33,689)
-3,029 -22,117 -586 -27,730 -11,616 -31,345 -34,319 -2,343 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 16.9 7.3 67.0 65.0 85.7 89.2 14.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
30 37 39 112 113 165 166
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,693,298
COMMITMENTS
157,838 480,965 30,668 1333231 1030647 1521737 1542280 171,560 151,018
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 15,302)
-8,587 -21,397 23,266 1,806 8,667 16,485 10,535 -1,183 4,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 28.4 1.8 78.7 60.9 89.9 91.1 10.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
17 22 18 114 95 141 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 598,616
COMMITMENTS
83,461 127,426 186,248 275,775 250,201 545,483 563,875 53,133 34,741
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 1,444)
6,405 6,199 -5,180 881 567 2,107 1,586 -663 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 21.3 31.1 46.1 41.8 91.1 94.2 8.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
89 82 112 149 130 297 277
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,777
COMMITMENTS
6,279 1,305 675 2,709 9,660 9,663 11,639 3,114 1,137
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 115)
70 -42 -106 -63 311 -98 163 213 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 10.2 5.3 21.2 75.6 75.6 91.1 24.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
29 8 9 16 21 49 34
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,124,430
COMMITMENTS
373,908 1488828 195,662 3285061 2298163 3854631 3982653 269,799 141,778
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 38,572)
-1,866 -78,233 41,790 -3,854 65,019 36,071 28,576 2,501 9,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 36.1 4.7 79.6 55.7 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
88 56 45 245 189 359 264
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,880,805
COMMITMENTS
477,652 1161202 807,253 4136632 3522982 5421537 5491438 459,268 389,367
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -51,669)
-12,760 -75,839 -9,017 -6,565 45,198 -28,341 -39,658 -23,327 -12,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 19.7 13.7 70.3 59.9 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
64 80 85 244 210 359 324
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,214,870
COMMITMENTS
267,802 459,952 75,913 1672975 1389216 2016690 1925081 198,180 289,789
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 8,601)
-11,954 -51,516 36,337 -14,016 15,904 10,367 725 -1,766 7,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 20.8 3.4 75.5 62.7 91.1 86.9 8.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
23 28 26 104 112 143 150
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,361,605
COMMITMENTS
393,552 1673115 378,534 5186480 3992871 5958566 6044520 403,039 317,084
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 88,214)
-734 -57,043 70,520 32,773 72,050 102,559 85,527 -14,344 2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 26.3 6.0 81.5 62.8 93.7 95.0 6.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
72 56 62 240 205 344 292
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,962,721
COMMITMENTS
271,668 434,198 267,199 1388807 1221005 1927674 1922402 35,047 40,319
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 25,074)
11,802 32,351 -30,408 42,319 27,950 23,713 29,893 1,361 -4,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 22.1 13.6 70.8 62.2 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
25 38 40 83 86 134 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,771
COMMITMENTS
33,012 15,068 2,705 53,698 73,084 89,414 90,857 15,357 13,914
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -972)
-935 2,666 362 770 -3,456 198 -428 -1,169 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 14.4 2.6 51.3 69.8 85.3 86.7 14.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
40 27 15 38 35 84 71
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,403
COMMITMENTS
32,293 15,562 1,749 53,593 72,483 87,634 89,794 14,768 12,608
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -1,063)
-372 3,266 -341 769 -3,449 56 -524 -1,119 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 15.2 1.7 52.3 70.8 85.6 87.7 14.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
31 24 11 36 32 72 62
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 53,896
COMMITMENTS
0 3,611 0 51,234 49,153 51,234 52,764 2,662 1,132
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -1,953)
0 473 0 -1,824 -2,553 -1,824 -2,080 -129 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 95.1 91.2 95.1 97.9 4.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 0 24 13 24 17
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 23,683
COMMITMENTS
16,390 4,263 359 1,051 6,006 17,800 10,628 5,883 13,055
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 916)
1,199 823 206 12 -64 1,417 965 -501 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 18.0 1.5 4.4 25.4 75.2 44.9 24.8 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 7 2 2 3 13 12
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 96,220
COMMITMENTS
11,547 19,581 0 84,369 76,586 95,916 96,167 304 53
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -21)
85 6 -24 -80 -15 -19 -33 -2 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 20.4 0.0 87.7 79.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 12 0 6 2 24 14
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 79,959
COMMITMENTS
27,772 27,740 52,174 0 0 79,946 79,914 13 45
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -318)
-318 -323 0 0 0 -318 -323 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 34.7 65.3 0.0 0.0 100.0 99.9 0.0 0.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 36,657
COMMITMENTS
25,836 14,963 10,810 0 10,804 36,646 36,577 11 80
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 2,284)
2,278 2,277 6 0 0 2,284 2,283 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 40.8 29.5 0.0 29.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 15 4 0 1 15 18
Updated February 20, 2024