WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 451,756
COMMITMENTS
129,950 176,901 133,636 155,065 106,414 418,651 416,951 33,105 34,805
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 36,757)
6,177 16,535 18,718 9,479 954 34,374 36,206 2,384 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 39.2 29.6 34.3 23.6 92.7 92.3 7.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
105 142 137 102 93 293 296
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 276,170
COMMITMENTS
71,426 100,723 75,324 110,049 78,421 256,798 254,469 19,372 21,701
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 14,611)
3,302 1,469 9,281 2,195 3,006 14,778 13,755 -167 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 36.5 27.3 39.8 28.4 93.0 92.1 7.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
62 81 74 76 79 185 188
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,914,649
COMMITMENTS
276,480 528,918 682,533 754,434 493,465 1713447 1704916 201,202 209,733
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 18,290)
-1,964 2,359 32,381 -17,851 -8,883 12,566 25,857 5,724 -7,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 27.6 35.6 39.4 25.8 89.5 89.0 10.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
136 179 198 353 342 602 616
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 927,931
COMMITMENTS
94,833 289,598 290,554 484,548 279,053 869,934 859,206 57,997 68,726
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 5,773)
4,443 16,840 -4,032 6,533 -3,410 6,944 9,399 -1,171 -3,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 31.2 31.3 52.2 30.1 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
109 181 193 188 189 429 440
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 582,934
COMMITMENTS
105,846 159,002 170,801 277,056 224,356 553,704 554,159 29,230 28,775
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 24,617)
981 12,052 10,702 13,380 332 25,062 23,085 -446 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 27.3 29.3 47.5 38.5 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
89 93 109 106 100 258 248
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,639,005
COMMITMENTS
230,741 277,274 144,016 1046715 1058580 1421473 1479870 217,532 159,135
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -24,986)
-1,351 30,585 -17,814 -6,494 -31,166 -25,659 -18,396 672 -6,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 16.9 8.8 63.9 64.6 86.7 90.3 13.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
27 37 41 117 115 168 169
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,604,889
COMMITMENTS
141,985 463,239 13,095 1275390 966,243 1430470 1442577 174,419 162,311
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -58,369)
-5,380 -3,405 -34,394 -12,460 -33,931 -52,234 -71,730 -6,136 13,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 28.9 0.8 79.5 60.2 89.1 89.9 10.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
12 22 13 104 92 124 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 540,921
COMMITMENTS
83,320 143,689 148,218 259,715 215,712 491,253 507,619 49,669 33,303
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -71)
3,975 1,195 2,868 -6,038 -278 804 3,784 -875 -3,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 26.6 27.4 48.0 39.9 90.8 93.8 9.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
83 91 106 145 117 294 261
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,633
COMMITMENTS
6,373 1,064 584 2,664 9,910 9,621 11,558 3,012 1,075
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -42)
-330 -62 25 -16 -67 -321 -104 279 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 8.4 4.6 21.1 78.4 76.2 91.5 23.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
30 6 7 14 17 48 27
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 3,664,001
COMMITMENTS
378,185 1384628 88,979 2950915 2058066 3418079 3531673 245,922 132,328
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -163,808)
-5,697 51,066 -36,606 -97,787 -175,537 -140,089 -161,077 -23,719 -2,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 37.8 2.4 80.5 56.2 93.3 96.4 6.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
94 55 42 236 185 348 264
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 4,973,909
COMMITMENTS
412,559 1051869 526,334 3590411 2984503 4529304 4562706 444,605 411,203
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -243,024)
-78,252 -51,669 -27,663 -124,410 -170,085 -230,325 -249,417 -12,699 6,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 21.1 10.6 72.2 60.0 91.1 91.7 8.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
53 82 71 224 204 322 312
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 2,088,293
COMMITMENTS
275,823 461,264 41,761 1564000 1305964 1881584 1808988 206,709 279,305
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -161,087)
-5,806 -10,291 -17,540 -132,590 -128,762 -155,936 -156,593 -5,151 -4,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 22.1 2.0 74.9 62.5 90.1 86.6 9.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
26 28 21 101 114 138 152
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 6,134,781
COMMITMENTS
343,089 1657453 256,558 5120584 3915387 5720232 5829398 414,549 305,383
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -181,107)
-30,278 58,940 -62,221 -67,342 -179,266 -159,840 -182,547 -21,266 1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 27.0 4.2 83.5 63.8 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
59 63 51 228 202 319 284
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 101,369
COMMITMENTS
30,685 15,241 1,648 53,477 71,428 85,811 88,318 15,559 13,052
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -5,223)
-2,869 1,008 -1,300 -33 -4,664 -4,202 -4,956 -1,021 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 32 84 65
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 99,191
COMMITMENTS
29,443 14,856 1,589 53,389 70,711 84,421 87,157 14,770 12,035
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,889)
-3,336 265 -415 -20 -4,646 -3,771 -4,795 -1,118 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 30 73 57
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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