WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,333 COMMITMENTS 122,733 184,080 122,961 144,907 86,665 390,601 393,706 38,732 35,627 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 13,572) 2,092 3,425 7,721 5,876 2,635 15,689 13,781 -2,117 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 42.9 28.6 33.8 20.2 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 126 109 108 108 83 296 251 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,870 COMMITMENTS 51,340 76,750 55,702 90,913 63,414 197,955 195,866 18,915 21,004 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 11,634) -1,698 8,047 1,863 10,928 2,226 11,093 12,136 541 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 35.4 25.7 41.9 29.2 91.3 90.3 8.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 56 56 62 74 78 165 169 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,367,904 COMMITMENTS 281,318 388,862 276,814 672,709 531,906 1230841 1197582 137,063 170,322 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 28,297) 6,254 -4,742 14,735 2,923 13,570 23,912 23,563 4,385 4,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 28.4 20.2 49.2 38.9 90.0 87.5 10.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717) 131 155 174 322 297 561 544 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,117 COMMITMENTS 970 152 67 1,307 2,875 2,344 3,094 1,773 1,023 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: -5) -33 51 -43 152 62 76 70 -81 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 3.7 1.6 31.7 69.8 56.9 75.2 43.1 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 3 2 10 7 19 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 803,439 COMMITMENTS 123,800 101,297 218,714 408,742 414,622 751,256 734,633 52,183 68,806 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 26,169) -8,812 15,173 18,083 16,908 -8,620 26,179 24,636 -10 1,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 12.6 27.2 50.9 51.6 93.5 91.4 6.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534) 120 131 175 202 222 424 450 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 417,636 COMMITMENTS 96,922 45,981 94,281 195,665 256,322 386,868 396,584 30,768 21,052 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: -19,841) -1,370 -4,306 -5,210 -15,712 -8,318 -22,292 -17,834 2,451 -2,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 11.0 22.6 46.9 61.4 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 90 51 90 91 94 226 205 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,409,347 COMMITMENTS 79,998 319,644 12,265 1130603 920,300 1222866 1252209 186,481 157,138 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 4,283) 5,864 12,699 -884 17,271 -24,014 22,251 -12,199 -17,968 16,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 22.7 0.9 80.2 65.3 86.8 88.9 13.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 28 40 19 109 112 145 163 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,562,984 COMMITMENTS 96,190 464,332 3,381 1278994 945,994 1378565 1413707 184,419 149,277 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 22,551) 8,246 2,941 -4,962 22,639 24,118 25,923 22,097 -3,372 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 29.7 0.2 81.8 60.5 88.2 90.4 11.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 17 23 10 104 85 124 115 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 465,299 COMMITMENTS 104,312 39,537 116,680 203,000 281,589 423,992 437,806 41,307 27,493 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: -3,266) -2,272 17,497 32 646 -21,908 -1,594 -4,379 -1,672 1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 8.5 25.1 43.6 60.5 91.1 94.1 8.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 85 58 89 112 93 246 205 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,904 COMMITMENTS 3,775 633 126 4,852 9,376 8,753 10,135 2,151 769 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 159) 22 67 6 220 153 248 226 -89 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 5.8 1.2 44.5 86.0 80.3 92.9 19.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 24 3 6 18 14 43 23 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,959,247 COMMITMENTS 426,432 1704733 60,469 3192262 2050711 3679163 3815913 280,084 143,334 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 55,745) -3,109 64,892 -17,309 65,167 4,210 44,749 51,793 10,996 3,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 43.1 1.5 80.6 51.8 92.9 96.4 7.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450) 96 59 29 231 172 345 242 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,782,725 COMMITMENTS 492,060 1225941 121,629 3728771 3060290 4342460 4407860 440,265 374,865 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 15,027) -17,518 -15,635 22,592 4,078 15,240 9,152 22,197 5,875 -7,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 25.6 2.5 78.0 64.0 90.8 92.2 9.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 74 71 44 217 189 314 282 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,892,552 COMMITMENTS 165,441 410,348 44,936 1462117 1176297 1672494 1631581 220,058 260,971 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 32,068) -13,967 32,814 3,956 20,467 17,301 10,456 54,071 21,612 -22,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 21.7 2.4 77.3 62.2 88.4 86.2 11.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 14 29 14 97 106 120 140 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 5,900 COMMITMENTS 3,312 2,651 709 1,127 0 5,148 3,360 752 2,540 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 1,596) 159 940 556 1,050 0 1,765 1,496 -169 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.1 44.9 12.0 19.1 0.0 87.3 56.9 12.7 43.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 28 1 1 0 8 29 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,630,744 COMMITMENTS 505,566 1599038 64,896 4657206 3629962 5227668 5293896 403,076 336,848 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 51,018) 12,825 80,515 -7,269 46,646 -15,993 52,202 57,253 -1,184 -6,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 28.4 1.2 82.7 64.5 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 67 60 31 201 183 287 255 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,665,599 COMMITMENTS 127,197 356,356 246,797 1258150 1013487 1632144 1616640 33,455 48,959 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 35,363) 10,838 44,919 -342 21,949 -5,662 32,445 38,915 2,918 -3,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 21.4 14.8 75.5 60.8 98.0 97.1 2.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 22 32 42 72 81 116 134 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 100,823 COMMITMENTS 19,480 51,927 1,102 65,200 35,651 85,782 88,680 15,041 12,143 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 8,272) 1,243 12,072 -961 7,519 -2,558 7,801 8,553 471 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 51.5 1.1 64.7 35.4 85.1 88.0 14.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 25 26 12 33 22 64 54 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 100,823 COMMITMENTS 19,480 51,927 1,102 65,200 35,651 85,782 88,680 15,041 12,143 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 8,272) 1,243 12,072 -961 7,519 -2,558 7,801 8,553 471 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 51.5 1.1 64.7 35.4 85.1 88.0 14.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 25 26 12 33 22 64 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,539 COMMITMENTS 621 2,516 0 43,548 42,741 44,169 45,257 2,370 1,282 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 1,475) 351 213 0 1,107 1,127 1,458 1,340 17 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.4 0.0 93.6 91.8 94.9 97.2 5.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 5 0 26 16 27 21 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 62,032 COMMITMENTS 11,118 16,254 306 50,316 45,394 61,740 61,954 292 78 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 2) -12 -13 -1 -21 -3 -34 -17 36 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 26.2 0.5 81.1 73.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 19 12 3 6 2 26 16 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 66,197 COMMITMENTS 15,436 14,372 50,758 0 1,067 66,194 66,197 3 0 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: -2,560) -2,560 -2,560 0 0 0 -2,560 -2,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 21.7 76.7 0.0 1.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 10 4 0 1 13 13 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 10/03/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 26,146 COMMITMENTS 22,435 15,919 3,711 0 6,458 26,146 26,088 0 58 CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST: 4,411) 4,411 4,424 0 0 -13 4,411 4,411 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.8 60.9 14.2 0.0 24.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 15 3 0 2 9 19
Updated October 06, 2023