WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,659 COMMITMENTS 118,438 186,132 123,003 146,376 82,559 387,817 391,694 38,842 34,965 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -2,674) -4,295 2,052 42 1,469 -4,106 -2,784 -2,012 110 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 43.6 28.8 34.3 19.4 90.9 91.8 9.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 126 108 106 108 85 291 251 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 218,098 COMMITMENTS 51,716 78,134 54,525 93,882 64,894 200,123 197,553 17,975 20,545 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 1,228) 376 1,384 -1,177 2,969 1,480 2,168 1,687 -940 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 35.8 25.0 43.0 29.8 91.8 90.6 8.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 60 60 63 73 75 168 170 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,357,079 COMMITMENTS 290,632 355,416 280,630 645,810 551,423 1217072 1187469 140,007 169,610 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -10,825) 9,314 -33,446 3,816 -26,899 19,517 -13,769 -10,113 2,944 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 26.2 20.7 47.6 40.6 89.7 87.5 10.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719) 130 161 177 321 298 566 548 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,018 COMMITMENTS 814 125 72 1,279 2,748 2,165 2,945 1,853 1,073 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -99) -156 -27 5 -28 -127 -179 -149 80 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 3.1 1.8 31.8 68.4 53.9 73.3 46.1 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 2 11 7 18 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 821,757 COMMITMENTS 129,952 106,574 216,899 419,840 429,269 766,691 752,742 55,066 69,015 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 18,318) 6,152 5,277 -1,815 11,098 14,647 15,435 18,109 2,883 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 13.0 26.4 51.1 52.2 93.3 91.6 6.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537) 119 136 178 201 223 430 453 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 416,271 COMMITMENTS 94,518 54,853 90,738 199,844 246,460 385,100 392,051 31,171 24,220 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -1,365) -2,404 8,872 -3,543 4,179 -9,862 -1,768 -4,533 403 3,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 13.2 21.8 48.0 59.2 92.5 94.2 7.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 88 66 91 96 84 232 206 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,390,870 COMMITMENTS 81,838 288,284 14,540 1107587 936,195 1203965 1239019 186,905 151,851 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -18,477) 1,840 -31,360 2,275 -23,016 15,895 -18,901 -13,190 424 -5,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 20.7 1.0 79.6 67.3 86.6 89.1 13.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 25 43 21 112 114 148 167 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,550,334 COMMITMENTS 94,022 460,389 3,754 1277631 935,050 1375407 1399193 174,927 151,141 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -12,650) -2,168 -3,943 373 -1,363 -10,944 -3,158 -14,514 -9,492 1,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 29.7 0.2 82.4 60.3 88.7 90.3 11.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 17 26 13 105 84 127 118 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 458,563 COMMITMENTS 98,978 44,324 111,747 201,966 273,655 412,691 429,726 45,872 28,837 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -6,736) -5,334 4,787 -4,933 -1,034 -7,934 -11,301 -8,080 4,565 1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 9.7 24.4 44.0 59.7 90.0 93.7 10.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 88 53 88 109 86 241 195 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,879 COMMITMENTS 3,555 679 131 5,123 9,393 8,809 10,203 2,070 676 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -25) -220 46 5 271 17 56 68 -81 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 6.2 1.2 47.1 86.3 81.0 93.8 19.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 21 3 6 21 16 43 25 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,012,786 COMMITMENTS 395,326 1708719 60,220 3284458 2100773 3740004 3869712 272,782 143,074 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 53,539) -31,106 3,986 -249 92,196 50,062 60,841 53,799 -7,302 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 42.6 1.5 81.8 52.4 93.2 96.4 6.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 84 57 29 231 173 330 244 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,745,314 COMMITMENTS 480,914 1193896 103,336 3725527 3055896 4309777 4353128 435,537 392,186 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -37,411) -11,146 -32,045 -18,293 -3,244 -4,394 -32,683 -54,732 -4,728 17,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 25.2 2.2 78.5 64.4 90.8 91.7 9.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 66 75 43 216 195 303 292 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,897,362 COMMITMENTS 172,838 426,385 36,200 1471844 1169554 1680882 1632139 216,480 265,223 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 4,810) 7,397 16,037 -8,736 9,727 -6,743 8,388 558 -3,578 4,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 22.5 1.9 77.6 61.6 88.6 86.0 11.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 16 30 14 97 103 122 138 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 5,420 COMMITMENTS 3,523 2,686 924 27 0 4,474 3,610 946 1,810 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -480) 211 35 215 -1,100 0 -674 250 194 -730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 49.6 17.0 0.5 0.0 82.5 66.6 17.5 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 23 2 1 0 11 24 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,746,430 COMMITMENTS 538,157 1640506 63,400 4748243 3717346 5349800 5421252 396,630 325,178 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 115,686) 32,591 41,468 -1,496 91,037 87,384 122,132 127,356 -6,446 -11,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 28.5 1.1 82.6 64.7 93.1 94.3 6.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 68 52 33 211 185 297 252 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,902,648 COMMITMENTS 134,354 375,882 291,708 1443816 1185117 1869878 1852707 32,770 49,941 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 237,049) 7,157 19,526 44,911 185,666 171,630 237,734 236,067 -685 982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 19.8 15.3 75.9 62.3 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 24 35 44 76 81 125 138 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,607 COMMITMENTS 17,675 52,327 584 65,178 27,965 83,437 80,876 11,170 13,731 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -6,216) -1,805 400 -518 -22 -7,686 -2,345 -7,804 -3,871 1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 55.3 0.6 68.9 29.6 88.2 85.5 11.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 26 9 34 21 61 52 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,607 COMMITMENTS 17,675 52,327 584 65,178 27,965 83,437 80,876 11,170 13,731 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -6,216) -1,805 400 -518 -22 -7,686 -2,345 -7,804 -3,871 1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 55.3 0.6 68.9 29.6 88.2 85.5 11.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 26 9 34 21 61 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,588 COMMITMENTS 352 3,011 0 43,730 42,433 44,082 45,444 2,506 1,144 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 49) -269 495 0 182 -308 -87 187 136 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.5 0.0 93.9 91.1 94.6 97.5 5.4 2.5 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 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 62,404 COMMITMENTS 11,175 16,302 655 50,313 45,394 62,143 62,351 261 53 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 372) 57 48 349 -3 0 403 397 -31 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 26.1 1.0 80.6 72.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 19 15 6 6 2 28 20 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 66,029 COMMITMENTS 15,268 14,204 50,758 0 1,067 66,026 66,029 3 0 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: -168) -168 -168 0 0 0 -168 -168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 21.5 76.9 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 10/10/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 27,516 COMMITMENTS 23,805 17,506 3,711 0 6,239 27,516 27,456 0 60 CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST: 1,370) 1,370 1,587 0 0 -219 1,370 1,368 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.5 63.6 13.5 0.0 22.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 15 3 0 1 10 18
Updated October 13, 2023