WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,791 COMMITMENTS 118,785 188,028 122,024 152,043 86,502 392,852 396,554 38,939 35,237 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 5,132) 347 1,896 -979 5,667 3,943 5,035 4,860 97 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 43.5 28.3 35.2 20.0 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 129 112 106 106 85 292 255 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 224,217 COMMITMENTS 52,319 79,137 57,855 94,956 66,466 205,130 203,458 19,087 20,759 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 6,119) 603 1,003 3,330 1,074 1,572 5,007 5,905 1,112 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 35.3 25.8 42.4 29.6 91.5 90.7 8.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 60 56 61 72 71 164 162 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,360,702 COMMITMENTS 288,470 351,024 287,553 644,478 551,066 1220501 1189643 140,201 171,059 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 3,623) -2,162 -4,392 6,923 -1,332 -357 3,429 2,174 194 1,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 25.8 21.1 47.4 40.5 89.7 87.4 10.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 704) 123 156 171 324 304 562 539 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,076 COMMITMENTS 763 334 102 1,443 2,460 2,308 2,896 1,768 1,180 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 58) -51 209 30 164 -288 143 -49 -85 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 8.2 2.5 35.4 60.4 56.6 71.1 43.4 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 2 10 7 16 14 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 842,086 COMMITMENTS 136,412 109,307 200,965 447,465 459,514 784,842 769,786 57,244 72,300 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 20,329) 6,460 2,733 -15,934 27,625 30,245 18,151 17,044 2,178 3,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 13.0 23.9 53.1 54.6 93.2 91.4 6.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 117 137 174 211 244 435 472 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 431,952 COMMITMENTS 95,722 54,917 100,314 206,971 251,781 403,007 407,012 28,945 24,940 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 15,681) 1,204 64 9,576 7,127 5,321 17,907 14,961 -2,226 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 12.7 23.2 47.9 58.3 93.3 94.2 6.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 91 62 95 96 86 238 209 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,386,678 COMMITMENTS 77,890 260,346 25,388 1095692 956,306 1198970 1242040 187,708 144,638 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -4,192) -3,948 -27,938 10,848 -11,895 20,111 -4,995 3,021 803 -7,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 18.8 1.8 79.0 69.0 86.5 89.6 13.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 27 39 22 116 116 155 165 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,554,266 COMMITMENTS 92,331 453,812 3,611 1281651 956,434 1377593 1413857 176,673 140,409 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 3,932) -1,691 -6,577 -143 4,020 21,384 2,186 14,664 1,746 -10,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 29.2 0.2 82.5 61.5 88.6 91.0 11.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 17 26 11 106 86 128 118 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 484,609 COMMITMENTS 111,046 35,108 126,447 201,244 296,066 438,737 457,621 45,872 26,988 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 26,046) 12,068 -9,216 14,700 -722 22,411 26,046 27,895 0 -1,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 7.2 26.1 41.5 61.1 90.5 94.4 9.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 106 37 99 109 95 254 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,050 COMMITMENTS 3,349 681 213 5,337 9,484 8,899 10,378 2,151 672 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 171) -206 2 82 214 91 90 175 81 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 6.2 1.9 48.3 85.8 80.5 93.9 19.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 18 3 8 21 17 42 28 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,034,161 COMMITMENTS 391,094 1745793 53,025 3321881 2091539 3766000 3890357 268,161 143,804 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 21,375) -4,232 37,074 -7,195 37,423 -9,234 25,996 20,645 -4,621 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 43.3 1.3 82.3 51.8 93.4 96.4 6.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 95 59 37 231 172 348 246 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,670,993 COMMITMENTS 489,078 1199818 107,046 3621671 3007629 4217795 4314493 453,198 356,500 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -74,321) 8,164 5,922 3,710 -103,856 -48,267 -91,982 -38,635 17,661 -35,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 25.7 2.3 77.5 64.4 90.3 92.4 9.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 74 71 45 222 199 319 292 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,922,845 COMMITMENTS 173,736 414,901 40,667 1487073 1213696 1701476 1669264 221,369 253,581 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 25,483) 898 -11,484 4,467 15,229 44,142 20,594 37,125 4,889 -11,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 21.6 2.1 77.3 63.1 88.5 86.8 11.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 16 28 15 100 104 125 138 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 6,794 COMMITMENTS 3,020 2,835 1,696 1,226 0 5,942 4,531 852 2,263 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,374) -503 149 772 1,199 0 1,468 921 -94 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 41.7 25.0 18.0 0.0 87.5 66.7 12.5 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 26 2 1 0 10 28 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,702,366 COMMITMENTS 481,875 1612962 59,803 4763122 3698504 5304800 5371269 397,566 331,097 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -44,064) -56,282 -27,544 -3,597 14,879 -18,842 -45,000 -49,983 936 5,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 28.3 1.0 83.5 64.9 93.0 94.2 7.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 71 55 31 207 184 293 255 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,071,216 COMMITMENTS 179,630 475,300 278,684 1576946 1258316 2035260 2012300 35,956 58,916 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 168,568) 45,276 99,418 -13,024 133,130 73,199 165,382 159,593 3,186 8,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 22.9 13.5 76.1 60.8 98.3 97.2 1.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 32 31 45 77 85 129 143 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,554 COMMITMENTS 18,161 53,372 263 67,215 26,959 85,639 80,594 10,915 15,960 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,947) 486 1,045 -321 2,037 -1,006 2,202 -282 -255 2,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 55.3 0.3 69.6 27.9 88.7 83.5 11.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 22 23 7 34 20 59 47 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,554 COMMITMENTS 18,161 53,372 263 67,215 26,959 85,639 80,594 10,915 15,960 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,947) 486 1,045 -321 2,037 -1,006 2,202 -282 -255 2,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 55.3 0.3 69.6 27.9 88.7 83.5 11.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 22 23 7 34 20 59 47 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,890 COMMITMENTS 422 2,658 0 41,392 40,029 41,814 42,687 2,076 1,203 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -2,698) 70 -353 0 -2,338 -2,404 -2,268 -2,757 -430 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.1 0.0 94.3 91.2 95.3 97.3 4.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 0 27 18 28 22 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 62,547 COMMITMENTS 11,060 16,468 652 50,567 45,394 62,279 62,514 268 33 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 143) -115 166 -3 254 0 136 163 7 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 26.3 1.0 80.8 72.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 18 16 5 6 2 27 20 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 66,948 COMMITMENTS 16,190 15,113 50,758 0 1,067 66,948 66,938 0 10 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 919) 922 909 0 0 0 922 909 -3 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 22.6 75.8 0.0 1.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 10 4 0 1 14 13 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 10/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 28,357 COMMITMENTS 24,646 18,347 3,711 0 6,239 28,357 28,297 0 60 CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 841) 841 841 0 0 0 841 841 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.9 64.7 13.1 0.0 22.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 15 3 0 1 10 18
Updated October 20, 2023