WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,685 COMMITMENTS 121,807 181,754 125,258 150,412 93,434 397,477 400,446 38,208 35,239 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 3,894) 3,022 -6,274 3,234 -1,631 6,932 4,625 3,892 -731 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 41.7 28.7 34.5 21.4 91.2 91.9 8.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 112 114 108 105 92 283 263 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 228,863 COMMITMENTS 51,664 79,016 61,682 96,750 67,135 210,096 207,833 18,767 21,030 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 4,646) -655 -121 3,827 1,794 669 4,966 4,375 -320 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 34.5 27.0 42.3 29.3 91.8 90.8 8.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 55 64 60 69 68 164 160 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,401,898 COMMITMENTS 283,037 331,317 326,254 653,322 570,288 1262613 1227859 139,285 174,039 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 41,196) -5,433 -19,707 38,701 8,844 19,222 42,112 38,216 -916 2,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 23.6 23.3 46.6 40.7 90.1 87.6 9.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713) 128 152 182 321 305 569 550 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,933 COMMITMENTS 561 348 125 1,349 2,270 2,035 2,743 1,898 1,190 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -143) -202 14 23 -94 -190 -273 -153 130 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 8.8 3.2 34.3 57.7 51.7 69.7 48.3 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 2 9 7 14 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 814,726 COMMITMENTS 135,138 98,684 180,291 442,219 466,702 757,648 745,677 57,078 69,049 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -27,360) -1,274 -10,623 -20,674 -5,246 7,188 -27,194 -24,109 -166 -3,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 12.1 22.1 54.3 57.3 93.0 91.5 7.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545) 125 122 174 207 238 434 456 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 465,512 COMMITMENTS 98,579 67,440 110,928 225,469 258,931 434,976 437,299 30,536 28,213 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 33,560) 2,857 12,523 10,614 18,498 7,150 31,969 30,287 1,591 3,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 14.5 23.8 48.4 55.6 93.4 93.9 6.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 87 67 104 101 85 248 212 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,366,758 COMMITMENTS 93,736 229,974 32,099 1051787 959,664 1177622 1221737 189,136 145,021 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -19,920) 15,846 -30,372 6,711 -43,905 3,358 -21,348 -20,303 1,428 383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 16.8 2.3 77.0 70.2 86.2 89.4 13.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 29 37 25 115 115 156 165 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,554,351 COMMITMENTS 92,655 456,201 3,099 1288162 949,342 1383916 1408642 170,435 145,709 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 85) 324 2,389 -512 6,511 -7,092 6,323 -5,215 -6,238 5,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 29.3 0.2 82.9 61.1 89.0 90.6 11.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 17 26 12 107 90 129 123 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 496,881 COMMITMENTS 131,878 25,552 124,848 189,965 316,415 446,691 466,815 50,190 30,066 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 12,272) 20,832 -9,556 -1,599 -11,279 20,349 7,954 9,194 4,318 3,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 5.1 25.1 38.2 63.7 89.9 93.9 10.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 109 39 90 112 99 261 200 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,320 COMMITMENTS 3,336 629 259 5,531 9,771 9,126 10,659 2,194 661 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 270) -13 -52 46 194 287 227 281 43 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 5.6 2.3 48.9 86.3 80.6 94.2 19.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 19 3 8 20 18 42 29 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,207,274 COMMITMENTS 429,978 1854290 57,207 3452942 2155082 3940127 4066579 267,147 140,695 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 173,113) 38,884 108,497 4,182 131,061 63,543 174,127 176,222 -1,014 -3,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 44.1 1.4 82.1 51.2 93.7 96.7 6.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 94 57 35 238 166 353 237 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,626,649 COMMITMENTS 542,324 1105686 82,830 3562693 3095692 4187847 4284208 438,802 342,441 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -44,344) 53,246 -94,132 -24,216 -58,978 88,063 -29,948 -30,285 -14,396 -14,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 23.9 1.8 77.0 66.9 90.5 92.6 9.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 76 69 51 224 208 326 304 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,967,632 COMMITMENTS 194,392 444,261 37,509 1523392 1219356 1755293 1701126 212,339 266,506 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 44,787) 20,656 29,360 -3,158 36,319 5,660 53,817 31,862 -9,030 12,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 22.6 1.9 77.4 62.0 89.2 86.5 10.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 15 31 15 101 106 126 142 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 5,925 COMMITMENTS 4,286 1,867 529 0 1,313 4,815 3,709 1,110 2,216 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -869) 1,266 -968 -1,167 -1,226 1,313 -1,127 -822 258 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.3 31.5 8.9 0.0 22.2 81.3 62.6 18.7 37.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 26 2 0 1 9 29 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,571,039 COMMITMENTS 524,737 1533640 84,172 4567066 3620265 5175975 5238077 395,064 332,962 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -131,327) 42,862 -79,322 24,369 -196,056 -78,239 -128,825 -133,192 -2,502 1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 27.5 1.5 82.0 65.0 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 74 49 34 213 186 302 254 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,014,709 COMMITMENTS 160,615 366,449 313,461 1506971 1280047 1981047 1959957 33,662 54,752 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -56,507) -19,015 -108,851 34,777 -69,975 21,731 -54,213 -52,343 -2,294 -4,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 18.2 15.6 74.8 63.5 98.3 97.3 1.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 29 35 51 79 88 136 149 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 104,581 COMMITMENTS 25,159 61,119 495 68,034 28,385 93,688 89,999 10,893 14,582 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 8,027) 6,998 7,747 232 819 1,426 8,049 9,405 -22 -1,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 58.4 0.5 65.1 27.1 89.6 86.1 10.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 19 30 6 33 20 56 52 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 104,581 COMMITMENTS 25,159 61,119 495 68,034 28,385 93,688 89,999 10,893 14,582 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 8,027) 6,998 7,747 232 819 1,426 8,049 9,405 -22 -1,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 58.4 0.5 65.1 27.1 89.6 86.1 10.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 19 30 6 33 20 56 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,986 COMMITMENTS 704 2,607 0 37,653 37,145 38,357 39,752 2,629 1,234 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -2,904) 282 -51 0 -3,739 -2,884 -3,457 -2,935 553 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 6.4 0.0 91.9 90.6 93.6 97.0 6.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 4 0 25 18 26 22 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 62,836 COMMITMENTS 11,444 16,797 615 50,481 45,394 62,540 62,806 296 30 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 289) 384 329 -37 -86 0 261 292 28 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 26.7 1.0 80.3 72.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 19 14 5 6 2 28 18 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 66,412 COMMITMENTS 15,412 14,325 51,000 0 1,067 66,412 66,392 0 20 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -536) -778 -788 242 0 0 -536 -546 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 21.6 76.8 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 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 28,432 COMMITMENTS 24,341 18,042 4,091 0 6,239 28,432 28,372 0 60 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 75) -305 -305 380 0 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.6 63.5 14.4 0.0 21.9 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 16 3 0 1 10 18
Updated October 27, 2023