WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,210 COMMITMENTS 122,955 192,522 142,894 157,363 88,770 423,212 424,186 36,998 36,024 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 24,525) 1,148 10,768 17,636 6,951 -4,664 25,735 23,740 -1,210 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 41.8 31.0 34.2 19.3 92.0 92.2 8.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 119 115 110 109 89 290 266 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 228,736 COMMITMENTS 53,567 80,910 64,045 91,955 62,428 209,567 207,383 19,169 21,353 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -127) 1,903 1,894 2,363 -4,795 -4,707 -529 -450 402 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 35.4 28.0 40.2 27.3 91.6 90.7 8.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 59 60 65 64 67 161 160 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,412,108 COMMITMENTS 278,919 366,615 329,175 659,639 545,586 1267733 1241376 144,375 170,732 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 10,210) -4,118 35,298 2,921 6,317 -24,702 5,120 13,517 5,090 -3,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 26.0 23.3 46.7 38.6 89.8 87.9 10.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707) 122 153 177 318 308 560 548 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,799 COMMITMENTS 645 313 115 1,362 2,279 2,122 2,707 1,677 1,092 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -134) 84 -35 -10 13 9 87 -36 -221 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 8.2 3.0 35.9 60.0 55.9 71.3 44.1 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 2 10 6 16 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 706,923 COMMITMENTS 103,628 87,368 149,787 404,124 405,937 657,539 643,092 49,384 63,831 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -107,803) -31,510 -11,316 -30,504 -38,095 -60,765 -100,109 -102,585 -7,694 -5,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 12.4 21.2 57.2 57.4 93.0 91.0 7.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525) 111 123 152 183 229 391 429 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 491,302 COMMITMENTS 103,802 78,700 113,862 241,470 271,904 459,134 464,466 32,168 26,836 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 25,790) 5,223 11,260 2,934 16,001 12,973 24,158 27,167 1,632 -1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 16.0 23.2 49.1 55.3 93.5 94.5 6.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 92 73 99 96 85 244 212 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,938 COMMITMENTS 100,784 256,165 25,520 1049386 948,149 1175690 1229834 202,248 148,104 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 11,180) 7,048 26,191 -6,579 -2,401 -11,515 -1,932 8,097 13,112 3,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 18.6 1.9 76.2 68.8 85.3 89.3 14.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 24 41 25 111 110 151 160 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,560,619 COMMITMENTS 90,876 427,316 3,186 1290048 983,047 1384110 1413549 176,509 147,070 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 6,268) -1,779 -28,885 87 1,886 33,705 194 4,907 6,074 1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 27.4 0.2 82.7 63.0 88.7 90.6 11.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 17 26 11 106 89 127 122 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 519,735 COMMITMENTS 149,649 29,981 127,937 191,134 329,976 468,720 487,894 51,015 31,841 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 22,854) 17,771 4,429 3,089 1,169 13,561 22,029 21,079 825 1,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 5.8 24.6 36.8 63.5 90.2 93.9 9.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 103 44 96 110 102 260 210 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,407 COMMITMENTS 3,388 713 287 5,665 9,636 9,340 10,636 2,067 771 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 87) 52 84 28 134 -135 214 -23 -127 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 6.3 2.5 49.7 84.5 81.9 93.2 18.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 21 4 7 17 17 40 27 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,188,473 COMMITMENTS 408,762 1844210 58,862 3453960 2141877 3921584 4044949 266,889 143,524 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -18,801) -21,216 -10,080 1,655 1,018 -13,205 -18,543 -21,630 -258 2,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 44.0 1.4 82.5 51.1 93.6 96.6 6.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443) 87 56 39 239 173 349 245 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,691,536 COMMITMENTS 572,295 1199993 89,671 3568418 3036471 4230384 4326135 461,152 365,401 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 64,887) 29,971 94,307 6,841 5,725 -59,221 42,537 41,927 22,350 22,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 25.6 1.9 76.1 64.7 90.2 92.2 9.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 71 67 45 223 202 319 289 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,012,883 COMMITMENTS 196,655 448,962 38,630 1555303 1271875 1790588 1759467 222,295 253,416 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 45,251) 2,263 4,701 1,121 31,911 52,519 35,295 58,341 9,956 -13,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 22.3 1.9 77.3 63.2 89.0 87.4 11.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 17 30 13 98 108 123 143 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,413 COMMITMENTS 2,098 1,015 449 0 89 2,547 1,553 866 1,860 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -2,512) -2,188 -852 -80 0 -1,224 -2,268 -2,156 -244 -356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 29.7 13.2 0.0 2.6 74.6 45.5 25.4 54.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 18 2 0 1 8 20 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,746,137 COMMITMENTS 469,045 1660634 83,070 4790920 3679979 5343035 5423683 403,102 322,454 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 175,098) -55,692 126,994 -1,102 223,854 59,714 167,060 185,606 8,038 -10,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 28.9 1.4 83.4 64.0 93.0 94.4 7.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 67 51 35 221 187 304 257 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,028,290 COMMITMENTS 158,853 336,880 300,587 1540620 1338678 2000060 1976145 28,230 52,145 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 13,581) -1,762 -29,569 -12,874 33,649 58,631 19,013 16,188 -5,432 -2,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 16.6 14.8 76.0 66.0 98.6 97.4 1.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 29 35 50 83 91 138 151 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,936 COMMITMENTS 23,780 59,891 809 68,690 28,069 93,279 88,769 10,657 15,167 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -645) -1,379 -1,228 314 656 -316 -409 -1,230 -236 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 57.6 0.8 66.1 27.0 89.7 85.4 10.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 20 27 9 34 20 61 49 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,936 COMMITMENTS 23,780 59,891 809 68,690 28,069 93,279 88,769 10,657 15,167 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -645) -1,379 -1,228 314 656 -316 -409 -1,230 -236 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 57.6 0.8 66.1 27.0 89.7 85.4 10.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 20 27 9 34 20 61 49 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 38,887 COMMITMENTS 945 2,809 0 35,600 34,859 36,545 37,668 2,342 1,219 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -2,099) 241 202 0 -2,053 -2,286 -1,812 -2,084 -287 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 7.2 0.0 91.5 89.6 94.0 96.9 6.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 5 0 25 17 26 22 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 63,424 COMMITMENTS 12,119 17,584 513 50,483 45,297 63,115 63,394 309 30 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 588) 675 787 -102 2 -97 575 588 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 27.7 0.8 79.6 71.4 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 14 5 6 2 29 18 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 66,533 COMMITMENTS 15,533 14,446 51,000 0 1,067 66,533 66,513 0 20 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 121) 121 121 0 0 0 121 121 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: 24) 12 11 4 0 1 14 14 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 10/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 29,123 COMMITMENTS 25,032 18,733 4,091 0 6,239 29,123 29,063 0 60 CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 691) 691 691 0 0 0 691 691 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.0 64.3 14.0 0.0 21.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 16 3 0 1 10 18
Updated November 3, 2023