WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,312 COMMITMENTS 132,952 192,563 142,185 142,156 81,602 417,293 416,350 36,019 36,962 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -6,898) 9,997 41 -709 -15,207 -7,168 -5,919 -7,836 -979 938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 42.5 31.4 31.4 18.0 92.1 91.8 7.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 116 117 119 101 92 284 273 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,698 COMMITMENTS 53,390 81,220 64,636 90,352 59,665 208,378 205,521 19,320 22,177 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,038) -177 310 591 -1,603 -2,763 -1,189 -1,862 151 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 35.7 28.4 39.7 26.2 91.5 90.3 8.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 54 64 63 64 65 157 160 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,436,125 COMMITMENTS 271,577 377,618 340,429 673,306 545,209 1285312 1263256 150,813 172,869 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 24,017) -7,342 11,003 11,254 13,667 -377 17,579 21,880 6,438 2,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 26.3 23.7 46.9 38.0 89.5 88.0 10.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729) 138 146 182 330 321 583 567 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 722,948 COMMITMENTS 139,984 76,427 146,399 385,088 434,411 671,471 657,237 51,477 65,711 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 16,025) 36,356 -10,941 -3,388 -19,036 28,474 13,932 14,145 2,093 1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 10.6 20.3 53.3 60.1 92.9 90.9 7.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547) 133 119 149 182 246 399 446 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 508,680 COMMITMENTS 106,015 90,992 130,501 240,304 260,413 476,820 481,906 31,860 26,774 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 17,378) 2,213 12,292 16,639 -1,166 -11,491 17,686 17,440 -308 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 17.9 25.7 47.2 51.2 93.7 94.7 6.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 91 79 111 102 86 261 227 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,362,012 COMMITMENTS 108,100 238,898 26,940 1033523 957,516 1168563 1223354 193,449 138,658 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -15,926) 7,316 -17,267 1,420 -15,863 9,367 -7,127 -6,480 -8,799 -9,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 17.5 2.0 75.9 70.3 85.8 89.8 14.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 26 39 28 109 112 152 162 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,572,983 COMMITMENTS 95,860 421,225 8,640 1296146 1002561 1400646 1432426 172,337 140,557 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 12,364) 4,984 -6,091 5,454 6,098 19,514 16,536 18,877 -4,172 -6,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 26.8 0.5 82.4 63.7 89.0 91.1 11.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 19 21 9 105 93 126 121 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 530,616 COMMITMENTS 151,060 29,835 131,638 195,170 336,923 477,868 498,396 52,748 32,220 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 10,881) 1,411 -146 3,701 4,036 6,947 9,148 10,502 1,733 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 5.6 24.8 36.8 63.5 90.1 93.9 9.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 96 46 90 113 112 257 216 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,094 COMMITMENTS 2,850 1,125 285 6,051 8,694 9,186 10,104 1,908 990 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -313) -538 412 -2 386 -942 -154 -532 -159 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 10.1 2.6 54.5 78.4 82.8 91.1 17.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 20 6 6 18 16 40 28 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,157,941 COMMITMENTS 437,448 1891154 47,395 3404035 2077889 3888878 4016438 269,063 141,503 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -30,532) 28,686 46,944 -11,467 -49,925 -63,988 -32,706 -28,511 2,174 -2,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 45.5 1.1 81.9 50.0 93.5 96.6 6.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 100 58 38 244 171 366 245 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,626,236 COMMITMENTS 501,436 1105935 95,698 3580236 3064707 4177370 4266340 448,866 359,896 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -65,300) -70,859 -94,058 6,027 11,818 28,236 -53,014 -59,795 -12,286 -5,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 23.9 2.1 77.4 66.2 90.3 92.2 9.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 68 68 48 223 198 318 287 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,011,801 COMMITMENTS 185,134 449,314 39,337 1579645 1260423 1804116 1749074 207,685 262,727 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,082) -11,521 352 707 24,342 -11,452 13,528 -10,393 -14,610 9,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 22.3 2.0 78.5 62.7 89.7 86.9 10.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 15 31 17 97 107 124 143 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 6,019 COMMITMENTS 797 1,765 3,024 1,214 0 5,035 4,789 984 1,230 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 2,606) -1,301 750 2,575 1,214 -89 2,488 3,236 118 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 29.3 50.2 20.2 0.0 83.7 79.6 16.3 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 11 3 1 0 12 13 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,019,834 COMMITMENTS 433,571 1856955 120,101 5052590 3718168 5606262 5695224 413,572 324,610 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 273,697) -35,474 196,321 37,031 261,670 38,189 263,227 271,541 10,470 2,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 30.8 2.0 83.9 61.8 93.1 94.6 6.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 61 53 40 215 183 296 256 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,730,207 COMMITMENTS 180,618 259,665 278,499 1239026 1136721 1698143 1674885 32,064 55,322 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -298,083) 21,765 -77,215 -22,088 -301,594 -201,957 -301,917 -301,260 3,834 3,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 15.0 16.1 71.6 65.7 98.1 96.8 1.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 33 30 47 74 85 130 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,306 COMMITMENTS 22,730 59,806 1,076 68,739 26,180 92,545 87,062 10,761 16,244 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -630) -1,050 -85 267 49 -1,889 -734 -1,707 104 1,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 57.9 1.0 66.5 25.3 89.6 84.3 10.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 21 28 10 35 25 63 56 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,306 COMMITMENTS 22,730 59,806 1,076 68,739 26,180 92,545 87,062 10,761 16,244 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -630) -1,050 -85 267 49 -1,889 -734 -1,707 104 1,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 57.9 1.0 66.5 25.3 89.6 84.3 10.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 21 28 10 35 25 63 56 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,688 COMMITMENTS 461 2,787 0 38,095 36,672 38,556 39,459 2,132 1,229 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 1,801) -484 -22 0 2,495 1,813 2,011 1,791 -210 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 6.8 0.0 93.6 90.1 94.8 97.0 5.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 4 0 25 17 26 21 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 64,376 COMMITMENTS 12,322 18,484 560 51,228 45,301 64,110 64,345 266 31 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 952) 203 900 47 745 4 995 951 -43 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 28.7 0.9 79.6 70.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 14 5 6 2 28 19 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 18,061 COMMITMENTS 16,656 11,833 1,405 0 4,800 18,061 18,038 0 23 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 92.2 65.5 7.8 0.0 26.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 14 2 0 1 6 16 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 67,918 COMMITMENTS 16,918 15,831 51,000 0 1,067 67,918 67,898 0 20 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 1,385) 1,385 1,385 0 0 0 1,385 1,385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 23.3 75.1 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 11/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 29,074 COMMITMENTS 24,982 18,221 4,092 0 6,700 29,074 29,013 0 61 CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -49) -50 -512 1 0 461 -49 -50 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.9 62.7 14.1 0.0 23.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 16 3 0 1 10 18
Updated November 13, 2023