WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 362,050 COMMITMENTS 104,226 135,637 94,599 134,541 96,017 333,366 326,253 28,684 35,797 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 10,701) 4,160 -1,422 8,646 -2,330 2,385 10,476 9,609 225 1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 37.5 26.1 37.2 26.5 92.1 90.1 7.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 94 103 109 93 88 255 247 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 205,427 COMMITMENTS 58,597 77,455 52,397 75,425 56,261 186,419 186,113 19,008 19,314 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 5,514) 2,363 5,025 590 2,596 483 5,549 6,098 -35 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 37.7 25.5 36.7 27.4 90.7 90.6 9.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 59 52 57 63 67 150 154 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,280,828 COMMITMENTS 265,359 393,010 282,814 592,129 440,252 1140302 1116076 140,526 164,752 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 13,288) -2,055 -1,974 15,842 7,140 3,165 20,927 17,033 -7,639 -3,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 30.7 22.1 46.2 34.4 89.0 87.1 11.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697) 113 147 143 287 305 492 534 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,344 COMMITMENTS 256 805 67 1,740 1,637 2,063 2,509 1,281 835 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 19) -70 -20 2 45 -12 -23 -30 42 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 24.1 2.0 52.0 49.0 61.7 75.0 38.3 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 1 9 6 13 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 637,033 COMMITMENTS 97,494 109,420 120,929 361,392 340,676 579,815 571,025 57,218 66,008 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -56,349) -3,650 10,274 -23,333 -21,412 -31,049 -48,395 -44,108 -7,954 -12,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 17.2 19.0 56.7 53.5 91.0 89.6 9.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488) 123 112 134 185 203 382 389 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 479,577 COMMITMENTS 83,038 116,858 114,776 250,192 221,045 448,006 452,679 31,571 26,898 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,295) -786 16,678 2,707 5,575 -14,426 7,496 4,959 -5,201 -2,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 24.4 23.9 52.2 46.1 93.4 94.4 6.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 82 82 90 100 84 236 219 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,379,332 COMMITMENTS 155,392 298,935 5,788 1026432 931,942 1187612 1236665 191,720 142,667 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 17,117) 13,775 19,312 578 9,886 14,450 24,239 34,340 -7,122 -17,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 21.7 0.4 74.4 67.6 86.1 89.7 13.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 22 35 16 97 105 130 145 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,623,045 COMMITMENTS 147,004 438,049 3,102 1306425 1035232 1456531 1476383 166,514 146,662 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 186) 1,770 841 -97 104 -407 1,777 337 -1,591 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 27.0 0.2 80.5 63.8 89.7 91.0 10.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 16 28 12 108 90 130 124 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 445,612 COMMITMENTS 111,476 70,495 101,675 185,945 240,460 399,096 412,630 46,516 32,982 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -29,373) -11,095 9,321 -11,549 1,435 -25,281 -21,209 -27,509 -8,164 -1,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 15.8 22.8 41.7 54.0 89.6 92.6 10.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 83 63 88 115 110 248 227 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,796 COMMITMENTS 5,401 203 406 3,278 10,398 9,085 11,007 2,711 789 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -231) 339 -129 -118 -54 51 167 -196 -398 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 1.7 3.4 27.8 88.1 77.0 93.3 23.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 27 1 7 15 17 46 24 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,762,107 COMMITMENTS 399,864 1664947 54,397 3043487 1915503 3497748 3634847 264,359 127,260 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -65,849) -35,054 -60,835 6,884 -25,064 5,279 -53,234 -48,672 -12,615 -17,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 44.3 1.4 80.9 50.9 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 109 49 30 231 167 354 232 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,589,883 COMMITMENTS 430,563 1235547 56,476 3680677 2955123 4167716 4247146 422,167 342,737 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 36,371) -13,639 103,773 -1,957 41,501 -45,247 25,905 56,569 10,466 -20,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 26.9 1.2 80.2 64.4 90.8 92.5 9.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 51 72 36 209 184 282 270 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,043,847 COMMITMENTS 242,077 520,108 24,507 1582887 1238999 1849471 1783614 194,376 260,233 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 19,222) 5,360 18,173 3,603 15,599 12,800 24,562 34,576 -5,340 -15,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 25.4 1.2 77.4 60.6 90.5 87.3 9.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 19 33 16 99 103 127 143 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,471 COMMITMENTS 870 1,714 635 732 0 2,237 2,349 1,234 1,122 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 87) 26 271 263 475 0 764 534 -677 -447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 49.4 18.3 21.1 0.0 64.4 67.7 35.6 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 11 1 2 0 13 12 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,742,599 COMMITMENTS 406,283 1719724 70,760 4822943 3684615 5299986 5475099 442,613 267,500 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 21,522) 7,955 -66,826 3,354 -6,984 95,857 4,325 32,385 17,197 -10,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 29.9 1.2 84.0 64.2 92.3 95.3 7.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 60 44 28 201 176 276 233 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,596,563 COMMITMENTS 195,967 306,140 250,173 1121182 998,407 1567322 1554720 29,241 41,843 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 15,197) -24,194 42,368 747 53,938 -11,527 30,491 31,588 -15,294 -16,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 19.2 15.7 70.2 62.5 98.2 97.4 1.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 24 42 46 72 79 126 137 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,501 COMMITMENTS 28,469 17,316 1,981 54,316 66,799 84,766 86,096 13,735 12,405 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,828) -1,414 -5,444 -569 431 6,284 -1,552 271 -276 -2,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 17.6 2.0 55.1 67.8 86.1 87.4 13.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 29 23 14 31 27 65 59 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,501 COMMITMENTS 28,469 17,316 1,981 54,316 66,799 84,766 86,096 13,735 12,405 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,828) -1,414 -5,444 -569 431 6,284 -1,552 271 -276 -2,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 17.6 2.0 55.1 67.8 86.1 87.4 13.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 29 23 14 31 27 65 59 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,855 COMMITMENTS 0 589 0 43,956 45,842 43,956 46,431 2,899 424 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 780) 0 -158 0 707 943 707 785 73 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 93.8 97.8 93.8 99.1 6.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 0 26 13 26 15 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 73,191 COMMITMENTS 12,580 19,763 0 60,375 53,405 72,955 73,168 236 23 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 5,750) -1,616 -929 -101 8,848 8,150 7,131 7,120 -1,381 -1,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 27.0 0.0 82.5 73.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 20 8 0 6 2 26 10 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 71,079 COMMITMENTS 21,136 21,126 49,933 0 0 71,069 71,059 10 20 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 325) 325 325 0 0 0 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 29.7 70.3 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 10 4 0 0 14 12 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 12/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 35,473 COMMITMENTS 23,689 12,261 11,784 0 11,367 35,473 35,412 0 61 CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 675) 675 675 0 0 0 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.8 34.6 33.2 0.0 32.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 16 4 0 1 13 19
Updated December 29, 2023