WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,014 COMMITMENTS 78,114 121,211 129,609 135,670 88,932 343,392 339,753 30,622 34,261 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 11,861) 1,054 1,955 9,536 112 51 10,703 11,542 1,159 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 32.4 34.7 36.3 23.8 91.8 90.8 8.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 92 114 128 105 98 276 270 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 181,494 COMMITMENTS 40,168 32,563 54,811 69,104 73,868 164,083 161,243 17,411 20,251 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 12,478) 2,145 4,594 5,786 4,529 1,866 12,460 12,245 18 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 17.9 30.2 38.1 40.7 90.4 88.8 9.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 55 48 62 67 79 155 160 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,795,710 COMMITMENTS 244,583 237,016 629,685 752,308 707,005 1626576 1573706 169,134 222,004 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 41,677) -6,090 -21,348 40,320 12,598 28,034 46,827 47,007 -5,151 -5,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 13.2 35.1 41.9 39.4 90.6 87.6 9.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762) 153 162 217 369 366 649 627 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,267 COMMITMENTS 872 7 245 990 2,822 2,106 3,073 2,161 1,194 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.2 5.7 23.2 66.1 49.4 72.0 50.6 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 1 3 6 9 15 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 864,390 COMMITMENTS 174,693 67,414 264,030 364,759 447,295 803,482 778,739 60,909 85,652 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 52,598) 14,670 -4,059 24,977 7,566 15,266 47,212 36,184 5,386 16,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 7.8 30.5 42.2 51.7 93.0 90.1 7.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 184 112 180 199 221 460 446 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 605,479 COMMITMENTS 89,821 44,830 160,354 318,646 371,484 568,822 576,669 36,658 28,811 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 1,712) -1,185 4,173 -317 1,922 -3,907 420 -51 1,292 1,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 7.4 26.5 52.6 61.4 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 91 65 92 102 117 249 231 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,889 COMMITMENTS 68,169 222,775 82,502 1027488 911,892 1178158 1217168 190,731 151,721 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 1,585) 80 13,496 1,598 2,801 -3,391 4,480 11,703 -2,895 -10,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 16.3 6.0 75.1 66.6 86.1 88.9 13.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 22 35 38 113 107 160 155 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,514,293 COMMITMENTS 81,225 520,662 5,588 1250317 872,429 1337130 1398679 177,163 115,615 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -14,187) -434 5,718 -1,638 -13,892 -15,961 -15,964 -11,881 1,777 -2,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 34.4 0.4 82.6 57.6 88.3 92.4 11.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 18 22 12 107 88 130 117 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 541,989 COMMITMENTS 109,770 20,257 177,117 200,118 313,081 487,005 510,455 54,984 31,534 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 16,663) 642 784 4,069 5,089 10,337 9,800 15,190 6,863 1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 3.7 32.7 36.9 57.8 89.9 94.2 10.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 100 34 110 108 107 258 227 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,529 COMMITMENTS 3,226 633 983 3,356 7,056 7,565 8,671 1,965 858 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 161) -43 102 -32 42 124 -33 195 194 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 6.6 10.3 35.2 74.0 79.4 91.0 20.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 22 7 7 15 16 39 29 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,701,045 COMMITMENTS 332,753 1459324 84,873 3026928 2002329 3444554 3546525 256,491 154,520 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -25,428) -53,067 -10,331 19,419 2,060 -27,969 -31,588 -18,880 6,160 -6,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 39.4 2.3 81.8 54.1 93.1 95.8 6.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 94 46 41 227 175 335 248 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,408,925 COMMITMENTS 417,017 1071686 426,015 4155107 3512787 4998139 5010488 410,786 398,437 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -68,198) -41,326 -85,956 -43,941 25,819 77,311 -59,449 -52,586 -8,750 -15,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 19.8 7.9 76.8 64.9 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 73 73 81 249 220 366 330 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,743,991 COMMITMENTS 180,705 365,872 31,471 1361599 1091058 1573775 1488401 170,216 255,589 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 2,629) 15,269 51,963 1,340 -9,682 -41,840 6,927 11,463 -4,298 -8,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 21.0 1.8 78.1 62.6 90.2 85.3 9.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 18 26 13 97 100 121 133 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 4,712 COMMITMENTS 1,317 1,218 2,446 0 0 3,763 3,664 949 1,048 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 166) -1,284 -448 1,333 0 -149 49 736 117 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 25.8 51.9 0.0 0.0 79.9 77.8 20.1 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 13 3 0 0 8 15 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,679,774 COMMITMENTS 314,708 1516976 261,053 4713780 3559626 5289541 5337655 390,232 342,118 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 78,056) -62,713 24,004 -435 140,099 39,387 76,952 62,956 1,104 15,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 26.7 4.6 83.0 62.7 93.1 94.0 6.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 55 63 58 221 201 306 292 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,587,839 COMMITMENTS 63,814 224,388 326,379 1163314 992,205 1553507 1542972 34,332 44,867 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 147,468) 5,909 1,624 35,833 102,316 115,721 144,058 153,178 3,410 -5,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 14.1 20.6 73.3 62.5 97.8 97.2 2.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 20 32 44 83 90 129 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,287 COMMITMENTS 29,709 36,850 1,887 55,758 48,809 87,354 87,546 14,933 14,741 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 4,490) 6,505 -4,940 926 -5,900 8,476 1,531 4,462 2,959 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 36.0 1.8 54.5 47.7 85.4 85.6 14.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 23 25 9 30 28 59 56 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,287 COMMITMENTS 29,709 36,850 1,887 55,758 48,809 87,354 87,546 14,933 14,741 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 4,490) 6,505 -4,940 926 -5,900 8,476 1,531 4,462 2,959 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 36.0 1.8 54.5 47.7 85.4 85.6 14.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 23 25 9 30 28 59 56 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,376 COMMITMENTS 1,982 3,514 0 37,381 36,796 39,363 40,310 2,013 1,066 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: -1,227) 1,982 -1,330 0 -3,316 101 -1,334 -1,229 107 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 8.5 0.0 90.3 88.9 95.1 97.4 4.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 0 29 9 31 13 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 58,472 COMMITMENTS 9,662 15,313 454 48,086 42,571 58,202 58,338 270 134 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 2,944) 2,964 2,964 -28 7 0 2,943 2,936 1 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 26.2 0.8 82.2 72.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 16 10 3 6 2 25 12 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 22,246 COMMITMENTS 18,673 10,949 3,573 0 7,662 22,246 22,184 0 62 CHANGES FROM 07/11/23 (CHANGE IN OPEN INTEREST: 818) 780 780 38 0 0 818 818 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.9 49.2 16.1 0.0 34.4 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 14 4 0 2 8 18
Updated July 21, 2023