WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,241
COMMITMENTS
93,141 136,460 134,514 150,657 102,076 378,312 373,049 33,929 39,192
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,336)
-8,310 -11,826 7,429 380 6,101 -501 1,703 2,837 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 33.1 32.6 36.5 24.8 91.8 90.5 8.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
93 120 136 105 99 284 277
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 212,106
COMMITMENTS
54,740 72,909 60,461 76,703 57,862 191,905 191,232 20,201 20,875
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 131)
-3,487 -2,579 2,430 171 -330 -886 -479 1,017 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 34.4 28.5 36.2 27.3 90.5 90.2 9.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
59 52 57 66 73 152 160
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,541,649
COMMITMENTS
252,050 397,137 443,763 651,726 483,568 1347540 1324467 194,110 217,182
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 37,192)
1,781 27,433 9,377 2,608 -16,345 13,766 20,465 23,426 16,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 25.8 28.8 42.3 31.4 87.4 85.9 12.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
132 155 181 357 347 596 597
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,429
COMMITMENTS
268 843 138 1,764 1,660 2,170 2,641 1,259 788
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -65)
-4 -61 75 128 82 199 95 -264 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 24.6 4.0 51.5 48.4 63.3 77.0 36.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 7 3 9 7 14 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,119
COMMITMENTS
100,402 94,260 239,215 411,453 404,827 751,070 738,302 76,049 88,817
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -22,722)
-8,062 8,254 -27,873 -1,373 -13,566 -37,307 -33,185 14,585 10,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.4 28.9 49.7 48.9 90.8 89.3 9.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
141 136 187 224 230 464 465
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 507,402
COMMITMENTS
80,032 99,641 134,164 254,011 242,975 468,208 476,780 39,194 30,621
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 10,431)
-3,040 7,734 -3,192 11,771 3,367 5,539 7,908 4,892 2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 19.6 26.4 50.1 47.9 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
83 73 98 100 92 234 223
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,570,617
COMMITMENTS
144,362 267,302 133,286 1074492 983,321 1352140 1383909 218,477 186,708
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 120,152)
23,442 16,879 42,321 30,264 36,891 96,027 96,092 24,125 24,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 17.0 8.5 68.4 62.6 86.1 88.1 13.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
31 38 43 108 116 163 173
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,628,120
COMMITMENTS
146,263 437,031 6,136 1306448 1036488 1458846 1479656 169,274 148,464
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 44,623)
30,210 28,026 -643 16,207 24,538 45,774 51,921 -1,151 -7,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 26.8 0.4 80.2 63.7 89.6 90.9 10.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
18 28 13 108 89 132 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 564,236
COMMITMENTS
121,916 54,193 171,038 207,479 296,766 500,434 521,998 63,802 42,238
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -1,538)
-14,051 9,388 4,064 2,415 -23,795 -7,573 -10,344 6,035 8,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 9.6 30.3 36.8 52.6 88.7 92.5 11.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
92 62 105 128 120 279 245
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,562
COMMITMENTS
5,220 314 795 3,428 10,613 9,443 11,722 3,120 840
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -204)
10 -131 5 -454 -134 -439 -260 234 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 2.5 6.3 27.3 84.5 75.2 93.3 24.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
25 3 11 16 21 48 33
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,876,940
COMMITMENTS
429,567 1721296 87,101 3076849 1918489 3593517 3726886 283,423 150,054
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -117,840)
25,131 -43,371 -6,485 -155,362 -89,821 -136,715 -139,676 18,875 21,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 44.4 2.2 79.4 49.5 92.7 96.1 7.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
105 54 39 231 177 356 250
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,551,712
COMMITMENTS
424,292 1098361 625,879 4072264 3443047 5122434 5167286 429,278 384,426
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 219,142)
-46,137 29,083 32,390 219,188 156,775 205,441 218,248 13,702 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 19.8 11.3 73.4 62.0 92.3 93.1 7.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
61 74 79 241 214 350 320
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,025,828
COMMITMENTS
236,617 502,085 21,435 1567325 1226240 1825377 1749761 200,451 276,067
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 43,326)
22,572 11,472 10,491 13,517 14,901 46,580 36,864 -3,254 6,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 24.8 1.1 77.4 60.5 90.1 86.4 9.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
22 31 16 97 102 127 141
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,384
COMMITMENTS
844 1,443 372 257 0 1,473 1,815 1,911 1,569
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -727)
-1,865 -136 186 197 -1,348 -1,482 -1,298 755 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 42.6 11.0 7.6 0.0 43.5 53.6 56.5 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 12 2 1 0 13 13
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,032,272
COMMITMENTS
390,881 1784839 252,404 4950450 3701154 5593734 5738398 438,538 293,875
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 14,665)
-69,639 3,945 27,000 60,605 293 17,966 31,238 -3,301 -16,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 29.6 4.2 82.1 61.4 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
62 47 50 219 190 304 264
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,581,366
COMMITMENTS
220,161 263,772 249,426 1067244 1009934 1536831 1523132 44,535 58,234
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 87,451)
90,227 -25,359 49,147 -66,021 49,392 73,353 73,180 14,098 14,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 16.7 15.8 67.5 63.9 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
30 30 41 71 79 122 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,353
COMMITMENTS
29,883 22,760 2,550 53,893 60,519 86,326 85,829 14,027 14,525
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -11,758)
3,915 243 -3,477 -11,900 -5,066 -11,462 -8,300 -296 -3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 22.7 2.5 53.7 60.3 86.0 85.5 14.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 26 11 32 29 67 62
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,353
COMMITMENTS
29,883 22,760 2,550 53,893 60,519 86,326 85,829 14,027 14,525
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -11,758)
3,915 243 -3,477 -11,900 -5,066 -11,462 -8,300 -296 -3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 22.7 2.5 53.7 60.3 86.0 85.5 14.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 26 11 32 29 67 62
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,075
COMMITMENTS
0 747 0 43,249 44,899 43,249 45,646 2,826 429
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -13,146)
0 -1,836 0 -13,567 -10,981 -13,567 -12,817 421 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 93.9 97.4 93.9 99.1 6.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 26 14 26 16
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 67,441
COMMITMENTS
14,196 20,692 101 51,527 45,255 65,824 66,048 1,617 1,393
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,553)
1,227 1,196 -559 -64 0 604 637 949 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 30.7 0.1 76.4 67.1 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
25 9 2 6 2 31 13
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 70,754
COMMITMENTS
20,811 20,801 49,933 0 0 70,744 70,734 10 20
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,513)
3,210 3,757 -707 0 -417 2,503 2,633 10 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 29.4 70.6 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 34,798
COMMITMENTS
23,014 11,586 11,784 0 11,367 34,798 34,737 0 61
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 443)
-3,881 -6,342 4,324 0 2,462 443 444 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 33.3 33.9 0.0 32.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 16 4 0 1 13 19
Updated December 22, 2023