WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 373,687: 107,680 141,070 98,331 138,560 96,128 344,571 335,529: 29,116 38,158
Old : 247,152: 112,453 117,477 41,407 71,110 60,893 224,970 219,777: 22,182 27,375
Other: 126,535: 38,503 66,869 13,648 67,450 35,235 119,601 115,752: 6,934 10,783
: : :
: : Changes in Commitments from: January 2, 2024 :
: 7,380: -619 -846 5,641 209 -1,447 5,231 3,348: 2,149 4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 37.8 26.3 37.1 25.7 92.2 89.8: 7.8 10.2
Old : 100.0: 45.5 47.5 16.8 28.8 24.6 91.0 88.9: 9.0 11.1
Other: 100.0: 30.4 52.8 10.8 53.3 27.8 94.5 91.5: 5.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 100 110 115 97 90 271 257:
Old : 323: 109 96 77 78 84 224 224:
Other: 218: 57 67 40 56 60 139 145:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 13.6 19.9 22.3 10.1 9.0 17.2 15.2
Old : 13.0 13.3 23.0 22.2 10.6 12.3 18.9 20.4
Other: 24.4 31.4 40.9 43.4 24.4 31.1 40.9 39.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 214,486: 54,526 77,257 53,809 86,466 64,045 194,801 195,111: 19,685 19,375
Old : 153,095: 63,526 68,708 26,290 48,568 43,367 138,384 138,365: 14,711 14,730
Other: 61,391: 10,962 28,511 7,557 37,898 20,678 56,417 56,746: 4,974 4,645
: : :
: : Changes in Commitments from: January 2, 2024 :
: 3,320: 1,499 1,652 -2,986 3,474 4,609 1,987 3,275: 1,333 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 36.0 25.1 40.3 29.9 90.8 91.0: 9.2 9.0
Old : 100.0: 41.5 44.9 17.2 31.7 28.3 90.4 90.4: 9.6 9.6
Other: 100.0: 17.9 46.4 12.3 61.7 33.7 91.9 92.4: 8.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 55 64 60 68 69 159 160:
Old : 205: 60 58 40 57 57 133 139:
Other: 140: 28 36 26 48 51 94 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 17.2 32.0 29.2 16.3 15.5 23.1 23.9
Old : 21.6 21.7 34.8 35.4 19.0 20.6 30.0 32.0
Other: 31.2 29.5 44.9 46.0 27.7 28.0 39.7 38.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,410,115: 263,111 436,144 345,875 654,962 460,941 1,263,948 1,242,960: 146,167 167,155
Old : 1,191,472: 299,892 460,559 206,000 553,258 394,045 1,059,150 1,060,604: 132,322 130,868
Other: 218,643: 95,205 107,571 7,889 101,704 66,896 204,798 182,356: 13,845 36,287
: : :
: : Changes in Commitments from: January 2, 2024 :
: 80,111: 760 27,065 38,257 36,620 17,697 75,637 83,019: 4,474 -2,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 30.9 24.5 46.4 32.7 89.6 88.1: 10.4 11.9
Old : 100.0: 25.2 38.7 17.3 46.4 33.1 88.9 89.0: 11.1 11.0
Other: 100.0: 43.5 49.2 3.6 46.5 30.6 93.7 83.4: 6.3 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 128 154 157 297 301 522 550:
Old : 702: 128 167 133 289 271 497 507:
Other: 413: 67 67 26 92 222 177 299:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.3 11.2 15.6 18.2 7.7 9.4 13.5 14.5
Old : 10.7 11.6 17.8 19.0 9.5 10.8 16.0 17.4
Other: 22.9 25.7 34.9 34.6 22.5 25.4 34.6 33.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 658,250: 99,237 137,286 130,556 378,409 324,789 608,202 592,631: 50,048 65,619
Old : 556,705: 93,395 103,267 106,759 312,137 294,316 512,291 504,342: 44,414 52,363
Other: 101,545: 22,706 50,883 6,933 66,272 30,473 95,911 88,289: 5,634 13,256
: : :
: : Changes in Commitments from: January 2, 2024 :
: 18,760: -573 15,548 6,891 11,847 -6,435 18,165 16,004: 595 2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.9 19.8 57.5 49.3 92.4 90.0: 7.6 10.0
Old : 100.0: 16.8 18.5 19.2 56.1 52.9 92.0 90.6: 8.0 9.4
Other: 100.0: 22.4 50.1 6.8 65.3 30.0 94.5 86.9: 5.5 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 114 142 148 174 207 381 415:
Old : 502: 121 129 132 165 189 360 383:
Other: 282: 41 76 39 71 130 143 216:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 14.1 23.2 23.9 10.4 12.8 18.1 20.2
Old : 15.0 16.6 25.4 27.6 11.4 15.1 19.7 23.4
Other: 19.5 21.9 37.1 32.6 18.9 21.4 35.9 31.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 512,457: 95,344 124,552 128,699 258,646 230,992 482,689 484,243: 29,768 28,214
Old : 441,952: 112,413 121,897 88,479 214,979 205,870 415,871 416,246: 26,081 25,706
Other: 70,505: 13,494 33,218 9,657 43,667 25,122 66,818 67,997: 3,687 2,508
: : :
: : Changes in Commitments from: January 2, 2024 :
: 17,972: 5,590 2,311 9,775 2,992 5,950 18,357 18,036: -385 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.3 25.1 50.5 45.1 94.2 94.5: 5.8 5.5
Old : 100.0: 25.4 27.6 20.0 48.6 46.6 94.1 94.2: 5.9 5.8
Other: 100.0: 19.1 47.1 13.7 61.9 35.6 94.8 96.4: 5.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 91 81 94 99 84 242 217:
Old : 304: 92 82 87 94 81 232 211:
Other: 121: 31 23 23 50 28 93 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 16.9 19.5 28.3 8.8 14.7 15.2 22.2
Old : 12.1 17.0 21.3 28.4 10.2 15.7 16.8 23.3
Other: 25.8 46.2 42.8 66.7 24.4 44.4 38.6 61.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,452,040: 178,714 334,466 6,592 1,068,735 972,584 1,254,041 1,313,642: 197,999 138,398
Old : 1,452,040: 178,714 334,466 6,592 1,068,735 972,584 1,254,041 1,313,642: 197,999 138,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 24,306: 5,782 20,909 1,093 12,581 3,851 19,456 25,853: 4,850 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 23.0 0.5 73.6 67.0 86.4 90.5: 13.6 9.5
Old : 100.0: 12.3 23.0 0.5 73.6 67.0 86.4 90.5: 13.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 25 37 21 102 110 141 154:
Old : 209: 25 37 21 102 110 141 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 16.2 37.8 29.4 21.7 14.4 36.2 24.8
Old : 22.9 16.2 37.8 29.4 21.7 14.4 36.2 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,678,240: 154,339 467,534 4,606 1,352,257 1,062,036 1,511,202 1,534,176: 167,038 144,064
Old : 1,678,240: 154,339 467,534 4,606 1,352,257 1,062,036 1,511,202 1,534,176: 167,038 144,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 13,038: -1,282 9,049 1,960 8,449 11,294 9,127 22,303: 3,911 -9,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 27.9 0.3 80.6 63.3 90.0 91.4: 10.0 8.6
Old : 100.0: 9.2 27.9 0.3 80.6 63.3 90.0 91.4: 10.0 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 15 28 12 111 94 132 128:
Old : 184: 15 28 12 111 94 132 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 33.4 37.6 49.8 20.0 33.3 34.6 44.2
Old : 21.2 33.4 37.6 49.8 20.0 33.3 34.6 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 436,556: 90,725 93,215 90,762 210,311 221,145 391,798 405,122: 44,758 31,434
Old : 389,470: 96,690 93,263 65,689 186,367 201,877 348,746 360,829: 40,724 28,641
Other: 47,086: 13,193 19,110 5,915 23,944 19,268 43,052 44,293: 4,034 2,793
: : :
: : Changes in Commitments from: January 2, 2024 :
: 15,052: -17,655 11,773 9,598 20,630 -6,689 12,573 14,682: 2,479 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 21.4 20.8 48.2 50.7 89.7 92.8: 10.3 7.2
Old : 100.0: 24.8 23.9 16.9 47.9 51.8 89.5 92.6: 10.5 7.4
Other: 100.0: 28.0 40.6 12.6 50.9 40.9 91.4 94.1: 8.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 71 80 87 119 97 249 216:
Old : 301: 74 80 80 118 93 239 211:
Other: 124: 33 25 22 45 28 92 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 25.4 20.5 36.8 9.4 21.1 15.9 30.2
Old : 12.3 26.9 21.1 37.9 10.8 24.1 17.9 33.9
Other: 30.0 43.6 45.5 58.9 29.5 43.6 42.9 58.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,854: 5,091 737 258 2,981 9,179 8,330 10,174: 2,524 680
Old : 9,720: 5,003 737 258 2,074 8,104 7,335 9,099: 2,385 621
Other: 1,134: 88 0 0 907 1,075 995 1,075: 139 59
: : :
: : Changes in Commitments from: January 2, 2024 :
: -838: -346 414 -25 -256 -1,164 -627 -775: -211 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 6.8 2.4 27.5 84.6 76.7 93.7: 23.3 6.3
Old : 100.0: 51.5 7.6 2.7 21.3 83.4 75.5 93.6: 24.5 6.4
Other: 100.0: 7.8 0.0 0.0 80.0 94.8 87.7 94.8: 12.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 30 5 5 17 18 48 27:
Old : 65: 30 5 5 16 18 47 27:
Other: 14: 3 0 0 5 6 8 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 62.9 37.2 75.5 22.6 62.9 36.9 75.3
Old : 23.3 59.9 37.7 73.5 23.3 59.9 37.7 73.2
Other: 77.6 93.5 87.7 94.8 77.6 93.5 87.7 94.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,781,552: 421,993 1,660,650 64,353 3,038,980 1,929,357 3,525,326 3,654,360: 256,226 127,192
Old : 3,781,552: 421,993 1,660,650 64,353 3,038,980 1,929,357 3,525,326 3,654,360: 256,226 127,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 11,007: -202 -4,584 7,634 -3,669 15,525 3,763 18,575: 7,244 -7,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 43.9 1.7 80.4 51.0 93.2 96.6: 6.8 3.4
Old : 100.0: 11.2 43.9 1.7 80.4 51.0 93.2 96.6: 6.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 99 53 29 241 171 354 239:
Old : 454: 99 53 29 241 171 354 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 34.1 33.2 50.8 23.7 34.1 30.6 50.2
Old : 25.2 34.1 33.2 50.8 23.7 34.1 30.6 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,652,295: 469,964 1,256,984 72,683 3,695,263 2,968,775 4,237,910 4,298,442: 414,385 353,853
Old : 4,652,295: 469,964 1,256,984 72,683 3,695,263 2,968,775 4,237,910 4,298,442: 414,385 353,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 31,597: 74,654 29,011 3,532 -61,491 -5,411 16,695 27,132: 14,902 4,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 27.0 1.6 79.4 63.8 91.1 92.4: 8.9 7.6
Old : 100.0: 10.1 27.0 1.6 79.4 63.8 91.1 92.4: 8.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 64 73 38 206 192 290 283:
Old : 410: 64 73 38 206 192 290 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 20.1 36.1 31.5 20.1 18.9 30.1 28.0
Old : 22.8 20.1 36.1 31.5 20.1 18.9 30.1 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,098,436: 324,787 498,586 25,162 1,545,552 1,300,860 1,895,501 1,824,608: 202,935 273,828
Old : 2,098,436: 324,787 498,586 25,162 1,545,552 1,300,860 1,895,501 1,824,608: 202,935 273,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 16,125: 66,167 -9,488 -3,800 -47,169 20,157 15,198 6,869: 927 9,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.8 1.2 73.7 62.0 90.3 87.0: 9.7 13.0
Old : 100.0: 15.5 23.8 1.2 73.7 62.0 90.3 87.0: 9.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 26 23 13 96 106 128 136:
Old : 189: 26 23 13 96 106 128 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 25.8 48.7 38.3 32.4 22.9 44.7 32.0
Old : 33.7 25.8 48.7 38.3 32.4 22.9 44.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 3,392: 1,380 2,141 80 867 0 2,327 2,221: 1,065 1,171
Old : 3,392: 1,380 2,141 80 867 0 2,327 2,221: 1,065 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 735: -249 482 49 813 0 613 531: 122 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 63.1 2.4 25.6 0.0 68.6 65.5: 31.4 34.5
Old : 100.0: 40.7 63.1 2.4 25.6 0.0 68.6 65.5: 31.4 34.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 11 3 1 0 13 13:
Old : 23: 10 11 3 1 0 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 53.3 64.9 60.1 61.1 52.9 64.6 59.7
Old : 61.1 53.3 64.9 60.1 61.1 52.9 64.6 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,798,901: 443,301 1,613,483 75,467 4,841,923 3,833,326 5,360,691 5,522,276: 438,210 276,625
Old : 5,798,901: 443,301 1,613,483 75,467 4,841,923 3,833,326 5,360,691 5,522,276: 438,210 276,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 1,585: 55,189 -64,089 -29,749 -32,128 105,967 -6,688 12,129: 8,273 -10,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 27.8 1.3 83.5 66.1 92.4 95.2: 7.6 4.8
Old : 100.0: 7.6 27.8 1.3 83.5 66.1 92.4 95.2: 7.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 62 42 27 206 178 282 233:
Old : 374: 62 42 27 206 178 282 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 25.5 32.0 36.4 20.5 25.3 29.0 35.8
Old : 21.6 25.5 32.0 36.4 20.5 25.3 29.0 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,626,636: 165,155 301,348 291,069 1,131,777 989,132 1,588,001 1,581,549: 38,635 45,087
Old : 1,626,636: 165,155 301,348 291,069 1,131,777 989,132 1,588,001 1,581,549: 38,635 45,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 141,795: -10,339 -5,473 54,492 87,020 86,270 131,173 135,289: 10,622 6,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.5 17.9 69.6 60.8 97.6 97.2: 2.4 2.8
Old : 100.0: 10.2 18.5 17.9 69.6 60.8 97.6 97.2: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 27 45 49 68 75 126 138:
Old : 156: 27 45 49 68 75 126 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 23.5 42.6 35.5 20.6 17.4 28.3 22.3
Old : 27.1 23.5 42.6 35.5 20.6 17.4 28.3 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 103,318: 36,987 12,908 2,656 49,419 74,852 89,062 90,416: 14,256 12,902
Old : 103,318: 36,987 12,908 2,656 49,419 74,852 89,062 90,416: 14,256 12,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -46: 2,678 -1,859 1,046 -4,227 616 -503 -197: 457 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
Old : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 28 21 13 33 30 66 59:
Old : 100: 28 21 13 33 30 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 37.8 46.1 56.0 31.8 37.6 45.9 55.0
Old : 32.1 37.8 46.1 56.0 31.8 37.6 45.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 103,318: 36,987 12,908 2,656 49,419 74,852 89,062 90,416: 14,256 12,902
Old : 103,318: 36,987 12,908 2,656 49,419 74,852 89,062 90,416: 14,256 12,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -46: 2,678 -1,859 1,046 -4,227 616 -503 -197: 457 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
Old : 100.0: 35.8 12.5 2.6 47.8 72.4 86.2 87.5: 13.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 28 21 13 33 30 66 59:
Old : 100: 28 21 13 33 30 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 37.8 46.1 56.0 31.8 37.6 45.9 55.0
Old : 32.1 37.8 46.1 56.0 31.8 37.6 45.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 57,963: 0 515 0 55,381 56,395 55,381 56,910: 2,582 1,053
Old : 57,963: 0 515 0 55,381 56,395 55,381 56,910: 2,582 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 5,077: 0 -59 0 4,977 4,906 4,977 4,847: 100 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 95.5 97.3 95.5 98.2: 4.5 1.8
Old : 100.0: 0.0 0.9 0.0 95.5 97.3 95.5 98.2: 4.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 2 0 28 12 28 14:
Old : 39: 0 2 0 28 12 28 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 83.0 67.6 94.9 42.8 83.0 66.1 94.4
Old : 44.1 83.0 67.6 94.9 42.8 83.0 66.1 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 94,124: 10,562 17,466 32 83,252 76,587 93,846 94,085: 278 39
Old : 94,124: 10,562 17,466 32 83,252 76,587 93,846 94,085: 278 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 21,688: -1,235 -1,522 32 22,877 23,182 21,674 21,692: 14 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.6 0.0 88.4 81.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.2 18.6 0.0 88.4 81.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 10 1 6 2 24 13:
Old : 35: 18 10 1 6 2 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 97.5 96.9 99.8 92.0 97.5 96.9 99.8
Old : 92.0 97.5 96.9 99.8 92.0 97.5 96.9 99.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 75,401: 25,458 25,448 49,933 0 0 75,391 75,381: 10 20
Old : 75,401: 25,458 25,448 49,933 0 0 75,391 75,381: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 2,450: 2,450 2,450 0 0 0 2,450 2,450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 33.8 66.2 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 33.8 33.8 66.2 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 13 10 4 0 0 15 12:
Old : 23: 13 10 4 0 0 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 98.7 90.5 99.7 19.5 33.1 31.8 33.6
Old : 73.3 98.7 90.5 99.7 19.5 33.1 31.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders - Futures Only, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 37,636: 25,854 14,426 11,782 0 11,367 37,636 37,575: 0 61
Old : 37,636: 25,854 14,426 11,782 0 11,367 37,636 37,575: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 289: 291 291 -2 0 0 289 289: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 38.3 31.3 0.0 30.2 100.0 99.8: 0.0 0.2
Old : 100.0: 68.7 38.3 31.3 0.0 30.2 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 15 3 0 1 13 18:
Old : 28: 12 15 3 0 1 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 79.8 94.8 90.5 50.9 55.2 65.0 62.4
Old : 71.2 79.8 94.8 90.5 50.9 55.2 65.0 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2024