WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 27, 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 : 373,389: 123,166 160,147 83,909 137,340 96,584 344,415 340,640: 28,974 32,749
Old : 196,280: 115,703 105,846 16,995 46,325 55,596 179,023 178,437: 17,257 17,843
Other: 177,109: 55,279 102,117 19,098 91,015 40,988 165,392 162,203: 11,717 14,906
: : :
: : Changes in Commitments from: February 20, 2024 :
: -23,081: -1,003 -8,661 -11,248 -8,467 383 -20,718 -19,526: -2,363 -3,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 42.9 22.5 36.8 25.9 92.2 91.2: 7.8 8.8
Old : 100.0: 58.9 53.9 8.7 23.6 28.3 91.2 90.9: 8.8 9.1
Other: 100.0: 31.2 57.7 10.8 51.4 23.1 93.4 91.6: 6.6 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 95 122 113 86 86 248 258:
Old : 298: 102 95 45 52 70 168 196:
Other: 241: 69 76 61 72 64 175 168:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 13.0 24.5 21.6 14.0 11.0 22.5 18.2
Old : 17.7 17.8 29.3 30.2 17.4 17.8 28.2 28.7
Other: 21.9 21.4 34.0 31.6 21.9 20.7 33.8 30.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 27, 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 : 245,922: 68,459 99,077 55,348 103,521 71,751 227,328 226,176: 18,594 19,746
Old : 121,995: 63,091 67,947 10,304 38,941 32,729 112,336 110,980: 9,659 11,015
Other: 123,927: 31,771 57,533 18,641 64,580 39,022 114,992 115,196: 8,935 8,731
: : :
: : Changes in Commitments from: February 20, 2024 :
: -4,332: 3,346 2,419 -907 -4,743 -2,389 -2,304 -877: -2,028 -3,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 40.3 22.5 42.1 29.2 92.4 92.0: 7.6 8.0
Old : 100.0: 51.7 55.7 8.4 31.9 26.8 92.1 91.0: 7.9 9.0
Other: 100.0: 25.6 46.4 15.0 52.1 31.5 92.8 93.0: 7.2 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 60 70 59 74 72 167 169:
Old : 196: 57 58 22 43 48 110 118:
Other: 180: 43 48 35 68 61 130 128:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 16.7 27.0 27.7 13.6 14.0 21.1 23.2
Old : 21.8 26.6 36.0 42.9 19.7 26.6 31.8 42.4
Other: 22.1 18.4 35.9 32.5 17.0 17.6 26.8 30.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 27, 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 : 1,504,488: 295,676 528,280 386,935 670,777 420,149 1,353,388 1,335,364: 151,100 169,124
Old : 1,178,930: 355,008 562,552 176,354 518,875 323,260 1,050,237 1,062,166: 128,693 116,764
Other: 325,558: 135,489 160,549 15,760 151,902 96,889 303,151 273,198: 22,407 52,360
: : :
: : Changes in Commitments from: February 20, 2024 :
: -96,492: 13,127 -20,336 -30,940 -67,479 -35,639 -85,292 -86,915: -11,200 -9,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 35.1 25.7 44.6 27.9 90.0 88.8: 10.0 11.2
Old : 100.0: 30.1 47.7 15.0 44.0 27.4 89.1 90.1: 10.9 9.9
Other: 100.0: 41.6 49.3 4.8 46.7 29.8 93.1 83.9: 6.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 133 158 153 308 306 524 549:
Old : 669: 133 152 119 288 261 485 472:
Other: 458: 68 85 41 141 228 234 330:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 12.7 19.2 21.6 9.1 10.4 14.8 16.0
Old : 12.7 15.4 20.9 25.3 12.1 14.2 19.1 21.9
Other: 26.9 21.9 37.0 31.8 26.4 21.9 35.6 31.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 27, 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 : 714,761: 92,361 283,593 138,153 432,418 229,468 662,932 651,214: 51,829 63,547
Old : 546,252: 97,718 241,454 81,291 325,837 178,990 504,846 501,735: 41,406 44,517
Other: 168,509: 32,219 79,715 19,286 106,581 50,478 158,086 149,479: 10,423 19,030
: : :
: : Changes in Commitments from: February 20, 2024 :
: -90,158: -8,615 22,329 -37,074 -43,946 -75,148 -89,635 -89,893: -523 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 39.7 19.3 60.5 32.1 92.7 91.1: 7.3 8.9
Old : 100.0: 17.9 44.2 14.9 59.6 32.8 92.4 91.9: 7.6 8.1
Other: 100.0: 19.1 47.3 11.4 63.2 30.0 93.8 88.7: 6.2 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 96 158 148 178 175 376 397:
Old : 471: 100 148 117 161 144 340 342:
Other: 300: 59 82 52 90 121 182 225:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 12.5 21.5 20.0 10.5 11.7 19.1 17.9
Old : 13.6 16.1 24.3 24.6 13.1 15.3 22.6 22.8
Other: 17.6 23.3 29.6 34.4 15.8 23.1 26.9 32.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 27, 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 : 523,859: 107,981 146,907 134,953 252,660 215,371 495,594 497,231: 28,265 26,628
Old : 422,114: 133,505 148,092 74,790 190,263 175,290 398,558 398,172: 23,556 23,942
Other: 101,745: 21,421 45,760 13,218 62,397 40,081 97,036 99,059: 4,709 2,686
: : :
: : Changes in Commitments from: February 20, 2024 :
: -31,626: 71 5,056 -13,611 -18,522 -23,284 -32,062 -31,839: 436 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 28.0 25.8 48.2 41.1 94.6 94.9: 5.4 5.1
Old : 100.0: 31.6 35.1 17.7 45.1 41.5 94.4 94.3: 5.6 5.7
Other: 100.0: 21.1 45.0 13.0 61.3 39.4 95.4 97.4: 4.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 88 79 95 105 94 246 229:
Old : 307: 90 81 79 101 90 236 212:
Other: 154: 34 45 23 52 36 100 92:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 17.5 20.0 28.9 9.4 15.9 16.4 24.1
Old : 11.1 19.1 20.2 31.8 10.4 18.1 18.1 27.4
Other: 24.1 32.0 38.8 49.6 21.2 31.8 33.8 47.9
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 27, 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 : 1,534,097: 237,978 252,016 79,078 1,015,447 1,048,829 1,332,503 1,379,923: 201,594 154,174
Old : 1,534,097: 237,978 252,016 79,078 1,015,447 1,048,829 1,332,503 1,379,923: 201,594 154,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 116,962: 52,153 -28,603 63,605 6,542 83,823 122,300 118,825: -5,338 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 16.4 5.2 66.2 68.4 86.9 90.0: 13.1 10.0
Old : 100.0: 15.5 16.4 5.2 66.2 68.4 86.9 90.0: 13.1 10.0
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 : 205: 26 36 28 105 108 148 155:
Old : 205: 26 36 28 105 108 148 155:
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 : 19.4 20.2 32.6 33.2 18.4 14.9 31.2 26.4
Old : 19.4 20.2 32.6 33.2 18.4 14.9 31.2 26.4
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, February 27, 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 : 1,660,740: 146,336 466,119 47,228 1,287,850 1,000,032 1,481,414 1,513,379: 179,326 147,361
Old : 1,660,740: 146,336 466,119 47,228 1,287,850 1,000,032 1,481,414 1,513,379: 179,326 147,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -27,592: -11,806 -14,783 18,664 -45,381 -30,530 -38,523 -26,649: 10,931 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 28.1 2.8 77.5 60.2 89.2 91.1: 10.8 8.9
Old : 100.0: 8.8 28.1 2.8 77.5 60.2 89.2 91.1: 10.8 8.9
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 : 170: 13 22 20 107 96 133 125:
Old : 170: 13 22 20 107 96 133 125:
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 : 21.1 32.4 35.7 49.9 20.1 30.4 32.8 42.9
Old : 21.1 32.4 35.7 49.9 20.1 30.4 32.8 42.9
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, February 27, 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 : 459,860: 80,930 147,750 91,304 242,674 186,436 414,908 425,490: 44,952 34,370
Old : 387,305: 88,851 141,775 60,501 200,154 155,789 349,506 358,065: 37,799 29,240
Other: 72,555: 12,672 26,568 10,210 42,520 30,647 65,402 67,425: 7,153 5,130
: : :
: : Changes in Commitments from: February 20, 2024 :
: -41,077: -6,337 15,030 -26,997 -4,823 -31,911 -38,157 -43,878: -2,920 2,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.1 19.9 52.8 40.5 90.2 92.5: 9.8 7.5
Old : 100.0: 22.9 36.6 15.6 51.7 40.2 90.2 92.5: 9.8 7.5
Other: 100.0: 17.5 36.6 14.1 58.6 42.2 90.1 92.9: 9.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 71 86 86 132 97 261 224:
Old : 315: 83 81 73 130 89 252 209:
Other: 161: 32 38 25 77 34 125 82:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 18.7 16.9 28.3 7.9 16.8 13.5 25.1
Old : 11.2 18.9 17.9 28.9 9.2 17.3 15.6 26.1
Other: 21.4 29.0 32.5 46.8 20.9 28.1 31.9 42.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 27, 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 : 12,339: 6,841 1,145 310 2,473 9,921 9,624 11,376: 2,715 963
Old : 10,386: 6,519 1,206 235 1,271 8,124 8,025 9,565: 2,361 821
Other: 1,953: 383 0 14 1,202 1,797 1,599 1,811: 354 142
: : :
: : Changes in Commitments from: February 20, 2024 :
: 82: 563 -194 -57 -50 490 456 239: -374 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 9.3 2.5 20.0 80.4 78.0 92.2: 22.0 7.8
Old : 100.0: 62.8 11.6 2.3 12.2 78.2 77.3 92.1: 22.7 7.9
Other: 100.0: 19.6 0.0 0.7 61.5 92.0 81.9 92.7: 18.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 32 7 5 16 19 50 29:
Old : 67: 30 9 4 15 19 48 29:
Other: 22: 6 0 1 7 11 13 12:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 52.8 40.7 68.2 25.7 52.3 39.8 67.7
Old : 29.9 48.0 44.2 66.0 29.9 47.8 44.2 65.8
Other: 60.9 84.9 77.1 91.8 60.8 84.9 76.6 91.5
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 27, 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 : 3,770,154: 387,138 1,331,036 85,232 3,030,544 2,220,764 3,502,914 3,637,032: 267,240 133,122
Old : 3,770,154: 387,138 1,331,036 85,232 3,030,544 2,220,764 3,502,914 3,637,032: 267,240 133,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -260,696: 5,386 -159,840 -47,153 -219,376 -49,002 -261,143 -255,995: 447 -4,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 35.3 2.3 80.4 58.9 92.9 96.5: 7.1 3.5
Old : 100.0: 10.3 35.3 2.3 80.4 58.9 92.9 96.5: 7.1 3.5
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 : 440: 91 57 46 224 184 344 259:
Old : 440: 91 57 46 224 184 344 259:
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 : 20.7 26.9 29.7 42.1 19.1 26.8 27.0 41.7
Old : 20.7 26.9 29.7 42.1 19.1 26.8 27.0 41.7
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, February 27, 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 : 4,532,179: 474,529 1,140,111 134,886 3,492,870 2,876,485 4,102,285 4,151,482: 429,894 380,697
Old : 4,532,179: 474,529 1,140,111 134,886 3,492,870 2,876,485 4,102,285 4,151,482: 429,894 380,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -287,314: -2,483 -65,967 -53,939 -231,900 -189,832 -288,322 -309,738: 1,008 22,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 25.2 3.0 77.1 63.5 90.5 91.6: 9.5 8.4
Old : 100.0: 10.5 25.2 3.0 77.1 63.5 90.5 91.6: 9.5 8.4
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 : 392: 53 81 43 201 184 279 283:
Old : 392: 53 81 43 201 184 279 283:
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 : 22.0 19.1 33.3 29.2 19.5 18.1 28.8 26.9
Old : 22.0 19.1 33.3 29.2 19.5 18.1 28.8 26.9
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, February 27, 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 : 2,247,370: 281,655 471,555 58,530 1,696,545 1,434,706 2,036,730 1,964,791: 210,640 282,579
Old : 2,247,370: 281,655 471,555 58,530 1,696,545 1,434,706 2,036,730 1,964,791: 210,640 282,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 36,009: 13,869 12,730 -16,125 23,713 45,512 21,457 42,117: 14,552 -6,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 21.0 2.6 75.5 63.8 90.6 87.4: 9.4 12.6
Old : 100.0: 12.5 21.0 2.6 75.5 63.8 90.6 87.4: 9.4 12.6
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 : 199: 23 27 26 105 113 143 151:
Old : 199: 23 27 26 105 113 143 151:
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 : 35.1 24.0 48.8 34.7 33.0 22.1 42.8 29.7
Old : 35.1 24.0 48.8 34.7 33.0 22.1 42.8 29.7
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, February 27, 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 : 8,323: 1,930 829 5,286 172 336 7,388 6,451: 935 1,872
Old : 8,323: 1,930 829 5,286 172 336 7,388 6,451: 935 1,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.0 63.5 2.1 4.0 88.8 77.5: 11.2 22.5
Old : 100.0: 23.2 10.0 63.5 2.1 4.0 88.8 77.5: 11.2 22.5
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 : 20: 4 12 2 1 2 6 16:
Old : 20: 4 12 2 1 2 6 16:
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 : 86.6 69.1 88.8 73.4 25.0 7.9 25.3 11.3
Old : 86.6 69.1 88.8 73.4 25.0 7.9 25.3 11.3
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, February 27, 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 : 6,059,054: 382,396 1,577,789 173,935 5,074,656 4,015,853 5,630,987 5,767,577: 428,067 291,477
Old : 6,059,054: 382,396 1,577,789 173,935 5,074,656 4,015,853 5,630,987 5,767,577: 428,067 291,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 58,801: -40,605 -78,512 482 57,092 144,549 16,969 66,519: 41,832 -7,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 26.0 2.9 83.8 66.3 92.9 95.2: 7.1 4.8
Old : 100.0: 6.3 26.0 2.9 83.8 66.3 92.9 95.2: 7.1 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 : 412: 66 58 45 224 194 319 269:
Old : 412: 66 58 45 224 194 319 269:
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 : 21.1 27.0 30.6 38.7 19.6 23.8 26.8 34.9
Old : 21.1 27.0 30.6 38.7 19.6 23.8 26.8 34.9
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, February 27, 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 : 2,031,511: 264,244 485,648 305,370 1,427,609 1,204,534 1,997,223 1,995,552: 34,288 35,959
Old : 2,031,511: 264,244 485,648 305,370 1,427,609 1,204,534 1,997,223 1,995,552: 34,288 35,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 68,790: -7,424 51,450 38,171 38,802 -16,471 69,549 73,150: -759 -4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 23.9 15.0 70.3 59.3 98.3 98.2: 1.7 1.8
Old : 100.0: 13.0 23.9 15.0 70.3 59.3 98.3 98.2: 1.7 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 : 164: 26 40 42 80 82 131 142:
Old : 164: 26 40 42 80 82 131 142:
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 : 29.1 20.4 44.6 33.7 20.6 13.2 28.5 19.9
Old : 29.1 20.4 44.6 33.7 20.6 13.2 28.5 19.9
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, February 27, 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 : 106,563: 33,554 14,233 2,949 53,500 76,091 90,002 93,272: 16,561 13,291
Old : 106,563: 33,554 14,233 2,949 53,500 76,091 90,002 93,272: 16,561 13,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 1,820: 542 -839 250 -190 3,008 602 2,419: 1,218 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.4 2.8 50.2 71.4 84.5 87.5: 15.5 12.5
Old : 100.0: 31.5 13.4 2.8 50.2 71.4 84.5 87.5: 15.5 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 : 124: 45 27 13 38 31 88 66:
Old : 124: 45 27 13 38 31 88 66:
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 : 34.1 48.2 46.0 60.1 32.9 48.0 44.3 59.4
Old : 34.1 48.2 46.0 60.1 32.9 48.0 44.3 59.4
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, February 27, 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 : 104,051: 32,779 14,591 2,004 53,399 75,356 88,182 91,951: 15,869 12,100
Old : 104,051: 32,779 14,591 2,004 53,399 75,356 88,182 91,951: 15,869 12,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 1,677: 486 -974 261 -185 2,874 562 2,161: 1,115 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.0 1.9 51.3 72.4 84.7 88.4: 15.3 11.6
Old : 100.0: 31.5 14.0 1.9 51.3 72.4 84.7 88.4: 15.3 11.6
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 : 104: 34 20 10 36 29 75 54:
Old : 104: 34 20 10 36 29 75 54:
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 : 35.0 49.4 47.1 61.5 33.7 49.1 45.4 60.8
Old : 35.0 49.4 47.1 61.5 33.7 49.1 45.4 60.8
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, February 27, 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 : 53,603: 0 3,801 0 50,881 48,805 50,881 52,606: 2,722 997
Old : 53,603: 0 3,801 0 50,881 48,805 50,881 52,606: 2,722 997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -293: 0 190 0 -353 -348 -353 -158: 60 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 94.9 91.0 94.9 98.1: 5.1 1.9
Old : 100.0: 0.0 7.1 0.0 94.9 91.0 94.9 98.1: 5.1 1.9
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 4 0 25 13 25 17:
Old : 39: 0 4 0 25 13 25 17:
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 : 47.6 73.0 69.7 89.6 46.0 73.0 67.7 89.6
Old : 47.6 73.0 69.7 89.6 46.0 73.0 67.7 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders - Futures Only, February 27, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 25,116: 17,034 5,700 161 1,006 7,350 18,201 13,211: 6,915 11,905
Old : 25,116: 17,034 5,700 161 1,006 7,350 18,201 13,211: 6,915 11,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 1,433: 644 1,437 -198 -45 1,344 401 2,583: 1,032 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 22.7 0.6 4.0 29.3 72.5 52.6: 27.5 47.4
Old : 100.0: 67.8 22.7 0.6 4.0 29.3 72.5 52.6: 27.5 47.4
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 : 25: 12 10 3 2 2 14 15:
Old : 25: 12 10 3 2 2 14 15:
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 : 55.5 41.1 64.8 49.3 55.3 41.1 64.1 49.3
Old : 55.5 41.1 64.8 49.3 55.3 41.1 64.1 49.3
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, February 27, 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 : 96,296: 11,625 19,706 0 84,367 76,557 95,992 96,263: 304 33
Old : 96,296: 11,625 19,706 0 84,367 76,557 95,992 96,263: 304 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 76: 78 125 0 -2 -29 76 96: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.5 0.0 87.6 79.5 99.7 100.0: 0.3 0.0
Old : 100.0: 12.1 20.5 0.0 87.6 79.5 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 : 40: 19 14 0 6 1 25 15:
Old : 40: 19 14 0 6 1 25 15:
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 : 89.4 93.3 94.7 98.6 89.4 93.3 94.7 98.6
Old : 89.4 93.3 94.7 98.6 89.4 93.3 94.7 98.6
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, February 27, 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 : 79,909: 27,722 27,720 52,174 0 0 79,896 79,894: 13 15
Old : 79,909: 27,722 27,720 52,174 0 0 79,896 79,894: 13 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -50: -50 -20 0 0 0 -50 -20: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 34.7 65.3 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 34.7 34.7 65.3 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 : 25: 16 9 4 0 0 18 11:
Old : 25: 16 9 4 0 0 18 11:
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 : 70.8 99.0 88.5 99.8 20.0 34.3 31.7 34.6
Old : 70.8 99.0 88.5 99.8 20.0 34.3 31.7 34.6
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, February 27, 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 : 37,548: 26,717 15,844 10,820 0 10,804 37,537 37,468: 11 80
Old : 37,548: 26,717 15,844 10,820 0 10,804 37,537 37,468: 11 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 891: 881 881 10 0 0 891 891: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 42.2 28.8 0.0 28.8 100.0 99.8: 0.0 0.2
Old : 100.0: 71.2 42.2 28.8 0.0 28.8 100.0 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 : 29: 13 15 4 0 1 15 18:
Old : 29: 13 15 4 0 1 15 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 : 61.8 82.5 86.7 93.0 43.3 60.8 63.0 67.1
Old : 61.8 82.5 86.7 93.0 43.3 60.8 63.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 01, 2024