WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 11, 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 : 395,778: 111,810 136,836 96,556 152,969 124,296 361,335 357,688: 34,443 38,090
Old : 374,741: 107,792 136,358 88,600 145,063 115,468 341,455 340,426: 33,286 34,315
Other: 21,037: 10,317 6,777 1,657 7,906 8,828 19,880 17,262: 1,157 3,775
: : :
: : Changes in Commitments from: June 4, 2024 :
: -38,791: -10,088 -3,183 -19,758 -10,935 -14,063 -40,781 -37,004: 1,990 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 34.6 24.4 38.7 31.4 91.3 90.4: 8.7 9.6
Old : 100.0: 28.8 36.4 23.6 38.7 30.8 91.1 90.8: 8.9 9.2
Other: 100.0: 49.0 32.2 7.9 37.6 42.0 94.5 82.1: 5.5 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 108 106 126 105 108 289 276:
Old : 358: 112 103 123 104 106 285 273:
Other: 122: 18 30 11 24 56 52 88:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 13.8 20.0 21.2 10.4 10.8 16.8 16.3
Old : 12.1 14.2 20.2 21.9 10.5 11.3 16.7 17.1
Other: 51.1 20.9 66.2 33.0 51.0 18.4 64.9 28.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 11, 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 : 232,288: 60,361 70,560 50,174 104,528 87,256 215,063 207,990: 17,225 24,298
Old : 228,363: 60,014 70,755 48,723 103,223 86,026 211,960 205,504: 16,403 22,859
Other: 3,925: 1,660 1,118 138 1,305 1,230 3,103 2,486: 822 1,439
: : :
: : Changes in Commitments from: June 4, 2024 :
: -20,313: -2,721 -325 -10,007 -7,199 -10,161 -19,927 -20,493: -386 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 30.4 21.6 45.0 37.6 92.6 89.5: 7.4 10.5
Old : 100.0: 26.3 31.0 21.3 45.2 37.7 92.8 90.0: 7.2 10.0
Other: 100.0: 42.3 28.5 3.5 33.2 31.3 79.1 63.3: 20.9 36.7
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 60 55 66 75 77 171 166:
Old : 215: 62 55 64 74 75 168 163:
Other: 67: 10 14 6 15 34 28 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 14.7 25.6 24.4 12.4 13.6 21.5 20.4
Old : 16.2 14.9 26.0 24.8 12.6 13.9 21.8 20.8
Other: 55.6 20.7 68.1 32.1 54.9 20.7 65.1 30.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 11, 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 : 1,600,311: 367,952 468,984 405,223 684,662 548,998 1,457,837 1,423,205: 142,474 177,106
Old : 924,655: 345,722 437,015 127,973 358,236 288,608 831,931 853,596: 92,724 71,059
Other: 675,656: 234,209 243,948 65,271 326,426 260,390 625,906 569,609: 49,750 106,047
: : :
: : Changes in Commitments from: June 4, 2024 :
: -35,429: 28,808 9,907 -45,120 -17,804 1,781 -34,116 -33,432: -1,313 -1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 29.3 25.3 42.8 34.3 91.1 88.9: 8.9 11.1
Old : 100.0: 37.4 47.3 13.8 38.7 31.2 90.0 92.3: 10.0 7.7
Other: 100.0: 34.7 36.1 9.7 48.3 38.5 92.6 84.3: 7.4 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 156 141 178 320 321 575 569:
Old : 665: 137 144 92 264 250 451 437:
Other: 598: 126 104 89 195 267 371 420:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.7 17.1 19.2 8.3 9.0 14.2 14.4
Old : 12.0 19.4 19.6 27.3 11.7 18.8 17.7 24.9
Other: 17.9 14.4 27.1 22.7 17.6 14.4 26.0 22.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 11, 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 : 809,104: 132,626 188,971 158,709 466,998 394,613 758,333 742,293: 50,771 66,811
Old : 320,401: 88,995 87,914 32,122 172,041 177,323 293,158 297,359: 27,243 23,042
Other: 488,703: 91,186 148,612 79,032 294,957 217,290 465,175 444,934: 23,528 43,769
: : :
: : Changes in Commitments from: June 4, 2024 :
: -26,751: 4,550 8,906 -18,581 -12,272 -13,365 -26,303 -23,040: -448 -3,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.4 19.6 57.7 48.8 93.7 91.7: 6.3 8.3
Old : 100.0: 27.8 27.4 10.0 53.7 55.3 91.5 92.8: 8.5 7.2
Other: 100.0: 18.7 30.4 16.2 60.4 44.5 95.2 91.0: 4.8 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 527: 124 137 157 192 207 414 423:
Old : 434: 111 95 71 136 156 282 289:
Other: 465: 104 123 109 159 172 335 343:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.8 21.9 22.1 13.5 13.3 19.4 18.9
Old : 17.3 23.4 25.6 32.7 15.8 22.8 23.3 31.0
Other: 15.8 11.0 24.4 19.9 15.7 9.5 23.1 16.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 11, 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 : 565,930: 116,384 165,335 114,028 303,783 259,617 534,195 538,980: 31,735 26,950
Old : 290,547: 104,768 112,538 33,131 133,536 128,044 271,435 273,713: 19,112 16,834
Other: 275,383: 55,567 96,748 36,946 170,247 131,573 262,760 265,267: 12,623 10,116
: : :
: : Changes in Commitments from: June 4, 2024 :
: -4,926: 1,866 14,232 -1,089 -5,765 -17,248 -4,988 -4,105: 62 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 29.2 20.1 53.7 45.9 94.4 95.2: 5.6 4.8
Old : 100.0: 36.1 38.7 11.4 46.0 44.1 93.4 94.2: 6.6 5.8
Other: 100.0: 20.2 35.1 13.4 61.8 47.8 95.4 96.3: 4.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 100 88 101 114 95 264 243:
Old : 305: 94 78 55 100 86 219 198:
Other: 254: 76 62 59 82 65 190 158:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 17.7 18.7 27.5 8.5 16.1 15.6 23.8
Old : 12.6 19.6 21.6 30.2 11.7 18.9 18.7 29.5
Other: 15.3 23.8 25.3 35.0 15.1 20.6 23.6 30.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 11, 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 : 1,635,945: 285,394 297,305 15,207 1,130,362 1,169,799 1,430,963 1,482,311: 204,982 153,634
Old : 1,635,945: 285,394 297,305 15,207 1,130,362 1,169,799 1,430,963 1,482,311: 204,982 153,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: -7,778: -2,684 -6,263 -5,358 4,312 7,490 -3,730 -4,131: -4,048 -3,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.2 0.9 69.1 71.5 87.5 90.6: 12.5 9.4
Old : 100.0: 17.4 18.2 0.9 69.1 71.5 87.5 90.6: 12.5 9.4
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 : 221: 29 31 23 111 114 155 153:
Old : 221: 29 31 23 111 114 155 153:
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 : 22.5 27.2 37.7 39.1 21.7 25.2 36.8 35.6
Old : 22.5 27.2 37.7 39.1 21.7 25.2 36.8 35.6
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, June 11, 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 : 1,712,214: 146,959 492,066 29,328 1,361,139 1,020,317 1,537,426 1,541,711: 174,788 170,503
Old : 1,712,214: 146,959 492,066 29,328 1,361,139 1,020,317 1,537,426 1,541,711: 174,788 170,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: -4,374: -823 13,753 -8,119 9,424 -6,385 482 -751: -4,856 -3,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 28.7 1.7 79.5 59.6 89.8 90.0: 10.2 10.0
Old : 100.0: 8.6 28.7 1.7 79.5 59.6 89.8 90.0: 10.2 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 : 181: 17 25 16 106 95 131 128:
Old : 181: 17 25 16 106 95 131 128:
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 : 22.8 33.6 37.9 47.4 21.4 32.5 33.1 42.4
Old : 22.8 33.6 37.9 47.4 21.4 32.5 33.1 42.4
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, June 11, 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 : 483,106: 142,409 49,875 105,471 188,358 300,505 436,238 455,851: 46,868 27,255
Old : 238,722: 95,309 36,677 30,583 85,241 155,747 211,133 223,007: 27,589 15,715
Other: 244,384: 78,210 44,308 43,778 103,117 144,758 225,105 232,844: 19,279 11,540
: : :
: : Changes in Commitments from: June 4, 2024 :
: 7,313: -9,510 -4,636 14,980 2,014 -3,167 7,484 7,177: -171 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.3 21.8 39.0 62.2 90.3 94.4: 9.7 5.6
Old : 100.0: 39.9 15.4 12.8 35.7 65.2 88.4 93.4: 11.6 6.6
Other: 100.0: 32.0 18.1 17.9 42.2 59.2 92.1 95.3: 7.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 98 48 97 122 122 266 238:
Old : 279: 91 39 67 107 105 223 192:
Other: 262: 74 59 63 89 82 199 171:
:----------------------------------------------------------------------------------------------------
: 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 28.1 19.6 38.9 10.4 27.2 18.3 35.2
Old : 13.7 26.5 21.6 37.0 13.5 26.0 20.9 35.5
Other: 17.1 31.3 27.6 44.9 15.3 29.5 25.0 40.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 11, 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 : 8,526: 2,484 1,427 135 3,901 5,997 6,520 7,559: 2,006 967
Old : 2,684: 985 1,052 1 799 1,240 1,785 2,293: 899 391
Other: 5,842: 1,619 495 14 3,102 4,757 4,735 5,266: 1,107 576
: : :
: : Changes in Commitments from: June 4, 2024 :
: -39: 84 501 -129 191 -408 146 -36: -185 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 16.7 1.6 45.8 70.3 76.5 88.7: 23.5 11.3
Old : 100.0: 36.7 39.2 0.0 29.8 46.2 66.5 85.4: 33.5 14.6
Other: 100.0: 27.7 8.5 0.2 53.1 81.4 81.1 90.1: 18.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 17 9 7 18 18 37 33:
Old : 38: 14 8 1 6 10 20 19:
Other: 42: 11 7 4 15 16 27 26:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 51.8 39.7 64.8 24.7 51.5 36.2 62.8
Old : 35.8 44.9 52.4 64.5 35.8 44.9 52.4 64.5
Other: 31.9 65.3 51.6 77.1 31.6 64.9 50.4 75.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 11, 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 : 3,982,747: 561,770 1,696,986 37,063 3,118,283 2,121,933 3,717,116 3,855,982: 265,631 126,765
Old : 3,982,747: 561,770 1,696,986 37,063 3,118,283 2,121,933 3,717,116 3,855,982: 265,631 126,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 140,849: 45,406 145,200 -22,585 120,923 20,516 143,744 143,131: -2,895 -2,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 42.6 0.9 78.3 53.3 93.3 96.8: 6.7 3.2
Old : 100.0: 14.1 42.6 0.9 78.3 53.3 93.3 96.8: 6.7 3.2
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 : 487: 113 60 34 250 171 378 250:
Old : 487: 113 60 34 250 171 378 250:
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 : 19.8 25.7 28.5 38.3 18.1 25.7 24.8 37.7
Old : 19.8 25.7 28.5 38.3 18.1 25.7 24.8 37.7
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, June 11, 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 : 4,308,305: 473,542 781,234 121,769 3,310,315 3,029,623 3,905,626 3,932,626: 402,679 375,679
Old : 4,308,305: 473,542 781,234 121,769 3,310,315 3,029,623 3,905,626 3,932,626: 402,679 375,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: -105,631: 26,329 -120,734 -22,760 -105,334 57,629 -101,765 -85,865: -3,866 -19,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.1 2.8 76.8 70.3 90.7 91.3: 9.3 8.7
Old : 100.0: 11.0 18.1 2.8 76.8 70.3 90.7 91.3: 9.3 8.7
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: 57 65 33 209 200 284 280:
Old : 412: 57 65 33 209 200 284 280:
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 : 22.2 21.7 31.6 30.4 19.9 20.8 27.3 28.6
Old : 22.2 21.7 31.6 30.4 19.9 20.8 27.3 28.6
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, June 11, 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 : 2,020,471: 241,271 429,643 30,198 1,553,152 1,294,861 1,824,621 1,754,702: 195,850 265,769
Old : 2,020,471: 241,271 429,643 30,198 1,553,152 1,294,861 1,824,621 1,754,702: 195,850 265,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: -5,998: 7,731 -931 -5,588 -7,412 2,818 -5,269 -3,701: -729 -2,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.3 1.5 76.9 64.1 90.3 86.8: 9.7 13.2
Old : 100.0: 11.9 21.3 1.5 76.9 64.1 90.3 86.8: 9.7 13.2
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 : 196: 25 27 19 104 110 140 145:
Old : 196: 25 27 19 104 110 140 145:
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 : 33.2 23.4 46.8 35.1 26.2 18.7 36.9 27.6
Old : 33.2 23.4 46.8 35.1 26.2 18.7 36.9 27.6
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, June 11, 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 : 4,425: 2,619 839 1,037 0 1,350 3,656 3,226: 769 1,199
Old : 4,425: 2,619 839 1,037 0 1,350 3,656 3,226: 769 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 657: 472 -18 324 0 97 796 403: -139 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 19.0 23.4 0.0 30.5 82.6 72.9: 17.4 27.1
Old : 100.0: 59.2 19.0 23.4 0.0 30.5 82.6 72.9: 17.4 27.1
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 : 22: 6 15 1 0 1 6 17:
Old : 22: 6 15 1 0 1 6 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 : 81.0 60.5 82.6 66.5 57.6 39.3 59.2 44.2
Old : 81.0 60.5 82.6 66.5 57.6 39.3 59.2 44.2
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, June 11, 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 : 6,259,966: 405,601 1,903,025 88,619 5,334,369 3,969,930 5,828,589 5,961,574: 431,377 298,392
Old : 6,259,966: 405,601 1,903,025 88,619 5,334,369 3,969,930 5,828,589 5,961,574: 431,377 298,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 11,539: 16,484 -59,129 -34,414 25,769 101,279 7,839 7,736: 3,700 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 30.4 1.4 85.2 63.4 93.1 95.2: 6.9 4.8
Old : 100.0: 6.5 30.4 1.4 85.2 63.4 93.1 95.2: 6.9 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 : 410: 57 59 28 223 186 295 258:
Old : 410: 57 59 28 223 186 295 258:
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 : 23.5 21.7 33.3 35.0 20.1 21.5 28.6 34.8
Old : 23.5 21.7 33.3 35.0 20.1 21.5 28.6 34.8
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, June 11, 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 : 1,484,255: 190,848 271,051 296,554 958,618 874,028 1,446,020 1,441,633: 38,235 42,622
Old : 1,484,255: 190,848 271,051 296,554 958,618 874,028 1,446,020 1,441,633: 38,235 42,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 98,201: -6,008 61,215 23,074 77,867 5,683 94,933 89,972: 3,268 8,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.3 20.0 64.6 58.9 97.4 97.1: 2.6 2.9
Old : 100.0: 12.9 18.3 20.0 64.6 58.9 97.4 97.1: 2.6 2.9
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 : 148: 19 41 46 75 77 126 133:
Old : 148: 19 41 46 75 77 126 133:
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 : 21.8 20.7 35.0 34.5 17.8 12.1 26.5 19.9
Old : 21.8 20.7 35.0 34.5 17.8 12.1 26.5 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, June 11, 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 : 107,902: 19,838 17,462 7,729 66,292 70,690 93,859 95,881: 14,043 12,021
Old : 107,902: 19,838 17,462 7,729 66,292 70,690 93,859 95,881: 14,043 12,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 7,268: -1,170 4,740 1,063 7,583 1,786 7,476 7,589: -208 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.2 7.2 61.4 65.5 87.0 88.9: 13.0 11.1
Old : 100.0: 18.4 16.2 7.2 61.4 65.5 87.0 88.9: 13.0 11.1
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: 29 25 16 34 29 71 62:
Old : 104: 29 25 16 34 29 71 62:
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 : 38.8 36.0 52.3 54.6 38.6 36.0 50.8 54.4
Old : 38.8 36.0 52.3 54.6 38.6 36.0 50.8 54.4
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, June 11, 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 : 105,519: 20,277 17,113 6,505 66,190 70,668 92,972 94,286: 12,547 11,233
Old : 105,519: 20,277 17,113 6,505 66,190 70,668 92,972 94,286: 12,547 11,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 4,885: -731 4,391 -161 7,481 1,764 6,589 5,994: -1,704 -1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.2 6.2 62.7 67.0 88.1 89.4: 11.9 10.6
Old : 100.0: 19.2 16.2 6.2 62.7 67.0 88.1 89.4: 11.9 10.6
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 : 93: 24 21 13 33 28 63 56:
Old : 93: 24 21 13 33 28 63 56:
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 : 39.6 36.8 53.5 55.8 39.5 36.8 51.9 55.6
Old : 39.6 36.8 53.5 55.8 39.5 36.8 51.9 55.6
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, June 11, 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 : 56,089: 0 3,105 0 53,467 52,171 53,467 55,276: 2,622 813
Old : 56,089: 0 3,105 0 53,467 52,171 53,467 55,276: 2,622 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 3,917: 0 125 0 4,018 3,923 4,018 4,048: -101 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 0.0 95.3 93.0 95.3 98.6: 4.7 1.4
Old : 100.0: 0.0 5.5 0.0 95.3 93.0 95.3 98.6: 4.7 1.4
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 : 40: 0 5 0 28 11 28 16:
Old : 40: 0 5 0 28 11 28 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 : 48.0 82.4 70.6 93.5 47.1 82.4 68.9 93.0
Old : 48.0 82.4 70.6 93.5 47.1 82.4 68.9 93.0
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, June 11, 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 : 23,828: 7,737 15,609 118 1,017 221 8,872 15,948: 14,956 7,880
Old : 23,828: 7,737 15,609 118 1,017 221 8,872 15,948: 14,956 7,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 65.5 0.5 4.3 0.9 37.2 66.9: 62.8 33.1
Old : 100.0: 32.5 65.5 0.5 4.3 0.9 37.2 66.9: 62.8 33.1
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: 8 9 3 2 1 13 10:
Old : 20: 8 9 3 2 1 13 10:
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 55.7 34.7 64.9 27.1 55.7 34.7 64.8
Old : 27.1 55.7 34.7 64.9 27.1 55.7 34.7 64.8
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, June 11, 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 : 102,859: 21,255 26,506 1,385 79,766 74,880 102,406 102,771: 453 88
Old : 102,859: 21,255 26,506 1,385 79,766 74,880 102,406 102,771: 453 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: -195: 753 328 -531 -417 0 -195 -203: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 25.8 1.3 77.5 72.8 99.6 99.9: 0.4 0.1
Old : 100.0: 20.7 25.8 1.3 77.5 72.8 99.6 99.9: 0.4 0.1
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 : 45: 25 13 2 6 2 32 16:
Old : 45: 25 13 2 6 2 32 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 : 82.6 91.1 90.0 97.3 82.6 90.4 90.0 96.2
Old : 82.6 91.1 90.0 97.3 82.6 90.4 90.0 96.2
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, June 11, 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 : 89,022: 39,746 39,739 49,259 0 0 89,005 88,998: 17 24
Old : 89,022: 39,746 39,739 49,259 0 0 89,005 88,998: 17 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: -1,511: 330 312 -1,841 0 0 -1,511 -1,529: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 44.6 55.3 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 44.6 44.6 55.3 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 : 29: 17 12 5 0 0 20 14:
Old : 29: 17 12 5 0 0 20 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 : 72.6 97.1 88.4 99.5 30.7 43.7 42.0 44.5
Old : 72.6 97.1 88.4 99.5 30.7 43.7 42.0 44.5
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, June 11, 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 : 55,490: 34,824 26,204 20,646 0 8,572 55,470 55,422: 20 68
Old : 55,490: 34,824 26,204 20,646 0 8,572 55,470 55,422: 20 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2024 :
: 14,934: 1,953 1,650 12,981 0 303 14,934 14,934: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 47.2 37.2 0.0 15.4 100.0 99.9: 0.0 0.1
Old : 100.0: 62.8 47.2 37.2 0.0 15.4 100.0 99.9: 0.0 0.1
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 : 32: 13 17 4 0 2 15 21:
Old : 32: 13 17 4 0 2 15 21:
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 : 73.1 75.0 91.9 90.1 47.9 41.7 59.3 56.2
Old : 73.1 75.0 91.9 90.1 47.9 41.7 59.3 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2024