WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 373,687 COMMITMENTS 107,680 141,070 98,331 138,560 96,128 344,571 335,529 29,116 38,158 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 7,380) -619 -846 5,641 209 -1,447 5,231 3,348 2,149 4,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 37.8 26.3 37.1 25.7 92.2 89.8 7.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 100 110 115 97 90 271 257 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,486 COMMITMENTS 54,526 77,257 53,809 86,466 64,045 194,801 195,111 19,685 19,375 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 3,320) 1,499 1,652 -2,986 3,474 4,609 1,987 3,275 1,333 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 36.0 25.1 40.3 29.9 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 55 64 60 68 69 159 160 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,410,115 COMMITMENTS 263,111 436,144 345,875 654,962 460,941 1263948 1242960 146,167 167,155 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 80,111) 760 27,065 38,257 36,620 17,697 75,637 83,019 4,474 -2,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 30.9 24.5 46.4 32.7 89.6 88.1 10.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719) 128 154 157 297 301 522 550 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 658,250 COMMITMENTS 99,237 137,286 130,556 378,409 324,789 608,202 592,631 50,048 65,619 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 18,760) -573 15,548 6,891 11,847 -6,435 18,165 16,004 595 2,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 20.9 19.8 57.5 49.3 92.4 90.0 7.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512) 114 142 148 174 207 381 415 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 512,457 COMMITMENTS 95,344 124,552 128,699 258,646 230,992 482,689 484,243 29,768 28,214 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 17,972) 5,590 2,311 9,775 2,992 5,950 18,357 18,036 -385 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 24.3 25.1 50.5 45.1 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 91 81 94 99 84 242 217 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,452,040 COMMITMENTS 178,714 334,466 6,592 1068735 972,584 1254041 1313642 197,999 138,398 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 24,306) 5,782 20,909 1,093 12,581 3,851 19,456 25,853 4,850 -1,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 23.0 0.5 73.6 67.0 86.4 90.5 13.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 25 37 21 102 110 141 154 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,678,240 COMMITMENTS 154,339 467,534 4,606 1352257 1062036 1511202 1534176 167,038 144,064 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 13,038) -1,282 9,049 1,960 8,449 11,294 9,127 22,303 3,911 -9,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 27.9 0.3 80.6 63.3 90.0 91.4 10.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 15 28 12 111 94 132 128 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 436,556 COMMITMENTS 90,725 93,215 90,762 210,311 221,145 391,798 405,122 44,758 31,434 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 15,052) -17,655 11,773 9,598 20,630 -6,689 12,573 14,682 2,479 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 21.4 20.8 48.2 50.7 89.7 92.8 10.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 71 80 87 119 97 249 216 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,854 COMMITMENTS 5,091 737 258 2,981 9,179 8,330 10,174 2,524 680 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -838) -346 414 -25 -256 -1,164 -627 -775 -211 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 6.8 2.4 27.5 84.6 76.7 93.7 23.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 30 5 5 17 18 48 27 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,781,552 COMMITMENTS 421,993 1660650 64,353 3038980 1929357 3525326 3654360 256,226 127,192 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 11,007) -202 -4,584 7,634 -3,669 15,525 3,763 18,575 7,244 -7,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 43.9 1.7 80.4 51.0 93.2 96.6 6.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454) 99 53 29 241 171 354 239 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,652,295 COMMITMENTS 469,964 1256984 72,683 3695263 2968775 4237910 4298442 414,385 353,853 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 31,597) 74,654 29,011 3,532 -61,491 -5,411 16,695 27,132 14,902 4,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 27.0 1.6 79.4 63.8 91.1 92.4 8.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 64 73 38 206 192 290 283 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,098,436 COMMITMENTS 324,787 498,586 25,162 1545552 1300860 1895501 1824608 202,935 273,828 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 16,125) 66,167 -9,488 -3,800 -47,169 20,157 15,198 6,869 927 9,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 23.8 1.2 73.7 62.0 90.3 87.0 9.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 26 23 13 96 106 128 136 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,392 COMMITMENTS 1,380 2,141 80 867 0 2,327 2,221 1,065 1,171 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 735) -249 482 49 813 0 613 531 122 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 63.1 2.4 25.6 0.0 68.6 65.5 31.4 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 11 3 1 0 13 13 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,798,901 COMMITMENTS 443,301 1613483 75,467 4841923 3833326 5360691 5522276 438,210 276,625 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 1,585) 55,189 -64,089 -29,749 -32,128 105,967 -6,688 12,129 8,273 -10,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 27.8 1.3 83.5 66.1 92.4 95.2 7.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 62 42 27 206 178 282 233 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,626,636 COMMITMENTS 165,155 301,348 291,069 1131777 989,132 1588001 1581549 38,635 45,087 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 141,795) -10,339 -5,473 54,492 87,020 86,270 131,173 135,289 10,622 6,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 18.5 17.9 69.6 60.8 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 27 45 49 68 75 126 138 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,318 COMMITMENTS 36,987 12,908 2,656 49,419 74,852 89,062 90,416 14,256 12,902 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -46) 2,678 -1,859 1,046 -4,227 616 -503 -197 457 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 12.5 2.6 47.8 72.4 86.2 87.5 13.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 28 21 13 33 30 66 59 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,318 COMMITMENTS 36,987 12,908 2,656 49,419 74,852 89,062 90,416 14,256 12,902 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -46) 2,678 -1,859 1,046 -4,227 616 -503 -197 457 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 12.5 2.6 47.8 72.4 86.2 87.5 13.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 28 21 13 33 30 66 59 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 57,963 COMMITMENTS 0 515 0 55,381 56,395 55,381 56,910 2,582 1,053 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 5,077) 0 -59 0 4,977 4,906 4,977 4,847 100 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 95.5 97.3 95.5 98.2 4.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 2 0 28 12 28 14 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 94,124 COMMITMENTS 10,562 17,466 32 83,252 76,587 93,846 94,085 278 39 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 21,688) -1,235 -1,522 32 22,877 23,182 21,674 21,692 14 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 18.6 0.0 88.4 81.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 18 10 1 6 2 24 13 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 75,401 COMMITMENTS 25,458 25,448 49,933 0 0 75,391 75,381 10 20 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 2,450) 2,450 2,450 0 0 0 2,450 2,450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 33.8 66.2 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 13 10 4 0 0 15 12 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 01/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 37,636 COMMITMENTS 25,854 14,426 11,782 0 11,367 37,636 37,575 0 61 CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 289) 291 291 -2 0 0 289 289 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.7 38.3 31.3 0.0 30.2 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 15 3 0 1 13 18
Updated January 12, 2024