WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,879 COMMITMENTS 109,590 152,372 119,202 150,290 100,961 379,082 372,535 30,797 37,344 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 9,554) 369 -3,460 11,536 -2,745 1,990 9,160 10,066 394 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 37.2 29.1 36.7 24.6 92.5 90.9 7.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 97 117 117 100 95 275 269 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,673 COMMITMENTS 56,356 82,443 62,283 90,713 62,763 209,352 207,489 18,321 20,184 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 8,013) 626 -1,334 5,407 2,446 5,682 8,479 9,755 -466 -1,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 36.2 27.4 39.8 27.6 92.0 91.1 8.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 59 65 64 68 64 164 159 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,584,896 COMMITMENTS 260,804 480,004 424,086 748,409 509,583 1433299 1413673 151,597 171,223 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 81,074) 7,979 7,211 40,424 29,594 32,985 77,997 80,620 3,077 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 30.3 26.8 47.2 32.2 90.4 89.2 9.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738) 127 154 168 311 312 546 568 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,789 COMMITMENTS 81,762 187,756 169,712 426,862 303,372 678,336 660,840 48,453 65,949 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 46,784) -3,688 8,638 28,958 20,447 9,396 45,717 46,992 1,067 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 25.8 23.4 58.7 41.7 93.3 90.9 6.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534) 123 145 156 183 211 404 431 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 560,201 COMMITMENTS 102,022 127,380 149,603 277,032 254,967 528,657 531,950 31,544 28,251 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 19,912) 952 -1,277 13,827 3,741 6,910 18,520 19,460 1,392 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 22.7 26.7 49.5 45.5 94.4 95.0 5.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 96 76 97 104 89 253 222 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,443,490 COMMITMENTS 176,767 305,778 9,601 1054016 983,760 1240384 1299139 203,106 144,351 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,122) -4,791 -3,532 1,007 -2,591 -2,701 -6,375 -5,226 7,497 6,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 21.2 0.7 73.0 68.2 85.9 90.0 14.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 24 36 17 99 111 135 152 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,661,311 COMMITMENTS 160,975 492,084 4,284 1331665 1013090 1496924 1509458 164,387 151,853 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -17,957) -4,126 4,365 -296 -7,876 -20,377 -12,298 -16,308 -5,659 -1,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 29.6 0.3 80.2 61.0 90.1 90.9 9.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 15 28 13 114 94 136 128 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 480,036 COMMITMENTS 81,459 102,075 108,683 242,263 236,143 432,405 446,901 47,631 33,135 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 14,255) -5,857 3,517 7,236 14,290 1,999 15,669 12,752 -1,414 1,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 21.3 22.6 50.5 49.2 90.1 93.1 9.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 80 72 92 130 101 264 227 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,712 COMMITMENTS 5,132 1,191 142 2,846 8,561 8,120 9,894 2,592 818 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 48) 45 309 -72 121 -393 94 -156 -46 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 11.1 1.3 26.6 79.9 75.8 92.4 24.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 30 5 4 13 19 44 28 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,942,469 COMMITMENTS 390,426 1659311 66,645 3225354 2089836 3682425 3815792 260,044 126,677 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 41,650) -46,620 19,758 5,092 71,463 24,467 29,935 49,317 11,715 -7,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 42.1 1.7 81.8 53.0 93.4 96.8 6.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 94 54 26 241 176 348 243 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,644,740 COMMITMENTS 480,223 1264901 68,406 3691229 2960944 4239858 4294251 404,882 350,489 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -99,974) 58,691 -46,016 -6,595 -145,268 -52,778 -93,172 -105,389 -6,802 5,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 27.2 1.5 79.5 63.7 91.3 92.5 8.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 57 75 43 214 188 299 278 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,130,264 COMMITMENTS 333,872 472,387 24,777 1584840 1347188 1943489 1844352 186,775 285,912 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 36,147) 1,640 -20,017 5,425 45,469 44,055 52,534 29,463 -16,387 6,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 22.2 1.2 74.4 63.2 91.2 86.6 8.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 25 23 17 100 108 133 140 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,998,809 COMMITMENTS 481,506 1712695 71,792 5010369 3938719 5563667 5723206 435,142 275,603 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 85,538) 11,246 45,598 357 71,361 45,594 82,964 91,549 2,574 -6,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 28.6 1.2 83.5 65.7 92.7 95.4 7.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 64 48 31 214 175 294 238 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,891,792 COMMITMENTS 240,298 315,677 372,417 1247261 1152221 1859976 1840315 31,816 51,477 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 80,527) -5,477 3,842 37,613 53,269 42,880 85,405 84,335 -4,878 -3,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 16.7 19.7 65.9 60.9 98.3 97.3 1.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 26 41 46 80 85 135 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,763 COMMITMENTS 33,822 14,760 2,613 49,699 71,552 86,134 88,924 15,629 12,839 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,611) 262 -516 110 524 4,524 896 4,118 715 -2,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 14.5 2.6 48.8 70.3 84.6 87.4 15.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 38 31 16 35 28 79 70 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,697 COMMITMENTS 33,261 15,013 1,797 49,637 71,190 84,695 88,000 15,002 11,697 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,532) 553 -308 -204 500 4,437 849 3,925 683 -2,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 15.1 1.8 49.8 71.4 85.0 88.3 15.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 30 27 12 34 27 68 62 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 61,247 COMMITMENTS 570 1,851 0 58,009 58,419 58,579 60,270 2,668 977 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,434) 334 1,323 0 2,342 1,035 2,676 2,358 -242 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.0 0.0 94.7 95.4 95.6 98.4 4.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 0 24 12 25 15 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 20,661 COMMITMENTS 13,552 5,405 221 616 3,615 14,389 9,241 6,272 11,420 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 794) 446 1,277 -216 244 873 474 1,934 320 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.6 26.2 1.1 3.0 17.5 69.6 44.7 30.4 55.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 8 2 1 2 11 12 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 93,694 COMMITMENTS 10,372 17,036 0 83,043 76,587 93,415 93,623 279 71 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 392) 378 343 0 21 0 399 343 -7 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 18.2 0.0 88.6 81.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 18 11 0 6 2 24 13 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 79,879 COMMITMENTS 28,058 28,051 51,808 0 0 79,866 79,859 13 20 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 3,490) 1,615 1,615 1,875 0 0 3,490 3,490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 35.1 64.9 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 15 11 4 0 0 17 13 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 01/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 34,788 COMMITMENTS 23,368 12,624 11,414 0 10,688 34,782 34,726 6 62 CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -2,857) -2,739 -2,060 -118 0 -679 -2,857 -2,857 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 36.3 32.8 0.0 30.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 12 17 4 0 1 14 20
Updated January 26, 2024