WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,009 COMMITMENTS 124,909 153,916 97,278 143,969 110,209 366,156 361,403 29,853 34,606 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: -23,537) 3,564 -5,713 -16,274 -8,578 836 -21,288 -21,151 -2,249 -2,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 38.9 24.6 36.4 27.8 92.5 91.3 7.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 107 123 123 89 93 270 274 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 252,919 COMMITMENTS 62,886 90,503 58,592 110,726 81,295 232,204 230,390 20,715 22,529 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 2,060) 279 5,637 -11,255 11,469 5,284 493 -334 1,567 2,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 35.8 23.2 43.8 32.1 91.8 91.1 8.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 56 67 71 70 68 172 170 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,610,391 COMMITMENTS 281,214 527,153 440,776 730,978 467,474 1452968 1435403 157,423 174,988 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 1,014) 5,250 21,767 9,538 -11,338 -30,851 3,450 454 -2,436 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 32.7 27.4 45.4 29.0 90.2 89.1 9.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733) 119 170 176 324 312 555 577 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,700 COMMITMENTS 86,975 248,726 173,598 456,229 284,591 716,802 706,915 52,898 62,785 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: -7,399) 6,716 7,650 -16,385 3,077 3,359 -6,592 -5,376 -807 -2,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 32.3 22.6 59.3 37.0 93.1 91.8 6.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 107 166 153 181 195 391 427 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 556,400 COMMITMENTS 105,702 130,318 147,250 275,768 250,305 528,720 527,873 27,680 28,527 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: -30,019) 2,500 -7,485 -11,568 -18,255 -10,955 -27,323 -30,008 -2,696 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 23.4 26.5 49.6 45.0 95.0 94.9 5.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 89 84 93 115 100 258 232 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,434,869 COMMITMENTS 185,581 298,952 13,641 1029694 970,631 1228916 1283224 205,953 151,645 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 1,443) 13,393 -16,022 -8,241 -8,928 15,985 -3,776 -8,278 5,219 9,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 20.8 1.0 71.8 67.6 85.6 89.4 14.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 23 39 22 104 108 142 154 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,673,295 COMMITMENTS 165,750 500,626 5,713 1330881 1021876 1502344 1528215 170,951 145,080 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 22,104) 9,852 3,524 1,889 3,386 19,229 15,127 24,642 6,977 -2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 29.9 0.3 79.5 61.1 89.8 91.3 10.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 16 24 13 115 95 139 124 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 494,513 COMMITMENTS 79,737 125,204 121,886 244,539 215,809 446,162 462,899 48,351 31,614 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 3,299) 4,254 15,799 -7,390 6,329 -6,405 3,193 2,004 106 1,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 25.3 24.6 49.5 43.6 90.2 93.6 9.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 85 76 101 135 105 278 239 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,116 COMMITMENTS 6,165 1,406 481 2,595 9,066 9,241 10,953 2,875 1,163 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 389) 435 26 66 -98 58 403 150 -14 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 11.6 4.0 21.4 74.8 76.3 90.4 23.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 30 8 8 15 17 48 30 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,974,204 COMMITMENTS 374,316 1562330 81,306 3254831 2202352 3710453 3845988 263,751 128,216 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 29,652) 12,618 -104,977 24,907 -5,023 109,067 32,502 28,997 -2,850 655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 39.3 2.0 81.9 55.4 93.4 96.8 6.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458) 94 57 40 241 181 361 252 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,735,241 COMMITMENTS 489,605 1250124 99,998 3713618 3025049 4303221 4375171 432,020 360,070 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 27,334) 21,937 -46,006 7,901 -21,851 62,566 7,987 24,461 19,347 2,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 26.4 2.1 78.4 63.9 90.9 92.4 9.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 60 80 52 208 190 297 293 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,202,726 COMMITMENTS 279,753 510,459 38,234 1686833 1373310 2004820 1922003 197,906 280,723 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 19,233) -16,213 -1,157 8,610 15,061 18,561 7,458 26,014 11,775 -6,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 23.2 1.7 76.6 62.3 91.0 87.3 9.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 22 29 20 103 109 136 147 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 7,632 COMMITMENTS 1,637 1,265 4,263 797 50 6,697 5,578 935 2,054 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 3,601) -778 -1,311 4,206 129 50 3,557 2,945 44 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 16.6 55.9 10.4 0.7 87.7 73.1 12.3 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 14 2 2 1 7 16 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,900,715 COMMITMENTS 417,558 1733851 89,695 4996200 3780810 5503453 5604356 397,262 296,359 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 67,462) -10,765 8,361 17,010 69,647 29,382 75,892 54,753 -8,430 12,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 29.4 1.5 84.7 64.1 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 64 56 40 225 191 315 261 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,937,647 COMMITMENTS 259,866 401,847 297,607 1346488 1193055 1903961 1892509 33,686 45,138 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 129,036) 5,345 11,366 8,220 113,988 104,957 127,553 124,543 1,483 4,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 20.7 15.4 69.5 61.6 98.3 97.7 1.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 28 35 38 80 84 130 138 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 105,714 COMMITMENTS 33,947 12,403 2,343 52,919 76,538 89,208 91,283 16,505 14,430 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 1,293) 673 114 -421 -738 -825 -487 -1,133 1,779 2,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 11.7 2.2 50.1 72.4 84.4 86.3 15.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 37 22 12 39 34 79 65 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,437 COMMITMENTS 32,665 12,296 2,090 52,815 75,931 87,570 90,317 15,867 13,120 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: -984) -609 7 -674 -842 -1,432 -2,125 -2,099 1,141 1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 11.9 2.0 51.1 73.4 84.7 87.3 15.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 27 18 10 37 31 67 56 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 55,849 COMMITMENTS 0 3,138 0 53,058 51,706 53,058 54,844 2,791 1,005 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: -2,221) -942 400 0 -1,345 -2,660 -2,287 -2,260 66 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 0.0 95.0 92.6 95.0 98.2 5.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 4 0 23 13 23 17 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 22,767 COMMITMENTS 15,191 3,440 153 1,039 6,070 16,383 9,663 6,384 13,104 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.7 15.1 0.7 4.6 26.7 72.0 42.4 28.0 57.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 7 1 2 3 14 11 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 96,241 COMMITMENTS 11,462 19,575 24 84,449 76,601 95,935 96,200 306 41 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 4) 2 -12 0 -20 11 -18 -1 22 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 20.3 0.0 87.7 79.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 18 12 1 6 2 24 15 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 80,277 COMMITMENTS 28,090 28,063 52,174 0 0 80,264 80,237 13 40 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: -670) -670 -675 0 0 0 -670 -675 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 35.0 65.0 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 16 9 4 0 0 18 11 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 02/13/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 34,373 COMMITMENTS 23,558 12,686 10,804 0 10,804 34,362 34,294 11 79 CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST: 844) 844 842 2 0 0 846 844 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.5 36.9 31.4 0.0 31.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 16 4 0 1 14 19
Updated February 16, 2024