WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,470
COMMITMENTS
124,169 168,808 95,157 145,807 96,201 365,133 360,166 31,337 36,304
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 461)
-740 14,892 -2,121 1,838 -14,008 -1,023 -1,237 1,484 1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 42.6 24.0 36.8 24.3 92.1 90.8 7.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
100 123 122 93 88 266 272
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,254
COMMITMENTS
65,113 96,658 56,255 108,264 74,140 229,632 227,053 20,622 23,201
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -2,665)
2,227 6,155 -2,337 -2,462 -7,155 -2,572 -3,337 -93 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 38.6 22.5 43.3 29.6 91.8 90.7 8.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
56 74 63 74 67 171 167
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,600,980
COMMITMENTS
282,549 548,616 417,875 738,256 455,788 1438680 1422279 162,300 178,701
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -9,411)
1,335 21,463 -22,901 7,278 -11,686 -14,288 -13,124 4,877 3,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 34.3 26.1 46.1 28.5 89.9 88.8 10.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
118 178 172 331 307 560 571
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 804,919
COMMITMENTS
100,976 261,264 175,227 476,364 304,616 752,567 741,107 52,352 63,812
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 35,219)
14,001 12,538 1,629 20,135 20,025 35,765 34,192 -546 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 32.5 21.8 59.2 37.8 93.5 92.1 6.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
114 161 154 183 193 398 425
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 555,485
COMMITMENTS
107,910 141,851 148,564 271,182 238,655 527,656 529,070 27,829 26,415
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -915)
2,208 11,533 1,314 -4,586 -11,650 -1,064 1,197 149 -2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 25.5 26.7 48.8 43.0 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
92 82 96 109 98 253 235
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,417,135
COMMITMENTS
185,825 280,619 15,473 1008905 965,006 1210203 1261098 206,932 156,037
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -17,734)
244 -18,333 1,832 -20,789 -5,625 -18,713 -22,126 979 4,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 19.8 1.1 71.2 68.1 85.4 89.0 14.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
23 41 25 97 106 138 154
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,688,332
COMMITMENTS
158,142 480,902 28,564 1333231 1030562 1519937 1540028 168,395 148,304
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 15,037)
-7,608 -19,724 22,851 2,350 8,686 17,593 11,813 -2,556 3,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 28.5 1.7 79.0 61.0 90.0 91.2 10.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
16 22 18 114 95 140 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 500,937
COMMITMENTS
87,267 132,720 118,301 247,497 218,347 453,065 469,368 47,872 31,569
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 6,424)
7,530 7,516 -3,585 2,958 2,538 6,903 6,469 -479 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 26.5 23.6 49.4 43.6 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
86 78 101 142 115 283 253
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,257
COMMITMENTS
6,278 1,339 367 2,523 9,431 9,168 11,137 3,089 1,120
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 141)
113 -67 -114 -72 365 -73 184 214 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 10.9 3.0 20.6 76.9 74.8 90.9 25.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
29 8 8 15 20 47 33
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,030,850
COMMITMENTS
381,752 1490876 132,385 3249920 2269766 3764057 3893027 266,793 137,823
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 56,646)
7,436 -71,454 51,079 -4,911 67,414 53,604 47,039 3,042 9,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 37.0 3.3 80.6 56.3 93.4 96.6 6.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
91 53 36 240 183 352 251
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,819,493
COMMITMENTS
477,012 1206078 188,825 3724770 3066317 4390607 4461220 428,886 358,273
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 84,252)
-12,593 -44,046 88,827 11,152 41,268 87,386 86,049 -3,134 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 25.0 3.9 77.3 63.6 91.1 92.6 8.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
55 81 55 203 199 289 304
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,211,361
COMMITMENTS
267,786 458,825 74,655 1672832 1389194 2015273 1922674 196,088 288,687
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 8,635)
-11,967 -51,634 36,421 -14,001 15,884 10,453 671 -1,818 7,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 20.7 3.4 75.6 62.8 91.1 86.9 8.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
23 28 24 104 112 142 149
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,000,253
COMMITMENTS
423,001 1656301 173,453 5017564 3871304 5614018 5701058 386,235 299,195
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 99,538)
5,443 -77,550 83,758 21,364 90,494 110,565 96,702 -11,027 2,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 27.6 2.9 83.6 64.5 93.6 95.0 6.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
70 58 47 225 194 323 272
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,962,721
COMMITMENTS
271,668 434,198 267,199 1388807 1221005 1927674 1922402 35,047 40,319
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 25,074)
11,802 32,351 -30,408 42,319 27,950 23,713 29,893 1,361 -4,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 22.1 13.6 70.8 62.2 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
25 38 40 83 86 134 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,742
COMMITMENTS
33,012 15,071 2,699 53,689 73,083 89,400 90,853 15,342 13,890
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -971)
-935 2,669 356 770 -3,455 192 -431 -1,163 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 14.4 2.6 51.3 69.8 85.4 86.7 14.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
40 27 15 38 34 84 70
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,374
COMMITMENTS
32,293 15,565 1,743 53,584 72,482 87,620 89,790 14,754 12,584
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -1,063)
-372 3,269 -347 769 -3,449 50 -527 -1,113 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 15.2 1.7 52.3 70.8 85.6 87.7 14.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
31 24 11 36 31 72 61
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 53,896
COMMITMENTS
0 3,611 0 51,234 49,153 51,234 52,764 2,662 1,132
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -1,953)
0 473 0 -1,824 -2,553 -1,824 -2,080 -129 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.0 95.1 91.2 95.1 97.9 4.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 0 24 13 24 17
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 23,683
COMMITMENTS
16,390 4,263 359 1,051 6,006 17,800 10,628 5,883 13,055
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 916)
1,199 823 206 12 -64 1,417 965 -501 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 18.0 1.5 4.4 25.4 75.2 44.9 24.8 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 7 2 2 3 13 12
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 96,220
COMMITMENTS
11,547 19,581 0 84,369 76,586 95,916 96,167 304 53
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -21)
85 6 -24 -80 -15 -19 -33 -2 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 20.4 0.0 87.7 79.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 12 0 6 2 24 14
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 79,959
COMMITMENTS
27,772 27,740 52,174 0 0 79,946 79,914 13 45
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: -318)
-318 -323 0 0 0 -318 -323 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 34.7 65.3 0.0 0.0 100.0 99.9 0.0 0.1
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 02/20/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 36,657
COMMITMENTS
25,836 14,963 10,810 0 10,804 36,646 36,577 11 80
CHANGES FROM 02/13/24 (CHANGE IN OPEN INTEREST: 2,284)
2,278 2,277 6 0 0 2,284 2,283 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 40.8 29.5 0.0 29.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 15 4 0 1 15 18
Updated February 23, 2024