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