WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 373,389 COMMITMENTS 123,166 160,147 83,909 137,340 96,584 344,415 340,640 28,974 32,749 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -23,081) -1,003 -8,661 -11,248 -8,467 383 -20,718 -19,526 -2,363 -3,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 42.9 22.5 36.8 25.9 92.2 91.2 7.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 95 122 113 86 86 248 258 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,922 COMMITMENTS 68,459 99,077 55,348 103,521 71,751 227,328 226,176 18,594 19,746 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -4,332) 3,346 2,419 -907 -4,743 -2,389 -2,304 -877 -2,028 -3,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 40.3 22.5 42.1 29.2 92.4 92.0 7.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 60 70 59 74 72 167 169 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,504,488 COMMITMENTS 295,676 528,280 386,935 670,777 420,149 1353388 1335364 151,100 169,124 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -96,492) 13,127 -20,336 -30,940 -67,479 -35,639 -85,292 -86,915 -11,200 -9,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 35.1 25.7 44.6 27.9 90.0 88.8 10.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695) 133 158 153 308 306 524 549 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 714,761 COMMITMENTS 92,361 283,593 138,153 432,418 229,468 662,932 651,214 51,829 63,547 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -90,158) -8,615 22,329 -37,074 -43,946 -75,148 -89,635 -89,893 -523 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 39.7 19.3 60.5 32.1 92.7 91.1 7.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485) 96 158 148 178 175 376 397 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 523,859 COMMITMENTS 107,981 146,907 134,953 252,660 215,371 495,594 497,231 28,265 26,628 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -31,626) 71 5,056 -13,611 -18,522 -23,284 -32,062 -31,839 436 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 28.0 25.8 48.2 41.1 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 88 79 95 105 94 246 229 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,534,097 COMMITMENTS 237,978 252,016 79,078 1015447 1048829 1332503 1379923 201,594 154,174 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 116,962) 52,153 -28,603 63,605 6,542 83,823 122,300 118,825 -5,338 -1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 16.4 5.2 66.2 68.4 86.9 90.0 13.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 26 36 28 105 108 148 155 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,660,740 COMMITMENTS 146,336 466,119 47,228 1287850 1000032 1481414 1513379 179,326 147,361 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -27,592) -11,806 -14,783 18,664 -45,381 -30,530 -38,523 -26,649 10,931 -943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 28.1 2.8 77.5 60.2 89.2 91.1 10.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 13 22 20 107 96 133 125 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 459,860 COMMITMENTS 80,930 147,750 91,304 242,674 186,436 414,908 425,490 44,952 34,370 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -41,077) -6,337 15,030 -26,997 -4,823 -31,911 -38,157 -43,878 -2,920 2,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 32.1 19.9 52.8 40.5 90.2 92.5 9.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 71 86 86 132 97 261 224 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,339 COMMITMENTS 6,841 1,145 310 2,473 9,921 9,624 11,376 2,715 963 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 82) 563 -194 -57 -50 490 456 239 -374 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.4 9.3 2.5 20.0 80.4 78.0 92.2 22.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 32 7 5 16 19 50 29 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,770,154 COMMITMENTS 387,138 1331036 85,232 3030544 2220764 3502914 3637032 267,240 133,122 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -260,696) 5,386 -159,840 -47,153 -219,376 -49,002 -261,143 -255,995 447 -4,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 35.3 2.3 80.4 58.9 92.9 96.5 7.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 91 57 46 224 184 344 259 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,532,179 COMMITMENTS 474,529 1140111 134,886 3492870 2876485 4102285 4151482 429,894 380,697 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -287,314) -2,483 -65,967 -53,939 -231,900 -189,832 -288,322 -309,738 1,008 22,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 25.2 3.0 77.1 63.5 90.5 91.6 9.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 53 81 43 201 184 279 283 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,247,370 COMMITMENTS 281,655 471,555 58,530 1696545 1434706 2036730 1964791 210,640 282,579 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 36,009) 13,869 12,730 -16,125 23,713 45,512 21,457 42,117 14,552 -6,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 21.0 2.6 75.5 63.8 90.6 87.4 9.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 23 27 26 105 113 143 151 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 8,323 COMMITMENTS 1,930 829 5,286 172 336 7,388 6,451 935 1,872 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 10.0 63.5 2.1 4.0 88.8 77.5 11.2 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 12 2 1 2 6 16 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,059,054 COMMITMENTS 382,396 1577789 173,935 5074656 4015853 5630987 5767577 428,067 291,477 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 58,801) -40,605 -78,512 482 57,092 144,549 16,969 66,519 41,832 -7,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 26.0 2.9 83.8 66.3 92.9 95.2 7.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 66 58 45 224 194 319 269 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,031,511 COMMITMENTS 264,244 485,648 305,370 1427609 1204534 1997223 1995552 34,288 35,959 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 68,790) -7,424 51,450 38,171 38,802 -16,471 69,549 73,150 -759 -4,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 23.9 15.0 70.3 59.3 98.3 98.2 1.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 26 40 42 80 82 131 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,563 COMMITMENTS 33,554 14,233 2,949 53,500 76,091 90,002 93,272 16,561 13,291 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,820) 542 -839 250 -190 3,008 602 2,419 1,218 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 13.4 2.8 50.2 71.4 84.5 87.5 15.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 45 27 13 38 31 88 66 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 104,051 COMMITMENTS 32,779 14,591 2,004 53,399 75,356 88,182 91,951 15,869 12,100 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,677) 486 -974 261 -185 2,874 562 2,161 1,115 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 14.0 1.9 51.3 72.4 84.7 88.4 15.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 34 20 10 36 29 75 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 53,603 COMMITMENTS 0 3,801 0 50,881 48,805 50,881 52,606 2,722 997 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -293) 0 190 0 -353 -348 -353 -158 60 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 0.0 94.9 91.0 94.9 98.1 5.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 4 0 25 13 25 17 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 25,116 COMMITMENTS 17,034 5,700 161 1,006 7,350 18,201 13,211 6,915 11,905 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,433) 644 1,437 -198 -45 1,344 401 2,583 1,032 -1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.8 22.7 0.6 4.0 29.3 72.5 52.6 27.5 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 10 3 2 2 14 15 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 96,296 COMMITMENTS 11,625 19,706 0 84,367 76,557 95,992 96,263 304 33 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 76) 78 125 0 -2 -29 76 96 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 20.5 0.0 87.6 79.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 19 14 0 6 1 25 15 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 79,909 COMMITMENTS 27,722 27,720 52,174 0 0 79,896 79,894 13 15 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -50) -50 -20 0 0 0 -50 -20 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 34.7 65.3 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 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 37,548 COMMITMENTS 26,717 15,844 10,820 0 10,804 37,537 37,468 11 80 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 891) 881 881 10 0 0 891 891 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 42.2 28.8 0.0 28.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 13 15 4 0 1 15 18
Updated March 01, 2024