WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,389 COMMITMENTS 120,577 174,346 99,844 143,984 88,204 364,405 362,394 31,984 33,995 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -4,922) -9,146 -165 3,820 -765 -9,373 -6,091 -5,718 1,169 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 44.0 25.2 36.3 22.3 91.9 91.4 8.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 98 124 109 86 74 254 245 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,243 COMMITMENTS 74,063 99,865 62,382 110,010 82,483 246,455 244,730 17,788 19,513 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 7,761) 2,587 -79 -16 5,745 8,908 8,316 8,813 -555 -1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 37.8 23.6 41.6 31.2 93.3 92.6 6.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 58 81 67 70 76 170 184 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,532,171 COMMITMENTS 297,244 486,274 425,117 658,122 459,072 1380483 1370463 151,688 161,708 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 30,037) 5,415 -36,442 14,140 11,446 51,857 31,001 29,555 -964 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 31.7 27.7 43.0 30.0 90.1 89.4 9.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709) 124 171 157 295 305 511 556 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 743,055 COMMITMENTS 99,347 279,760 142,110 450,053 258,722 691,510 680,592 51,545 62,463 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 23,022) 1,444 -15,384 8,444 11,892 27,839 21,780 20,899 1,242 2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 37.6 19.1 60.6 34.8 93.1 91.6 6.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 107 146 155 173 180 380 401 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 547,710 COMMITMENTS 112,652 145,174 152,571 254,151 223,653 519,374 521,398 28,336 26,312 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 1,231) 2,340 -13,946 9,347 -11,208 7,556 479 2,957 752 -1,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 26.5 27.9 46.4 40.8 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 95 83 105 101 86 253 231 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,498,123 COMMITMENTS 231,115 285,648 26,769 1043932 1045249 1301816 1357666 196,307 140,457 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 5,739) 670 -2,833 -25,599 39,524 40,018 14,595 11,586 -8,856 -5,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 19.1 1.8 69.7 69.8 86.9 90.6 13.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 24 34 21 107 113 145 154 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,588,497 COMMITMENTS 136,059 452,929 8,521 1271662 968,551 1416242 1430001 172,255 158,496 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -14,615) -5,444 -10,310 -4,574 -3,728 2,381 -13,746 -12,503 -869 -2,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 28.5 0.5 80.1 61.0 89.2 90.0 10.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 12 22 13 104 92 124 119 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 461,672 COMMITMENTS 85,247 142,134 99,626 231,555 190,980 416,428 432,740 45,244 28,932 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -2,069) -1,753 -4,375 3,426 -4,708 590 -3,035 -359 966 -1,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 30.8 21.6 50.2 41.4 90.2 93.7 9.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 82 83 97 139 103 281 235 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,694 COMMITMENTS 5,721 1,309 347 2,937 9,209 9,005 10,865 2,689 829 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -574) -807 221 37 490 -658 -280 -400 -294 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 11.2 3.0 25.1 78.7 77.0 92.9 23.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 31 5 7 17 20 51 29 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,637,131 COMMITMENTS 426,089 1364145 50,657 2908549 2090051 3385295 3504853 251,836 132,278 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 29,509) 39,353 -22,112 6,125 -23,960 43,759 21,518 27,772 7,991 1,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 37.5 1.4 80.0 57.5 93.1 96.4 6.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463) 95 60 31 239 179 352 252 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,253,098 COMMITMENTS 457,839 1061385 62,936 3342267 2781088 3863042 3905409 390,056 347,689 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -24,678) 45,581 -64,131 -24,123 -21,618 88,172 -160 -82 -24,518 -24,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 25.0 1.5 78.6 65.4 90.8 91.8 9.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 55 79 34 198 188 271 283 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,037,874 COMMITMENTS 291,066 424,736 36,877 1505286 1299182 1833229 1760795 204,645 277,079 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -48,978) 15,243 -36,745 -4,251 -58,685 -6,739 -47,693 -47,735 -1,285 -1,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 20.8 1.8 73.9 63.8 90.0 86.4 10.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 26 24 18 100 123 134 157 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,857,325 COMMITMENTS 355,674 1617808 104,721 4992128 3842986 5452523 5565515 404,802 291,810 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 42,123) -3,799 -33,552 29,874 13,957 45,928 40,032 42,250 2,091 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 27.6 1.8 85.2 65.6 93.1 95.0 6.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 63 53 32 216 186 298 252 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,795,770 COMMITMENTS 130,033 325,783 267,164 1361057 1166776 1758254 1759723 37,516 36,047 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 170,675) 14,502 24,682 23,016 134,913 124,208 172,431 171,906 -1,756 -1,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 18.1 14.9 75.8 65.0 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 25 41 46 80 75 136 134 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 115,061 COMMITMENTS 31,031 14,018 10,208 56,972 75,691 98,211 99,917 16,851 15,144 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 13,727) 346 -1,224 8,565 3,505 4,264 12,415 11,605 1,312 2,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 12.2 8.9 49.5 65.8 85.4 86.8 14.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 39 29 22 34 31 88 68 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 112,366 COMMITMENTS 30,251 14,580 9,105 56,885 74,703 96,241 98,388 16,125 13,978 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 13,210) 808 -277 7,521 3,506 3,993 11,835 11,237 1,375 1,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 13.0 8.1 50.6 66.5 85.6 87.6 14.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 31 24 17 31 29 74 59 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 77,020 COMMITMENTS 0 6,964 0 73,897 68,810 73,897 75,774 3,123 1,246 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 23,054) 0 922 0 22,463 21,814 22,463 22,736 591 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 95.9 89.3 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 5 0 27 16 27 21 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 26,953 COMMITMENTS 18,321 4,903 507 869 9,880 19,697 15,290 7,256 11,663 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 5,174) 5,331 485 484 -13 2,712 5,802 3,681 -628 1,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 18.2 1.9 3.2 36.7 73.1 56.7 26.9 43.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 8 6 3 3 17 14 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 98,207 COMMITMENTS 11,457 19,549 2,036 84,379 76,557 97,872 98,142 335 65 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 2,299) 129 280 1,995 181 0 2,305 2,275 -6 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 19.9 2.1 85.9 78.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 20 12 4 6 1 27 16 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 20,610 COMMITMENTS 15,830 14,142 4,774 0 1,693 20,604 20,609 6 1 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 68.6 23.2 0.0 8.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 13 2 0 1 6 16 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 81,186 COMMITMENTS 28,736 28,728 52,437 0 0 81,173 81,165 13 21 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 827) 564 558 263 0 0 827 821 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 35.4 64.6 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 16 10 5 0 0 19 12 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 03/12/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 41,407 COMMITMENTS 27,703 19,110 13,693 0 8,527 41,396 41,330 11 77 CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 684) -2,189 88 2,873 0 -2,277 684 684 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 46.2 33.1 0.0 20.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 16 5 0 1 15 19
Updated March 15, 2024