WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,277
COMMITMENTS
118,733 180,455 109,852 148,965 87,281 377,550 377,588 32,727 32,689
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,581)
-895 4,767 1,167 2,014 -1,775 2,286 4,159 295 -1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 44.0 26.8 36.3 21.3 92.0 92.0 8.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
99 120 114 90 78 260 252
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,039
COMMITMENTS
68,418 103,430 72,425 114,114 78,298 254,957 254,153 18,082 18,886
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 3,016)
-5,474 -197 2,919 4,840 1,158 2,285 3,880 731 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 37.9 26.5 41.8 28.7 93.4 93.1 6.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
53 82 76 70 75 176 187
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,591,835
COMMITMENTS
293,932 471,953 447,091 697,082 502,483 1438105 1421527 153,730 170,308
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 25,229)
-197 2,311 14,720 13,405 2,296 27,928 19,327 -2,699 5,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 29.6 28.1 43.8 31.6 90.3 89.3 9.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
117 168 154 304 303 513 554
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 803,536
COMMITMENTS
98,488 252,202 170,346 483,035 316,614 751,869 739,162 51,667 64,374
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 30,063)
905 -13,034 21,538 8,047 22,442 30,490 30,946 -427 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 31.4 21.2 60.1 39.4 93.6 92.0 6.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500)
105 146 155 172 187 376 409
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 576,850
COMMITMENTS
111,510 120,361 172,270 265,579 259,899 549,359 552,530 27,491 24,320
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 10,319)
2,529 -8,826 7,205 1,433 12,140 11,167 10,519 -848 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 20.9 29.9 46.0 45.1 95.2 95.8 4.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
99 81 102 103 94 266 231
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,510,518
COMMITMENTS
235,484 256,069 24,853 1045123 1081866 1305460 1362788 205,058 147,730
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 19,467)
-6,602 -8,471 1,894 10,961 27,733 6,253 21,156 13,214 -1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.0 1.6 69.2 71.6 86.4 90.2 13.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
23 35 23 98 107 135 151
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,582,045
COMMITMENTS
139,824 438,429 6,523 1259078 975,336 1405425 1420288 176,620 161,757
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,383)
580 -5,529 1,443 -4,027 -688 -2,004 -4,774 621 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 27.7 0.4 79.6 61.7 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
15 21 12 99 94 120 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 473,071
COMMITMENTS
95,325 125,070 103,816 227,098 214,059 426,239 442,945 46,832 30,126
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 370)
4,334 -11,626 -1,102 -3,493 13,846 -261 1,118 631 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 26.4 21.9 48.0 45.2 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
81 77 94 131 107 269 234
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,999
COMMITMENTS
3,920 1,909 282 3,524 6,810 7,726 9,001 2,273 998
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -841)
-1,137 399 158 496 -1,518 -483 -961 -358 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 19.1 2.8 35.2 68.1 77.3 90.0 22.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 9 7 16 17 44 30
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,725,529
COMMITMENTS
443,015 1356911 70,718 2957737 2165284 3471470 3592913 254,059 132,616
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 27,779)
20,418 32,719 10,507 -11,589 -16,132 19,336 27,094 8,443 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 36.4 1.9 79.4 58.1 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
97 60 32 240 171 354 246
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,328,921
COMMITMENTS
413,026 991,333 105,323 3395604 2855430 3913953 3952086 414,968 376,835
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 42,648)
-48,040 -43,743 22,046 67,745 54,352 41,751 32,655 897 9,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 22.9 2.4 78.4 66.0 90.4 91.3 9.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
56 73 33 198 185 269 276
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,034,810
COMMITMENTS
292,561 430,675 39,256 1480521 1283071 1812338 1753002 222,472 281,808
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,664)
-2,248 -17,405 2,667 -16,666 18,898 -16,247 4,160 18,911 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 21.2 1.9 72.8 63.1 89.1 86.2 10.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
27 24 19 102 113 138 147
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,941,972
COMMITMENTS
402,675 1552185 147,629 4975914 3933920 5526218 5633734 415,754 308,238
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 102,991)
7,481 -66 17,961 68,386 96,331 93,828 114,226 9,163 -11,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 26.1 2.5 83.7 66.2 93.0 94.8 7.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
64 54 30 216 187 299 252
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,973,527
COMMITMENTS
206,167 386,096 300,559 1428516 1246665 1935242 1933320 38,285 40,207
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 118,080)
55,163 40,247 -12,520 76,289 86,497 118,932 114,224 -852 3,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 19.6 15.2 72.4 63.2 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
29 42 44 82 85 139 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,741
COMMITMENTS
32,236 12,224 1,214 44,687 68,927 78,137 82,365 14,604 10,376
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,110)
-3,452 -1,019 -597 2,302 1,910 -1,747 294 637 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 13.2 1.3 48.2 74.3 84.3 88.8 15.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 22 14 28 27 62 58
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,741
COMMITMENTS
32,236 12,224 1,214 44,687 68,927 78,137 82,365 14,604 10,376
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,110)
-3,452 -1,019 -597 2,302 1,910 -1,747 294 637 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 13.2 1.3 48.2 74.3 84.3 88.8 15.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 22 14 28 27 62 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 52,921
COMMITMENTS
0 4,288 0 49,484 47,799 49,484 52,087 3,437 834
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,031)
0 -541 0 254 1,713 254 1,172 777 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.1 0.0 93.5 90.3 93.5 98.4 6.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 0 25 12 25 16
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 93,007
COMMITMENTS
14,898 18,017 18 77,795 74,876 92,711 92,911 296 96
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -6,694)
3,192 -1,544 -3,474 -6,373 -1,681 -6,655 -6,699 -39 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 19.4 0.0 83.6 80.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 10 2 6 1 28 11
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 75,996
COMMITMENTS
28,021 28,034 47,956 0 0 75,977 75,990 19 6
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -640)
2,435 2,435 -3,075 0 0 -640 -640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 36.9 63.1 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 10 4 0 0 18 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 38,691
COMMITMENTS
27,690 18,893 10,982 0 8,748 38,672 38,623 19 68
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -317)
-479 -468 162 0 0 -317 -306 0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.6 48.8 28.4 0.0 22.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 15 5 0 1 15 18
Updated March 29, 2024