WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,265 COMMITMENTS 119,394 179,651 116,908 147,382 87,627 383,684 384,186 32,581 32,079 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 5,988) 661 -804 7,056 -1,583 346 6,134 6,598 -146 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 43.2 28.1 35.4 21.1 92.2 92.3 7.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 92 117 111 91 77 252 250 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,992 COMMITMENTS 70,037 105,506 74,156 114,502 76,970 258,695 256,632 18,297 20,360 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 3,953) 1,619 2,076 1,731 388 -1,328 3,738 2,479 215 1,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 38.1 26.8 41.3 27.8 93.4 92.6 6.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 59 72 70 71 77 173 180 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,620,571 COMMITMENTS 294,298 475,634 468,592 698,351 505,711 1461241 1449937 159,330 170,634 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 28,736) 366 3,681 21,501 1,269 3,228 23,136 28,410 5,600 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 29.3 28.9 43.1 31.2 90.2 89.5 9.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702) 116 167 154 309 300 519 552 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,014 COMMITMENTS 735 1,271 177 1,150 1,503 2,062 2,951 1,952 1,063 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 31.7 4.4 28.6 37.4 51.4 73.5 48.6 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 8 3 7 6 13 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 823,372 COMMITMENTS 95,389 253,429 178,598 496,933 327,793 770,920 759,820 52,452 63,552 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 19,836) -3,099 1,227 8,252 13,898 11,179 19,051 20,658 785 -822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 30.8 21.7 60.4 39.8 93.6 92.3 6.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501) 105 157 160 174 181 385 411 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 589,658 COMMITMENTS 117,212 121,069 178,733 262,783 264,022 558,728 563,824 30,930 25,834 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 12,808) 5,702 708 6,463 -2,796 4,123 9,369 11,294 3,439 1,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 20.5 30.3 44.6 44.8 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 98 74 102 103 93 263 231 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,526,420 COMMITMENTS 235,043 290,733 18,531 1065632 1050725 1319206 1359989 207,214 166,431 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 15,902) -441 34,664 -6,322 20,509 -31,141 13,746 -2,799 2,156 18,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 19.0 1.2 69.8 68.8 86.4 89.1 13.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 23 43 19 100 108 134 159 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,589,631 COMMITMENTS 144,656 458,109 3,728 1264584 949,831 1412968 1411668 176,663 177,963 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 7,586) 4,832 19,680 -2,795 5,506 -25,505 7,543 -8,620 43 16,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 28.8 0.2 79.6 59.8 88.9 88.8 11.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 13 25 10 94 93 112 123 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 479,358 COMMITMENTS 92,955 131,392 104,007 235,819 211,875 432,781 447,274 46,577 32,084 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 6,287) -2,370 6,322 191 8,721 -2,184 6,542 4,329 -255 1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 27.4 21.7 49.2 44.2 90.3 93.3 9.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 73 84 91 134 107 268 234 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,712 COMMITMENTS 3,467 2,206 487 3,887 5,672 7,841 8,365 1,871 1,347 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: -287) -453 297 205 363 -1,138 115 -636 -402 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 22.7 5.0 40.0 58.4 80.7 86.1 19.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 23 13 8 16 14 43 31 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,802,228 COMMITMENTS 442,394 1376968 94,622 3013756 2192371 3550772 3663961 251,456 138,267 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 76,699) -621 20,057 23,904 56,019 27,087 79,302 71,048 -2,603 5,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 36.2 2.5 79.3 57.7 93.4 96.4 6.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480) 104 63 34 245 178 367 257 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,384,695 COMMITMENTS 445,011 1014968 107,578 3402179 2863361 3954768 3985907 429,927 398,788 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 55,774) 31,985 23,635 2,255 6,575 7,931 40,815 33,821 14,959 21,953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 23.1 2.5 77.6 65.3 90.2 90.9 9.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 62 76 35 194 186 274 279 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,046,603 COMMITMENTS 295,548 438,542 36,240 1499959 1289238 1831747 1764020 214,856 282,583 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 11,793) 2,987 7,867 -3,016 19,438 6,167 19,409 11,018 -7,616 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 21.4 1.8 73.3 63.0 89.5 86.2 10.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 29 27 18 103 115 142 150 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,105 COMMITMENTS 1,492 1,097 244 572 0 2,308 1,341 797 1,764 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 35.3 7.9 18.4 0.0 74.3 43.2 25.7 56.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 16 2 2 0 8 17 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,088,816 COMMITMENTS 374,032 1658333 148,995 5155365 3971710 5678392 5779038 410,424 309,778 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 146,844) -28,643 106,148 1,366 179,451 37,790 152,174 145,304 -5,330 1,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 27.2 2.4 84.7 65.2 93.3 94.9 6.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 57 62 30 216 196 292 269 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,764,795 COMMITMENTS 227,865 301,080 276,235 1224028 1150192 1728128 1727507 36,667 37,288 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: -208,732) 21,698 -85,016 -24,324 -204,488 -96,473 -207,114 -205,813 -1,618 -2,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 17.1 15.7 69.4 65.2 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 32 36 44 79 83 136 140 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 93,520 COMMITMENTS 32,106 15,511 1,136 45,901 65,712 79,143 82,359 14,377 11,161 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 779) -130 3,287 -78 1,214 -3,215 1,006 -6 -227 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 16.6 1.2 49.1 70.3 84.6 88.1 15.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 26 23 12 28 25 58 56 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 93,520 COMMITMENTS 32,106 15,511 1,136 45,901 65,712 79,143 82,359 14,377 11,161 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 779) -130 3,287 -78 1,214 -3,215 1,006 -6 -227 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 16.6 1.2 49.1 70.3 84.6 88.1 15.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 26 23 12 28 25 58 56 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 53,860 COMMITMENTS 0 3,372 0 50,846 49,426 50,846 52,798 3,014 1,062 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 939) 0 -916 0 1,362 1,627 1,362 711 -423 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 94.4 91.8 94.4 98.0 5.6 2.0 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 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 94,244 COMMITMENTS 15,449 19,049 262 78,269 74,876 93,980 94,187 264 57 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 1,237) 551 1,032 244 474 0 1,269 1,276 -32 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 20.2 0.3 83.0 79.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 22 11 2 6 1 30 12 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 69,472 COMMITMENTS 21,497 21,510 47,956 0 0 69,453 69,466 19 6 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: -6,524) -6,524 -6,524 0 0 0 -6,524 -6,524 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 31.0 69.0 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 04/02/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 38,782 COMMITMENTS 27,423 18,986 10,980 0 8,748 38,403 38,714 379 68 CHANGES FROM 03/26/24 (CHANGE IN OPEN INTEREST: 91) -267 93 -2 0 0 -269 91 360 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.7 49.0 28.3 0.0 22.6 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 14 4 0 1 14 17
Updated April 05, 2024