WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 394,780 COMMITMENTS 132,484 137,899 92,661 141,475 127,316 366,620 357,876 28,160 36,904 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 25,303) 9,798 -2,572 6,344 6,282 19,128 22,424 22,900 2,879 2,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 34.9 23.5 35.8 32.2 92.9 90.7 7.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 103 99 109 86 106 252 258 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 234,965 COMMITMENTS 55,634 66,433 58,096 105,944 90,099 219,674 214,628 15,291 20,337 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 5,530) 3,468 -3,389 3,104 -1,291 7,166 5,281 6,881 249 -1,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 28.3 24.7 45.1 38.3 93.5 91.3 6.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 60 61 65 77 85 176 177 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,513,128 COMMITMENTS 337,217 336,993 404,988 632,478 592,073 1374683 1334054 138,445 179,074 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 56,429) 25,306 -6,272 21,249 10,991 27,228 57,546 42,205 -1,117 14,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 22.3 26.8 41.8 39.1 90.9 88.2 9.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740) 153 142 175 299 335 546 582 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,365 COMMITMENTS 1,340 198 10 859 3,445 2,209 3,653 2,156 712 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 4.5 0.2 19.7 78.9 50.6 83.7 49.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 2 1 6 8 16 10 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 752,796 COMMITMENTS 112,139 178,114 139,304 446,696 365,092 698,139 682,510 54,657 70,286 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 9,757) -11,185 -5,258 -3,092 20,419 13,138 6,142 4,788 3,615 4,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 23.7 18.5 59.3 48.5 92.7 90.7 7.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513) 109 148 149 182 203 390 413 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,696 COMMITMENTS 109,303 159,835 113,129 288,450 241,269 510,882 514,233 31,814 28,463 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -7,623) -4,394 -5,415 -246 -4,616 -1,446 -9,256 -7,107 1,633 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 29.5 20.8 53.2 44.5 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 87 100 102 105 88 259 239 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,630,082 COMMITMENTS 271,919 267,632 37,170 1116694 1162998 1425783 1467800 204,299 162,282 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 25,551) 4,001 -24,955 20,233 -152 31,262 24,082 26,540 1,469 -989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 16.4 2.3 68.5 71.3 87.5 90.0 12.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 30 35 26 111 113 157 158 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,657,043 COMMITMENTS 147,454 478,607 5,443 1332490 1013060 1485387 1497110 171,656 159,933 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 13,555) -532 14,506 -1,106 20,219 6,037 18,581 19,437 -5,026 -5,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 28.9 0.3 80.4 61.1 89.6 90.3 10.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 16 25 16 100 96 124 129 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 461,174 COMMITMENTS 150,611 67,826 82,685 176,885 286,255 410,181 436,766 50,993 24,408 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 5,771) 11,238 2,423 -4,092 -5,720 8,245 1,426 6,576 4,345 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 14.7 17.9 38.4 62.1 88.9 94.7 11.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 89 71 86 116 122 256 236 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,003 COMMITMENTS 3,555 419 209 3,400 7,372 7,164 8,000 1,839 1,003 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -67) -182 -151 0 276 125 94 -26 -161 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 4.7 2.3 37.8 81.9 79.6 88.9 20.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 22 3 7 17 19 41 27 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,041,647 COMMITMENTS 541,411 1506397 57,388 3178396 2345910 3777195 3909695 264,452 131,952 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -35,587) 25,078 -32,169 -4,063 -52,001 -3,992 -30,986 -40,224 -4,601 4,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 37.3 1.4 78.6 58.0 93.5 96.7 6.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 107 61 37 254 187 378 268 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,442,230 COMMITMENTS 522,351 870,162 132,116 3378701 3027060 4033168 4029338 409,062 412,892 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 30,002) 66,427 -67,382 25,328 -59,017 46,564 32,738 4,510 -2,736 25,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 19.6 3.0 76.1 68.1 90.8 90.7 9.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 60 68 45 208 203 291 293 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,167,372 COMMITMENTS 253,058 529,512 46,428 1655031 1306282 1954517 1882222 212,855 285,150 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 24,088) -14,992 47,163 12,076 19,715 -24,693 16,799 34,546 7,289 -10,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 24.4 2.1 76.4 60.3 90.2 86.8 9.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 30 27 18 106 109 146 144 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,310 COMMITMENTS 1,892 909 317 0 798 2,209 2,024 1,101 1,286 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 640) 365 -181 264 0 548 629 631 11 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 27.5 9.6 0.0 24.1 66.7 61.1 33.3 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 15 1 0 1 6 17 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,235,670 COMMITMENTS 469,333 1795438 69,504 5284344 4041973 5823181 5906915 412,489 328,755 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 176,262) -13,697 148,559 -38,036 245,361 62,417 193,628 172,940 -17,366 3,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 28.8 1.1 84.7 64.8 93.4 94.7 6.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 65 58 33 230 190 315 261 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,576,638 COMMITMENTS 329,136 233,212 323,767 894,232 979,438 1547135 1536417 29,503 40,221 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 56,807) -27,316 13,725 23,693 61,058 19,230 57,435 56,648 -628 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 14.8 20.5 56.7 62.1 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 28 38 46 80 83 136 140 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,207 COMMITMENTS 24,739 8,966 2,660 57,006 76,183 84,405 87,809 14,802 11,398 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,455) 5,434 -1,675 47 -55 8,275 5,426 6,647 1,029 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 9.0 2.7 57.5 76.8 85.1 88.5 14.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 26 18 12 31 26 62 51 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,207 COMMITMENTS 24,739 8,966 2,660 57,006 76,183 84,405 87,809 14,802 11,398 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,455) 5,434 -1,675 47 -55 8,275 5,426 6,647 1,029 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 9.0 2.7 57.5 76.8 85.1 88.5 14.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 26 18 12 31 26 62 51 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 50,816 COMMITMENTS 0 4,421 0 48,180 45,377 48,180 49,798 2,636 1,018 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -2,093) 0 257 0 -1,861 -2,237 -1,861 -1,980 -232 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 0.0 94.8 89.3 94.8 98.0 5.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 5 0 26 11 26 16 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 101,080 COMMITMENTS 21,109 25,139 940 78,652 74,911 100,701 100,990 379 90 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 114) 7 47 77 0 0 84 124 30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 24.9 0.9 77.8 74.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 25 14 1 5 2 31 16 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 89,414 COMMITMENTS 40,197 40,208 49,200 0 0 89,397 89,408 17 6 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 4,390) 2,290 2,290 2,100 0 0 4,390 4,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 45.0 55.0 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 16 13 5 0 0 20 14 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 41,552 COMMITMENTS 35,731 28,624 5,801 0 7,049 41,532 41,474 20 78 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -6,934) -1,926 -2,064 -5,008 0 138 -6,934 -6,934 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.0 68.9 14.0 0.0 17.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 16 3 0 1 14 18
Updated May 17, 2024