WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 405,252 COMMITMENTS 130,514 143,036 103,612 140,383 120,650 374,509 367,298 30,743 37,954 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 10,472) -1,970 5,137 10,951 -1,092 -6,666 7,889 9,422 2,583 1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 35.3 25.6 34.6 29.8 92.4 90.6 7.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 112 98 116 94 106 272 265 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 239,525 COMMITMENTS 57,587 70,005 57,995 108,235 89,251 223,817 217,251 15,708 22,274 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 4,560) 1,953 3,572 -101 2,291 -848 4,143 2,623 417 1,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 29.2 24.2 45.2 37.3 93.4 90.7 6.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 64 57 64 75 83 176 169 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,535,429 COMMITMENTS 332,720 374,547 409,653 650,663 574,578 1393036 1358778 142,393 176,651 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 22,301) -4,497 37,554 4,665 18,185 -17,495 18,353 24,724 3,948 -2,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 24.4 26.7 42.4 37.4 90.7 88.5 9.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 753) 164 144 183 307 329 570 584 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 784,815 COMMITMENTS 120,057 165,039 152,992 455,999 395,870 729,048 713,901 55,767 70,914 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 32,019) 7,918 -13,075 13,688 9,303 30,778 30,909 31,391 1,110 628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 21.0 19.5 58.1 50.4 92.9 91.0 7.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535) 128 141 161 178 207 408 426 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,742 COMMITMENTS 109,680 145,958 110,547 290,085 259,247 510,312 515,752 32,430 26,990 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 46) 377 -13,877 -2,582 1,635 17,978 -570 1,519 616 -1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 26.9 20.4 53.4 47.8 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 90 95 105 105 89 260 237 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,760,039 COMMITMENTS 279,564 265,388 145,351 1125981 1185137 1550896 1595876 209,143 164,163 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 129,957) 7,645 -2,244 108,181 9,287 22,139 125,113 128,076 4,844 1,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 15.1 8.3 64.0 67.3 88.1 90.7 11.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 31 35 34 115 112 166 161 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,714,524 COMMITMENTS 156,614 485,531 39,912 1339759 1029202 1536285 1554645 178,239 159,879 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 57,481) 9,160 6,924 34,469 7,269 16,142 50,898 57,535 6,583 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 28.3 2.3 78.1 60.0 89.6 90.7 10.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 17 27 22 108 99 139 134 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 458,487 COMMITMENTS 153,997 64,723 79,597 172,662 288,601 406,256 432,921 52,231 25,566 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -2,687) 3,386 -3,103 -3,088 -4,223 2,346 -3,925 -3,845 1,238 1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 14.1 17.4 37.7 62.9 88.6 94.4 11.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 95 64 88 114 119 257 233 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,521 COMMITMENTS 3,600 414 267 3,656 7,812 7,523 8,493 1,998 1,028 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 518) 45 -5 58 256 440 359 493 159 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 4.3 2.8 38.4 82.1 79.0 89.2 21.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 22 4 9 16 19 41 29 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,124,115 COMMITMENTS 553,930 1547599 73,350 3232197 2372517 3859477 3993466 264,638 130,649 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 82,468) 12,519 41,202 15,962 53,801 26,607 82,282 83,771 186 -1,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 37.5 1.8 78.4 57.5 93.6 96.8 6.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494) 107 60 44 262 186 391 268 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,560,180 COMMITMENTS 493,503 894,475 261,534 3395212 3006381 4150249 4162390 409,931 397,790 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 117,950) -28,848 24,313 129,418 16,511 -20,679 117,081 133,052 869 -15,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 19.6 5.7 74.5 65.9 91.0 91.3 9.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 58 74 45 213 203 296 297 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,248,409 COMMITMENTS 267,016 505,160 114,378 1665620 1331782 2047014 1951320 201,395 297,089 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 81,037) 13,958 -24,352 67,950 10,589 25,500 92,497 69,098 -11,460 11,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 22.5 5.1 74.1 59.2 91.0 86.8 9.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 27 27 25 109 111 152 147 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,692 COMMITMENTS 1,540 1,017 1,112 0 128 2,652 2,257 1,040 1,435 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 382) -352 108 795 0 -670 443 233 -61 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 27.5 30.1 0.0 3.5 71.8 61.1 28.2 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 16 2 0 1 6 19 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,431,140 COMMITMENTS 446,114 1868919 180,230 5370833 4052423 5997177 6101572 433,963 329,568 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 195,470) -23,219 73,481 110,726 86,489 10,450 173,996 194,657 21,474 813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 29.1 2.8 83.5 63.0 93.3 94.9 6.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 61 59 44 228 187 318 263 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,689,907 COMMITMENTS 319,888 264,637 363,471 977,419 1021156 1660778 1649264 29,129 40,643 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 113,269) -9,248 31,425 39,704 83,187 41,718 113,643 112,847 -374 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 15.7 21.5 57.8 60.4 98.3 97.6 1.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 26 38 46 83 87 138 143 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,626 COMMITMENTS 30,728 10,291 3,660 53,739 76,615 88,126 90,565 15,500 13,061 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 4,419) 5,989 1,325 1,000 -3,267 432 3,721 2,756 698 1,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 9.9 3.5 51.9 73.9 85.0 87.4 15.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 39 20 15 33 27 76 58 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,346 COMMITMENTS 30,672 10,563 2,425 53,739 76,411 86,836 89,399 14,510 11,947 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,139) 5,933 1,597 -235 -3,267 228 2,431 1,590 -292 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 10.4 2.4 53.0 75.4 85.7 88.2 14.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 30 16 13 33 26 66 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 49,457 COMMITMENTS 0 3,322 0 46,660 45,436 46,660 48,758 2,797 699 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -1,359) 0 -1,099 0 -1,520 59 -1,520 -1,040 161 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 94.3 91.9 94.3 98.6 5.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 6 0 25 11 25 17 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 22,802 COMMITMENTS 12,700 9,420 202 0 2,039 12,902 11,661 9,900 11,141 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 41.3 0.9 0.0 8.9 56.6 51.1 43.4 48.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 13 7 4 0 2 15 11 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 102,555 COMMITMENTS 21,058 26,591 953 80,132 74,911 102,143 102,455 412 100 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,475) -51 1,452 13 1,480 0 1,442 1,465 33 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 25.9 0.9 78.1 73.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 26 14 2 6 2 33 17 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 91,639 COMMITMENTS 41,422 41,433 50,200 0 0 91,622 91,633 17 6 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,225) 1,225 1,225 1,000 0 0 2,225 2,225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 45.2 54.8 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 41,089 COMMITMENTS 36,047 28,077 5,002 0 7,942 41,049 41,021 40 68 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -463) 316 -547 -799 0 893 -483 -453 20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.7 68.3 12.2 0.0 19.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 12 17 3 0 1 14 19
Updated May 21, 2024