WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,736 COMMITMENTS 117,489 144,059 88,279 162,386 130,263 368,154 362,601 33,582 39,135 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 5,958) 5,679 7,223 -8,277 9,417 5,967 6,819 4,913 -861 1,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 35.9 22.0 40.4 32.4 91.6 90.3 8.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 105 104 110 108 110 280 265 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 228,106 COMMITMENTS 54,226 75,611 42,992 111,439 87,297 208,657 205,900 19,449 22,206 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: -4,182) -6,135 5,051 -7,182 6,911 41 -6,406 -2,090 2,224 -2,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 33.1 18.8 48.9 38.3 91.5 90.3 8.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 60 64 72 84 79 189 172 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,566,775 COMMITMENTS 382,946 459,657 373,148 667,897 555,515 1423991 1388320 142,784 178,455 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: -33,536) 14,994 -9,327 -32,075 -16,765 6,517 -33,846 -34,885 310 1,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 29.3 23.8 42.6 35.5 90.9 88.6 9.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738) 163 146 178 311 319 572 575 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,555 COMMITMENTS 768 744 16 1,669 2,509 2,453 3,269 2,102 1,286 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 16.3 0.4 36.6 55.1 53.9 71.8 46.1 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 5 1 7 8 12 14 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,433 COMMITMENTS 141,870 216,172 156,970 462,575 374,801 761,415 747,943 51,018 64,490 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 3,329) 9,244 27,201 -1,739 -4,423 -19,812 3,082 5,650 247 -2,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 26.6 19.3 56.9 46.1 93.7 92.1 6.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539) 132 135 164 197 208 426 436 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 575,642 COMMITMENTS 127,037 174,223 107,735 308,857 267,350 543,629 549,308 32,013 26,334 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 9,712) 10,653 8,888 -6,293 5,074 7,733 9,434 10,328 278 -616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 30.3 18.7 53.7 46.4 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 97 90 97 118 96 269 240 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,656,407 COMMITMENTS 301,229 334,566 11,993 1134429 1165234 1447651 1511793 208,756 144,614 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 20,462) 15,835 37,261 -3,214 4,067 -4,565 16,688 29,482 3,774 -9,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 20.2 0.7 68.5 70.3 87.4 91.3 12.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 30 35 20 110 112 152 155 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,688,917 COMMITMENTS 146,516 500,751 15,179 1353855 1004835 1515550 1520765 173,367 168,152 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: -23,297) -443 8,685 -14,149 -7,284 -15,482 -21,876 -20,946 -1,421 -2,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 29.6 0.9 80.2 59.5 89.7 90.0 10.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 15 25 14 109 96 130 129 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 519,936 COMMITMENTS 151,374 49,942 129,046 192,326 311,915 472,746 490,903 47,190 29,033 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 36,830) 8,965 67 23,575 3,968 11,410 36,508 35,052 322 1,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 9.6 24.8 37.0 60.0 90.9 94.4 9.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 92 54 94 119 120 260 239 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,147 COMMITMENTS 2,579 1,332 96 3,606 5,727 6,281 7,155 1,866 992 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: -379) 95 -95 -39 -295 -270 -239 -404 -140 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 16.3 1.2 44.3 70.3 77.1 87.8 22.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 9 5 18 19 36 32 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,105,767 COMMITMENTS 561,637 1825226 46,864 3224951 2105562 3833452 3977652 272,315 128,115 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 123,020) -133 128,240 9,801 106,668 -16,371 116,336 121,670 6,684 1,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 44.5 1.1 78.5 51.3 93.4 96.9 6.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488) 108 60 33 259 170 382 248 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,344,688 COMMITMENTS 418,362 785,968 123,647 3380176 3049762 3922185 3959377 422,503 385,311 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 36,383) -55,180 4,734 1,878 69,861 20,139 16,559 26,751 19,824 9,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 18.1 2.8 77.8 70.2 90.3 91.1 9.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 58 69 31 208 194 283 277 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,049,070 COMMITMENTS 271,837 430,980 22,901 1542485 1325893 1837223 1779774 211,847 269,296 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 28,599) 30,566 1,337 -7,297 -10,667 31,032 12,602 25,072 15,997 3,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 21.0 1.1 75.3 64.7 89.7 86.9 10.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 25 24 15 105 111 139 141 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 4,696 COMMITMENTS 2,464 1,250 1,298 0 1,235 3,762 3,783 934 913 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 271) -155 411 261 0 -115 106 557 165 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 26.6 27.6 0.0 26.3 80.1 80.6 19.9 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 15 3 0 1 11 18 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,202,016 COMMITMENTS 421,655 1875055 64,006 5278483 3991980 5764144 5931041 437,872 270,975 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: -57,950) 16,054 -27,970 -24,613 -55,886 22,050 -64,445 -30,533 6,495 -27,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 30.2 1.0 85.1 64.4 92.9 95.6 7.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420) 65 58 29 222 193 301 266 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,654,954 COMMITMENTS 144,395 294,833 316,914 1154820 1002206 1616129 1613953 38,825 41,001 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 170,699) -46,453 23,782 20,360 196,202 128,178 170,109 172,320 590 -1,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 17.8 19.1 69.8 60.6 97.7 97.5 2.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 23 42 47 83 83 136 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 114,233 COMMITMENTS 17,190 15,666 10,272 72,670 76,088 100,132 102,026 14,101 12,207 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 6,331) -2,648 -1,796 2,543 6,378 5,398 6,273 6,145 58 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 13.7 9.0 63.6 66.6 87.7 89.3 12.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 21 19 19 31 32 62 61 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 114,233 COMMITMENTS 17,190 15,666 10,272 72,670 76,088 100,132 102,026 14,101 12,207 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 8,714) -3,087 -1,447 3,767 6,480 5,420 7,160 7,740 1,554 974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 13.7 9.0 63.6 66.6 87.7 89.3 12.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 21 19 19 31 32 62 61 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 66,082 COMMITMENTS 204 3,670 38 62,198 60,553 62,440 64,261 3,642 1,821 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 9,993) 204 565 38 8,731 8,382 8,973 8,985 1,020 1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 5.6 0.1 94.1 91.6 94.5 97.2 5.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 5 2 29 14 32 19 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 110,188 COMMITMENTS 21,077 26,295 8,912 79,764 74,880 109,753 110,087 435 101 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 7,329) -178 -211 7,527 -2 0 7,347 7,316 -18 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 23.9 8.1 72.4 68.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 26 13 5 6 2 36 17 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 98,113 COMMITMENTS 50,996 50,989 47,100 0 0 98,096 98,089 17 24 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 9,091) 11,250 11,250 -2,159 0 0 9,091 9,091 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 52.0 48.0 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 18 12 4 0 0 21 13 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 06/18/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 68,673 COMMITMENTS 58,425 49,050 10,228 0 9,327 68,653 68,605 20 68 CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST: 13,183) 23,601 22,846 -10,418 0 755 13,183 13,183 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.1 71.4 14.9 0.0 13.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 18 4 0 2 15 21
Updated June 24, 2024