WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 411,906 COMMITMENTS 131,162 165,948 90,527 158,097 118,232 379,786 374,707 32,120 37,199 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 9,129) 986 -2,918 5,540 1,835 5,902 8,361 8,524 768 605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 40.3 22.0 38.4 28.7 92.2 91.0 7.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 109 114 104 114 109 283 277 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 240,149 COMMITMENTS 61,115 90,236 44,615 117,657 82,872 223,387 217,723 16,762 22,426 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 1,830) -2,421 -5,128 4,257 -282 122 1,554 -749 276 2,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 37.6 18.6 49.0 34.5 93.0 90.7 7.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 66 64 60 87 75 183 172 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,561,542 COMMITMENTS 309,195 549,136 403,277 698,186 447,624 1410658 1400037 150,884 161,505 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 41,442) -4,562 6,668 20,916 25,296 10,502 41,650 38,086 -208 3,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 35.2 25.8 44.7 28.7 90.3 89.7 9.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751) 145 167 190 335 282 597 559 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,328 COMMITMENTS 625 1,746 82 2,079 2,071 2,786 3,899 2,542 1,429 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 219) -158 301 -6 13 -190 -151 105 370 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 32.8 1.5 39.0 38.9 52.3 73.2 47.7 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 8 2 10 9 14 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 814,807 COMMITMENTS 124,357 274,507 150,411 490,906 330,224 765,674 755,142 49,133 59,665 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 28,730) 1,310 29,246 1,376 27,153 -3,718 29,839 26,904 -1,109 1,826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 33.7 18.5 60.2 40.5 94.0 92.7 6.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520) 123 143 142 193 188 401 408 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,792 COMMITMENTS 113,261 106,784 120,619 280,271 290,414 514,151 517,817 28,641 24,975 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: -14,636) -11,845 -49,082 8,777 -9,435 27,629 -12,503 -12,676 -2,133 -1,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 19.7 22.2 51.6 53.5 94.7 95.4 5.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 96 75 92 113 99 261 223 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,672,882 COMMITMENTS 304,975 339,396 18,344 1138051 1170440 1461370 1528180 211,512 144,702 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: -13,756) -13,181 -366 1,857 -9,899 -10,210 -21,223 -8,719 7,467 -5,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 20.3 1.1 68.0 70.0 87.4 91.4 12.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 25 38 18 108 114 144 159 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,662,493 COMMITMENTS 145,579 551,539 2,644 1342054 943,446 1490277 1497629 172,216 164,864 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: -3,230) 2,808 15,551 -3,062 528 -12,432 274 57 -3,504 -3,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 33.2 0.2 80.7 56.7 89.6 90.1 10.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 13 28 11 107 94 126 127 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 521,102 COMMITMENTS 143,642 77,288 123,611 208,260 292,689 475,513 493,588 45,589 27,514 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 22,660) -4,176 6,103 8,967 16,328 6,864 21,119 21,934 1,541 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 14.8 23.7 40.0 56.2 91.3 94.7 8.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 87 78 100 118 107 263 246 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,547 COMMITMENTS 2,667 1,913 28 3,931 5,523 6,626 7,464 1,921 1,083 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 838) 10 705 12 799 14 821 731 17 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 22.4 0.3 46.0 64.6 77.5 87.3 22.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 19 7 3 18 16 37 26 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,307,221 COMMITMENTS 629,962 1862277 114,382 3283900 2210372 4028244 4187031 278,977 120,190 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 55,886) 857 12,789 3,658 39,360 42,857 43,875 59,304 12,011 -3,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 43.2 2.7 76.2 51.3 93.5 97.2 6.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498) 121 57 36 250 178 390 253 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,502,656 COMMITMENTS 510,933 928,837 108,837 3451637 3101171 4071407 4138845 431,249 363,811 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 128,346) 34,216 106,744 9,171 64,550 22,359 107,937 138,274 20,409 -9,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 20.6 2.4 76.7 68.9 90.4 91.9 9.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 61 73 41 210 197 296 286 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,072,623 COMMITMENTS 250,797 384,154 26,646 1595197 1397941 1872640 1808741 199,983 263,882 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: -8,436) 21,176 2,399 4,663 -17,664 -19,564 8,175 -12,502 -16,611 4,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 18.5 1.3 77.0 67.4 90.4 87.3 9.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 25 22 16 112 115 144 146 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 2,933 COMMITMENTS 1,731 926 423 75 250 2,229 1,599 704 1,334 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 412) -13 126 324 16 250 327 700 85 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 31.6 14.4 2.6 8.5 76.0 54.5 24.0 45.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 18 3 1 1 8 22 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,356,121 COMMITMENTS 454,103 2020704 93,793 5370659 3962461 5918555 6076958 437,566 279,163 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 88,687) 28,384 57,013 11,165 36,527 24,656 76,076 92,834 12,611 -4,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 31.8 1.5 84.5 62.3 93.1 95.6 6.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 60 57 29 223 186 301 254 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,743,508 COMMITMENTS 250,994 384,548 299,060 1150944 1022253 1700998 1705861 42,510 37,647 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 113,740) 57,000 30,491 49,984 5,749 35,478 112,733 115,953 1,007 -2,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 22.1 17.2 66.0 58.6 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 26 46 46 85 87 138 153 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 88,307 COMMITMENTS 22,317 14,522 3,728 48,737 59,798 74,782 78,048 13,525 10,259 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 6,179) 4,012 2,945 572 1,491 3,458 6,075 6,975 104 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 16.4 4.2 55.2 67.7 84.7 88.4 15.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 18 11 31 28 64 51 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 88,307 COMMITMENTS 22,317 14,522 3,728 48,737 59,798 74,782 78,048 13,525 10,259 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 6,179) 4,012 2,945 572 1,491 3,458 6,075 6,975 104 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 16.4 4.2 55.2 67.7 84.7 88.4 15.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 18 11 31 28 64 51 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,998 COMMITMENTS 229 1,220 0 43,944 45,014 44,173 46,234 2,825 764 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: -3,713) 229 -580 0 -4,204 -2,711 -3,975 -3,291 262 -422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.6 0.0 93.5 95.8 94.0 98.4 6.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 0 26 14 27 17 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 168,575 COMMITMENTS 15,945 23,182 701 151,574 144,590 168,220 168,473 355 102 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: -279) -241 -282 2 -33 0 -272 -280 -7 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 13.8 0.4 89.9 85.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 25 16 3 7 3 34 20 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 107,826 COMMITMENTS 60,751 60,744 47,058 0 0 107,809 107,802 17 24 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 190) 190 190 0 0 0 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 56.3 43.6 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 19 13 4 0 0 22 14 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 07/09/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 70,046 COMMITMENTS 61,163 53,781 8,863 0 7,334 70,026 69,978 20 68 CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST: 277) 197 134 80 0 63 277 277 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.3 76.8 12.7 0.0 10.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 18 3 0 2 15 21
Updated July 12, 2024