WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,863 COMMITMENTS 128,652 171,910 100,411 173,070 124,477 402,133 396,798 30,730 36,065 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 11,636) -1,958 6,685 2,195 12,865 5,108 13,102 13,988 -1,466 -2,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 39.7 23.2 40.0 28.8 92.9 91.7 7.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 106 126 117 125 110 303 292 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,385 COMMITMENTS 62,869 86,035 56,357 118,878 88,540 238,104 230,932 15,281 22,453 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 10,366) 4,116 1,519 5,427 838 1,359 10,381 8,305 -15 2,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 34.0 22.2 46.9 34.9 94.0 91.1 6.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 66 67 69 80 79 183 182 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,597,889 COMMITMENTS 308,633 521,075 408,905 729,696 504,138 1447234 1434118 150,655 163,771 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 705) -14,236 -23,746 13,938 2,297 8,969 1,999 -839 -1,294 1,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 32.6 25.6 45.7 31.6 90.6 89.8 9.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 748) 143 169 181 335 289 589 557 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,241 COMMITMENTS 616 1,877 159 2,428 1,792 3,203 3,828 2,038 1,413 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -151) -7 -89 -21 53 -71 25 -181 -176 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 35.8 3.0 46.3 34.2 61.1 73.0 38.9 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 8 2 9 8 13 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 779,994 COMMITMENTS 111,578 279,478 148,676 476,166 297,209 736,420 725,363 43,574 54,631 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -54,901) -29,837 -360 -14,291 -7,842 -37,563 -51,970 -52,214 -2,931 -2,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 35.8 19.1 61.0 38.1 94.4 93.0 5.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515) 114 147 143 184 190 392 411 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 563,030 COMMITMENTS 115,820 152,698 117,020 300,120 268,084 532,960 537,802 30,070 25,228 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -15,938) 1,673 31,576 -12,689 -4,601 -37,612 -15,617 -18,725 -321 2,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 27.1 20.8 53.3 47.6 94.7 95.5 5.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 100 96 102 120 85 282 232 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,698,988 COMMITMENTS 325,275 371,194 16,886 1133218 1178380 1475379 1566460 223,609 132,528 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 11,101) 23,811 5,571 -1,660 -6,369 19,190 15,782 23,101 -4,681 -12,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 21.8 1.0 66.7 69.4 86.8 92.2 13.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 30 39 26 112 113 159 161 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,960 COMMITMENTS 147,652 564,698 6,531 1311874 917,834 1466057 1489063 177,903 154,897 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -15,503) 2,115 7,964 -1,851 -12,501 -16,548 -12,237 -10,435 -3,266 -5,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 34.3 0.4 79.8 55.8 89.2 90.6 10.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 15 28 12 105 97 126 131 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 512,230 COMMITMENTS 127,647 89,953 114,251 225,398 278,207 467,296 482,411 44,934 29,819 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -22,307) 2,147 -11,647 -15,840 -4,313 6,960 -18,006 -20,527 -4,301 -1,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 17.6 22.3 44.0 54.3 91.2 94.2 8.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 89 77 99 125 109 269 250 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,358 COMMITMENTS 2,749 2,760 368 4,620 5,075 7,737 8,203 1,621 1,155 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -674) -321 -773 153 -300 48 -468 -572 -206 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 29.5 3.9 49.4 54.2 82.7 87.7 17.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 21 12 5 18 13 42 28 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,402,111 COMMITMENTS 715,610 1819282 110,386 3276031 2365050 4102027 4294718 300,084 107,393 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -36,671) 14,466 -23,255 -11,681 -54,695 11,117 -51,910 -23,819 15,239 -12,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 41.3 2.5 74.4 53.7 93.2 97.6 6.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 111 46 37 266 177 396 241 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,754,113 COMMITMENTS 415,036 1143506 111,800 3764050 3130373 4290886 4385679 463,227 368,434 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 168,602) 27,591 114,132 18,910 133,273 27,156 179,774 160,198 -11,172 8,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 24.1 2.4 79.2 65.8 90.3 92.3 9.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 67 63 47 212 181 302 268 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,099,513 COMMITMENTS 262,444 373,435 30,007 1581803 1435045 1874254 1838487 225,259 261,026 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 13,687) 8,880 4,422 608 -11,866 16,971 -2,378 22,001 16,065 -8,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 17.8 1.4 75.3 68.4 89.3 87.6 10.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 25 20 17 106 118 137 149 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,565,620 COMMITMENTS 554,750 2210788 85,766 5434842 4026571 6075358 6323125 490,262 242,495 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 110,042) 56,357 189,134 -12,180 35,442 -45,415 79,619 131,539 30,423 -21,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 33.7 1.3 82.8 61.3 92.5 96.3 7.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 73 56 36 230 191 324 262 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,085,226 COMMITMENTS 279,848 491,164 343,723 1417386 1213148 2040957 2048035 44,269 37,191 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 211,294) 14,092 88,387 58,152 139,116 66,095 211,360 212,634 -66 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 23.6 16.5 68.0 58.2 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 25 46 48 101 101 159 163 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,185 COMMITMENTS 27,554 14,016 2,153 48,111 64,984 77,818 81,153 14,367 11,032 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 1,138) 1,613 -559 326 -1,004 1,229 935 996 203 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 15.2 2.3 52.2 70.5 84.4 88.0 15.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 24 18 15 30 23 63 48 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,185 COMMITMENTS 27,554 14,016 2,153 48,111 64,984 77,818 81,153 14,367 11,032 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 1,138) 1,613 -559 326 -1,004 1,229 935 996 203 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 15.2 2.3 52.2 70.5 84.4 88.0 15.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 24 18 15 30 23 63 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,427 COMMITMENTS 1,755 547 0 41,178 45,221 42,933 45,768 3,494 659 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -566) 63 -190 0 -414 -402 -351 -592 -215 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.2 0.0 88.7 97.4 92.5 98.6 7.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 0 25 11 26 13 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 174,824 COMMITMENTS 22,586 29,771 330 151,568 144,590 174,484 174,691 340 133 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 4,052) 4,045 4,051 5 -6 0 4,044 4,056 8 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 17.0 0.2 86.7 82.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 30 19 3 7 3 38 24 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 26,623 COMMITMENTS 19,083 18,451 7,530 0 631 26,613 26,612 10 11 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 566) -2 -2 568 0 0 566 566 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.7 69.3 28.3 0.0 2.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 14 2 0 1 6 16 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 113,632 COMMITMENTS 66,552 66,571 47,058 0 0 113,610 113,629 22 3 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -771) -771 -771 0 0 0 -771 -771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 58.6 41.4 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 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 72,362 COMMITMENTS 64,025 55,005 8,316 0 8,967 72,341 72,288 21 74 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 654) 1,131 -23 -477 0 1,152 654 652 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.5 76.0 11.5 0.0 12.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 19 3 0 2 15 22
Updated August 02, 2024