WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,803 COMMITMENTS 111,145 128,227 114,323 154,918 132,455 380,386 375,005 30,417 35,798 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 12,259) 2,739 6,107 469 8,709 4,679 11,917 11,255 342 1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 31.2 27.8 37.7 32.2 92.6 91.3 7.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 106 108 118 105 113 282 278 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 251,787 COMMITMENTS 61,005 56,885 63,077 110,676 109,091 234,758 229,053 17,029 22,734 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 9,465) -425 1,398 1,412 8,890 5,723 9,877 8,533 -412 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 22.6 25.1 44.0 43.3 93.2 91.0 6.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 60 68 63 80 82 180 176 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,643,455 COMMITMENTS 377,721 359,881 368,499 761,456 734,981 1507676 1463361 135,779 180,094 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 88,784) 44,582 21,590 -1,181 39,649 69,292 83,050 89,701 5,734 -917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 21.9 22.4 46.3 44.7 91.7 89.0 8.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781) 157 141 174 327 349 582 596 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 942,741 COMMITMENTS 157,837 236,132 180,562 550,065 452,013 888,464 868,707 54,277 74,034 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: -5,487) 3,082 15,998 5,455 -19,825 -23,727 -11,288 -2,274 5,801 -3,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 25.0 19.2 58.3 47.9 94.2 92.1 5.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 127 160 177 230 244 475 487 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 527,956 COMMITMENTS 149,472 80,440 94,659 249,916 328,396 494,047 503,495 33,909 24,461 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 20,739) 6,694 -9,533 8,833 2,479 23,182 18,006 22,482 2,733 -1,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 15.2 17.9 47.3 62.2 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 116 57 93 111 97 266 215 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,770,150 COMMITMENTS 390,276 464,113 24,198 1131940 1150446 1546414 1638757 223,736 131,393 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: -12,021) 2,118 15,777 7,961 -16,317 -27,884 -6,238 -4,146 -5,783 -7,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 26.2 1.4 63.9 65.0 87.4 92.6 12.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 27 44 24 114 113 157 165 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,754,903 COMMITMENTS 168,092 510,395 23,868 1376875 1036791 1568835 1571054 186,068 183,849 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 27,600) 3,810 24,887 20,991 -7,918 -29,460 16,883 16,418 10,717 11,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 29.1 1.4 78.5 59.1 89.4 89.5 10.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 14 24 9 109 85 128 113 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 575,493 COMMITMENTS 151,196 82,728 120,078 250,687 342,545 521,961 545,351 53,532 30,142 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 11,713) 4,088 -2,495 -2,914 11,336 14,372 12,510 8,963 -797 2,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 14.4 20.9 43.6 59.5 90.7 94.8 9.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 101 64 96 129 115 280 236 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,510 COMMITMENTS 2,857 1,514 325 4,740 6,531 7,922 8,370 1,588 1,140 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 245) 11 360 -42 174 -140 143 178 102 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 15.9 3.4 49.8 68.7 83.3 88.0 16.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 17 10 7 21 13 42 28 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,544,942 COMMITMENTS 579,281 1960191 77,653 3616885 2414241 4273819 4452085 271,123 92,857 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 83,853) 21,566 60,216 -13,514 81,228 41,559 89,280 88,261 -5,427 -4,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 43.1 1.7 79.6 53.1 94.0 98.0 6.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 103 43 30 268 164 385 223 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,660,932 COMMITMENTS 478,831 1327022 114,297 3609161 2866888 4202289 4308207 458,643 352,725 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: -43,656) 901 -15,973 29,700 -74,859 -69,771 -44,258 -56,044 602 12,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 28.5 2.5 77.4 61.5 90.2 92.4 9.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 63 63 45 211 171 296 257 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,163,065 COMMITMENTS 370,366 434,088 15,256 1566612 1427745 1952234 1877089 210,831 285,976 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: -28,445) 14,494 3,168 -5,921 -43,566 -31,015 -34,993 -33,768 6,548 5,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 20.1 0.7 72.4 66.0 90.3 86.8 9.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 26 28 14 101 122 136 155 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 4,587 COMMITMENTS 2,329 1,377 737 817 0 3,883 2,114 704 2,473 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 697) -508 38 335 701 0 528 373 169 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 30.0 16.1 17.8 0.0 84.7 46.1 15.3 53.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 22 4 2 0 8 25 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,237,556 COMMITMENTS 485,990 2126977 81,746 5234176 3776095 5801912 5984818 435,644 252,738 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 7,593) 33,401 44,364 -10,052 -14,313 -10,514 9,036 23,798 -1,443 -16,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 34.1 1.3 83.9 60.5 93.0 95.9 7.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 62 48 31 244 195 320 260 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,196,168 COMMITMENTS 430,292 294,077 508,291 1224628 1339193 2163211 2141561 32,957 54,607 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 164,668) 7,749 -1,701 40,713 115,032 125,062 163,494 164,074 1,174 594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 13.4 23.1 55.8 61.0 98.5 97.5 1.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 25 36 47 83 90 138 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 91,035 COMMITMENTS 24,760 12,524 2,624 48,586 62,979 75,970 78,127 15,065 12,908 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: -82) 778 1,141 1,182 -1,272 -2,609 688 -285 -770 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 13.8 2.9 53.4 69.2 83.5 85.8 16.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 27 17 15 26 28 58 55 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 91,035 COMMITMENTS 24,760 12,524 2,624 48,586 62,979 75,970 78,127 15,065 12,908 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 1,658) 1,346 1,826 1,233 -1,272 -2,544 1,307 515 351 1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 13.8 2.9 53.4 69.2 83.5 85.8 16.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 27 17 15 26 28 58 55 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 68,650 COMMITMENTS 1,164 2,607 0 64,174 65,347 65,338 67,954 3,312 696 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: -594) 2 83 0 -487 -509 -485 -426 -109 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.8 0.0 93.5 95.2 95.2 99.0 4.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 5 0 33 13 35 18 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 176,711 COMMITMENTS 17,976 32,456 905 157,380 143,200 176,261 176,561 450 150 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: -4,284) -4,291 -4,358 37 -19 0 -4,273 -4,321 -11 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 18.4 0.5 89.1 81.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 28 16 3 8 2 38 19 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 30,772 COMMITMENTS 22,582 16,969 8,180 0 5,599 30,762 30,748 10 24 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 11) 11 -796 0 0 807 11 11 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.4 55.1 26.6 0.0 18.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 15 2 0 1 5 18 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 136,144 COMMITMENTS 88,540 88,525 47,584 0 0 136,124 136,109 20 35 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 5,701) 5,701 5,701 0 0 0 5,701 5,701 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 65.0 35.0 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 23 9 5 0 0 26 11 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 10/22/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 100,119 COMMITMENTS 88,330 83,142 11,770 0 5,110 100,100 100,022 19 97 CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST: 8,154) 8,249 8,230 -95 0 0 8,154 8,135 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.2 83.0 11.8 0.0 5.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 18 3 0 2 18 21
Updated October 25, 2024