WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,057
COMMITMENTS
100,279 138,715 137,195 149,176 104,639 386,650 380,548 29,406 35,508
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 3,510)
4,573 5,665 -1,607 2,303 1,318 5,269 5,376 -1,759 -1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 33.3 33.0 35.9 25.2 92.9 91.5 7.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
112 117 146 105 101 301 290
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 221,600
COMMITMENTS
51,569 75,996 64,333 86,409 61,191 202,310 201,520 19,290 20,080
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 5,490)
-5,936 -1,879 4,592 7,564 2,723 6,220 5,436 -730 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 34.3 29.0 39.0 27.6 91.3 90.9 8.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
53 63 63 70 75 161 168
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,601,347
COMMITMENTS
244,285 408,152 490,383 687,266 488,870 1421934 1387405 179,413 213,941
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 68,024)
-8,723 12,415 43,905 32,774 2,449 67,956 58,769 68 9,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 25.5 30.6 42.9 30.5 88.8 86.6 11.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
132 159 191 345 334 595 597
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,479
COMMITMENTS
98,348 115,585 233,792 400,592 368,747 732,732 718,123 56,747 71,356
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 36,774)
870 13,477 28,940 14,935 -3,838 44,745 38,579 -7,971 -1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 14.6 29.6 50.7 46.7 92.8 91.0 7.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 531)
126 145 173 204 214 427 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 521,118
COMMITMENTS
86,940 121,831 138,414 263,882 232,096 489,236 492,341 31,882 28,777
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 16,891)
6,332 5,215 5,968 5,861 4,336 18,161 15,519 -1,270 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 23.4 26.6 50.6 44.5 93.9 94.5 6.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
81 86 103 102 93 242 235
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,572,037
COMMITMENTS
171,280 305,521 92,589 1105889 1022506 1369757 1420616 202,279 151,421
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 46,548)
15,200 12,698 -9,953 38,622 46,347 43,869 49,091 2,679 -2,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 19.4 5.9 70.3 65.0 87.1 90.4 12.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
24 38 35 114 117 160 168
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,668,997
COMMITMENTS
155,621 459,163 4,465 1343898 1050774 1503984 1514403 165,013 154,595
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 42,821)
7,915 19,840 746 37,468 15,511 46,129 36,096 -3,308 6,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 27.5 0.3 80.5 63.0 90.1 90.7 9.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
16 28 15 108 92 133 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 489,873
COMMITMENTS
108,137 77,021 126,747 207,775 251,538 442,660 455,306 47,213 34,566
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: -18,387)
-3,164 13,330 -17,557 6,615 -12,568 -14,106 -16,795 -4,281 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 15.7 25.9 42.4 51.3 90.4 92.9 9.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
92 74 99 122 114 266 242
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,955
COMMITMENTS
5,557 322 387 3,273 10,498 9,217 11,207 2,738 748
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: -108)
84 116 -140 -76 -39 -133 -63 24 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 2.7 3.2 27.4 87.8 77.1 93.7 22.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 5 7 20 20 51 29
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,799,946
COMMITMENTS
420,812 1662380 79,019 3048698 1921119 3548529 3662518 251,417 137,428
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 10,484)
20,455 -1,521 4,852 -110 -598 25,197 2,734 -14,713 7,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 43.7 2.1 80.2 50.6 93.4 96.4 6.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
106 54 39 237 172 361 247
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,287,646
COMMITMENTS
395,883 1161100 483,749 3983038 3266108 4862670 4910957 424,976 376,689
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 42,915)
-35,830 -6,753 12,145 87,395 29,108 63,711 34,500 -20,796 8,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 22.0 9.1 75.3 61.8 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
70 62 73 240 210 344 311
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,083,538
COMMITMENTS
258,445 508,074 29,458 1592753 1280746 1880655 1818278 202,883 265,260
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 38,722)
16,368 -12,034 4,951 9,836 41,704 31,154 34,620 7,568 4,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 24.4 1.4 76.4 61.5 90.3 87.3 9.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
23 28 17 97 103 127 141
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 2,657
COMMITMENTS
1,629 1,659 31 54 0 1,714 1,690 943 967
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: -814)
759 -55 -604 -678 0 -523 -659 -291 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 62.4 1.2 2.0 0.0 64.5 63.6 35.5 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 12 1 1 0 10 13
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,067,664
COMMITMENTS
374,316 1673949 266,260 4984787 3827467 5625363 5767676 442,301 299,988
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 70,804)
-20,776 -44,861 43,867 60,695 52,637 83,786 51,644 -12,981 19,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 27.6 4.4 82.2 63.1 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
62 46 50 215 181 301 253
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,484,841
COMMITMENTS
175,494 306,821 236,577 1044757 902,862 1456828 1446260 28,013 38,581
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: -111,722)
-20,473 681 -13,596 -76,425 -95,545 -110,494 -108,460 -1,228 -3,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 20.7 15.9 70.4 60.8 98.1 97.4 1.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
22 47 45 70 76 123 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,391
COMMITMENTS
34,311 14,767 1,612 53,655 74,240 89,578 90,619 13,813 12,773
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 4,864)
5,842 -2,545 -373 -670 7,434 4,798 4,516 66 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 14.3 1.6 51.9 71.8 86.6 87.6 13.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 20 14 36 32 71 61
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,391
COMMITMENTS
34,311 14,767 1,612 53,655 74,240 89,578 90,619 13,813 12,773
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 4,864)
5,842 -2,545 -373 -670 7,434 4,798 4,516 66 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 14.3 1.6 51.9 71.8 86.6 87.6 13.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 20 14 36 32 71 61
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 52,886
COMMITMENTS
0 574 0 50,404 51,489 50,404 52,063 2,482 823
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 6,031)
0 -15 0 6,448 5,647 6,448 5,632 -417 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 95.3 97.4 95.3 98.4 4.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 0 28 13 28 15
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 72,436
COMMITMENTS
11,797 18,988 0 60,375 53,405 72,172 72,393 264 43
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: -755)
-783 -775 0 0 0 -783 -775 28 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 26.2 0.0 83.3 73.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
19 10 0 6 2 25 12
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 72,951
COMMITMENTS
23,008 22,998 49,933 0 0 72,941 72,931 10 20
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 1,872)
1,872 1,872 0 0 0 1,872 1,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 31.5 68.4 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 10 4 0 0 14 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 37,347
COMMITMENTS
25,563 14,135 11,784 0 11,367 37,347 37,286 0 61
CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST: 1,874)
1,874 1,874 0 0 0 1,874 1,874 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 37.8 31.6 0.0 30.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 16 4 0 1 12 19
Updated January 05, 2024