WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,307
COMMITMENTS
98,913 137,803 146,230 150,611 103,508 395,754 387,542 31,552 39,765
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 11,250)
-1,365 -911 9,035 1,434 -1,130 9,104 6,994 2,146 4,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 32.2 34.2 35.2 24.2 92.6 90.7 7.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
111 115 145 108 102 300 291
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 226,120
COMMITMENTS
53,285 77,476 62,034 90,074 66,344 205,393 205,855 20,727 20,265
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 4,519)
1,716 1,480 -2,298 3,665 5,152 3,082 4,334 1,437 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 34.3 27.4 39.8 29.3 90.8 91.0 9.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
55 65 63 71 76 162 171
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,713,898
COMMITMENTS
243,797 433,278 553,093 731,035 513,299 1527925 1499670 185,973 214,228
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 112,551)
-488 25,126 62,710 43,769 24,429 105,991 112,264 6,560 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 25.3 32.3 42.7 29.9 89.1 87.5 10.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
150 157 204 355 340 618 616
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,627
COMMITMENTS
96,715 132,390 260,080 418,648 366,929 775,443 759,398 58,184 74,229
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 44,148)
-1,633 16,805 26,288 18,056 -1,818 42,711 41,276 1,437 2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.9 31.2 50.2 44.0 93.0 91.1 7.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
118 164 182 206 221 434 465
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,231
COMMITMENTS
91,514 124,188 150,934 268,391 238,361 510,838 513,483 31,392 28,747
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 21,113)
4,573 2,357 12,520 4,509 6,265 21,602 21,143 -490 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 22.9 27.8 49.5 44.0 94.2 94.7 5.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
95 84 104 103 94 252 237
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,616,734
COMMITMENTS
176,711 322,931 104,831 1124567 1036974 1406108 1464736 210,626 151,998
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 44,697)
5,431 17,410 12,242 18,678 14,468 36,351 44,120 8,346 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 20.0 6.5 69.6 64.1 87.0 90.6 13.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
29 36 44 118 122 174 175
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,682,745
COMMITMENTS
154,146 468,135 6,850 1352414 1062225 1513410 1537210 169,335 145,535
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 13,748)
-1,475 8,971 2,385 8,516 11,451 9,426 22,808 4,322 -9,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 27.8 0.4 80.4 63.1 89.9 91.4 10.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
14 30 15 111 94 134 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 515,526
COMMITMENTS
91,191 92,013 140,852 233,763 247,702 465,806 480,567 49,720 34,958
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 25,653)
-16,946 14,992 14,105 25,987 -3,836 23,146 25,261 2,507 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 17.8 27.3 45.3 48.0 90.4 93.2 9.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
80 76 99 129 112 270 236
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,290
COMMITMENTS
5,036 740 532 3,190 9,333 8,758 10,605 2,532 684
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -665)
-521 418 145 -84 -1,164 -460 -601 -206 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 6.6 4.7 28.3 82.7 77.6 93.9 22.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
31 6 7 19 18 52 29
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,823,543
COMMITMENTS
420,457 1656123 94,507 3049909 1942373 3564873 3693004 258,670 130,539
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 23,597)
-355 -6,256 15,487 1,211 21,255 16,344 30,485 7,253 -6,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 43.3 2.5 79.8 50.8 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
98 55 40 244 173 363 247
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,385,078
COMMITMENTS
471,799 1180565 535,570 3941384 3288425 4948753 5004560 436,326 380,518
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 97,432)
75,916 19,465 51,821 -41,654 22,317 86,083 93,603 11,350 3,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 21.9 9.9 73.2 61.1 91.9 92.9 8.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
74 70 74 237 213 352 316
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,099,821
COMMITMENTS
324,665 498,586 25,850 1545579 1300896 1896095 1825332 203,726 274,489
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 16,283)
66,221 -9,488 -3,608 -47,174 20,150 15,440 7,054 843 9,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 23.7 1.2 73.6 62.0 90.3 86.9 9.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
26 23 15 96 106 128 138
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,392
COMMITMENTS
1,380 2,141 80 867 0 2,327 2,221 1,065 1,171
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 735)
-249 482 49 813 0 613 531 122 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 63.1 2.4 25.6 0.0 68.6 65.5 31.4 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 11 3 1 0 13 13
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,092,121
COMMITMENTS
426,243 1613997 254,908 4960133 3934212 5641284 5803117 450,837 289,004
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 24,456)
51,927 -59,952 -11,352 -24,654 106,744 15,921 35,441 8,535 -10,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 26.5 4.2 81.4 64.6 92.6 95.3 7.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
59 47 49 219 189 306 257
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,626,636
COMMITMENTS
165,155 301,348 291,069 1131777 989,132 1588001 1581549 38,635 45,087
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 141,795)
-10,339 -5,473 54,492 87,020 86,270 131,173 135,289 10,622 6,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 18.5 17.9 69.6 60.8 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
27 45 49 68 75 126 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,342
COMMITMENTS
36,987 12,908 2,656 49,428 74,856 89,071 90,420 14,271 12,922
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -49)
2,676 -1,859 1,044 -4,227 616 -507 -199 458 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 12.5 2.6 47.8 72.4 86.2 87.5 13.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 21 13 33 31 66 60
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,342
COMMITMENTS
36,987 12,908 2,656 49,428 74,856 89,071 90,420 14,271 12,922
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -49)
2,676 -1,859 1,044 -4,227 616 -507 -199 458 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 12.5 2.6 47.8 72.4 86.2 87.5 13.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 21 13 33 31 66 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 57,963
COMMITMENTS
0 515 0 55,381 56,395 55,381 56,910 2,582 1,053
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 5,077)
0 -59 0 4,977 4,906 4,977 4,847 100 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 95.5 97.3 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 0 28 12 28 14
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 94,124
COMMITMENTS
10,562 17,466 32 83,252 76,587 93,846 94,085 278 39
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 21,688)
-1,235 -1,522 32 22,877 23,182 21,674 21,692 14 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.6 0.0 88.4 81.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 10 1 6 2 24 13
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 75,401
COMMITMENTS
25,458 25,448 49,933 0 0 75,391 75,381 10 20
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 2,450)
2,450 2,450 0 0 0 2,450 2,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 33.8 66.2 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 10 4 0 0 15 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 37,636
COMMITMENTS
25,854 14,426 11,782 0 11,367 37,636 37,575 0 61
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 289)
291 291 -2 0 0 289 289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 38.3 31.3 0.0 30.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 15 3 0 1 13 18
Updated January 12, 2024