WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,570
COMMITMENTS
101,096 148,512 169,704 163,286 110,473 434,086 428,689 33,485 38,881
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 9,061)
-1,384 -3,821 11,556 -1,605 1,885 8,568 9,621 493 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 31.8 36.3 34.9 23.6 92.8 91.7 7.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
105 120 141 112 103 301 294
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,680
COMMITMENTS
56,501 83,943 71,032 94,713 65,428 222,246 220,403 19,434 21,277
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 9,371)
1,436 -324 5,561 2,652 5,851 9,649 11,088 -277 -1,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 34.7 29.4 39.2 27.1 92.0 91.2 8.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
58 66 66 71 72 167 169
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,958,230
COMMITMENTS
237,965 469,709 684,224 843,132 580,195 1765321 1734128 192,909 224,102
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 105,899)
568 6,338 62,840 39,411 40,528 102,819 109,706 3,080 -3,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 24.0 34.9 43.1 29.6 90.1 88.6 9.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780)
142 172 219 366 356 642 643
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 931,391
COMMITMENTS
76,228 181,498 325,153 473,471 350,690 874,853 857,341 56,538 74,050
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 56,888)
-4,551 8,091 37,851 22,314 11,971 55,615 57,914 1,273 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 19.5 34.9 50.8 37.7 93.9 92.0 6.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
127 167 194 215 225 462 480
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 593,641
COMMITMENTS
99,222 127,651 173,648 287,369 263,439 560,239 564,738 33,402 28,904
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 20,999)
3,100 -1,013 13,812 2,645 7,650 19,558 20,450 1,441 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 21.5 29.3 48.4 44.4 94.4 95.1 5.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
93 86 106 110 102 264 245
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,624,612
COMMITMENTS
175,857 298,180 106,878 1120994 1061017 1403730 1466075 220,882 158,536
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 26,697)
-714 -5,822 11,880 5,354 12,578 16,520 18,636 10,178 8,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 18.4 6.6 69.0 65.3 86.4 90.2 13.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
28 35 41 117 122 172 171
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,666,436
COMMITMENTS
160,344 492,949 7,706 1332048 1013106 1500098 1513762 166,338 152,675
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -18,348)
-4,782 4,541 -22 -7,772 -20,860 -12,576 -16,341 -5,772 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 29.6 0.5 79.9 60.8 90.0 90.8 10.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
15 29 17 114 94 139 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 566,127
COMMITMENTS
78,612 101,236 167,257 267,820 261,140 513,689 529,633 52,437 36,493
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 18,839)
-6,574 4,760 11,076 16,174 1,349 20,676 17,186 -1,837 1,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.9 29.5 47.3 46.1 90.7 93.6 9.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
83 79 104 140 120 282 258
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,104
COMMITMENTS
5,110 1,208 364 3,030 8,704 8,504 10,276 2,600 827
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 48)
59 322 -89 124 -391 94 -158 -46 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 10.9 3.3 27.3 78.4 76.6 92.6 23.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
29 7 6 15 19 47 30
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,998,349
COMMITMENTS
390,534 1658436 105,239 3240165 2104848 3735939 3868524 262,411 129,825
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 51,615)
-46,883 19,166 11,655 75,146 28,756 39,918 59,577 11,696 -7,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 41.5 2.6 81.0 52.6 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
94 55 41 243 181 356 258
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,326,493
COMMITMENTS
489,230 1202877 468,600 3938739 3274759 4896569 4946236 429,925 380,257
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -102,784)
62,232 -38,654 -30,019 -133,746 -45,061 -101,532 -113,733 -1,251 10,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 22.6 8.8 73.9 61.5 91.9 92.9 8.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
74 64 77 242 210 354 313
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,132,154
COMMITMENTS
333,872 472,419 24,794 1584862 1347228 1943528 1844440 188,626 287,713
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 36,693)
1,640 -19,985 5,442 45,466 44,036 52,548 29,493 -15,855 7,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 22.2 1.2 74.3 63.2 91.2 86.5 8.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
25 23 18 100 108 134 140
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,273,044
COMMITMENTS
440,374 1708406 246,311 5136652 4029833 5823337 5984550 449,707 288,494
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 64,780)
-14,956 37,836 1,159 71,435 30,497 57,638 69,492 7,141 -4,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 27.2 3.9 81.9 64.2 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
65 48 50 226 189 316 262
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,891,792
COMMITMENTS
240,298 315,677 372,417 1247261 1152221 1859976 1840315 31,816 51,477
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 80,527)
-5,477 3,842 37,613 53,269 42,880 85,405 84,335 -4,878 -3,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 16.7 19.7 65.9 60.9 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
26 41 46 80 85 135 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,793
COMMITMENTS
33,826 14,760 2,615 49,707 71,554 86,148 88,929 15,645 12,864
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,619)
265 -515 109 524 4,523 898 4,117 722 -2,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 14.5 2.6 48.8 70.3 84.6 87.4 15.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
38 31 17 35 29 79 72
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,727
COMMITMENTS
33,264 15,013 1,799 49,646 71,193 84,709 88,005 15,018 11,722
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,540)
556 -307 -206 500 4,436 850 3,924 690 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 15.1 1.8 49.8 71.4 84.9 88.2 15.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 27 13 34 28 68 64
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 61,247
COMMITMENTS
570 1,851 0 58,009 58,419 58,579 60,270 2,668 977
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,434)
334 1,323 0 2,342 1,035 2,676 2,358 -242 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.0 0.0 94.7 95.4 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 0 24 12 25 15
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 20,661
COMMITMENTS
13,552 5,405 221 616 3,615 14,389 9,241 6,272 11,420
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 794)
446 1,277 -216 244 873 474 1,934 320 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 26.2 1.1 3.0 17.5 69.6 44.7 30.4 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 2 1 2 11 12
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 93,694
COMMITMENTS
10,372 17,036 0 83,043 76,587 93,415 93,623 279 71
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 392)
378 343 0 21 0 399 343 -7 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 18.2 0.0 88.6 81.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 11 0 6 2 24 13
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 79,879
COMMITMENTS
28,058 28,051 51,808 0 0 79,866 79,859 13 20
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 3,490)
1,615 1,615 1,875 0 0 3,490 3,490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 35.1 64.9 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 11 4 0 0 17 13
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 34,788
COMMITMENTS
23,368 12,624 11,414 0 10,688 34,782 34,726 6 62
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -2,857)
-2,739 -2,060 -118 0 -679 -2,857 -2,857 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 36.3 32.8 0.0 30.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 17 4 0 1 14 20
Updated January 26, 2024