WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,256
COMMITMENTS
114,540 156,138 157,156 162,641 117,297 434,337 430,590 34,919 38,665
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 10,075)
2,860 4,830 2,811 2,854 3,547 8,526 11,189 1,549 -1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 33.3 33.5 34.7 25.0 92.6 91.8 7.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
109 127 154 102 98 303 305
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,137
COMMITMENTS
63,337 86,544 79,323 103,281 79,061 245,941 244,928 20,196 21,209
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 13,927)
2,525 4,943 3,816 7,670 6,073 14,011 14,832 -84 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 32.5 29.8 38.8 29.7 92.4 92.0 7.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
66 61 70 68 72 171 171
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,995,994
COMMITMENTS
265,982 510,487 684,445 845,341 573,219 1795769 1768151 200,226 227,844
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 32,163)
15,539 18,775 5,711 6,204 1,778 27,454 26,264 4,709 5,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 25.6 34.3 42.4 28.7 90.0 88.6 10.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 775)
141 173 213 376 355 643 640
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 991,437
COMMITMENTS
78,579 234,138 347,634 503,805 336,109 930,018 917,880 61,419 73,556
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 35,213)
2,720 22,368 23,870 4,091 -11,589 30,681 34,649 4,532 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 23.6 35.1 50.8 33.9 93.8 92.6 6.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
111 190 194 204 215 450 474
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 631,196
COMMITMENTS
101,973 138,365 189,398 307,837 274,232 599,208 601,995 31,988 29,201
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 18,258)
4,163 -783 8,559 7,795 11,088 20,517 18,864 -2,259 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 21.9 30.0 48.8 43.4 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
97 91 114 117 107 275 263
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,636,674
COMMITMENTS
170,986 290,256 139,718 1108104 1043811 1418808 1473785 217,865 162,889
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 76,444)
-4,252 -8,214 54,177 31,097 29,632 81,022 75,595 -4,578 849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 17.7 8.5 67.7 63.8 86.7 90.0 13.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
18 39 40 118 116 167 164
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,654,512
COMMITMENTS
155,750 497,560 5,520 1327843 1002750 1489113 1505831 165,398 148,681
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 5,110)
-4,418 6,861 864 9,101 1,645 5,547 9,369 -437 -4,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 30.1 0.3 80.3 60.6 90.0 91.0 10.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
16 25 16 114 96 139 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 578,099
COMMITMENTS
73,250 106,983 187,474 264,148 250,249 524,873 544,707 53,226 33,392
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 14,116)
3,421 2,904 19,032 -7,712 -5,544 14,741 16,392 -625 -2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.5 32.4 45.7 43.3 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
86 81 112 144 123 293 267
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,339
COMMITMENTS
5,859 1,356 691 2,872 9,341 9,422 11,388 2,918 952
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 258)
480 79 19 -401 74 99 172 159 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 11.0 5.6 23.3 75.7 76.4 92.3 23.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 9 10 16 22 53 36
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,001,448
COMMITMENTS
358,473 1664596 93,967 3278949 2112050 3731388 3870613 270,060 130,835
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 25,638)
-948 -3,699 18,365 1,420 3,606 18,838 18,272 6,800 7,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 41.6 2.3 81.9 52.8 93.3 96.7 6.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
95 53 38 251 181 366 252
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,591,788
COMMITMENTS
470,823 1226560 647,484 4029525 3326222 5147831 5200266 443,957 391,522
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 231,696)
-9,122 -18,360 172,671 61,041 77,109 224,590 231,420 7,106 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 21.9 11.6 72.1 59.5 92.1 93.0 7.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
63 82 79 244 209 359 318
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,185,915
COMMITMENTS
295,809 511,645 30,566 1671847 1354834 1998222 1897045 187,693 288,870
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 79,106)
-3,142 33,553 1,845 80,455 43,604 79,159 79,002 -53 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 23.4 1.4 76.5 62.0 91.4 86.8 8.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
22 26 21 104 107 137 143
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 4,031
COMMITMENTS
2,415 2,576 57 668 0 3,140 2,633 891 1,398
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 63.9 1.4 16.6 0.0 77.9 65.3 22.1 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 15 2 2 0 6 16
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,138,276
COMMITMENTS
421,604 1721190 242,793 5052353 3876181 5716750 5840165 421,526 298,111
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: -47,514)
-40,122 53,202 33,081 -23,188 -143,459 -30,229 -57,176 -17,285 9,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 28.0 4.0 82.3 63.1 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
63 54 48 227 195 319 268
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,808,611
COMMITMENTS
254,521 390,481 289,387 1232500 1088098 1776408 1767966 32,203 40,645
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: -216,638)
41,406 21,286 -75,749 -186,760 -161,600 -221,103 -216,063 4,465 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 21.6 16.0 68.1 60.2 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
26 37 39 75 79 125 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,460
COMMITMENTS
33,274 12,276 2,777 53,666 77,370 89,716 92,423 14,744 12,037
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: -5,960)
-7,338 -2,505 572 1,517 -1,478 -5,249 -3,411 -711 -2,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 11.8 2.7 51.4 74.1 85.9 88.5 14.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 23 13 37 31 72 62
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,460
COMMITMENTS
33,274 12,276 2,777 53,666 77,370 89,716 92,423 14,744 12,037
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: -3,463)
-6,051 -2,639 1,182 1,617 -1,023 -3,252 -2,480 -211 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 11.8 2.7 51.4 74.1 85.9 88.5 14.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 23 13 37 31 72 62
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 58,070
COMMITMENTS
942 2,738 0 54,403 54,366 55,345 57,104 2,725 966
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: -3,615)
499 734 0 -3,978 -4,439 -3,479 -3,705 -136 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.7 0.0 93.7 93.6 95.3 98.3 4.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 0 23 13 24 17
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 96,237
COMMITMENTS
11,460 19,587 24 84,469 76,590 95,953 96,201 284 36
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 2,698)
1,216 2,685 24 1,455 3 2,695 2,712 3 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 20.4 0.0 87.8 79.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
20 11 1 6 2 26 14
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 80,947
COMMITMENTS
28,760 28,738 52,174 0 0 80,934 80,912 13 35
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: 4,078)
4,078 4,078 0 0 0 4,078 4,078 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 35.5 64.5 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
16 9 4 0 0 18 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 33,529
COMMITMENTS
22,714 11,844 10,802 0 10,804 33,516 33,450 13 79
CHANGES FROM 01/30/24 (CHANGE IN OPEN INTEREST: -424)
-426 -555 0 0 116 -426 -439 2 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 35.3 32.2 0.0 32.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 15 3 0 1 13 18
Updated February 09, 2024