WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,363
COMMITMENTS
119,390 175,824 142,437 155,111 97,200 416,939 415,461 34,424 35,901
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -394)
-10,560 -1,076 8,802 46 -9,215 -1,712 -1,490 1,318 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 39.0 31.6 34.4 21.5 92.4 92.0 7.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
97 136 129 98 82 281 269
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,594
COMMITMENTS
73,923 100,044 79,214 116,485 88,752 269,622 268,010 18,973 20,585
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 12,424)
2,497 -680 3,890 6,436 10,331 12,823 13,541 -399 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 34.7 27.4 40.4 30.8 93.4 92.9 6.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
57 83 72 74 83 177 194
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,961,433
COMMITMENTS
278,436 488,113 707,971 768,749 554,898 1755156 1750983 206,277 210,450
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 46,783)
1,956 -40,805 25,438 14,315 61,434 41,709 46,067 5,074 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 24.9 36.1 39.2 28.3 89.5 89.3 10.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755)
139 183 197 356 347 607 625
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 951,826
COMMITMENTS
92,700 266,930 305,196 494,111 308,934 892,007 881,059 59,819 70,767
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 23,895)
-2,133 -22,668 14,642 9,564 29,880 22,073 21,854 1,822 2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 28.0 32.1 51.9 32.5 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521)
113 168 199 193 195 436 445
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 595,795
COMMITMENTS
110,605 145,625 185,340 269,504 237,226 565,449 568,191 30,346 27,604
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 12,861)
4,759 -13,377 14,539 -7,553 12,870 11,745 14,032 1,116 -1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 24.4 31.1 45.2 39.8 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
92 95 115 108 101 268 254
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,317
COMMITMENTS
230,429 283,263 127,636 1096025 1100592 1454089 1511491 209,228 151,826
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 24,312)
-313 5,989 -16,381 49,310 42,012 32,617 31,621 -8,304 -7,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.0 7.7 65.9 66.2 87.4 90.9 12.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
29 34 43 127 123 181 175
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,590,631
COMMITMENTS
136,592 453,049 8,838 1271662 968,624 1417092 1430511 173,539 160,120
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -14,257)
-5,393 -10,190 -4,257 -3,728 2,380 -13,378 -12,066 -880 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 28.5 0.6 79.9 60.9 89.1 89.9 10.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
13 22 14 104 92 126 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 535,541
COMMITMENTS
78,791 139,286 151,569 254,863 213,199 485,223 504,054 50,318 31,488
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -5,380)
-4,529 -4,403 3,352 -4,852 -2,513 -6,030 -3,565 650 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 26.0 28.3 47.6 39.8 90.6 94.1 9.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
79 95 109 148 123 297 268
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,188
COMMITMENTS
5,532 1,309 699 3,242 9,266 9,474 11,274 2,714 914
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -445)
-841 245 115 579 -644 -147 -284 -297 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 10.7 5.7 26.6 76.0 77.7 92.5 22.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
31 5 8 19 21 53 31
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,703,993
COMMITMENTS
420,249 1364293 98,602 2930568 2106924 3449419 3569818 254,574 134,175
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 39,992)
42,064 -20,336 9,623 -20,347 48,858 31,340 38,145 8,652 1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 36.8 2.7 79.1 56.9 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
89 67 46 243 185 360 270
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,015,594
COMMITMENTS
456,840 993,517 529,295 3617846 3117413 4603981 4640224 411,614 375,370
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 41,685)
44,281 -58,352 2,961 27,435 132,910 74,677 77,518 -32,992 -35,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 19.8 10.6 72.1 62.2 91.8 92.5 8.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
68 71 75 240 208 343 319
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,039,362
COMMITMENTS
291,142 424,736 36,906 1505313 1299220 1833362 1760862 206,000 278,500
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: -48,931)
15,319 -36,528 -4,855 -58,687 -6,744 -48,222 -48,126 -709 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 20.8 1.8 73.8 63.7 89.9 86.3 10.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
26 24 19 100 123 134 158
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,160,976
COMMITMENTS
345,614 1620525 283,517 5119675 3954090 5748806 5858132 412,170 302,845
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 26,195)
2,525 -36,928 26,958 -909 38,704 28,574 28,733 -2,379 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 26.3 4.6 83.1 64.2 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
66 51 56 231 201 324 281
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,795,770
COMMITMENTS
130,033 325,783 267,164 1361057 1166776 1758254 1759723 37,516 36,047
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 170,675)
14,502 24,682 23,016 134,913 124,208 172,431 171,906 -1,756 -1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 18.1 14.9 75.8 65.0 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
25 41 46 80 75 136 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,089
COMMITMENTS
31,031 14,014 10,214 56,982 75,692 98,227 99,920 16,862 15,169
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 13,720)
346 -1,227 8,566 3,505 4,264 12,416 11,602 1,304 2,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.2 8.9 49.5 65.8 85.3 86.8 14.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
39 29 22 34 32 88 69
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,394
COMMITMENTS
30,251 14,576 9,111 56,895 74,704 96,257 98,391 16,137 14,003
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 13,202)
808 -280 7,522 3,506 3,992 11,836 11,234 1,366 1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 13.0 8.1 50.6 66.5 85.6 87.5 14.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 24 17 31 30 74 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 77,020
COMMITMENTS
0 6,964 0 73,897 68,810 73,897 75,774 3,123 1,246
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 23,054)
0 922 0 22,463 21,814 22,463 22,736 591 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 95.9 89.3 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 0 27 16 27 21
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 26,953
COMMITMENTS
18,321 4,903 507 869 9,880 19,697 15,290 7,256 11,663
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 5,174)
5,331 485 484 -13 2,712 5,802 3,681 -628 1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 18.2 1.9 3.2 36.7 73.1 56.7 26.9 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 8 6 3 3 17 14
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 98,207
COMMITMENTS
11,457 19,549 2,036 84,379 76,557 97,872 98,142 335 65
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 2,299)
129 280 1,995 181 0 2,305 2,275 -6 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 19.9 2.1 85.9 78.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 12 4 6 1 27 16
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 20,610
COMMITMENTS
15,830 14,142 4,774 0 1,693 20,604 20,609 6 1
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 68.6 23.2 0.0 8.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 13 2 0 1 6 16
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 81,186
COMMITMENTS
28,736 28,728 52,437 0 0 81,173 81,165 13 21
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 827)
564 558 263 0 0 827 821 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 35.4 64.6 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
16 10 5 0 0 19 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 41,407
COMMITMENTS
27,703 19,110 13,693 0 8,527 41,396 41,330 11 77
CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST: 684)
-2,189 88 2,873 0 -2,277 684 684 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 46.2 33.1 0.0 20.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 16 5 0 1 15 19
Updated March 15, 2024