WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,569
COMMITMENTS
118,915 178,145 163,906 159,555 98,965 442,376 441,016 35,193 36,553
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 26,206)
-475 2,321 21,469 4,444 1,765 25,437 25,555 769 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 37.3 34.3 33.4 20.7 92.6 92.3 7.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
100 127 126 101 86 284 264
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 294,636
COMMITMENTS
74,151 104,971 85,672 116,468 83,310 276,291 273,952 18,346 20,684
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 6,042)
229 4,927 6,458 -17 -5,443 6,669 5,942 -627 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 35.6 29.1 39.5 28.3 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
62 82 79 74 85 182 203
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,999,136
COMMITMENTS
271,844 464,967 722,216 795,058 597,974 1789119 1785157 210,018 213,979
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 37,704)
-6,591 -23,146 14,245 26,309 43,075 33,963 34,175 3,741 3,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 23.3 36.1 39.8 29.9 89.5 89.3 10.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 763)
141 182 206 365 352 620 637
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 995,024
COMMITMENTS
91,668 250,957 321,789 521,432 347,919 934,889 920,665 60,135 74,359
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 43,198)
-1,032 -15,973 16,593 27,321 38,985 42,882 39,606 316 3,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 25.2 32.3 52.4 35.0 94.0 92.5 6.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
113 166 203 195 201 437 454
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 621,449
COMMITMENTS
106,358 128,199 203,410 281,360 263,809 591,128 595,418 30,321 26,032
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 25,654)
-4,247 -17,426 18,070 11,857 26,583 25,679 27,227 -26 -1,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 20.6 32.7 45.3 42.5 95.1 95.8 4.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
94 92 119 109 106 278 258
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,652,954
COMMITMENTS
235,258 259,545 126,165 1085410 1106256 1446833 1491966 206,122 160,989
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -10,362)
4,829 -23,718 -1,471 -10,615 5,664 -7,257 -19,525 -3,106 9,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 15.7 7.6 65.7 66.9 87.5 90.3 12.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
27 36 43 119 120 172 173
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,587,351
COMMITMENTS
140,011 444,614 6,710 1263123 976,154 1409845 1427478 177,506 159,873
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -3,280)
3,420 -8,435 -2,128 -8,539 7,530 -7,247 -3,033 3,967 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 28.0 0.4 79.6 61.5 88.8 89.9 11.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
14 22 15 102 92 124 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 549,577
COMMITMENTS
83,600 133,918 158,544 256,073 223,534 498,216 515,995 51,361 33,582
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 14,036)
4,809 -5,368 6,974 1,210 10,335 12,993 11,941 1,043 2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 24.4 28.8 46.6 40.7 90.7 93.9 9.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
80 88 110 145 122 293 262
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,335
COMMITMENTS
4,863 1,510 479 3,334 8,380 8,676 10,369 2,659 966
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -853)
-669 201 -220 92 -886 -797 -905 -55 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 13.3 4.2 29.4 73.9 76.5 91.5 23.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
30 5 6 19 18 50 28
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,785,679
COMMITMENTS
410,590 1317436 133,636 2993020 2200765 3537246 3651837 248,433 133,841
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 81,686)
-9,660 -46,857 35,034 62,452 93,842 87,827 82,019 -6,141 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 34.8 3.5 79.1 58.1 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 475)
98 63 43 249 189 366 276
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,062,898
COMMITMENTS
443,466 995,193 539,507 3637689 3133072 4620663 4667772 442,235 395,126
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 47,304)
-13,374 1,676 10,213 19,843 15,659 16,682 27,548 30,622 19,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 19.7 10.7 71.8 61.9 91.3 92.2 8.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
55 85 77 238 208 344 319
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,033,892
COMMITMENTS
294,829 448,080 36,646 1497226 1264204 1828701 1748930 205,191 284,962
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -5,470)
3,688 23,344 -260 -8,088 -35,016 -4,661 -11,932 -809 6,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 22.0 1.8 73.6 62.2 89.9 86.0 10.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
27 27 18 98 114 132 152
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 5,487
COMMITMENTS
1,509 889 2,725 465 0 4,699 3,614 788 1,873
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 16.2 49.7 8.5 0.0 85.6 65.9 14.4 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 12 2 2 0 9 14
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,200,995
COMMITMENTS
388,827 1560204 333,048 5063556 3976736 5785431 5869988 415,564 331,007
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 40,019)
43,213 -60,320 49,532 -56,120 22,645 36,625 11,857 3,393 28,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 25.2 5.4 81.7 64.1 93.3 94.7 6.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
58 56 52 231 204 322 279
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,855,447
COMMITMENTS
151,004 345,849 313,079 1352227 1160168 1816310 1819096 39,137 36,351
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 59,677)
20,971 20,066 45,915 -8,830 -6,608 58,056 59,373 1,621 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 18.6 16.9 72.9 62.5 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 40 44 81 79 136 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,905
COMMITMENTS
35,688 13,261 1,814 42,388 67,020 79,890 82,095 14,015 11,809
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -21,184)
4,657 -753 -8,400 -14,594 -8,672 -18,337 -17,825 -2,847 -3,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 14.1 1.9 45.1 71.4 85.1 87.4 14.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 24 15 28 29 67 60
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,905
COMMITMENTS
35,688 13,261 1,814 42,388 67,020 79,890 82,095 14,015 11,809
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -18,489)
5,437 -1,315 -7,297 -14,508 -7,684 -16,367 -16,296 -2,122 -2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 14.1 1.9 45.1 71.4 85.1 87.4 14.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 24 15 28 29 67 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 51,890
COMMITMENTS
0 4,829 0 49,230 46,086 49,230 50,915 2,660 975
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -25,130)
0 -2,135 0 -24,667 -22,724 -24,667 -24,859 -463 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 0.0 94.9 88.8 94.9 98.1 5.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 0 25 13 25 18
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 99,701
COMMITMENTS
11,706 19,561 3,492 84,168 76,557 99,366 99,610 335 91
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 1,494)
249 12 1,456 -211 0 1,494 1,468 0 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 19.6 3.5 84.4 76.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 11 5 6 1 30 15
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 76,636
COMMITMENTS
25,586 25,599 51,031 0 0 76,617 76,630 19 6
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -4,550)
-3,150 -3,129 -1,406 0 0 -4,556 -4,535 6 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 33.4 66.6 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 9 4 0 0 19 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 39,008
COMMITMENTS
28,169 19,361 10,820 0 8,748 38,989 38,929 19 79
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -2,399)
466 251 -2,873 0 221 -2,407 -2,401 8 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 49.6 27.7 0.0 22.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 14 4 0 1 15 17
Updated March 22, 2024