WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,343 COMMITMENTS 117,652 168,862 147,756 154,764 101,678 420,172 418,297 33,171 35,047 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 3,935) 2,662 -14,229 1,857 718 13,906 5,236 1,534 -1,302 2,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 37.2 32.6 34.1 22.4 92.7 92.3 7.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 98 127 125 99 95 280 276 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,022 COMMITMENTS 59,369 97,339 78,169 127,505 88,496 265,042 264,004 19,980 21,018 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -6,792) -1,564 -6,431 -7,802 1,677 8,327 -7,689 -5,906 897 -886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 34.2 27.4 44.7 31.0 93.0 92.6 7.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 65 70 71 81 82 190 184 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,969,357 COMMITMENTS 265,065 453,297 702,121 799,152 599,485 1766338 1754903 203,019 214,454 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 3,149) 7,111 -35,121 9,575 -7,941 34,963 8,744 9,418 -5,595 -6,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 23.0 35.7 40.6 30.4 89.7 89.1 10.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 766) 148 178 216 367 340 640 629 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,057,438 COMMITMENTS 84,656 244,415 364,553 545,243 378,385 994,452 987,353 62,986 70,085 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -69,334) 322 -19,448 -36,029 -31,846 -8,086 -67,553 -63,563 -1,781 -5,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 23.1 34.5 51.6 35.8 94.0 93.4 6.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 117 188 207 205 198 460 465 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 624,397 COMMITMENTS 103,548 147,267 174,524 315,764 273,813 593,837 595,605 30,561 28,792 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -26,554) -3,463 -5,799 -14,256 -7,747 -6,372 -25,465 -26,428 -1,088 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 23.6 28.0 50.6 43.9 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 99 90 110 117 108 273 260 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,765,424 COMMITMENTS 249,233 270,864 139,786 1158848 1173933 1547867 1584583 217,557 180,841 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -28,109) -7,136 -3,131 -25,180 3,266 -7,998 -29,050 -36,310 942 8,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 15.3 7.9 65.6 66.5 87.7 89.8 12.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 33 38 44 126 121 184 178 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,625,877 COMMITMENTS 141,854 441,718 10,437 1298489 995,141 1450779 1447296 175,097 178,580 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 10,403) 2,808 6,860 3,039 6,730 -3,813 12,576 6,086 -2,173 4,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 27.2 0.6 79.9 61.2 89.2 89.0 10.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 16 22 15 99 96 122 126 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 543,681 COMMITMENTS 116,894 104,977 140,483 235,369 267,083 492,746 512,543 50,935 31,138 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -1,394) 22,403 -8,789 -6,749 -16,001 17,072 -347 1,534 -1,048 -2,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 19.3 25.8 43.3 49.1 90.6 94.3 9.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 88 83 109 139 127 290 271 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,394 COMMITMENTS 3,005 1,029 908 3,525 6,418 7,439 8,355 1,955 1,039 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 205) 803 -481 64 -780 830 87 413 118 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 11.0 9.7 37.5 68.3 79.2 88.9 20.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 9 9 18 18 42 31 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,178,396 COMMITMENTS 511,199 1494651 162,254 3236301 2379847 3909754 4036752 268,643 141,645 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 83,337) 14,917 47,031 18,344 49,407 11,700 82,667 77,075 670 6,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 35.8 3.9 77.5 57.0 93.6 96.6 6.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473) 99 62 44 251 180 370 266 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,561,563 COMMITMENTS 401,227 927,237 757,461 3969575 3441738 5128264 5126436 433,299 435,126 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -24,314) 3,103 7,817 -34,985 15,644 -668 -16,238 -27,837 -8,076 3,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 16.7 13.6 71.4 61.9 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 65 80 84 236 220 348 337 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,062,984 COMMITMENTS 231,448 473,797 38,912 1581683 1260664 1852043 1773373 210,942 289,612 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -4,026) -34,098 -7,959 5,233 25,055 -3,928 -3,810 -6,654 -216 2,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 23.0 1.9 76.7 61.1 89.8 86.0 10.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 28 28 17 105 113 141 150 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,309 COMMITMENTS 1,441 1,401 127 677 0 2,245 1,528 1,064 1,781 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -989) -1,478 13 -51 507 -535 -1,022 -573 33 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 42.3 3.8 20.5 0.0 67.8 46.2 32.2 53.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 20 1 2 0 5 21 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,355,790 COMMITMENTS 458,338 1566130 358,053 5104485 4113491 5920875 6037673 434,915 318,117 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -101,229) -1,719 -105,199 -27,805 -65,256 36,771 -94,779 -96,233 -6,450 -4,997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 24.6 5.6 80.3 64.7 93.2 95.0 6.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 72 53 55 238 198 340 276 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,879,775 COMMITMENTS 397,936 338,672 279,850 1161610 1219011 1839396 1837533 40,379 42,242 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 20,189) 580 44 25,879 -2,922 -7,621 23,537 18,302 -3,348 1,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 18.0 14.9 61.8 64.8 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 32 34 44 81 86 138 140 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,892 COMMITMENTS 19,266 12,413 2,418 56,286 64,012 77,970 78,843 12,922 12,048 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -3,111) -4,564 2,625 -621 3,583 -5,426 -1,602 -3,422 -1,509 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 13.7 2.7 61.9 70.4 85.8 86.7 14.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 18 12 30 26 57 51 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,892 COMMITMENTS 19,266 12,413 2,418 56,286 64,012 77,970 78,843 12,922 12,048 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -3,111) -4,564 2,625 -621 3,583 -5,426 -1,602 -3,422 -1,509 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 13.7 2.7 61.9 70.4 85.8 86.7 14.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 18 12 30 26 57 51 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 53,015 COMMITMENTS 348 3,129 0 49,816 48,909 50,164 52,038 2,851 977 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -702) -264 183 0 -815 -935 -1,079 -752 377 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 5.9 0.0 94.0 92.3 94.6 98.2 5.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 0 25 12 26 16 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 97,495 COMMITMENTS 19,323 22,302 262 77,613 74,876 97,198 97,440 297 55 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: -207) 212 -222 0 -404 0 -192 -222 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 22.9 0.3 79.6 76.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 26 11 2 6 1 34 12 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 84,325 COMMITMENTS 36,352 36,363 47,956 0 0 84,308 84,319 17 6 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 15,765) 15,765 15,765 0 0 0 15,765 15,765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 43.1 56.9 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 15 10 4 0 0 18 11 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 43,983 COMMITMENTS 32,414 25,439 11,549 0 6,913 43,963 43,901 20 82 CHANGES FROM 04/16/24 (CHANGE IN OPEN INTEREST: 4,362) 3,615 3,495 747 0 120 4,362 4,362 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.7 57.8 26.3 0.0 15.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 13 14 3 0 1 14 17
Updated April 26, 2024