WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,145
COMMITMENTS
117,993 135,261 190,200 172,707 147,287 480,901 472,748 35,245 43,397
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,070)
465 -1,799 -8,928 8,021 11,342 -442 615 1,512 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 26.2 36.9 33.5 28.5 93.2 91.6 6.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
115 113 144 108 118 306 301
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,175
COMMITMENTS
61,340 64,275 87,159 116,976 105,470 265,475 256,904 16,700 25,272
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 8,602)
4,667 -1,560 2,798 1,585 6,472 9,051 7,710 -448 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 22.8 30.9 41.5 37.4 94.1 91.0 5.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
71 56 69 83 91 191 181
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,963,843
COMMITMENTS
313,460 381,550 688,403 771,547 657,909 1773410 1727862 190,433 235,981
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -29,561)
5,112 17,902 -27,464 -5,277 -21,556 -27,628 -31,118 -1,932 1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.4 35.1 39.3 33.5 90.3 88.0 9.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 775)
168 158 222 361 364 644 647
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,007,496
COMMITMENTS
120,191 145,750 314,272 511,290 462,882 945,752 922,904 61,744 84,592
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,445)
7,095 -7,569 -7,778 4,226 14,645 3,543 -702 -2,098 2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 14.5 31.2 50.7 45.9 93.9 91.6 6.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
130 164 196 214 224 469 473
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,038
COMMITMENTS
4,132 4,432 5,547 962 964 10,641 10,943 397 95
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 927)
110 336 693 132 -106 935 924 -8 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 40.2 50.2 8.7 8.7 96.4 99.1 3.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 11 11 6 5 18 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 597,248
COMMITMENTS
107,549 140,554 143,428 312,490 287,669 563,467 571,651 33,781 25,598
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 8,642)
1,701 -5,594 -2,014 9,852 18,417 9,539 10,810 -896 -2,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 23.5 24.0 52.3 48.2 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
88 93 107 118 106 269 254
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,840,655
COMMITMENTS
271,851 234,237 170,202 1176326 1254152 1618379 1658591 222,276 182,065
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -88,126)
-2,332 -15,152 -80,321 -1,690 4,417 -84,343 -91,056 -3,783 2,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 12.7 9.2 63.9 68.1 87.9 90.1 12.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
33 29 43 123 121 179 170
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,850,916
COMMITMENTS
151,971 469,145 82,920 1383519 1080885 1618409 1632950 232,506 217,966
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 132,306)
-3,393 -14,773 38,901 43,051 51,332 78,558 75,460 53,748 56,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 25.3 4.5 74.7 58.4 87.4 88.2 12.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
17 25 25 112 100 144 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 536,628
COMMITMENTS
165,784 47,065 126,033 189,039 334,047 480,856 507,145 55,771 29,483
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 7,013)
12,838 -8,073 -2,073 -2,491 17,324 8,274 7,178 -1,261 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 8.8 23.5 35.2 62.2 89.6 94.5 10.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
101 74 103 124 135 278 268
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,443
COMMITMENTS
3,283 641 640 4,353 8,068 8,275 9,349 2,167 1,094
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 122)
-167 201 -86 227 -12 -26 104 148 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 6.1 6.1 41.7 77.3 79.2 89.5 20.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 7 10 20 19 46 30
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,172,934
COMMITMENTS
489,142 1470457 181,376 3181576 2355206 3852094 4007039 320,840 165,895
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -31,513)
-60,524 -75,047 38,818 -62,619 -28,380 -84,326 -64,610 52,813 33,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 35.2 4.3 76.2 56.4 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
101 62 58 268 188 397 281
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,436,709
COMMITMENTS
466,721 876,555 709,902 3754337 3377083 4930959 4963540 505,750 473,169
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 46,363)
-292 14,741 -60,149 37,922 44,300 -22,519 -1,108 68,881 47,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 16.1 13.1 69.1 62.1 90.7 91.3 9.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
70 70 82 237 215 351 327
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,285,794
COMMITMENTS
257,566 488,546 125,624 1682134 1369773 2065324 1983943 220,470 301,851
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 36,437)
-9,401 -16,493 10,711 16,514 37,991 17,824 32,209 18,613 4,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 21.4 5.5 73.6 59.9 90.4 86.8 9.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
26 31 26 105 113 150 151
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,235
COMMITMENTS
2,130 1,209 107 0 450 2,237 1,766 998 1,469
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -457)
590 192 -1,005 0 322 -415 -491 -42 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 37.4 3.3 0.0 13.9 69.1 54.6 30.9 45.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 16 1 0 1 5 18
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,863,156
COMMITMENTS
380,469 1772600 466,483 5517834 4200309 6364786 6439392 498,370 423,764
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 109,864)
-22,544 -65,404 53,876 24,170 37,216 55,502 25,687 54,362 84,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 25.8 6.8 80.4 61.2 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
61 64 65 230 194 333 283
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,744,864
COMMITMENTS
350,244 285,961 368,357 992,025 1055254 1710626 1709572 34,238 35,292
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 54,957)
30,356 21,324 4,886 14,606 34,098 49,848 60,308 5,109 -5,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 16.4 21.1 56.9 60.5 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 32 46 82 86 136 140
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,516
COMMITMENTS
22,408 9,155 6,203 53,410 71,167 82,021 86,525 15,495 10,991
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -6,139)
-8,319 -1,135 2,544 -335 -5,455 -6,111 -4,047 -28 -2,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 9.4 6.4 54.8 73.0 84.1 88.7 15.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 17 17 31 28 64 55
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,516
COMMITMENTS
22,408 9,155 6,203 53,410 71,167 82,021 86,525 15,495 10,991
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -3,859)
-8,264 -1,408 3,778 -335 -5,251 -4,821 -2,880 962 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 9.4 6.4 54.8 73.0 84.1 88.7 15.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 17 17 31 28 64 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 49,561
COMMITMENTS
0 2,597 0 46,851 45,879 46,851 48,476 2,710 1,085
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 104)
0 -725 0 191 443 191 -282 -87 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 94.5 92.6 94.5 97.8 5.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 0 26 11 26 16
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 102,827
COMMITMENTS
21,022 26,575 1,260 80,132 74,911 102,414 102,746 413 81
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 272)
-36 -16 307 0 0 271 291 1 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 25.8 1.2 77.9 72.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
27 14 2 6 2 34 17
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 93,554
COMMITMENTS
42,437 42,448 51,100 0 0 93,537 93,548 17 6
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,915)
1,015 1,015 900 0 0 1,915 1,915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 45.4 54.6 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 13 5 0 0 21 14
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 41,128
COMMITMENTS
36,764 28,659 4,344 0 8,057 41,108 41,060 20 68
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 39)
717 582 -658 0 115 59 39 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.4 69.7 10.6 0.0 19.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 17 3 0 1 15 19
Updated May 31, 2024