WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,814 COMMITMENTS 109,572 161,881 137,800 184,148 130,826 431,520 430,507 39,295 40,307 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -33,946) 10,453 21,137 -36,411 -9,656 -16,302 -35,615 -31,577 1,668 -2,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 34.4 29.3 39.1 27.8 91.7 91.4 8.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 113 117 137 119 111 309 294 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,346 COMMITMENTS 57,030 89,612 49,900 118,443 78,450 225,373 217,962 16,973 24,384 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -15,134) 7,464 14,437 -14,609 -4,426 -15,253 -11,571 -15,426 -3,563 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 37.0 20.6 48.9 32.4 93.0 89.9 7.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 60 67 67 94 86 194 183 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,922,363 COMMITMENTS 313,940 512,721 632,327 786,420 547,420 1732687 1692468 189,676 229,895 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -126,232) -20,915 64,906 -74,675 -32,202 -112,905 -127,791 -122,674 1,559 -3,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 26.7 32.9 40.9 28.5 90.1 88.0 9.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776) 184 163 220 365 342 657 636 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,073 COMMITMENTS 778 1,285 98 1,816 2,313 2,691 3,696 2,381 1,377 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 458) 10 531 69 141 -196 220 404 238 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 25.3 1.9 35.8 45.6 53.1 72.9 46.9 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 9 2 6 8 13 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 937,412 COMMITMENTS 107,590 243,539 265,088 505,044 357,614 877,722 866,241 59,691 71,171 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -129,676) -1,690 27,325 -80,171 -49,246 -71,354 -131,106 -124,200 1,429 -5,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 26.0 28.3 53.9 38.1 93.6 92.4 6.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551) 135 167 185 212 209 461 458 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 618,910 COMMITMENTS 111,491 196,129 138,381 335,460 252,187 585,332 586,696 33,579 32,214 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -12,410) -2,073 21,169 -13,997 3,780 -24,875 -12,290 -17,703 -120 5,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 31.7 22.4 54.2 40.7 94.6 94.8 5.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 92 98 102 121 102 270 255 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,794,641 COMMITMENTS 282,097 328,825 92,242 1190400 1217846 1564740 1638914 229,902 155,727 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -61,001) -8,302 4,578 -33,811 -25,901 -27,284 -68,014 -56,517 7,013 -4,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 18.3 5.1 66.3 67.9 87.2 91.3 12.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 34 31 40 126 118 182 167 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,691,557 COMMITMENTS 139,489 507,344 22,254 1347678 999,727 1509421 1529325 182,136 162,232 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -3,121) -4,879 9,964 -284 -6,386 -5,922 -11,549 3,759 8,428 -6,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 30.0 1.3 79.7 59.1 89.2 90.4 10.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 14 26 16 108 97 130 131 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 542,155 COMMITMENTS 145,670 55,309 145,730 205,094 308,051 496,495 509,089 45,660 33,065 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -42,257) 368 10,621 -28,458 -8,509 -25,669 -36,599 -43,506 -5,658 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 10.2 26.9 37.8 56.8 91.6 93.9 8.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 97 70 99 116 128 264 256 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,408 COMMITMENTS 2,313 1,110 547 3,900 5,832 6,761 7,489 1,648 919 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -657) 145 -227 -204 -327 -103 -386 -534 -270 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 13.2 6.5 46.4 69.4 80.4 89.1 19.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 16 9 5 22 20 41 31 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,188,237 COMMITMENTS 599,947 1867362 66,871 3246361 2131767 3913178 4065999 275,058 122,237 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 31,679) 43,154 45,287 -23,462 12,460 18,126 32,151 39,952 -472 -8,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 44.6 1.6 77.5 50.9 93.4 97.1 6.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495) 112 58 45 263 179 398 259 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,003,950 COMMITMENTS 403,984 743,654 482,705 3677238 3376446 4563927 4602805 440,024 401,146 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -231,491) -22,189 5,634 -143,615 -57,612 -79,329 -223,416 -217,310 -8,076 -14,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 14.9 9.6 73.5 67.5 91.2 92.0 8.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 62 62 69 236 219 335 313 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,055,030 COMMITMENTS 251,270 404,972 24,582 1577988 1361735 1853840 1791289 201,190 263,741 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -116) -19,629 -25,194 -3,731 35,329 35,806 11,969 6,880 -12,085 -6,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 19.7 1.2 76.8 66.3 90.2 87.2 9.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 24 22 17 112 117 144 148 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 4,117 COMMITMENTS 1,961 670 1,245 0 1,164 3,206 3,079 911 1,038 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -579) -503 -580 -53 0 -71 -556 -704 -23 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 16.3 30.2 0.0 28.3 77.9 74.8 22.1 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 12 3 0 1 11 15 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,433,375 COMMITMENTS 413,668 1915815 215,312 5334885 4005967 5963864 6137094 469,510 296,281 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -93,633) -276 52,097 -40,474 -75,003 -122,560 -115,752 -110,936 22,119 17,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 29.8 3.3 82.9 62.3 92.7 95.4 7.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 65 54 49 230 200 321 277 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,681,287 COMMITMENTS 150,656 290,789 309,739 1177839 1042912 1638234 1643440 43,053 37,847 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 26,333) 6,261 -4,044 -7,175 23,019 40,706 22,105 29,487 4,228 -3,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 17.3 18.4 70.1 62.0 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 26 43 46 84 86 138 147 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 84,876 COMMITMENTS 16,194 16,681 3,663 51,417 52,796 71,274 73,140 13,602 11,736 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -29,497) -1,003 1,055 -6,695 -21,263 -23,350 -28,961 -28,990 -536 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 19.7 4.3 60.6 62.2 84.0 86.2 16.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 18 23 13 31 21 58 48 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 84,876 COMMITMENTS 16,194 16,681 3,663 51,417 52,796 71,274 73,140 13,602 11,736 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -29,497) -1,003 1,055 -6,695 -21,263 -23,350 -28,961 -28,990 -536 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 19.7 4.3 60.6 62.2 84.0 86.2 16.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 18 23 13 31 21 58 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,898 COMMITMENTS 225 1,973 0 41,259 40,898 41,484 42,871 2,414 1,027 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -22,184) 21 -1,697 -38 -20,939 -19,655 -20,956 -21,390 -1,228 -794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.5 0.0 94.0 93.2 94.5 97.7 5.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 0 26 12 27 17 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 113,534 COMMITMENTS 19,764 28,142 700 92,695 84,590 113,159 113,432 375 102 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 3,346) -1,313 1,847 -8,212 12,931 9,710 3,406 3,345 -60 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 24.8 0.6 81.6 74.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 24 15 2 6 2 32 17 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 99,866 COMMITMENTS 52,791 52,784 47,058 0 0 99,849 99,842 17 24 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,753) 1,795 1,795 -42 0 0 1,753 1,753 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.9 52.9 47.1 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 19 13 4 0 0 22 14 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 68,161 COMMITMENTS 59,400 52,331 8,727 0 7,035 68,127 68,093 34 68 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -512) 975 3,281 -1,501 0 -2,292 -526 -512 14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.1 76.8 12.8 0.0 10.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 19 4 0 2 15 22
Updated June 28, 2024