WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,484
COMMITMENTS
118,694 168,423 143,967 174,749 120,751 437,411 433,142 35,073 39,342
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 1,670)
9,123 6,542 6,167 -9,398 -10,074 5,892 2,635 -4,222 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 35.6 30.5 37.0 25.6 92.6 91.7 7.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
113 130 130 118 115 308 304
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,122
COMMITMENTS
62,479 95,187 50,867 121,903 85,965 235,249 232,019 17,873 21,103
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 10,777)
5,448 5,575 967 3,460 7,515 9,876 14,057 901 -3,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 37.6 20.1 48.2 34.0 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
69 68 68 92 83 196 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,973,475
COMMITMENTS
264,555 531,881 706,225 808,215 519,035 1778995 1757141 194,480 216,334
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 51,112)
-49,384 19,161 73,898 21,795 -28,385 46,308 64,673 4,804 -13,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 27.0 35.8 41.0 26.3 90.1 89.0 9.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 795)
180 172 233 378 341 674 651
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,165
COMMITMENTS
783 1,457 97 2,086 2,269 2,966 3,823 2,199 1,342
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 93)
5 173 -1 271 -44 275 128 -182 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 28.2 1.9 40.4 43.9 57.4 74.0 42.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 9 3 10 9 17 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 983,073
COMMITMENTS
105,098 249,741 287,898 532,920 376,528 925,916 914,167 57,157 68,906
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 45,660)
-2,492 6,203 22,810 27,876 18,913 48,194 47,926 -2,534 -2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 25.4 29.3 54.2 38.3 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
142 156 181 204 202 453 443
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 609,149
COMMITMENTS
115,829 156,030 152,549 307,751 272,015 576,129 580,594 33,020 28,555
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: -9,761)
4,338 -40,099 14,168 -27,709 19,828 -9,203 -6,102 -558 -3,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 25.6 25.0 50.5 44.7 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
103 91 102 118 104 281 245
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,889,074
COMMITMENTS
314,030 333,633 131,223 1220667 1258455 1665920 1723311 223,154 165,764
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 94,433)
31,933 4,807 38,981 30,267 40,608 101,181 84,396 -6,748 10,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 17.7 6.9 64.6 66.6 88.2 91.2 11.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
36 36 45 124 117 183 175
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,669,531
COMMITMENTS
142,472 535,604 8,784 1341945 955,995 1493202 1500383 176,329 169,148
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: -22,025)
2,984 28,260 -13,469 -5,733 -43,732 -16,219 -28,942 -5,807 6,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 32.1 0.5 80.4 57.3 89.4 89.9 10.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
15 26 17 105 91 128 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 549,691
COMMITMENTS
143,593 68,867 149,241 209,089 302,640 501,922 520,748 47,768 28,943
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 7,536)
-2,078 13,558 3,511 3,994 -5,411 5,428 11,658 2,108 -4,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 12.5 27.2 38.0 55.1 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
83 74 102 113 120 254 252
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,445
COMMITMENTS
2,202 1,238 580 3,722 5,603 6,504 7,421 1,940 1,024
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 37)
-112 128 33 -178 -230 -256 -69 293 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 14.7 6.9 44.1 66.3 77.0 87.9 23.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 11 5 20 19 38 31
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,292,945
COMMITMENTS
627,769 1853334 140,468 3254756 2173404 4022993 4167206 269,952 125,739
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 104,708)
27,822 -14,027 73,597 8,395 41,637 109,814 101,207 -5,106 3,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 43.2 3.3 75.8 50.6 93.7 97.1 6.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
113 64 45 255 179 392 264
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,173,095
COMMITMENTS
400,282 831,703 564,406 3767333 3378044 4732021 4774153 441,074 398,943
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 169,145)
-3,702 88,049 81,701 90,095 1,598 168,094 171,348 1,051 -2,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 16.1 10.9 72.8 65.3 91.5 92.3 8.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
67 64 70 247 224 346 326
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,085,151
COMMITMENTS
229,621 382,720 23,073 1615051 1418421 1867746 1824214 217,406 260,937
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 30,121)
-21,649 -22,252 -1,509 37,063 56,685 13,906 32,925 16,216 -2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 18.4 1.1 77.5 68.0 89.6 87.5 10.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
24 23 16 110 113 142 144
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 2,521
COMMITMENTS
1,744 800 99 59 0 1,902 899 619 1,622
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: -1,596)
-217 130 -1,146 59 -1,164 -1,304 -2,180 -292 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 31.7 3.9 2.3 0.0 75.4 35.7 24.6 64.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 16 2 1 0 10 18
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,555,934
COMMITMENTS
392,713 1967287 271,544 5455187 4024147 6119445 6262978 436,489 292,955
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 122,559)
-20,954 51,472 56,232 120,303 18,181 155,580 125,884 -33,021 -3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 30.0 4.1 83.2 61.4 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
63 60 55 238 199 331 284
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,629,768
COMMITMENTS
193,994 354,057 249,076 1145195 986,775 1588265 1589908 41,503 39,860
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: -51,519)
43,338 63,268 -60,663 -32,644 -56,137 -49,969 -53,532 -1,550 2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 21.7 15.3 70.3 60.5 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
21 45 44 82 82 132 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,158
COMMITMENTS
18,315 11,576 3,157 47,248 56,356 68,720 71,089 13,438 11,069
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: -2,718)
2,121 -5,105 -506 -4,169 3,560 -2,554 -2,051 -164 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.1 3.8 57.5 68.6 83.6 86.5 16.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 18 12 31 26 62 49
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,158
COMMITMENTS
18,315 11,576 3,157 47,248 56,356 68,720 71,089 13,438 11,069
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: -2,718)
2,121 -5,105 -506 -4,169 3,560 -2,554 -2,051 -164 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.1 3.8 57.5 68.6 83.6 86.5 16.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 18 12 31 26 62 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 50,711
COMMITMENTS
0 1,800 0 48,148 47,725 48,148 49,525 2,563 1,186
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 6,813)
-225 -173 0 6,889 6,827 6,664 6,654 149 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 94.9 94.1 94.9 97.7 5.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 0 26 13 26 17
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 168,854
COMMITMENTS
16,186 23,464 699 151,607 144,590 168,492 168,753 362 101
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 55,320)
-3,578 -4,678 -1 58,912 60,000 55,333 55,321 -13 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 13.9 0.4 89.8 85.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
23 17 2 7 3 32 20
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 107,636
COMMITMENTS
60,561 60,554 47,058 0 0 107,619 107,612 17 24
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 7,770)
7,770 7,770 0 0 0 7,770 7,770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 56.3 43.7 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 07/02/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 69,769
COMMITMENTS
60,966 53,647 8,783 0 7,271 69,749 69,701 20 68
CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST: 1,608)
1,566 1,316 56 0 236 1,622 1,608 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.4 76.9 12.6 0.0 10.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 18 3 0 2 15 21
Updated July 08, 2024