WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 511,573 COMMITMENTS 116,486 170,145 163,589 197,147 139,828 477,222 473,562 34,350 38,011 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 551) 1,860 5,511 -10,958 11,265 8,655 2,167 3,208 -1,616 -2,657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 33.3 32.0 38.5 27.3 93.3 92.6 6.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 113 132 140 136 125 328 325 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,937 COMMITMENTS 59,592 85,691 67,267 123,064 90,330 249,923 243,288 17,014 23,649 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 8,816) 2,960 1,172 4,756 982 852 8,699 6,781 117 2,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 32.1 25.2 46.1 33.8 93.6 91.1 6.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 74 65 76 90 84 200 191 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,024,400 COMMITMENTS 272,467 502,062 709,366 853,195 586,387 1835028 1797814 189,373 226,586 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -82,346) -553 -26,901 -61,804 -13,894 364 -76,251 -88,341 -6,095 5,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 24.8 35.0 42.1 29.0 90.6 88.8 9.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 806) 179 178 227 378 343 676 649 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,300 COMMITMENTS 616 1,896 165 2,457 1,801 3,238 3,862 2,062 1,438 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -156) -7 -84 -26 55 -73 22 -183 -177 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 35.8 3.1 46.4 34.0 61.1 72.9 38.9 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 9 3 10 9 15 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,022,005 COMMITMENTS 92,005 273,808 334,269 544,736 345,519 971,010 953,596 50,996 68,409 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -73,364) -14,763 6,727 -41,969 -13,769 -37,275 -70,501 -72,517 -2,863 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 26.8 32.7 53.3 33.8 95.0 93.3 5.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548) 132 163 194 200 202 449 459 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 608,064 COMMITMENTS 107,449 152,955 153,306 315,167 275,706 575,922 581,967 32,142 26,097 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -26,150) 2,475 31,948 -22,566 -5,729 -37,837 -25,820 -28,455 -330 2,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 25.2 25.2 51.8 45.3 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 104 99 113 124 97 296 249 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,827,225 COMMITMENTS 324,535 367,801 89,599 1177829 1226255 1591963 1683655 235,262 143,570 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -14,833) 27,616 5,155 -14,085 -22,619 8,434 -9,087 -495 -5,745 -14,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 20.1 4.9 64.5 67.1 87.1 92.1 12.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 35 37 44 126 122 188 176 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,644,541 COMMITMENTS 147,652 564,533 6,710 1311962 918,034 1466324 1489277 178,217 155,264 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -17,258) 2,867 8,423 -3,996 -12,681 -16,547 -13,810 -12,119 -3,448 -5,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 34.3 0.4 79.8 55.8 89.2 90.6 10.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 15 28 13 105 98 127 132 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 565,024 COMMITMENTS 122,204 88,269 150,499 243,694 294,841 516,397 533,608 48,627 31,416 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -30,340) 4,973 -12,654 -24,135 -6,771 8,313 -25,932 -28,476 -4,408 -1,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 15.6 26.6 43.1 52.2 91.4 94.4 8.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 91 85 105 128 116 276 267 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,358 COMMITMENTS 2,235 2,757 1,114 5,347 5,288 8,695 9,158 1,663 1,199 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -829) -42 -786 -56 -532 131 -630 -711 -200 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 26.6 10.8 51.6 51.1 83.9 88.4 16.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 21 12 9 19 16 44 34 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,451,221 COMMITMENTS 709,487 1820715 147,905 3290015 2373653 4147407 4342273 303,814 108,948 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -47,490) 11,530 -27,189 -19,760 -53,525 12,605 -61,754 -34,343 14,264 -13,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 40.9 3.3 73.9 53.3 93.2 97.6 6.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495) 112 50 49 269 185 406 259 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,474,909 COMMITMENTS 454,324 1136804 428,646 4100870 3509348 4983840 5074797 491,069 400,112 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 129,648) 88,364 110,233 -40,465 92,262 47,742 140,162 117,510 -10,514 12,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 20.8 7.8 74.9 64.1 91.0 92.7 9.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 65 70 76 240 207 350 308 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,101,143 COMMITMENTS 262,444 373,435 30,007 1582156 1435238 1874607 1838680 226,535 262,463 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 12,386) 8,698 4,257 -449 -12,567 16,483 -4,319 20,291 16,705 -7,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 17.8 1.4 75.3 68.3 89.2 87.5 10.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 25 20 17 107 118 138 149 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,834,566 COMMITMENTS 542,238 2201602 251,917 5539533 4129216 6333689 6582736 500,877 251,830 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 94,066) 53,042 181,110 -11,123 23,460 -55,372 65,379 114,616 28,688 -20,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 32.2 3.7 81.1 60.4 92.7 96.3 7.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 69 60 56 242 204 346 285 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,085,226 COMMITMENTS 279,848 491,164 343,723 1417386 1213148 2040957 2048035 44,269 37,191 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 211,294) 14,092 88,387 58,152 139,116 66,095 211,360 212,634 -66 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 23.6 16.5 68.0 58.2 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 25 46 48 101 101 159 163 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,286 COMMITMENTS 27,568 14,022 2,197 48,113 64,988 77,877 81,206 14,409 11,080 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 1,175) 1,627 -542 327 -1,004 1,232 950 1,017 225 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 15.2 2.4 52.1 70.4 84.4 88.0 15.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 25 18 16 30 24 65 49 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,286 COMMITMENTS 27,568 14,022 2,197 48,113 64,988 77,877 81,206 14,409 11,080 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 1,175) 1,627 -542 327 -1,004 1,232 950 1,017 225 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 15.2 2.4 52.1 70.4 84.4 88.0 15.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 25 18 16 30 24 65 49 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,427 COMMITMENTS 1,755 547 0 41,178 45,221 42,933 45,768 3,494 659 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -566) 63 -190 0 -414 -402 -351 -592 -215 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.2 0.0 88.7 97.4 92.5 98.6 7.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 0 25 11 26 13 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 174,824 COMMITMENTS 22,586 29,771 330 151,568 144,590 174,484 174,691 340 133 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 4,052) 4,045 4,051 5 -6 0 4,044 4,056 8 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 17.0 0.2 86.7 82.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 30 19 3 7 3 38 24 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 26,623 COMMITMENTS 19,083 18,451 7,530 0 631 26,613 26,612 10 11 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 566) -2 -2 568 0 0 566 566 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.7 69.3 28.3 0.0 2.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 14 2 0 1 6 16 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 113,632 COMMITMENTS 66,552 66,571 47,058 0 0 113,610 113,629 22 3 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: -771) -771 -771 0 0 0 -771 -771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.6 58.6 41.4 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 07/30/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 72,362 COMMITMENTS 64,025 55,005 8,316 0 8,967 72,341 72,288 21 74 CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST: 654) 1,131 -23 -477 0 1,152 654 652 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.5 76.0 11.5 0.0 12.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 19 3 0 2 15 22
Updated August 02, 2024