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 July 30, 2024