WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,859
COMMITMENTS
125,166 159,823 128,632 151,733 112,527 405,531 400,982 33,329 37,877
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -6,703)
-5,326 -11,218 4,033 -3,077 475 -4,370 -6,709 -2,333 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 36.4 29.3 34.6 25.6 92.4 91.4 7.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
101 127 133 112 112 294 297
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,755
COMMITMENTS
67,720 86,581 58,963 107,904 86,647 234,587 232,191 19,168 21,564
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: 760)
1,118 -3,211 93 -2,197 2,848 -986 -271 1,747 1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 34.1 23.2 42.5 34.1 92.4 91.5 7.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
65 75 60 91 83 189 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,702,699
COMMITMENTS
316,910 412,295 511,904 699,952 558,485 1528766 1482684 173,933 220,014
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -74,427)
11,482 -42,835 -40,480 -38,779 20,883 -67,776 -62,432 -6,651 -11,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 24.2 30.1 41.1 32.8 89.8 87.1 10.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
161 162 201 340 342 614 614
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,333
COMMITMENTS
796 1,595 169 1,605 1,400 2,570 3,165 1,763 1,168
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -550)
77 -294 21 -439 51 -341 -222 -209 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 36.8 3.9 37.0 32.3 59.3 73.0 40.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 9 4 10 9 21 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,056,648
COMMITMENTS
96,868 245,736 324,405 589,245 410,191 1010519 980,333 46,129 76,315
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: 12,003)
828 -23,705 4,925 20,768 35,020 26,522 16,240 -14,519 -4,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 23.3 30.7 55.8 38.8 95.6 92.8 4.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
128 177 190 214 223 456 481
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 583,692
COMMITMENTS
123,774 140,402 129,264 301,272 287,755 554,310 557,422 29,381 26,270
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -137)
2,912 -18,420 2,565 -2,476 16,808 3,001 953 -3,138 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 24.1 22.1 51.6 49.3 95.0 95.5 5.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
86 100 110 126 107 277 258
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,861,272
COMMITMENTS
347,540 378,255 121,947 1135368 1223233 1604855 1723435 256,417 137,837
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -34,430)
3,102 17,457 11,555 -40,781 -33,588 -26,124 -4,576 -8,306 -29,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 20.3 6.6 61.0 65.7 86.2 92.6 13.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
28 37 39 125 115 178 166
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,687,053
COMMITMENTS
159,608 400,548 18,800 1320205 1107412 1498613 1526760 188,440 160,292
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -129,207)
1,704 -27,130 -5,946 -111,173 -70,182 -115,416 -103,259 -13,792 -25,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 23.7 1.1 78.3 65.6 88.8 90.5 11.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
15 19 14 105 89 128 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 569,863
COMMITMENTS
118,801 94,040 139,425 259,418 308,098 517,643 541,563 52,220 28,300
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -5,468)
6,807 -9,370 -9,083 -2,923 14,456 -5,199 -3,997 -269 -1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 16.5 24.5 45.5 54.1 90.8 95.0 9.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
86 85 108 139 128 288 273
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,953
COMMITMENTS
2,017 2,801 703 6,101 5,166 8,821 8,670 1,132 1,283
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: 604)
126 313 129 607 20 862 462 -258 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 28.1 7.1 61.3 51.9 88.6 87.1 11.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 15 7 23 15 46 37
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,276,618
COMMITMENTS
615,344 1600603 109,583 3277274 2459183 4002201 4169369 274,418 107,249
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -94,874)
10,695 -37,069 -33,229 -34,433 -1,089 -56,967 -71,388 -37,907 -23,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 37.4 2.6 76.6 57.5 93.6 97.5 6.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
106 46 45 254 171 381 241
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,637,116
COMMITMENTS
425,448 1405538 531,931 4152839 3328530 5110217 5265998 526,898 371,117
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -508,568)
390 133,899 -279,953 -98,119 -233,646 -377,683 -379,701 -130,885 -128,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 24.9 9.4 73.7 59.0 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
52 68 65 241 204 336 294
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,113,640
COMMITMENTS
287,562 371,321 21,144 1588757 1460886 1897463 1853351 216,177 260,289
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -84,448)
-9,833 -33,850 -52,428 -8,412 8,096 -70,673 -78,182 -13,775 -6,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.6 1.0 75.2 69.1 89.8 87.7 10.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
23 29 18 108 117 142 153
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,659,654
COMMITMENTS
547,776 2261454 195,712 5424500 3954215 6167987 6411381 491,666 248,273
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -424,661)
74 61,490 -149,290 -233,321 -253,613 -382,536 -341,413 -42,125 -83,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 34.0 2.9 81.5 59.4 92.6 96.3 7.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
62 51 49 236 203 324 277
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,654,890
COMMITMENTS
226,762 317,496 238,248 1163911 1057739 1628921 1613483 25,969 41,407
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -402,310)
15,717 -80,214 -91,728 -317,891 -227,328 -393,902 -399,270 -8,408 -3,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 19.2 14.4 70.3 63.9 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
24 35 36 81 90 129 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,234
COMMITMENTS
19,772 12,631 1,781 50,061 57,252 71,613 71,664 13,621 13,570
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -7,218)
-2,227 -2,426 -599 -1,109 -4,349 -3,935 -7,373 -3,284 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.8 2.1 58.7 67.2 84.0 84.1 16.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 19 12 32 28 60 52
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,234
COMMITMENTS
19,772 12,631 1,781 50,061 57,252 71,613 71,664 13,621 13,570
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -4,471)
-2,418 -1,172 -124 -1,084 -4,349 -3,626 -5,645 -845 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.8 2.1 58.7 67.2 84.0 84.1 16.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 19 12 32 28 60 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 65,094
COMMITMENTS
2,915 1,569 0 59,000 63,078 61,915 64,647 3,179 447
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: -891)
-830 -713 0 -158 168 -988 -545 97 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.4 0.0 90.6 96.9 95.1 99.3 4.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 0 30 11 34 15
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 183,529
COMMITMENTS
26,466 35,170 3,595 153,032 144,586 183,093 183,351 436 178
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: 5,663)
3,096 2,968 2,615 -92 0 5,619 5,583 44 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 19.2 2.0 83.4 78.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
29 18 4 7 2 38 22
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 26,341
COMMITMENTS
18,086 17,447 8,245 0 631 26,331 26,323 10 18
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: 1,175)
1,175 1,175 0 0 0 1,175 1,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 66.2 31.3 0.0 2.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 15 3 0 1 6 19
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 128,893
COMMITMENTS
81,803 81,810 47,058 0 0 128,861 128,868 32 25
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: 385)
385 385 0 0 0 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 63.5 36.5 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
21 11 4 0 0 24 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 86,634
COMMITMENTS
78,144 71,147 8,461 0 6,940 86,605 86,548 29 86
CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST: 545)
389 1,962 146 0 -1,561 535 547 10 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.2 82.1 9.8 0.0 8.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 19 3 0 2 17 22
Updated September 03, 2024