WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 407,696: 119,628 175,688 108,685 146,951 89,056 375,264 373,429: 32,432 34,267
Old : 198,110: 126,327 114,842 18,334 35,374 49,357 180,035 182,533: 18,075 15,577
Other: 209,586: 60,795 128,340 22,857 111,577 39,699 195,229 190,896: 14,357 18,690
: : :
: : Changes in Commitments from: March 12, 2024 :
: 11,307: -949 1,342 8,841 2,967 852 10,859 11,035: 448 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 43.1 26.7 36.0 21.8 92.0 91.6: 8.0 8.4
Old : 100.0: 63.8 58.0 9.3 17.9 24.9 90.9 92.1: 9.1 7.9
Other: 100.0: 29.0 61.2 10.9 53.2 18.9 93.1 91.1: 6.9 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 102 113 107 89 77 254 242:
Old : 292: 107 92 34 50 50 172 161:
Other: 242: 60 86 61 71 57 175 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 13.4 24.0 22.0 11.4 10.2 18.6 17.0
Old : 15.9 19.5 26.2 32.5 15.5 19.0 25.8 30.5
Other: 21.9 21.3 35.7 31.7 21.8 20.8 35.7 30.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 270,023: 73,892 103,627 69,506 109,274 77,140 252,672 250,273: 17,351 19,750
Old : 116,852: 70,081 67,584 6,725 32,791 31,941 109,597 106,250: 7,255 10,602
Other: 153,171: 34,656 66,888 31,936 76,483 45,199 143,075 144,023: 10,096 9,148
: : :
: : Changes in Commitments from: March 12, 2024 :
: 5,780: -171 3,762 7,124 -736 -5,343 6,217 5,543: -437 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 38.4 25.7 40.5 28.6 93.6 92.7: 6.4 7.3
Old : 100.0: 60.0 57.8 5.8 28.1 27.3 93.8 90.9: 6.2 9.1
Other: 100.0: 22.6 43.7 20.8 49.9 29.5 93.4 94.0: 6.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 60 80 74 70 77 175 190:
Old : 207: 63 61 23 37 50 109 125:
Other: 190: 43 58 45 63 68 134 145:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 15.4 26.5 26.2 12.4 13.2 20.9 21.3
Old : 18.3 27.7 32.2 44.9 18.3 27.5 31.6 44.3
Other: 20.6 16.8 33.1 29.3 13.1 14.8 23.3 25.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,566,606: 294,129 469,642 432,371 683,677 500,187 1,410,177 1,402,200: 156,429 164,406
Old : 1,189,491: 366,575 527,252 177,814 516,474 376,460 1,060,863 1,081,526: 128,628 107,965
Other: 377,115: 156,893 171,729 25,218 167,203 123,727 349,314 320,674: 27,801 56,441
: : :
: : Changes in Commitments from: March 12, 2024 :
: 34,435: -3,115 -16,632 7,254 25,555 41,115 29,694 31,737: 4,741 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 30.0 27.6 43.6 31.9 90.0 89.5: 10.0 10.5
Old : 100.0: 30.8 44.3 14.9 43.4 31.6 89.2 90.9: 10.8 9.1
Other: 100.0: 41.6 45.5 6.7 44.3 32.8 92.6 85.0: 7.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 126 170 160 306 309 521 564:
Old : 681: 121 162 122 272 261 464 479:
Other: 477: 74 88 50 147 236 246 350:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 12.5 20.2 20.7 8.9 8.9 15.0 13.7
Old : 13.4 14.7 21.8 23.5 11.4 13.7 19.1 21.1
Other: 27.0 21.9 38.1 30.0 26.1 21.9 37.1 29.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 773,473: 97,583 265,236 148,808 474,988 294,172 721,379 708,216: 52,094 65,257
Old : 568,216: 106,261 215,826 80,701 342,091 230,326 529,053 526,853: 39,163 41,363
Other: 205,257: 33,548 91,636 25,881 132,897 63,846 192,326 181,363: 12,931 23,894
: : :
: : Changes in Commitments from: March 12, 2024 :
: 30,418: -1,764 -14,524 6,698 24,935 35,450 29,869 27,624: 549 2,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 34.3 19.2 61.4 38.0 93.3 91.6: 6.7 8.4
Old : 100.0: 18.7 38.0 14.2 60.2 40.5 93.1 92.7: 6.9 7.3
Other: 100.0: 16.3 44.6 12.6 64.7 31.1 93.7 88.4: 6.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 111 142 158 170 186 376 410:
Old : 477: 115 135 118 149 159 326 358:
Other: 339: 65 96 57 100 131 201 253:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.7 23.5 21.6 13.6 12.7 20.5 19.8
Old : 16.7 18.4 26.9 27.0 16.3 18.0 24.2 26.1
Other: 19.0 17.7 29.2 26.8 17.0 16.7 26.8 24.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 566,531: 108,981 129,187 165,065 264,146 247,759 538,192 542,011: 28,339 24,520
Old : 443,307: 130,000 131,354 99,418 191,265 190,836 420,683 421,608: 22,624 21,699
Other: 123,224: 29,086 47,938 15,542 72,881 56,923 117,509 120,403: 5,715 2,821
: : :
: : Changes in Commitments from: March 12, 2024 :
: 18,821: -3,671 -15,987 12,494 9,995 24,106 18,818 20,613: 3 -1,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.8 29.1 46.6 43.7 95.0 95.7: 5.0 4.3
Old : 100.0: 29.3 29.6 22.4 43.1 43.0 94.9 95.1: 5.1 4.9
Other: 100.0: 23.6 38.9 12.6 59.1 46.2 95.4 97.7: 4.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 95 87 107 101 91 265 233:
Old : 322: 104 80 85 96 87 249 213:
Other: 172: 47 46 27 54 37 117 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 19.5 18.9 29.5 8.8 17.2 14.7 24.7
Old : 11.3 20.8 20.2 31.4 10.0 18.7 17.1 27.9
Other: 20.3 30.0 34.7 48.5 18.0 28.5 31.4 45.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,491,051: 242,086 264,540 22,959 1,034,162 1,054,133 1,299,207 1,341,632: 191,844 149,419
Old : 1,491,051: 242,086 264,540 22,959 1,034,162 1,054,133 1,299,207 1,341,632: 191,844 149,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -7,072: 10,971 -21,108 -3,810 -9,770 8,884 -2,609 -16,034: -4,463 8,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.7 1.5 69.4 70.7 87.1 90.0: 12.9 10.0
Old : 100.0: 16.2 17.7 1.5 69.4 70.7 87.1 90.0: 12.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 26 36 24 99 113 139 159:
Old : 211: 26 36 24 99 113 139 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 20.1 35.0 32.6 19.8 17.5 33.6 28.6
Old : 20.9 20.1 35.0 32.6 19.8 17.5 33.6 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,583,428: 139,244 443,958 5,080 1,263,105 976,024 1,407,429 1,425,062: 175,999 158,366
Old : 1,583,428: 139,244 443,958 5,080 1,263,105 976,024 1,407,429 1,425,062: 175,999 158,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -5,069: 3,185 -8,971 -3,441 -8,557 7,473 -8,813 -4,939: 3,744 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 28.0 0.3 79.8 61.6 88.9 90.0: 11.1 10.0
Old : 100.0: 8.8 28.0 0.3 79.8 61.6 88.9 90.0: 11.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 14 22 12 101 92 122 119:
Old : 168: 14 22 12 101 92 122 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 32.6 37.9 49.2 21.3 31.2 34.1 42.7
Old : 22.2 32.6 37.9 49.2 21.3 31.2 34.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 472,701: 90,991 136,696 104,918 230,591 200,213 426,500 441,827: 46,201 30,874
Old : 389,015: 94,197 134,316 71,190 185,524 157,581 350,911 363,087: 38,104 25,928
Other: 83,686: 19,980 25,566 10,542 45,067 42,632 75,589 78,740: 8,097 4,946
: : :
: : Changes in Commitments from: March 12, 2024 :
: 11,029: 5,744 -5,438 5,292 -964 9,233 10,072 9,087: 957 1,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.9 22.2 48.8 42.4 90.2 93.5: 9.8 6.5
Old : 100.0: 24.2 34.5 18.3 47.7 40.5 90.2 93.3: 9.8 6.7
Other: 100.0: 23.9 30.5 12.6 53.9 50.9 90.3 94.1: 9.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 85 76 100 136 106 279 236:
Old : 326: 91 75 87 130 94 266 215:
Other: 178: 36 41 29 81 44 135 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.5 19.4 16.4 28.9 7.6 18.8 13.4 27.6
Old : 10.5 18.6 17.1 28.5 9.1 18.2 15.2 27.9
Other: 18.7 34.1 29.5 49.5 18.7 33.2 29.2 47.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,840: 5,057 1,510 124 3,028 8,328 8,209 9,962: 2,631 878
Old : 8,608: 4,710 1,594 26 1,667 6,221 6,403 7,841: 2,205 767
Other: 2,232: 431 0 14 1,361 2,107 1,806 2,121: 426 111
: : :
: : Changes in Commitments from: March 12, 2024 :
: -854: -664 201 -223 91 -881 -796 -903: -58 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 13.9 1.1 27.9 76.8 75.7 91.9: 24.3 8.1
Old : 100.0: 54.7 18.5 0.3 19.4 72.3 74.4 91.1: 25.6 8.9
Other: 100.0: 19.3 0.0 0.6 61.0 94.4 80.9 95.0: 19.1 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 30 5 4 19 17 50 25:
Old : 60: 26 7 2 15 16 43 24:
Other: 22: 6 0 1 9 10 15 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 52.2 40.8 67.4 24.8 50.5 39.1 65.4
Old : 27.7 47.1 43.2 64.9 27.7 45.6 43.2 63.4
Other: 61.2 86.2 75.3 93.8 61.2 85.7 74.6 93.2
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,697,750: 422,597 1,324,192 60,211 2,969,326 2,181,416 3,452,134 3,565,819: 245,616 131,931
Old : 3,697,750: 422,597 1,324,192 60,211 2,969,326 2,181,416 3,452,134 3,565,819: 245,616 131,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 60,619: -3,492 -39,953 9,554 60,777 91,365 66,839 60,966: -6,220 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 35.8 1.6 80.3 59.0 93.4 96.4: 6.6 3.6
Old : 100.0: 11.4 35.8 1.6 80.3 59.0 93.4 96.4: 6.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 97 62 28 242 181 355 255:
Old : 473: 97 62 28 242 181 355 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 25.9 29.3 39.8 19.1 25.3 26.8 37.9
Old : 19.9 25.9 29.3 39.8 19.1 25.3 26.8 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,286,273: 461,066 1,035,076 83,277 3,327,859 2,801,078 3,872,202 3,919,431: 414,071 366,842
Old : 4,286,273: 461,066 1,035,076 83,277 3,327,859 2,801,078 3,872,202 3,919,431: 414,071 366,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 33,175: 3,227 -26,309 20,341 -14,408 19,990 9,160 14,022: 24,015 19,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 24.1 1.9 77.6 65.3 90.3 91.4: 9.7 8.6
Old : 100.0: 10.8 24.1 1.9 77.6 65.3 90.3 91.4: 9.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 54 80 34 200 187 274 281:
Old : 403: 54 80 34 200 187 274 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 21.1 32.6 31.7 18.9 20.6 27.4 29.7
Old : 21.9 21.1 32.6 31.7 18.9 20.6 27.4 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,032,146: 294,809 448,080 36,589 1,497,187 1,264,173 1,828,585 1,748,842: 203,561 283,304
Old : 2,032,146: 294,809 448,080 36,589 1,497,187 1,264,173 1,828,585 1,748,842: 203,561 283,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -5,728: 3,743 23,344 -288 -8,099 -35,009 -4,644 -11,953: -1,084 6,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.0 1.8 73.7 62.2 90.0 86.1: 10.0 13.9
Old : 100.0: 14.5 22.0 1.8 73.7 62.2 90.0 86.1: 10.0 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 27 27 18 98 114 132 152:
Old : 203: 27 27 18 98 114 132 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 25.8 45.3 38.2 28.4 23.1 38.7 32.5
Old : 31.7 25.8 45.3 38.2 28.4 23.1 38.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 5,487: 1,509 889 2,725 465 0 4,699 3,614: 788 1,873
Old : 5,487: 1,509 889 2,725 465 0 4,699 3,614: 788 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.2 49.7 8.5 0.0 85.6 65.9: 14.4 34.1
Old : 100.0: 27.5 16.2 49.7 8.5 0.0 85.6 65.9: 14.4 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 12 2 2 0 9 14:
Old : 21: 6 12 2 2 0 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 56.5 85.2 61.3 33.9 9.3 36.0 13.6
Old : 82.5 56.5 85.2 61.3 33.9 9.3 36.0 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,838,981: 395,194 1,552,251 129,668 4,907,528 3,837,589 5,432,390 5,519,508: 406,591 319,473
Old : 5,838,981: 395,194 1,552,251 129,668 4,907,528 3,837,589 5,432,390 5,519,508: 406,591 319,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -18,344: 39,520 -65,557 24,947 -84,600 -5,397 -20,133 -46,007: 1,789 27,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 26.6 2.2 84.0 65.7 93.0 94.5: 7.0 5.5
Old : 100.0: 6.8 26.6 2.2 84.0 65.7 93.0 94.5: 7.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 58 54 30 214 188 292 252:
Old : 403: 58 54 30 214 188 292 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 25.8 32.4 38.2 21.4 25.8 28.8 37.9
Old : 22.9 25.8 32.4 38.2 21.4 25.8 28.8 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,855,447: 151,004 345,849 313,079 1,352,227 1,160,168 1,816,310 1,819,096: 39,137 36,351
Old : 1,855,447: 151,004 345,849 313,079 1,352,227 1,160,168 1,816,310 1,819,096: 39,137 36,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 59,677: 20,971 20,066 45,915 -8,830 -6,608 58,056 59,373: 1,621 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 18.6 16.9 72.9 62.5 97.9 98.0: 2.1 2.0
Old : 100.0: 8.1 18.6 16.9 72.9 62.5 97.9 98.0: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 28 40 44 81 79 136 137:
Old : 162: 28 40 44 81 79 136 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 20.2 42.7 32.1 12.3 10.2 18.0 16.8
Old : 27.6 20.2 42.7 32.1 12.3 10.2 18.0 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 93,851: 35,688 13,243 1,811 42,385 67,017 79,884 82,071: 13,967 11,780
Old : 93,851: 35,688 13,243 1,811 42,385 67,017 79,884 82,071: 13,967 11,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -21,210: 4,657 -775 -8,397 -14,587 -8,674 -18,327 -17,846: -2,884 -3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 14.1 1.9 45.2 71.4 85.1 87.4: 14.9 12.6
Old : 100.0: 38.0 14.1 1.9 45.2 71.4 85.1 87.4: 14.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 31 24 14 28 28 66 59:
Old : 104: 31 24 14 28 28 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 42.7 47.1 56.1 34.3 42.7 46.8 56.1
Old : 34.5 42.7 47.1 56.1 34.3 42.7 46.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 93,851: 35,688 13,243 1,811 42,385 67,017 79,884 82,071: 13,967 11,780
Old : 93,851: 35,688 13,243 1,811 42,385 67,017 79,884 82,071: 13,967 11,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -18,515: 5,437 -1,337 -7,294 -14,500 -7,686 -16,357 -16,317: -2,158 -2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 14.1 1.9 45.2 71.4 85.1 87.4: 14.9 12.6
Old : 100.0: 38.0 14.1 1.9 45.2 71.4 85.1 87.4: 14.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 31 24 14 28 28 66 59:
Old : 104: 31 24 14 28 28 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 42.7 47.1 56.1 34.3 42.7 46.8 56.1
Old : 34.5 42.7 47.1 56.1 34.3 42.7 46.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 51,890: 0 4,829 0 49,230 46,086 49,230 50,915: 2,660 975
Old : 51,890: 0 4,829 0 49,230 46,086 49,230 50,915: 2,660 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -25,130: 0 -2,135 0 -24,667 -22,724 -24,667 -24,859: -463 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 0.0 94.9 88.8 94.9 98.1: 5.1 1.9
Old : 100.0: 0.0 9.3 0.0 94.9 88.8 94.9 98.1: 5.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 5 0 25 13 25 18:
Old : 39: 0 5 0 25 13 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 73.8 64.0 87.6 38.1 73.8 61.7 87.6
Old : 39.9 73.8 64.0 87.6 38.1 73.8 61.7 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 99,701: 11,706 19,561 3,492 84,168 76,557 99,366 99,610: 335 91
Old : 99,701: 11,706 19,561 3,492 84,168 76,557 99,366 99,610: 335 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 1,494: 249 12 1,456 -211 0 1,494 1,468: 0 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.6 3.5 84.4 76.8 99.7 99.9: 0.3 0.1
Old : 100.0: 11.7 19.6 3.5 84.4 76.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 22 11 5 6 1 30 15:
Old : 40: 22 11 5 6 1 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 89.1 94.0 96.8 86.2 89.1 90.7 95.4
Old : 87.6 89.1 94.0 96.8 86.2 89.1 90.7 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 76,636: 25,586 25,599 51,031 0 0 76,617 76,630: 19 6
Old : 76,636: 25,586 25,599 51,031 0 0 76,617 76,630: 19 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -4,550: -3,150 -3,129 -1,406 0 0 -4,556 -4,535: 6 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 33.4 66.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 33.4 33.4 66.6 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 17 9 4 0 0 19 11:
Old : 26: 17 9 4 0 0 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 98.9 89.1 99.8 19.2 32.9 30.0 33.4
Old : 72.6 98.9 89.1 99.8 19.2 32.9 30.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders - Futures Only, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 39,008: 28,169 19,361 10,820 0 8,748 38,989 38,929: 19 79
Old : 39,008: 28,169 19,361 10,820 0 8,748 38,989 38,929: 19 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -2,399: 466 251 -2,873 0 221 -2,407 -2,401: 8 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 49.6 27.7 0.0 22.4 100.0 99.8: 0.0 0.2
Old : 100.0: 72.2 49.6 27.7 0.0 22.4 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 14 4 0 1 15 17:
Old : 28: 13 14 4 0 1 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 81.3 89.9 92.6 51.3 60.2 66.6 67.9
Old : 68.9 81.3 89.9 92.6 51.3 60.2 66.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2024