WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,014
COMMITMENTS
116,771 181,798 152,309 160,583 96,433 429,663 430,541 35,351 34,473
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -12,554)
-2,144 3,653 -11,597 1,028 -2,531 -12,713 -10,475 158 -2,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 39.1 32.8 34.5 20.7 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
103 126 130 100 84 282 272
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 295,600
COMMITMENTS
68,463 104,941 87,148 120,989 83,720 276,600 275,809 19,000 19,790
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 963)
-5,689 -30 1,477 4,521 410 309 1,857 654 -894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 35.5 29.5 40.9 28.3 93.6 93.3 6.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
55 84 81 75 83 184 199
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,017,822
COMMITMENTS
279,812 474,407 723,521 808,089 594,401 1811421 1792328 206,400 225,493
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 18,685)
7,967 9,439 1,305 13,030 -3,573 22,303 7,171 -3,617 11,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 23.5 35.9 40.0 29.5 89.8 88.8 10.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 742)
138 175 197 358 342 605 618
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,022,662
COMMITMENTS
95,688 236,732 335,574 531,508 376,311 962,770 948,617 59,893 74,045
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 27,639)
4,020 -14,225 13,785 10,075 28,392 27,881 27,952 -242 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 23.1 32.8 52.0 36.8 94.1 92.8 5.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
119 159 199 201 206 439 458
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 623,074
COMMITMENTS
110,129 120,363 201,719 281,921 275,517 593,769 597,599 29,306 25,476
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,625)
3,771 -7,836 -1,691 561 11,708 2,640 2,181 -1,015 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.3 32.4 45.2 44.2 95.3 95.9 4.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
92 90 114 109 108 275 255
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,640,916
COMMITMENTS
234,959 260,294 100,235 1086936 1121461 1422129 1481990 218,787 158,926
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -12,039)
-299 749 -25,930 1,526 15,205 -24,703 -9,976 12,665 -2,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 15.9 6.1 66.2 68.3 86.7 90.3 13.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
23 39 38 115 115 166 164
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,585,897
COMMITMENTS
139,794 438,598 9,314 1259093 975,448 1408201 1423361 177,696 162,536
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,454)
-218 -6,016 2,605 -4,030 -706 -1,643 -4,117 189 2,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 27.7 0.6 79.4 61.5 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
15 21 15 100 94 122 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 544,389
COMMITMENTS
89,138 122,161 152,883 250,729 236,717 492,750 511,761 51,640 32,628
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -5,188)
5,538 -11,756 -5,660 -5,344 13,183 -5,466 -4,234 279 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 22.4 28.1 46.1 43.5 90.5 94.0 9.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
79 89 106 140 120 285 259
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,650
COMMITMENTS
3,559 1,919 830 3,958 6,844 8,347 9,593 2,303 1,057
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -685)
-1,305 409 351 624 -1,536 -329 -776 -356 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 18.0 7.8 37.2 64.3 78.4 90.1 21.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 11 9 17 18 45 33
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,791,606
COMMITMENTS
433,326 1353115 123,525 2977658 2180091 3534508 3656730 257,098 134,876
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 5,927)
22,736 35,679 -10,111 -15,363 -20,675 -2,738 4,893 8,665 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 35.7 3.3 78.5 57.5 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
94 63 42 242 178 357 262
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,994,466
COMMITMENTS
405,624 958,280 516,370 3632820 3122312 4554814 4596962 439,652 397,504
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -68,432)
-37,841 -36,913 -23,138 -4,869 -10,760 -65,848 -70,811 -2,584 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 19.2 10.3 72.7 62.5 91.2 92.0 8.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
65 71 73 233 204 335 311
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,035,902
COMMITMENTS
292,565 430,675 39,271 1480555 1283103 1812392 1753049 223,510 282,852
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,010)
-2,264 -17,405 2,625 -16,670 18,899 -16,310 4,119 18,319 -2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.2 1.9 72.7 63.0 89.0 86.1 11.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
27 24 19 103 113 139 147
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,188,096
COMMITMENTS
394,362 1546813 300,825 5069825 4023847 5765011 5871485 423,084 316,611
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -12,899)
5,535 -13,392 -32,224 6,269 47,112 -20,419 1,496 7,521 -14,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 25.0 4.9 81.9 65.0 93.2 94.9 6.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
63 55 49 231 196 326 268
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,973,527
COMMITMENTS
206,167 386,096 300,559 1428516 1246665 1935242 1933320 38,285 40,207
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 118,080)
55,163 40,247 -12,520 76,289 86,497 118,932 114,224 -852 3,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 19.6 15.2 72.4 63.2 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
29 42 44 82 85 139 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,758
COMMITMENTS
32,236 12,216 1,222 44,690 68,935 78,147 82,373 14,611 10,385
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,146)
-3,452 -1,045 -593 2,302 1,915 -1,743 278 596 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 13.2 1.3 48.2 74.3 84.2 88.8 15.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 22 16 28 28 64 59
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,758
COMMITMENTS
32,236 12,216 1,222 44,690 68,935 78,147 82,373 14,611 10,385
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,146)
-3,452 -1,045 -593 2,302 1,915 -1,743 278 596 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 13.2 1.3 48.2 74.3 84.2 88.8 15.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 22 16 28 28 64 59
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 52,921
COMMITMENTS
0 4,288 0 49,484 47,799 49,484 52,087 3,437 834
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,031)
0 -541 0 254 1,713 254 1,172 777 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 93.5 90.3 93.5 98.4 6.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 0 25 12 25 16
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 93,007
COMMITMENTS
14,898 18,017 18 77,795 74,876 92,711 92,911 296 96
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -6,694)
3,192 -1,544 -3,474 -6,373 -1,681 -6,655 -6,699 -39 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.4 0.0 83.6 80.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 10 2 6 1 28 11
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 75,996
COMMITMENTS
28,021 28,034 47,956 0 0 75,977 75,990 19 6
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -640)
2,435 2,435 -3,075 0 0 -640 -640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 36.9 63.1 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 10 4 0 0 18 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 38,691
COMMITMENTS
27,690 18,893 10,982 0 8,748 38,672 38,623 19 68
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -317)
-479 -468 162 0 0 -317 -306 0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 48.8 28.4 0.0 22.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 15 5 0 1 15 18
Updated March 26, 2024