WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,737
COMMITMENTS
121,293 178,230 107,622 132,640 82,174 361,555 368,026 42,182 35,711
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 12,068)
7,016 14,334 2,829 -512 -4,457 9,333 12,706 2,735 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 44.1 26.7 32.9 20.4 89.6 91.2 10.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
130 106 100 115 87 297 250
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 202,243
COMMITMENTS
54,479 65,420 49,392 80,169 66,692 184,040 181,504 18,203 20,739
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 3,307)
1,110 792 166 1,390 2,802 2,666 3,760 641 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 32.3 24.4 39.6 33.0 91.0 89.7 9.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
60 59 56 70 84 162 173
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,292,194
COMMITMENTS
270,874 372,107 251,146 639,517 504,761 1161537 1128014 130,657 164,180
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 24,018)
6,401 19,646 5,848 11,432 -4,488 23,681 21,006 337 3,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 28.8 19.4 49.5 39.1 89.9 87.3 10.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
130 153 168 329 299 561 542
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,402
COMMITMENTS
1,382 112 118 1,094 3,023 2,594 3,253 1,808 1,149
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -116)
-98 112 52 170 -130 124 34 -240 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 2.5 2.7 24.9 68.7 58.9 73.9 41.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 1 2 9 7 20 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 773,220
COMMITMENTS
144,598 81,908 192,165 388,164 431,929 724,927 706,002 48,293 67,218
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 33,173)
-18,163 4,364 31,195 21,730 -2,945 34,762 32,614 -1,589 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 10.6 24.9 50.2 55.9 93.8 91.3 6.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553)
131 130 173 184 229 413 457
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,645
COMMITMENTS
16,016 1,410 144 8 9,213 16,168 10,767 5,477 10,878
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -900)
-515 -136 -72 0 -304 -587 -512 -313 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 6.5 0.7 0.0 42.6 74.7 49.7 25.3 50.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 3 2 3 15 9 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,364
COMMITMENTS
101,187 46,627 105,849 219,404 283,815 426,440 436,291 30,924 21,073
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -14,069)
4,160 -4,398 3,282 -20,701 -12,628 -13,259 -13,744 -810 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 10.2 23.1 48.0 62.1 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
95 48 85 97 97 234 203
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,363,478
COMMITMENTS
74,323 275,430 8,208 1093591 936,479 1176122 1220117 187,356 143,361
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 23,803)
-5,333 3,087 -4,287 37,407 32,958 27,787 31,758 -3,984 -7,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 20.2 0.6 80.2 68.7 86.3 89.5 13.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
22 41 15 107 112 137 160
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,546,538
COMMITMENTS
79,145 470,721 7,435 1280863 928,454 1367443 1406610 179,095 139,928
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 612)
-4,594 10,057 -2,773 1,098 -7,512 -6,269 -228 6,881 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 30.4 0.5 82.8 60.0 88.4 91.0 11.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
15 28 12 107 83 129 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 459,876
COMMITMENTS
104,454 17,242 112,124 200,367 303,431 416,945 432,797 42,931 27,079
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 2,431)
-5,059 -3,988 -2,702 11,190 6,999 3,429 309 -998 2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 3.7 24.4 43.6 66.0 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
92 34 85 116 101 248 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,796
COMMITMENTS
3,958 653 165 4,507 9,184 8,630 10,002 2,166 794
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -639)
-367 -50 -8 -254 -666 -629 -724 -10 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 6.0 1.5 41.7 85.1 79.9 92.6 20.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 3 8 17 14 43 24
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,732,382
COMMITMENTS
334,138 1575601 51,294 3088512 1961587 3473944 3588482 258,438 143,900
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 78,862)
14,090 15,944 8,485 57,459 59,073 80,034 83,502 -1,172 -4,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 42.2 1.4 82.7 52.6 93.1 96.1 6.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
91 54 26 245 165 352 229
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,697,157
COMMITMENTS
489,853 1192169 99,210 3690498 3031128 4279561 4322507 417,596 374,650
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 16,125)
22,739 -19,247 2,427 -21,932 38,908 3,234 22,088 12,891 -5,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 25.4 2.1 78.6 64.5 91.1 92.0 8.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
66 73 39 209 192 299 280
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,825,874
COMMITMENTS
208,790 345,527 35,942 1388973 1148246 1633705 1529715 192,169 296,159
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 44,614)
-7,461 -17,157 5,347 44,448 37,656 42,334 25,846 2,280 18,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 18.9 2.0 76.1 62.9 89.5 83.8 10.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
22 19 11 89 104 115 130
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 9,154
COMMITMENTS
4,034 2,241 3,989 215 552 8,238 6,782 916 2,372
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 786)
873 460 -250 215 -9 838 201 -52 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 24.5 43.6 2.3 6.0 90.0 74.1 10.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 27 2 1 1 9 29
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,511,115
COMMITMENTS
509,220 1516166 69,672 4538043 3596848 5116935 5182686 394,180 328,429
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 119,285)
43,941 19,857 12,996 73,966 87,215 130,903 120,068 -11,618 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 27.5 1.3 82.3 65.3 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
71 59 27 202 186 286 259
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,465,422
COMMITMENTS
94,827 305,359 203,191 1138397 901,986 1436415 1410536 29,007 54,886
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 7,161)
-9,745 15,833 -23,768 47,343 5,972 13,830 -1,963 -6,669 9,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 20.8 13.9 77.7 61.6 98.0 96.3 2.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
21 29 41 77 84 122 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,992
COMMITMENTS
19,016 36,785 2,967 52,111 34,824 74,094 74,576 12,898 12,416
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -15,918)
-3,772 1,097 -1,946 -8,520 -13,370 -14,238 -14,219 -1,680 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 42.3 3.4 59.9 40.0 85.2 85.7 14.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 23 12 32 24 62 53
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,992
COMMITMENTS
19,016 36,785 2,967 52,111 34,824 74,094 74,576 12,898 12,416
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -15,918)
-3,772 1,097 -1,946 -8,520 -13,370 -14,238 -14,219 -1,680 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 42.3 3.4 59.9 40.0 85.2 85.7 14.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 23 12 32 24 62 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 44,545
COMMITMENTS
931 1,990 0 41,230 41,533 42,161 43,523 2,384 1,022
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -16,831)
551 -916 -13 -17,237 -15,854 -16,699 -16,783 -132 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 4.5 0.0 92.6 93.2 94.6 97.7 5.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 0 28 13 30 17
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 66,654
COMMITMENTS
12,426 18,843 667 53,261 47,044 66,354 66,554 300 100
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 1,462)
45 5 -67 1,540 1,613 1,518 1,551 -56 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 28.3 1.0 79.9 70.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 11 4 7 3 29 15
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 71,841
COMMITMENTS
18,966 15,229 52,872 0 2,226 71,838 70,327 3 1,514
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -693)
-473 -1,963 -220 0 0 -693 -2,183 0 1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 21.2 73.6 0.0 3.1 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 11 4 0 1 13 14
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 21,644
COMMITMENTS
17,493 10,676 4,151 0 6,759 21,644 21,586 0 58
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -793)
-442 -360 -351 0 -78 -793 -789 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.8 49.3 19.2 0.0 31.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 15 3 0 2 9 19
Updated September 22, 2023