WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,260
COMMITMENTS
129,115 206,646 125,494 153,562 77,407 408,171 409,547 38,089 36,713
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 9,301)
740 19,233 -5,933 12,709 -4,647 7,516 8,653 1,785 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 46.3 28.1 34.4 17.3 91.5 91.8 8.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
105 115 111 104 87 279 263
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 225,369
COMMITMENTS
54,558 90,835 56,005 94,322 56,350 204,885 203,190 20,484 22,179
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -2,554)
652 8,567 -6,243 2,127 -7,086 -3,464 -4,762 910 2,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 40.3 24.9 41.9 25.0 90.9 90.2 9.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
61 60 59 68 67 158 162
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,431,159
COMMITMENTS
282,624 406,630 315,227 675,854 532,631 1273705 1254488 157,454 176,671
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -17,774)
2,199 17,005 -15,597 -5,526 -15,664 -18,924 -14,256 1,150 -3,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 28.4 22.0 47.2 37.2 89.0 87.7 11.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
134 137 171 331 323 564 566
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,940
COMMITMENTS
494 522 125 2,642 2,798 3,261 3,445 1,679 1,495
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -6)
-37 -31 38 199 -14 200 -7 -206 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 10.6 2.5 53.5 56.6 66.0 69.7 34.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 1 10 8 14 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 745,196
COMMITMENTS
150,568 76,762 152,991 391,254 445,031 694,813 674,784 50,383 70,412
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 6,928)
-9,890 2,981 8,048 10,481 -5,237 8,639 5,792 -1,711 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 10.3 20.5 52.5 59.7 93.2 90.6 6.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
134 122 148 186 250 405 453
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 508,573
COMMITMENTS
110,392 89,081 127,189 236,555 267,387 474,136 483,657 34,437 24,916
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -13,350)
-801 -1,255 -5,675 -7,238 -3,917 -13,714 -10,847 364 -2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 17.5 25.0 46.5 52.6 93.2 95.1 6.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
104 64 105 105 94 259 230
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,382,150
COMMITMENTS
119,860 219,843 55,806 1004995 953,746 1180661 1229395 201,489 152,755
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 28,013)
10,063 -18,693 37,036 -14,288 -783 32,811 17,560 -4,798 10,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 15.9 4.0 72.7 69.0 85.4 88.9 14.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
27 38 35 104 110 154 160
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,651,168
COMMITMENTS
92,660 415,403 60,820 1313927 1009819 1467407 1486042 183,761 165,126
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 66,288)
3,591 573 44,260 7,396 1,142 55,247 45,975 11,041 20,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 25.2 3.7 79.6 61.2 88.9 90.0 11.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
16 27 16 103 88 130 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 570,631
COMMITMENTS
173,507 34,958 155,078 191,683 344,841 520,268 534,877 50,363 35,754
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 23,278)
7,651 4,685 16,519 1,826 -787 25,996 20,417 -2,718 2,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 6.1 27.2 33.6 60.4 91.2 93.7 8.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
109 51 101 116 119 276 236
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,573
COMMITMENTS
4,663 541 341 4,057 9,974 9,061 10,856 2,512 717
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,121)
1,209 -40 131 -527 950 813 1,041 308 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 4.7 2.9 35.1 86.2 78.3 93.8 21.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
26 6 9 18 21 50 32
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,203,989
COMMITMENTS
417,109 1802511 98,370 3412559 2173155 3928038 4074036 275,951 129,953
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -4,604)
-18,730 -21,422 21,872 -19,617 -2,665 -16,475 -2,215 11,871 -2,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 42.9 2.3 81.2 51.7 93.4 96.9 6.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
104 62 45 254 183 381 267
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,958,141
COMMITMENTS
479,587 1137745 292,575 3739579 3138738 4511741 4569058 446,400 389,083
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 214,924)
-34,522 -38,130 183,633 55,197 50,011 204,308 195,514 10,616 19,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 22.9 5.9 75.4 63.3 91.0 92.2 9.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
63 72 59 233 207 332 303
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,268,144
COMMITMENTS
207,468 441,874 69,049 1777070 1461201 2053587 1972124 214,557 296,020
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 225,220)
12,000 -19,030 32,579 179,672 177,871 224,251 191,420 969 33,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 19.5 3.0 78.3 64.4 90.5 86.9 9.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
19 31 22 102 109 135 148
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 6,022
COMMITMENTS
1,543 1,436 3,399 0 72 4,942 4,907 1,080 1,115
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 131)
198 -97 118 -108 72 208 93 -77 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 23.8 56.4 0.0 1.2 82.1 81.5 17.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 3 0 1 11 16
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,172,960
COMMITMENTS
468,516 1937149 207,197 5059026 3741750 5734739 5886096 438,221 286,864
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 88,492)
19,649 72,042 66,362 1,048 -24,945 87,059 113,459 1,433 -24,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 31.4 3.4 82.0 60.6 92.9 95.4 7.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
64 56 43 228 185 316 260
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,762,263
COMMITMENTS
117,630 266,912 253,661 1355195 1188099 1726486 1708672 35,777 53,591
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -4,561)
-24,781 -25,620 9,687 8,842 14,463 -6,252 -1,470 1,691 -3,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 15.1 14.4 76.9 67.4 98.0 97.0 2.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 28 45 80 82 132 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,498
COMMITMENTS
16,401 50,709 1,032 66,382 26,993 83,815 78,734 10,683 15,764
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -6,532)
-4,513 -6,718 -908 -999 1,408 -6,420 -6,218 -112 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 53.7 1.1 70.2 28.6 88.7 83.3 11.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 30 8 32 27 61 61
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,498
COMMITMENTS
16,401 50,709 1,032 66,382 26,993 83,815 78,734 10,683 15,764
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -6,532)
-4,513 -6,718 -908 -999 1,408 -6,420 -6,218 -112 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 53.7 1.1 70.2 28.6 88.7 83.3 11.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 30 8 32 27 61 61
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,966
COMMITMENTS
609 3,672 0 41,338 38,924 41,947 42,596 2,019 1,370
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 14)
193 167 0 1,980 -241 2,173 -74 -2,159 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 8.4 0.0 94.0 88.5 95.4 96.9 4.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 0 25 17 26 21
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 64,620
COMMITMENTS
12,549 18,907 387 51,440 45,301 64,376 64,595 244 25
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 285)
533 557 -265 42 0 310 292 -25 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 29.3 0.6 79.6 70.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 12 4 6 2 28 16
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 17,971
COMMITMENTS
15,991 11,190 1,980 0 4,800 17,971 17,970 0 1
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -340)
-1,009 -987 669 0 0 -340 -318 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.0 62.3 11.0 0.0 26.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 14 2 0 1 6 16
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 69,344
COMMITMENTS
18,494 17,557 50,850 0 917 69,344 69,324 0 20
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,196)
1,346 1,496 -150 0 -150 1,196 1,196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 25.3 73.3 0.0 1.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 11 4 0 1 15 14
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 32,832
COMMITMENTS
28,740 21,410 4,092 0 7,269 32,832 32,771 0 61
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,785)
1,785 1,785 0 0 0 1,785 1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.5 65.2 12.5 0.0 22.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 16 3 0 1 13 18
Updated November 27, 2023