WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 391,669
COMMITMENTS
114,277 163,896 104,793 133,152 86,631 352,222 355,320 39,447 36,349
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 14,899)
4,296 7,505 5,994 2,574 213 12,864 13,712 2,035 1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 41.8 26.8 34.0 22.1 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
118 109 98 112 91 285 254
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 198,936
COMMITMENTS
53,369 64,628 49,226 78,779 63,890 181,374 177,744 17,562 21,192
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 3,251)
1,144 1,853 323 2,680 633 4,147 2,809 -896 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 32.5 24.7 39.6 32.1 91.2 89.3 8.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
62 55 56 67 76 159 165
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,268,176
COMMITMENTS
264,473 352,461 245,298 628,085 509,249 1137856 1107008 130,320 161,168
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 38,476)
-13,849 28,507 20,760 26,987 -11,884 33,898 37,383 4,578 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.8 19.3 49.5 40.2 89.7 87.3 10.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 708)
127 141 166 318 297 543 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,518
COMMITMENTS
1,480 0 66 924 3,153 2,470 3,219 2,048 1,299
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 393)
96 -66 5 226 429 327 368 66 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 0.0 1.5 20.5 69.8 54.7 71.2 45.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 0 2 8 9 20 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 740,047
COMMITMENTS
162,761 77,544 160,970 366,434 434,874 690,165 673,388 49,882 66,659
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 23,847)
1,293 3,405 23,254 -1,590 -1,993 22,957 24,666 890 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 10.5 21.8 49.5 58.8 93.3 91.0 6.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
136 121 164 177 231 408 449
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,545
COMMITMENTS
16,531 1,546 216 8 9,517 16,755 11,279 5,790 11,266
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -41)
174 41 96 2 0 272 137 -313 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.3 6.9 1.0 0.0 42.2 74.3 50.0 25.7 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 3 3 3 16 10 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 471,433
COMMITMENTS
97,027 51,025 102,567 240,105 296,443 439,699 450,035 31,734 21,398
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 16,984)
-8,877 1,056 17,846 10,330 185 19,299 19,087 -2,315 -2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 10.8 21.8 50.9 62.9 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
91 53 86 92 98 233 202
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,339,675
COMMITMENTS
79,656 272,343 12,495 1056184 903,521 1148335 1188359 191,340 151,316
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -3,382)
-3,497 -9,102 -1,590 2,285 2,039 -2,802 -8,653 -580 5,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 20.3 0.9 78.8 67.4 85.7 88.7 14.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
24 40 17 102 105 135 153
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,545,926
COMMITMENTS
83,739 460,664 10,208 1279765 935,966 1373712 1406838 172,214 139,088
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -2,293)
-2,483 -3,829 -875 574 13,567 -2,784 8,863 491 -11,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 29.8 0.7 82.8 60.5 88.9 91.0 11.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
18 24 14 107 86 133 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 457,445
COMMITMENTS
109,513 21,230 114,826 189,177 296,432 413,516 432,488 43,929 24,957
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 1,912)
-403 4,064 -7,573 10,947 6,012 2,971 2,503 -1,059 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 4.6 25.1 41.4 64.8 90.4 94.5 9.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
94 39 82 108 100 239 199
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,435
COMMITMENTS
4,325 703 173 4,761 9,850 9,259 10,726 2,176 709
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -563)
-976 -29 69 750 -656 -157 -616 -406 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 6.1 1.5 41.6 86.1 81.0 93.8 19.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
26 4 7 18 16 46 25
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,653,520
COMMITMENTS
320,048 1559657 42,809 3031053 1902514 3393910 3504980 259,610 148,540
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -8,421)
-21,150 569 -9,415 18,021 4,014 -12,544 -4,832 4,123 -3,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 42.7 1.2 83.0 52.1 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
86 45 25 240 166 338 224
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,681,032
COMMITMENTS
467,114 1211416 96,783 3712430 2992220 4276327 4300419 404,705 380,613
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -37,750)
12,234 -34,999 -12,162 -25,661 24,814 -25,589 -22,347 -12,161 -15,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 25.9 2.1 79.3 63.9 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
68 70 41 211 186 303 273
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,781,260
COMMITMENTS
216,251 362,684 30,595 1344525 1110590 1591371 1503869 189,889 277,391
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 9,029)
10,122 -20,493 4,490 -15,993 18,949 -1,381 2,946 10,410 6,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 20.4 1.7 75.5 62.3 89.3 84.4 10.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
20 24 12 96 103 121 134
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 8,368
COMMITMENTS
3,161 1,781 4,239 0 561 7,400 6,581 968 1,787
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 1,191)
823 81 375 -59 561 1,139 1,017 52 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 21.3 50.7 0.0 6.7 88.4 78.6 11.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 19 1 0 2 6 22
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,391,830
COMMITMENTS
465,279 1496309 56,676 4464077 3509633 4986032 5062618 405,798 329,212
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -24,002)
41,122 15,884 4,917 -60,929 -45,960 -14,890 -25,159 -9,112 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 27.8 1.1 82.8 65.1 92.5 93.9 7.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
69 56 25 198 182 280 250
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,458,261
COMMITMENTS
104,572 289,526 226,959 1091054 896,014 1422585 1412499 35,676 45,762
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 105,589)
8,213 46,277 -19,675 111,032 76,092 99,570 102,694 6,019 2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 19.9 15.6 74.8 61.4 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
23 26 44 76 80 123 130
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,910
COMMITMENTS
22,788 35,688 4,913 60,631 48,194 88,332 88,795 14,578 14,115
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 8,977)
543 1,719 1,680 6,766 4,552 8,989 7,951 -12 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 34.7 4.8 58.9 46.8 85.8 86.3 14.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 21 11 35 31 67 58
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,910
COMMITMENTS
22,788 35,688 4,913 60,631 48,194 88,332 88,795 14,578 14,115
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 8,977)
543 1,719 1,680 6,766 4,552 8,989 7,951 -12 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 34.7 4.8 58.9 46.8 85.8 86.3 14.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 21 11 35 31 67 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 61,376
COMMITMENTS
380 2,906 13 58,467 57,387 58,860 60,306 2,516 1,070
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 18,890)
0 -564 13 18,716 19,450 18,729 18,899 161 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 4.7 0.0 95.3 93.5 95.9 98.3 4.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 1 30 12 32 17
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 65,192
COMMITMENTS
12,381 18,838 734 51,721 45,431 64,836 65,003 356 189
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 2,820)
241 107 -198 2,699 2,832 2,742 2,741 78 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 28.9 1.1 79.3 69.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 11 4 8 2 31 14
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 72,534
COMMITMENTS
19,439 17,192 53,092 0 2,226 72,531 72,510 3 24
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -1,833)
-2,146 -2,146 313 0 0 -1,833 -1,833 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 23.7 73.2 0.0 3.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 10 5 0 1 14 13
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 09/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 22,437
COMMITMENTS
17,935 11,036 4,502 0 6,837 22,437 22,375 0 62
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 703)
-218 -218 921 0 0 703 703 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 49.2 20.1 0.0 30.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 14 4 0 2 10 20
Updated September 15, 2023