WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,761
COMMITMENTS
120,641 180,655 115,240 139,031 84,030 374,912 379,925 40,849 35,836
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 12,024)
-652 2,425 7,618 6,391 1,856 13,357 11,899 -1,333 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 43.5 27.7 33.4 20.2 90.2 91.4 9.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
127 111 101 115 88 299 252
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 205,236
COMMITMENTS
53,038 68,703 53,839 79,985 61,188 186,862 183,730 18,374 21,506
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 2,993)
-1,441 3,283 4,447 -184 -5,504 2,822 2,226 171 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 33.5 26.2 39.0 29.8 91.0 89.5 9.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
57 57 59 69 83 163 170
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,339,607
COMMITMENTS
275,064 393,604 262,079 669,786 518,336 1206929 1174019 132,678 165,588
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 47,413)
4,190 21,497 10,933 30,269 13,575 45,392 46,005 2,021 1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 29.4 19.6 50.0 38.7 90.1 87.6 9.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725)
132 150 170 331 299 567 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,122
COMMITMENTS
1,003 101 110 1,155 2,813 2,268 3,024 1,854 1,098
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -280)
-379 -11 -8 61 -210 -326 -229 46 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 2.5 2.7 28.0 68.2 55.0 73.4 45.0 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 1 2 9 7 17 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 777,270
COMMITMENTS
132,612 86,124 200,631 391,834 423,242 725,077 709,997 52,193 67,273
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 4,050)
-11,986 4,216 8,466 3,670 -8,687 150 3,995 3,900 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 11.1 25.8 50.4 54.5 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
126 123 176 190 226 416 455
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,585
COMMITMENTS
15,619 1,009 138 19 7,962 15,776 9,109 3,809 10,476
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -2,060)
-397 -401 -6 11 -1,251 -392 -1,658 -1,668 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.7 5.2 0.7 0.1 40.7 80.6 46.5 19.4 53.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 4 3 13 10 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 437,477
COMMITMENTS
98,292 50,287 99,491 211,377 264,640 409,160 414,418 28,317 23,059
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -19,887)
-2,895 3,660 -6,358 -8,027 -19,175 -17,280 -21,873 -2,607 1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 11.5 22.7 48.3 60.5 93.5 94.7 6.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
94 56 86 94 92 234 199
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,405,064
COMMITMENTS
74,134 306,945 13,149 1113332 944,314 1200615 1264408 204,449 140,656
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 41,586)
-189 31,515 4,941 19,741 7,835 24,493 44,291 17,093 -2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 21.8 0.9 79.2 67.2 85.4 90.0 14.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
22 41 18 110 110 141 160
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,540,433
COMMITMENTS
87,944 461,391 8,343 1256355 921,876 1352642 1391610 187,791 148,823
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -6,105)
8,799 -9,330 908 -24,508 -6,578 -14,801 -15,000 8,696 8,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 30.0 0.5 81.6 59.8 87.8 90.3 12.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
16 25 10 101 83 122 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 468,565
COMMITMENTS
106,584 22,040 116,648 202,354 303,497 425,586 442,185 42,979 26,380
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 8,689)
2,130 4,798 4,524 1,987 66 8,641 9,388 48 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 4.7 24.9 43.2 64.8 90.8 94.4 9.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
88 40 87 115 97 245 199
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,745
COMMITMENTS
3,753 566 120 4,632 9,223 8,505 9,909 2,240 836
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -51)
-205 -87 -45 125 39 -125 -93 74 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 5.3 1.1 43.1 85.8 79.2 92.2 20.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 2 7 18 14 42 23
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,903,502
COMMITMENTS
429,541 1639841 77,778 3127095 2046501 3634414 3764120 269,088 139,382
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 171,120)
95,403 64,240 26,484 38,583 84,914 160,470 175,638 10,650 -4,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 42.0 2.0 80.1 52.4 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
98 50 27 241 166 355 227
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,767,698
COMMITMENTS
509,578 1241576 99,037 3724693 3045050 4333308 4385663 434,390 382,035
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 70,541)
19,725 49,407 -173 34,195 13,922 53,747 63,156 16,794 7,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 26.0 2.1 78.1 63.9 90.9 92.0 9.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
69 70 44 216 191 309 281
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,860,484
COMMITMENTS
179,408 377,534 40,980 1441650 1158996 1662038 1577510 198,446 282,974
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 34,610)
-29,382 32,007 5,038 52,677 10,750 28,333 47,795 6,277 -13,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 20.3 2.2 77.5 62.3 89.3 84.8 10.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
16 27 12 94 101 117 133
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 4,304
COMMITMENTS
3,153 1,711 153 77 0 3,383 1,864 921 2,440
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -4,850)
-881 -530 -3,836 -138 -552 -4,855 -4,918 5 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.3 39.8 3.6 1.8 0.0 78.6 43.3 21.4 56.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 23 1 1 0 9 24
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,579,726
COMMITMENTS
492,741 1518523 72,165 4610560 3645955 5175466 5236643 404,260 343,083
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 68,611)
-16,479 2,357 2,493 72,517 49,107 58,531 53,957 10,080 14,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 27.2 1.3 82.6 65.3 92.8 93.9 7.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
72 55 31 201 183 291 251
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,630,236
COMMITMENTS
116,359 311,437 247,139 1236201 1019149 1599699 1577725 30,537 52,511
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 164,814)
21,532 6,078 43,948 97,804 117,163 163,284 167,189 1,530 -2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 19.1 15.2 75.8 62.5 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
22 32 43 75 85 120 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,551
COMMITMENTS
18,237 39,855 2,063 57,681 38,209 77,981 80,127 14,570 12,424
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 5,559)
-779 3,070 -904 5,570 3,385 3,887 5,551 1,672 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 43.1 2.2 62.3 41.3 84.3 86.6 15.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 23 10 35 23 62 50
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,551
COMMITMENTS
18,237 39,855 2,063 57,681 38,209 77,981 80,127 14,570 12,424
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 5,559)
-779 3,070 -904 5,570 3,385 3,887 5,551 1,672 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 43.1 2.2 62.3 41.3 84.3 86.6 15.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 23 10 35 23 62 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 45,064
COMMITMENTS
270 2,303 0 42,441 41,614 42,711 43,917 2,353 1,147
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 519)
-661 313 0 1,211 81 550 394 -31 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.1 0.0 94.2 92.3 94.8 97.5 5.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 0 27 15 28 19
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 62,030
COMMITMENTS
11,130 16,267 307 50,337 45,397 61,774 61,971 256 59
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -4,624)
-1,296 -2,576 -360 -2,924 -1,647 -4,580 -4,583 -44 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 26.2 0.5 81.1 73.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 12 2 6 2 27 15
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 68,757
COMMITMENTS
17,996 16,932 50,758 0 1,067 68,754 68,757 3 0
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -3,084)
-970 1,703 -2,114 0 -1,159 -3,084 -1,570 0 -1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 24.6 73.8 0.0 1.6 100.0 100.0 0.0 0.0
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 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 21,735
COMMITMENTS
18,024 11,495 3,711 0 6,471 21,735 21,677 0 58
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 91)
531 819 -440 0 -288 91 91 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.9 52.9 17.1 0.0 29.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 15 3 0 2 9 19
Updated September 29, 2023