WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 411,837
COMMITMENTS
114,707 211,911 97,499 164,692 66,047 376,898 375,457 34,939 36,380
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -34,423)
-14,408 5,265 -27,995 11,130 -11,360 -31,273 -34,090 -3,150 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 51.5 23.7 40.0 16.0 91.5 91.2 8.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
100 128 106 98 75 269 251
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,920
COMMITMENTS
59,802 94,237 51,245 87,969 51,340 199,016 196,822 17,904 20,098
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -8,449)
5,244 3,402 -4,760 -6,353 -5,010 -5,869 -6,368 -2,580 -2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 43.4 23.6 40.6 23.7 91.7 90.7 8.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
69 55 61 72 67 166 163
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,290,429
COMMITMENTS
251,194 408,342 270,567 616,045 440,885 1137806 1119794 152,623 170,635
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -140,730)
-31,430 1,712 -44,660 -59,809 -91,746 -135,899 -134,694 -4,831 -6,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 31.6 21.0 47.7 34.2 88.2 86.8 11.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
112 151 166 310 295 529 536
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,097
COMMITMENTS
429 664 123 2,197 2,354 2,749 3,141 1,348 956
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -843)
-65 142 -2 -445 -444 -512 -304 -331 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 16.2 3.0 53.6 57.5 67.1 76.7 32.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 1 10 8 13 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 736,483
COMMITMENTS
138,388 87,691 148,441 398,034 428,428 684,863 664,560 51,620 71,923
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -8,713)
-12,180 10,929 -4,550 6,780 -16,603 -9,950 -10,224 1,237 1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 11.9 20.2 54.0 58.2 93.0 90.2 7.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
130 119 148 185 247 401 440
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 483,412
COMMITMENTS
99,192 85,153 122,620 230,705 249,993 452,517 457,766 30,895 25,646
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -25,161)
-11,200 -3,928 -4,569 -5,850 -17,394 -21,619 -25,891 -3,542 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 17.6 25.4 47.7 51.7 93.6 94.7 6.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
95 63 97 106 88 247 215
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,308,135
COMMITMENTS
107,866 210,042 9,710 980,494 928,921 1098070 1148673 210,065 159,462
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -74,015)
-11,994 -9,801 -46,096 -24,501 -24,825 -82,591 -80,722 8,576 6,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 16.1 0.7 75.0 71.0 83.9 87.8 16.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
29 25 20 111 103 150 138
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,600,509
COMMITMENTS
95,430 424,695 24,148 1304297 984,856 1423875 1433699 176,634 166,810
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -50,659)
2,770 9,292 -36,672 -9,630 -24,963 -43,532 -52,343 -7,127 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 26.5 1.5 81.5 61.5 89.0 89.6 11.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
14 28 15 109 92 134 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 542,910
COMMITMENTS
174,164 43,536 134,453 180,980 331,006 489,597 508,995 53,313 33,915
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -27,721)
657 8,578 -20,625 -10,703 -13,835 -30,671 -25,882 2,950 -1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 8.0 24.8 33.3 61.0 90.2 93.8 9.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
104 58 98 104 111 258 235
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,257
COMMITMENTS
5,473 516 408 3,871 10,505 9,752 11,429 2,505 828
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 684)
810 -25 67 -186 531 691 573 -7 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 4.2 3.3 31.6 85.7 79.6 93.2 20.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 5 7 18 22 49 31
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,080,415
COMMITMENTS
432,134 1720965 65,471 3303026 2161586 3800631 3948022 279,784 132,393
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -123,574)
15,025 -81,546 -32,899 -109,533 -11,569 -127,407 -126,014 3,833 2,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 42.2 1.6 80.9 53.0 93.1 96.8 6.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
105 52 42 234 174 355 252
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,775,113
COMMITMENTS
510,993 1196347 131,619 3700892 3067968 4343504 4395934 431,609 379,179
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -183,028)
31,406 58,602 -160,956 -38,687 -70,770 -168,237 -173,124 -14,791 -9,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 25.1 2.8 77.5 64.2 91.0 92.1 9.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
69 68 48 228 198 326 285
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,024,011
COMMITMENTS
200,148 458,043 29,748 1587632 1260489 1817528 1748280 206,483 275,731
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -244,133)
-7,320 16,169 -39,301 -189,438 -200,712 -236,059 -223,844 -8,074 -20,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 22.6 1.5 78.4 62.3 89.8 86.4 10.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
17 29 16 98 105 125 140
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 4,775
COMMITMENTS
1,254 1,310 2,488 0 0 3,742 3,798 1,033 977
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -1,247)
-289 -126 -911 0 -72 -1,200 -1,109 -47 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 27.4 52.1 0.0 0.0 78.4 79.5 21.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 11 2 0 0 11 13
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,081,130
COMMITMENTS
458,979 1857479 181,040 4994986 3744105 5635005 5782624 446,125 298,506
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -91,830)
-9,537 -79,670 -26,157 -64,040 2,355 -99,734 -103,472 7,904 11,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 30.5 3.0 82.1 61.6 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
66 49 41 219 190 305 260
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,917,677
COMMITMENTS
146,621 350,111 271,814 1468991 1248824 1887426 1870749 30,251 46,928
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 155,414)
28,991 83,199 18,153 113,796 60,725 160,940 162,077 -5,526 -6,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 18.3 14.2 76.6 65.1 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
30 29 42 81 84 133 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,979
COMMITMENTS
22,535 47,590 884 63,993 34,693 87,412 83,167 13,567 17,812
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 6,481)
6,134 -3,119 -148 -2,389 7,700 3,597 4,433 2,884 2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 47.1 0.9 63.4 34.4 86.6 82.4 13.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
33 33 14 33 30 75 68
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,357
COMMITMENTS
22,196 46,804 519 63,963 34,536 86,678 81,859 11,679 16,498
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 3,859)
5,795 -3,905 -513 -2,419 7,543 2,863 3,125 996 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 47.6 0.5 65.0 35.1 88.1 83.2 11.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 27 9 32 29 65 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 44,345
COMMITMENTS
340 3,371 0 41,927 39,523 42,267 42,894 2,078 1,451
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 379)
-269 -301 0 589 599 320 298 59 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 7.6 0.0 94.5 89.1 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 0 25 16 26 19
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 66,544
COMMITMENTS
14,392 20,844 381 51,505 45,263 66,278 66,488 266 56
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,924)
1,843 1,937 -6 65 -38 1,902 1,893 22 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 31.3 0.6 77.4 68.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
24 9 2 6 2 30 13
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| 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 11/21/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 69,394
COMMITMENTS
18,544 17,587 50,850 0 917 69,394 69,354 0 40
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 50)
50 30 0 0 0 50 30 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 25.3 73.3 0.0 1.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 10 4 0 1 15 13
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 32,922
COMMITMENTS
28,830 21,500 4,092 0 7,269 32,922 32,861 0 61
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 90)
90 90 0 0 0 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.6 65.3 12.4 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 December 1, 2023