WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,240
COMMITMENTS
87,215 135,508 175,808 162,644 114,161 425,667 425,477 39,573 39,763
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 33,946)
1,539 11,663 19,758 9,878 633 31,176 32,054 2,771 1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 29.1 37.8 35.0 24.5 91.5 91.5 8.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
127 116 138 115 109 316 297
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 205,223
COMMITMENTS
46,224 51,440 56,950 81,612 72,485 184,787 180,875 20,436 24,348
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 4,534)
-2,171 3,331 2,096 4,380 -3,125 4,305 2,302 229 2,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 25.1 27.8 39.8 35.3 90.0 88.1 10.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
59 49 72 78 83 175 173
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,801,252
COMMITMENTS
254,229 292,229 595,452 779,011 675,802 1628692 1563483 172,559 237,769
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 34,557)
-13,945 36,868 12,371 27,529 -21,023 25,956 28,217 8,602 6,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 16.2 33.1 43.2 37.5 90.4 86.8 9.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
135 176 217 386 369 658 638
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,367
COMMITMENTS
820 215 258 1,126 2,647 2,204 3,120 2,163 1,247
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: -187)
-30 71 -20 -95 -200 -145 -150 -42 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 4.9 5.9 25.8 60.6 50.5 71.5 49.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 2 3 7 9 16 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 817,683
COMMITMENTS
127,178 68,487 240,563 400,797 433,065 768,537 742,115 49,146 75,569
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 15,453)
-11,831 5,870 9,620 18,007 -2,301 15,797 13,189 -344 2,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 8.4 29.4 49.0 53.0 94.0 90.8 6.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
144 127 179 194 235 438 453
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,320
COMMITMENTS
13,254 541 434 2 9,061 13,690 10,036 7,630 11,284
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 84)
592 166 -101 0 -132 491 -67 -407 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 2.5 2.0 0.0 42.5 64.2 47.1 35.8 52.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 6 1 14 9 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 560,046
COMMITMENTS
95,331 46,154 149,623 279,621 338,644 524,575 534,421 35,472 25,625
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 7,488)
598 -880 7,880 -1,547 1,205 6,930 8,204 558 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.2 26.7 49.9 60.5 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
98 56 97 100 109 251 226
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,568,310
COMMITMENTS
84,314 273,672 146,389 1121231 974,493 1351933 1394554 216,376 173,756
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 57,880)
12,948 -3,731 13,710 27,918 39,995 54,577 49,974 3,303 7,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 17.5 9.3 71.5 62.1 86.2 88.9 13.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
30 29 40 116 109 166 158
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,625,530
COMMITMENTS
87,460 534,724 61,151 1296340 895,118 1444951 1490993 180,579 134,537
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 62,983)
789 1,371 50,389 5,162 6,208 56,341 57,969 6,642 5,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 32.9 3.8 79.7 55.1 88.9 91.7 11.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
17 26 18 110 85 139 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 536,935
COMMITMENTS
106,189 24,348 169,666 210,856 313,478 486,711 507,492 50,224 29,443
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: -1,243)
-11,990 5,454 -2,519 17,102 -3,744 2,593 -809 -3,835 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.5 31.6 39.3 58.4 90.6 94.5 9.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
97 43 101 118 115 264 229
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,896
COMMITMENTS
4,486 510 1,014 3,190 8,503 8,690 10,027 2,206 869
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: -200)
38 -22 -106 86 -80 19 -208 -219 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 4.7 9.3 29.3 78.0 79.8 92.0 20.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 8 8 17 18 45 30
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,869,753
COMMITMENTS
373,889 1490455 88,665 3120393 2132026 3582947 3711147 286,806 158,606
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 69,298)
4,156 19,124 -11,301 44,079 55,621 36,934 63,444 32,364 5,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 38.5 2.3 80.6 55.1 92.6 95.9 7.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
92 51 45 232 178 346 252
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,652,946
COMMITMENTS
463,982 1263668 526,869 4200195 3432242 5191045 5222780 461,900 430,166
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 38,909)
-18,670 45,482 -13,499 50,419 -3,511 18,250 28,473 20,658 10,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 22.4 9.3 74.3 60.7 91.8 92.4 8.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
71 77 81 246 209 364 320
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,847,759
COMMITMENTS
230,163 367,501 32,052 1416249 1181091 1678464 1580644 169,294 267,115
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 41,545)
26,205 13,604 199 13,711 30,942 40,116 44,746 1,430 -3,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 19.9 1.7 76.6 63.9 90.8 85.5 9.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
20 27 19 97 108 127 144
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 6,431
COMMITMENTS
4,380 2,278 1,217 0 262 5,597 3,757 834 2,674
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 1,280)
211 -59 1,115 0 -718 1,326 338 -46 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 35.4 18.9 0.0 4.1 87.0 58.4 13.0 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 19 1 0 2 7 22
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,114,630
COMMITMENTS
372,836 1643854 338,005 4981522 3793430 5692363 5775289 422,267 339,340
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 39,712)
4,304 -20,009 23,675 -16,881 43,134 11,098 46,800 28,613 -7,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 26.9 5.5 81.5 62.0 93.1 94.5 6.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
70 60 58 230 206 330 294
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,532,025
COMMITMENTS
35,930 280,148 264,588 1200176 942,797 1500694 1487533 31,331 44,492
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 35,614)
-17,253 33,624 -16,439 72,508 15,548 38,816 32,733 -3,202 2,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 18.3 17.3 78.3 61.5 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
15 38 41 81 84 125 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,237
COMMITMENTS
32,257 35,478 3,631 53,918 51,034 89,806 90,143 14,431 14,094
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: -2,349)
-770 6,482 -879 -785 -6,129 -2,434 -526 85 -1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 34.0 3.5 51.7 49.0 86.2 86.5 13.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 20 13 30 25 64 52
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,237
COMMITMENTS
32,257 35,478 3,631 53,918 51,034 89,806 90,143 14,431 14,094
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: -2,349)
-770 6,482 -879 -785 -6,129 -2,434 -526 85 -1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 34.0 3.5 51.7 49.0 86.2 86.5 13.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 20 13 30 25 64 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,539
COMMITMENTS
405 3,117 0 39,438 37,376 39,843 40,493 1,696 1,046
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 1,160)
20 -20 0 1,031 1,150 1,051 1,130 109 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.5 0.0 94.9 90.0 95.9 97.5 4.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 0 28 10 29 14
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 61,076
COMMITMENTS
10,988 17,653 844 48,943 42,491 60,775 60,988 301 88
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 1,015)
752 705 303 -11 0 1,044 1,008 -29 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.9 1.4 80.1 69.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 13 5 7 2 26 18
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 22,392
COMMITMENTS
18,559 13,600 3,823 0 4,968 22,382 22,391 10 1
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: 91)
91 56 0 0 35 91 91 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.9 60.7 17.1 0.0 22.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 13 3 0 1 6 17
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 75,616
COMMITMENTS
22,834 20,587 52,779 0 2,226 75,613 75,592 3 24
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 27.2 69.8 0.0 2.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 9 4 0 1 13 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 22,079
COMMITMENTS
18,508 10,490 3,571 0 7,956 22,079 22,017 0 62
CHANGES FROM 08/08/23 (CHANGE IN OPEN INTEREST: -606)
-606 -568 0 0 -38 -606 -606 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.8 47.5 16.2 0.0 36.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 15 3 0 2 9 19
Updated August 18, 2023