WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 469,203
COMMITMENTS
96,761 161,287 172,479 156,411 97,318 425,650 431,084 43,553 38,119
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 22,571)
1,248 7,454 13,743 5,100 4 20,092 21,202 2,480 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 34.4 36.8 33.3 20.7 90.7 91.9 9.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
134 120 134 127 106 328 300
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 214,115
COMMITMENTS
50,923 64,405 60,568 83,328 67,016 194,819 191,988 19,296 22,126
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 4,675)
307 1,782 1,655 3,464 961 5,426 4,398 -751 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 30.1 28.3 38.9 31.3 91.0 89.7 9.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
65 54 67 73 83 171 178
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,665,919
COMMITMENTS
245,077 350,853 505,644 737,847 595,195 1488568 1451692 177,351 214,228
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 61,341)
-14,930 30,618 35,518 34,240 -9,868 54,827 56,268 6,514 5,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 21.1 30.4 44.3 35.7 89.4 87.1 10.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 763)
153 160 216 373 351 648 623
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED 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: 11,780
COMMITMENTS
2,041 3,167 4,896 3,225 1,214 10,162 9,277 1,618 2,503
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -24)
114 -7 -84 -33 0 -3 -92 -21 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 26.9 41.6 27.4 10.3 86.3 78.8 13.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 6 8 7 14 15
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 4,765
COMMITMENTS
1,451 0 152 1,075 3,265 2,678 3,417 2,087 1,348
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 402)
96 -66 7 233 434 336 376 66 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 0.0 3.2 22.6 68.5 56.2 71.7 43.8 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 1 2 8 9 20 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 905,855
COMMITMENTS
147,378 70,797 279,800 421,246 478,831 848,424 829,428 57,431 76,427
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 30,823)
-1,713 4,481 26,261 5,405 794 29,953 31,536 870 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 7.8 30.9 46.5 52.9 93.7 91.6 6.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
168 132 207 213 251 478 507
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 522,284
COMMITMENTS
94,311 49,085 135,512 258,904 314,476 488,727 499,073 33,558 23,211
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 10,031)
-9,434 516 14,251 7,153 -2,757 11,970 12,011 -1,939 -1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 9.4 25.9 49.6 60.2 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
89 60 94 96 107 240 219
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,483,976
COMMITMENTS
78,462 269,521 87,857 1114841 965,208 1281160 1322586 202,817 161,391
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -4,336)
-1,075 -3,463 -4,289 3,078 -2,342 -2,286 -10,095 -2,050 5,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 18.2 5.9 75.1 65.0 86.3 89.1 13.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
29 36 39 121 118 171 172
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,548,981
COMMITMENTS
82,009 461,154 12,223 1279765 935,966 1373997 1409344 174,983 139,637
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -2,036)
-2,956 -3,339 -210 574 13,567 -2,592 10,018 556 -12,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 29.8 0.8 82.6 60.4 88.7 91.0 11.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
16 26 16 107 86 133 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 500,943
COMMITMENTS
106,716 20,867 142,874 202,220 310,478 451,810 474,218 49,133 26,725
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 6,424)
53 3,298 -5,304 12,284 9,105 7,033 7,099 -608 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.2 28.5 40.4 62.0 90.2 94.7 9.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
98 39 87 113 110 247 213
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,451
COMMITMENTS
4,115 716 933 5,199 10,070 10,248 11,720 2,203 731
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: -236)
-1,253 52 443 1,016 -761 206 -265 -443 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 5.8 7.5 41.8 80.9 82.3 94.1 17.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
27 4 8 19 17 48 27
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 3,699,476
COMMITMENTS
317,326 1554350 78,950 3041505 1914579 3437781 3547879 261,695 151,597
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 709)
-27,367 685 1,792 21,898 1,392 -3,678 3,869 4,387 -3,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 42.0 2.1 82.2 51.8 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
86 46 39 243 169 348 235
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 5,296,939
COMMITMENTS
452,011 1203164 437,811 3980153 3256736 4869975 4897712 426,964 399,227
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 29,641)
8,308 -30,497 26,190 5,586 48,214 40,085 43,907 -10,444 -14,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 22.7 8.3 75.1 61.5 91.9 92.5 8.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
74 73 79 244 210 365 315
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 1,781,461
COMMITMENTS
216,251 362,684 30,595 1344525 1110590 1591371 1503869 190,090 277,592
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 9,144)
10,122 -20,566 4,490 -15,993 18,949 -1,381 2,873 10,525 6,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 5,714,684
COMMITMENTS
405,239 1501075 254,799 4637038 3618980 5297077 5374855 417,607 339,829
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 9,140)
33,961 20,152 25,268 -43,143 -37,961 16,086 7,459 -6,946 1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 26.3 4.5 81.1 63.3 92.7 94.1 7.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
66 59 52 214 194 306 279
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 102,939
COMMITMENTS
22,788 35,688 4,913 60,639 48,195 88,340 88,796 14,599 14,143
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 8,985)
543 1,719 1,680 6,766 4,552 8,989 7,951 -4 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 12 35 31 67 59
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 102,939
COMMITMENTS
22,788 35,688 4,913 60,639 48,195 88,340 88,796 14,599 14,143
CHANGES FROM 09/05/23 (CHANGE IN OPEN INTEREST: 8,985)
543 1,719 1,680 6,766 4,552 8,989 7,951 -4 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 12 35 31 67 59
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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