WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,449
COMMITMENTS
103,048 175,067 177,126 155,623 92,894 435,796 445,087 46,653 37,363
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 13,246)
6,287 13,780 4,647 -788 -4,424 10,146 14,003 3,100 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 36.3 36.7 32.3 19.3 90.3 92.3 9.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
146 118 136 127 103 336 301
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 217,113
COMMITMENTS
52,831 65,311 60,081 84,226 70,064 197,138 195,456 19,975 21,657
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 2,998)
1,908 906 -487 898 3,048 2,319 3,467 679 -469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 30.1 27.7 38.8 32.3 90.8 90.0 9.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
63 58 65 75 91 172 185
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,676,086
COMMITMENTS
247,392 370,541 503,210 750,828 589,057 1501430 1462807 174,656 213,279
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 10,167)
2,315 19,688 -2,434 12,981 -6,139 12,862 11,116 -2,695 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 22.1 30.0 44.8 35.1 89.6 87.3 10.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 778)
150 175 215 384 351 661 630
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,233
COMMITMENTS
2,389 3,454 4,961 3,265 1,239 10,615 9,654 1,618 2,579
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 452)
349 287 65 39 24 453 376 -1 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 28.2 40.6 26.7 10.1 86.8 78.9 13.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 7 6 8 7 14 16
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,561
COMMITMENTS
1,361 112 180 1,183 3,088 2,724 3,379 1,837 1,182
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -203)
-90 112 28 108 -177 46 -37 -250 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 2.5 3.9 25.9 67.7 59.7 74.1 40.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 1 2 9 7 20 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 955,446
COMMITMENTS
124,336 73,354 325,489 450,401 478,398 900,225 877,242 55,221 78,204
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 49,591)
-23,042 2,558 45,689 29,155 -432 51,801 47,814 -2,210 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.7 34.1 47.1 50.1 94.2 91.8 5.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
157 143 219 226 248 495 512
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,645
COMMITMENTS
16,016 1,410 144 8 9,213 16,168 10,767 5,477 10,878
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -900)
-515 -136 -72 0 -304 -587 -512 -313 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 6.5 0.7 0.0 42.6 74.7 49.7 25.3 50.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 3 2 3 15 9 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 509,218
COMMITMENTS
96,078 44,795 141,425 238,663 300,166 476,165 486,386 33,053 22,832
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -13,066)
1,767 -4,291 5,913 -20,242 -14,309 -12,562 -12,687 -505 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 8.8 27.8 46.9 58.9 93.5 95.5 6.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
98 50 93 101 108 243 221
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,518,163
COMMITMENTS
73,545 268,854 89,960 1156537 1008413 1320041 1367228 198,122 150,936
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 34,187)
-4,917 -667 2,104 41,695 43,205 38,882 44,642 -4,695 -10,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 17.7 5.9 76.2 66.4 86.9 90.1 13.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
28 36 39 128 124 178 177
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,550,350
COMMITMENTS
75,948 470,721 10,782 1280863 928,454 1367593 1409957 182,757 140,393
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 1,369)
-6,061 9,567 -1,441 1,098 -7,512 -6,405 613 7,774 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 30.4 0.7 82.6 59.9 88.2 90.9 11.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
15 28 14 107 83 129 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 506,396
COMMITMENTS
100,052 16,804 144,289 214,720 316,642 459,061 477,735 47,335 28,661
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 5,453)
-6,664 -4,063 1,415 12,500 6,164 7,251 3,516 -1,798 1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.3 28.5 42.4 62.5 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
96 37 92 121 114 256 217
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,752
COMMITMENTS
3,834 621 872 4,852 9,452 9,558 10,945 2,193 806
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -700)
-281 -95 -61 -348 -619 -689 -775 -10 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 5.3 7.4 41.3 80.4 81.3 93.1 18.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 3 8 18 16 45 26
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,806,739
COMMITMENTS
337,774 1573719 103,100 3105197 1983041 3546071 3659860 260,668 146,879
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 107,263)
20,449 19,369 24,150 63,692 68,463 108,291 111,981 -1,027 -4,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 41.3 2.7 81.6 52.1 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
88 57 43 248 169 360 245
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,349,897
COMMITMENTS
475,916 1192067 453,625 3983567 3311646 4913108 4957338 436,789 392,559
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 52,958)
23,905 -11,098 15,814 3,414 54,909 43,134 59,626 9,825 -6,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 22.3 8.5 74.5 61.9 91.8 92.7 8.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
76 71 77 247 215 363 323
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,826,122
COMMITMENTS
208,790 345,527 35,942 1388973 1148246 1633705 1529715 192,417 296,407
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 44,661)
-7,461 -17,157 5,347 44,448 37,656 42,334 25,846 2,327 18,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 18.9 2.0 76.1 62.9 89.5 83.8 10.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
22 19 11 89 104 115 130
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 9,154
COMMITMENTS
4,034 2,241 3,989 215 552 8,238 6,782 916 2,372
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 786)
873 460 -250 215 -9 838 201 -52 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 24.5 43.6 2.3 6.0 90.0 74.1 10.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 27 2 1 1 9 29
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,864,023
COMMITMENTS
421,942 1521292 300,163 4733924 3703384 5456029 5524839 407,994 339,184
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 149,339)
16,703 20,217 45,363 96,886 84,404 158,953 149,984 -9,614 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 25.9 5.1 80.7 63.2 93.0 94.2 7.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
65 65 54 220 196 315 285
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,465,422
COMMITMENTS
94,827 305,359 203,191 1138397 901,986 1436415 1410536 29,007 54,886
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 7,161)
-9,745 15,833 -23,768 47,343 5,972 13,830 -1,963 -6,669 9,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 20.8 13.9 77.7 61.6 98.0 96.3 2.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
21 29 41 77 84 122 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,007
COMMITMENTS
19,017 36,785 2,968 52,112 34,824 74,096 74,577 12,910 12,430
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -15,932)
-3,771 1,097 -1,946 -8,527 -13,370 -14,244 -14,219 -1,688 -1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 42.3 3.4 59.9 40.0 85.2 85.7 14.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 23 13 32 25 62 55
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,007
COMMITMENTS
19,017 36,785 2,968 52,112 34,824 74,096 74,577 12,910 12,430
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -15,932)
-3,771 1,097 -1,946 -8,527 -13,370 -14,244 -14,219 -1,688 -1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 42.3 3.4 59.9 40.0 85.2 85.7 14.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 23 13 32 25 62 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 44,545
COMMITMENTS
931 1,990 0 41,230 41,533 42,161 43,523 2,384 1,022
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -16,831)
551 -916 -13 -17,237 -15,854 -16,699 -16,783 -132 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.5 0.0 92.6 93.2 94.6 97.7 5.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 0 28 13 30 17
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 66,654
COMMITMENTS
12,426 18,843 667 53,261 47,044 66,354 66,554 300 100
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: 1,462)
45 5 -67 1,540 1,613 1,518 1,551 -56 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 28.3 1.0 79.9 70.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 11 4 7 3 29 15
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 71,841
COMMITMENTS
18,966 15,229 52,872 0 2,226 71,838 70,327 3 1,514
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -693)
-473 -1,963 -220 0 0 -693 -2,183 0 1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 21.2 73.6 0.0 3.1 100.0 97.9 0.0 2.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 21,644
COMMITMENTS
17,493 10,676 4,151 0 6,759 21,644 21,586 0 58
CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST: -793)
-442 -360 -351 0 -78 -793 -789 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 49.3 19.2 0.0 31.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 15 3 0 2 9 19
Updated September 22, 2023