WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 486,763
COMMITMENTS
104,856 178,463 176,281 160,885 94,646 442,022 449,390 44,741 37,374
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 4,314)
1,809 3,396 -845 5,262 1,753 6,226 4,303 -1,912 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 36.7 36.2 33.1 19.4 90.8 92.3 9.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
145 120 139 127 104 337 304
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 218,729
COMMITMENTS
51,557 68,842 63,289 83,833 64,234 198,679 196,365 20,050 22,363
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 1,615)
-1,274 3,531 3,208 -393 -5,830 1,541 909 74 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 31.5 28.9 38.3 29.4 90.8 89.8 9.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
59 58 67 76 88 175 181
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,691,972
COMMITMENTS
249,399 395,631 486,080 779,325 598,941 1514803 1480652 177,169 211,320
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 15,886)
2,007 25,090 -17,130 28,497 9,885 13,374 17,844 2,512 -1,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 23.4 28.7 46.1 35.4 89.5 87.5 10.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 778)
139 184 216 383 349 659 631
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED 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: 12,334
COMMITMENTS
2,462 3,477 4,949 3,349 1,264 10,760 9,690 1,575 2,645
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 102)
73 23 -12 84 25 145 36 -43 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 28.2 40.1 27.2 10.2 87.2 78.6 12.8 21.4
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 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,356
COMMITMENTS
965 112 226 1,278 2,884 2,470 3,223 1,886 1,133
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -205)
-396 0 47 95 -203 -254 -157 49 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 2.6 5.2 29.3 66.2 56.7 74.0 43.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 2 9 7 17 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 946,573
COMMITMENTS
109,667 80,024 322,750 454,389 466,116 886,806 868,891 59,767 77,682
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -8,873)
-14,669 6,670 -2,739 3,988 -12,282 -13,419 -8,351 4,546 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 8.5 34.1 48.0 49.2 93.7 91.8 6.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
142 144 218 227 244 487 506
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 483,878
COMMITMENTS
90,986 49,547 130,871 231,798 279,022 453,655 459,440 30,223 24,437
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -25,340)
-5,091 4,753 -10,554 -6,865 -21,144 -22,510 -26,945 -2,830 1,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 10.2 27.0 47.9 57.7 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
95 59 96 99 104 243 220
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,602,726
COMMITMENTS
73,664 297,443 119,493 1189486 1033825 1382643 1450761 220,083 151,965
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 84,562)
119 28,589 29,533 32,949 25,411 62,601 83,533 21,961 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 18.6 7.5 74.2 64.5 86.3 90.5 13.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
31 34 35 127 124 175 176
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,544,853
COMMITMENTS
86,846 461,391 12,665 1256355 921,876 1355866 1395932 188,987 148,921
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -5,497)
10,899 -9,330 1,883 -24,508 -6,578 -11,726 -14,025 6,229 8,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 29.9 0.8 81.3 59.7 87.8 90.4 12.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
17 25 12 101 83 123 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 508,091
COMMITMENTS
105,230 23,030 141,201 214,649 316,117 461,080 480,348 47,011 27,743
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 1,696)
5,178 6,226 -3,087 -71 -525 2,019 2,613 -324 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.5 27.8 42.2 62.2 90.7 94.5 9.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
91 43 93 121 109 254 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 11,479
COMMITMENTS
3,657 578 578 4,973 9,478 9,208 10,634 2,271 845
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -272)
-178 -44 -294 122 26 -350 -311 78 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 5.0 5.0 43.3 82.6 80.2 92.6 19.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 3 8 19 15 44 25
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 3,972,952
COMMITMENTS
428,612 1642565 124,169 3148434 2064337 3701214 3831072 271,738 141,880
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 166,213)
90,837 68,846 21,069 43,237 81,296 155,143 171,211 11,070 -4,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 41.3 3.1 79.2 52.0 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
93 55 39 245 170 362 240
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 5,410,222
COMMITMENTS
512,645 1220109 463,119 3977575 3327548 4953339 5010776 456,883 399,446
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 60,325)
36,728 28,043 9,494 -5,992 15,902 40,231 53,439 20,094 6,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 22.6 8.6 73.5 61.5 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
78 68 77 247 211 364 317
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 1,860,639
COMMITMENTS
179,408 377,523 40,991 1441650 1158996 1662049 1577510 198,590 283,129
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 34,517)
-29,382 31,996 5,049 52,677 10,750 28,344 47,795 6,173 -13,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 13 94 101 118 133
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 5,903,397
COMMITMENTS
432,219 1530467 260,536 4795645 3759942 5488399 5550945 414,998 352,452
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 39,374)
10,276 9,174 -39,627 61,720 56,558 32,369 26,105 7,004 13,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 25.9 4.4 81.2 63.7 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
68 60 55 217 194 315 279
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 92,573
COMMITMENTS
18,237 39,855 2,063 57,688 38,210 77,988 80,128 14,584 12,444
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 5,566)
-780 3,070 -905 5,577 3,386 3,892 5,551 1,674 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 43.1 2.2 62.3 41.3 84.2 86.6 15.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 23 10 35 24 62 51
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 92,573
COMMITMENTS
18,237 39,855 2,063 57,688 38,210 77,988 80,128 14,584 12,444
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: 5,566)
-780 3,070 -905 5,577 3,386 3,892 5,551 1,674 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 43.1 2.2 62.3 41.3 84.2 86.6 15.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 23 10 35 24 62 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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