WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,218
COMMITMENTS
115,093 185,391 198,924 160,104 92,363 474,120 476,678 40,097 37,540
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: -11,754)
-5,805 -4,807 -7,506 1,197 1,385 -12,114 -10,928 360 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 36.1 38.7 31.1 18.0 92.2 92.7 7.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
118 123 147 118 106 319 306
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,968
COMMITMENTS
52,356 82,728 75,788 96,548 66,398 224,692 224,915 21,276 21,053
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 497)
1,031 1,324 -2,538 1,905 3,915 398 2,701 99 -2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 33.6 30.8 39.3 27.0 91.4 91.4 8.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
60 64 67 68 77 162 178
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,837,197
COMMITMENTS
231,355 374,445 610,214 793,725 627,964 1635294 1612623 201,904 224,575
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 6,809)
986 5,062 -3,820 1,826 2,357 -1,008 3,599 7,817 3,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 20.4 33.2 43.2 34.2 89.0 87.8 11.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769)
132 179 217 377 365 649 643
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,234
COMMITMENTS
2,446 4,657 5,989 4,067 1,049 12,502 11,696 1,731 2,538
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 227)
111 76 124 74 12 309 211 -82 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 32.7 42.1 28.6 7.4 87.8 82.2 12.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 7 6 8 5 15 14
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,045
COMMITMENTS
485 579 146 2,503 2,822 3,135 3,548 1,910 1,497
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.5 2.9 49.6 55.9 62.1 70.3 37.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 3 10 9 15 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 878,980
COMMITMENTS
153,568 63,619 248,868 412,897 488,466 815,333 800,952 63,647 78,027
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 33,429)
16,971 -4,186 13,204 569 20,228 30,744 29,246 2,685 4,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.2 28.3 47.0 55.6 92.8 91.1 7.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
148 131 177 226 267 474 484
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 577,788
COMMITMENTS
98,357 88,885 172,080 271,048 288,613 541,485 549,579 36,303 28,210
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 14,176)
5,853 -504 2,562 3,514 11,416 11,928 13,474 2,248 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 15.4 29.8 46.9 50.0 93.7 95.1 6.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
100 73 117 111 96 269 244
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,569,609
COMMITMENTS
105,057 216,757 146,679 1095614 1042796 1347349 1406232 222,260 163,378
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 9,558)
855 335 5,786 -11,225 -3,056 -4,584 3,066 14,142 6,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 13.8 9.3 69.8 66.4 85.8 89.6 14.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
31 36 45 124 118 179 175
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,590,206
COMMITMENTS
89,983 415,142 19,333 1306951 1009368 1416267 1443844 173,939 146,362
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 12,578)
-6,056 -6,038 7,939 10,675 6,618 12,558 8,519 20 4,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 26.1 1.2 82.2 63.5 89.1 90.8 10.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
18 24 13 108 95 131 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 646,145
COMMITMENTS
164,171 23,406 206,502 215,503 378,395 586,176 608,303 59,969 37,842
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 36,505)
13,139 -966 22,709 -531 13,240 35,317 34,983 1,188 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 3.6 32.0 33.4 58.6 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
115 48 102 128 130 287 246
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,796
COMMITMENTS
3,474 542 393 4,668 9,190 8,535 10,126 2,262 671
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: -552)
713 -598 -59 -1,519 465 -865 -191 314 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 5.0 3.6 43.2 85.1 79.1 93.8 20.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 4 7 19 20 46 30
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,274,379
COMMITMENTS
427,897 1827558 121,573 3456965 2188950 4006435 4138081 267,944 136,297
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 44,619)
-5,240 -67,202 31,586 22,918 89,301 49,264 53,685 -4,646 -9,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 42.8 2.8 80.9 51.2 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
107 56 54 251 174 382 260
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,675,490
COMMITMENTS
471,400 1113117 670,645 4066598 3492479 5208643 5276241 466,847 399,249
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 252,405)
694 68,578 111,548 149,106 58,432 261,348 238,557 -8,943 13,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 19.6 11.8 71.7 61.5 91.8 93.0 8.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
78 76 87 260 220 384 337
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,044,963
COMMITMENTS
194,530 461,020 37,941 1598288 1283355 1830760 1782317 214,204 262,647
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 31,174)
10,075 11,891 -2,884 18,006 22,765 25,196 31,771 5,977 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 22.5 1.9 78.2 62.8 89.5 87.2 10.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
17 28 22 99 106 129 143
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 5,891
COMMITMENTS
1,345 1,533 3,281 108 0 4,734 4,814 1,157 1,077
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: -128)
548 -232 257 -1,106 0 -301 25 173 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 26.0 55.7 1.8 0.0 80.4 81.7 19.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 9 3 1 0 12 12
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,480,656
COMMITMENTS
408,118 1867995 363,162 5253788 3923871 6025068 6155027 455,589 325,630
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 104,156)
19,308 12,750 39,714 20,582 65,642 79,603 118,105 24,552 -13,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 28.8 5.6 81.1 60.5 93.0 95.0 7.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
59 60 57 230 201 322 285
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,766,824
COMMITMENTS
142,411 292,532 243,974 1346353 1173636 1732738 1710142 34,086 56,682
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 36,617)
-38,207 32,867 -34,525 107,327 36,915 34,595 35,257 2,022 1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 16.6 13.8 76.2 66.4 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
25 35 48 76 87 130 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,071
COMMITMENTS
20,914 57,427 1,940 67,393 25,594 90,247 84,961 10,824 16,110
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: -2,272)
-1,816 -2,379 864 -1,353 -598 -2,305 -2,113 33 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 56.8 1.9 66.7 25.3 89.3 84.1 10.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 34 12 31 28 59 66
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,071
COMMITMENTS
20,914 57,427 1,940 67,393 25,594 90,247 84,961 10,824 16,110
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: -2,272)
-1,816 -2,379 864 -1,353 -598 -2,305 -2,113 33 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 56.8 1.9 66.7 25.3 89.3 84.1 10.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 34 12 31 28 59 66
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,952
COMMITMENTS
416 3,505 0 39,358 39,165 39,774 42,670 4,178 1,282
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 3,264)
-45 718 0 1,263 2,493 1,218 3,211 2,046 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.0 0.0 89.5 89.1 90.5 97.1 9.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 0 25 17 26 21
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 64,335
COMMITMENTS
12,016 18,350 652 51,398 45,301 64,066 64,303 269 32
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: -41)
-306 -134 92 170 0 -44 -42 3 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 28.5 1.0 79.9 70.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 13 5 6 2 27 18
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 18,311
COMMITMENTS
17,000 12,177 1,311 0 4,800 18,311 18,288 0 23
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 250)
344 344 -94 0 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
92.8 66.5 7.2 0.0 26.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 13 3 0 1 7 16
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 68,148
COMMITMENTS
17,148 16,061 51,000 0 1,067 68,148 68,128 0 20
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 230)
230 230 0 0 0 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 23.6 74.8 0.0 1.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 11 4 0 1 14 14
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 31,047
COMMITMENTS
26,955 19,625 4,092 0 7,269 31,047 30,986 0 61
CHANGES FROM 11/07/23 (CHANGE IN OPEN INTEREST: 1,973)
1,973 1,404 0 0 569 1,973 1,973 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.8 63.2 13.2 0.0 23.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 16 3 0 1 10 18
Updated November 17, 2023