WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 521,351
COMMITMENTS
114,948 204,788 190,722 173,608 87,682 479,279 483,192 42,073 38,159
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 7,133)
-145 19,397 -8,202 13,505 -4,681 5,158 6,514 1,975 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 39.3 36.6 33.3 16.8 91.9 92.7 8.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
114 125 139 118 99 313 298
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,800
COMMITMENTS
52,737 91,004 68,976 99,108 59,688 220,820 219,667 21,980 23,133
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -3,168)
381 8,276 -6,813 2,561 -6,710 -3,872 -5,248 704 2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 37.5 28.4 40.8 24.6 90.9 90.5 9.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
63 60 63 69 74 162 172
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,809,415
COMMITMENTS
235,214 388,647 590,018 784,942 609,698 1610174 1588363 199,241 221,052
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -27,782)
3,859 14,202 -20,196 -8,783 -18,266 -25,119 -24,260 -2,663 -3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 21.5 32.6 43.4 33.7 89.0 87.8 11.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 759)
133 170 205 378 360 638 633
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,356
COMMITMENTS
2,396 4,941 5,991 4,234 1,030 12,621 11,962 1,735 2,394
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 122)
-49 284 2 166 -19 118 266 4 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 34.4 41.7 29.5 7.2 87.9 83.3 12.1 16.7
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 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,030
COMMITMENTS
451 547 180 2,696 2,806 3,326 3,533 1,704 1,497
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -15)
-34 -32 33 193 -16 191 -15 -206 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 10.9 3.6 53.6 55.8 66.1 70.2 33.9 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 3 10 8 15 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 891,751
COMMITMENTS
146,972 67,683 259,787 423,177 484,770 829,937 812,241 61,815 79,510
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 12,772)
-6,596 4,064 10,920 10,280 -3,696 14,604 11,289 -1,832 1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.6 29.1 47.5 54.4 93.1 91.1 6.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
154 132 184 232 263 484 493
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 565,166
COMMITMENTS
98,690 87,464 165,970 263,929 286,043 528,589 539,477 36,577 25,690
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -12,622)
333 -1,421 -6,110 -7,118 -2,570 -12,896 -10,102 274 -2,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 15.5 29.4 46.7 50.6 93.5 95.5 6.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
104 71 116 108 101 266 249
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,564,835
COMMITMENTS
112,114 204,248 165,021 1073978 1026531 1351114 1395801 213,721 169,034
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -4,775)
7,057 -12,509 18,343 -21,636 -16,265 3,764 -10,431 -8,539 5,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.1 10.5 68.6 65.6 86.3 89.2 13.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
34 35 44 119 117 178 171
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,656,229
COMMITMENTS
93,375 413,886 63,456 1314135 1010561 1470966 1487902 185,263 168,327
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 66,023)
3,393 -1,257 44,122 7,184 1,193 54,699 44,058 11,324 21,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 25.0 3.8 79.3 61.0 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
16 27 17 103 89 130 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 671,039
COMMITMENTS
171,055 26,681 224,974 218,165 378,989 614,193 630,643 56,845 40,396
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 24,894)
6,884 3,275 18,472 2,661 594 28,017 22,340 -3,123 2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 4.0 33.5 32.5 56.5 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
109 61 109 124 125 290 250
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,244
COMMITMENTS
4,802 466 683 4,196 10,359 9,681 11,508 2,562 735
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,447)
1,328 -76 290 -472 1,169 1,147 1,383 301 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 3.8 5.6 34.3 84.6 79.1 94.0 20.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
27 7 9 19 24 52 36
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,253,233
COMMITMENTS
415,776 1803436 133,691 3425069 2182815 3974537 4119942 278,696 133,290
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -21,146)
-12,121 -24,123 12,118 -31,896 -6,135 -31,898 -18,139 10,753 -3,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 42.4 3.1 80.5 51.3 93.4 96.9 6.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
108 59 56 255 188 387 279
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,763,370
COMMITMENTS
429,493 1105426 753,835 4104879 3490233 5288207 5349495 475,163 413,875
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 87,880)
-41,907 -7,691 83,190 38,281 -2,246 79,565 73,254 8,315 14,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 19.2 13.1 71.2 60.6 91.8 92.8 8.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
60 81 85 268 228 384 339
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,269,770
COMMITMENTS
206,318 441,639 70,535 1777071 1461201 2053924 1973375 215,847 296,395
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 224,807)
11,788 -19,381 32,593 178,783 177,846 223,164 191,058 1,643 33,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 19.5 3.1 78.3 64.4 90.5 86.9 9.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
19 31 23 102 109 136 148
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 6,022
COMMITMENTS
1,543 1,436 3,399 0 72 4,942 4,907 1,080 1,115
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 131)
198 -97 118 -108 72 208 93 -77 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 23.8 56.4 0.0 1.2 82.1 81.5 17.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 3 0 1 11 16
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,537,562
COMMITMENTS
425,543 1932481 418,933 5236975 3886086 6081451 6237499 456,111 300,063
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 56,906)
17,425 64,486 55,771 -16,813 -37,785 56,383 82,473 523 -25,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 29.6 6.4 80.1 59.4 93.0 95.4 7.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
63 58 61 238 196 335 281
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,762,263
COMMITMENTS
117,630 266,912 253,661 1355195 1188099 1726486 1708672 35,777 53,591
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -4,561)
-24,781 -25,620 9,687 8,842 14,463 -6,252 -1,470 1,691 -3,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 15.1 14.4 76.9 67.4 98.0 97.0 2.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 28 45 80 82 132 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,545
COMMITMENTS
16,405 50,709 1,034 66,395 27,001 83,833 78,744 10,711 15,801
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -6,526)
-4,509 -6,718 -906 -999 1,407 -6,414 -6,218 -113 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 53.6 1.1 70.2 28.6 88.7 83.3 11.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 30 9 32 28 61 63
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,545
COMMITMENTS
16,405 50,709 1,034 66,395 27,001 83,833 78,744 10,711 15,801
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -6,526)
-4,509 -6,718 -906 -999 1,407 -6,414 -6,218 -113 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 53.6 1.1 70.2 28.6 88.7 83.3 11.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 30 9 32 28 61 63
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,966
COMMITMENTS
609 3,672 0 41,338 38,924 41,947 42,596 2,019 1,370
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 14)
193 167 0 1,980 -241 2,173 -74 -2,159 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.4 0.0 94.0 88.5 95.4 96.9 4.6 3.1
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 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 64,620
COMMITMENTS
12,549 18,907 387 51,440 45,301 64,376 64,595 244 25
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 285)
533 557 -265 42 0 310 292 -25 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 29.3 0.6 79.6 70.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 12 4 6 2 28 16
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 17,971
COMMITMENTS
15,991 11,190 1,980 0 4,800 17,971 17,970 0 1
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -340)
-1,009 -987 669 0 0 -340 -318 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.0 62.3 11.0 0.0 26.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 14 2 0 1 6 16
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 69,344
COMMITMENTS
18,494 17,557 50,850 0 917 69,344 69,324 0 20
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,196)
1,346 1,496 -150 0 -150 1,196 1,196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.3 73.3 0.0 1.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 11 4 0 1 15 14
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 32,832
COMMITMENTS
28,740 21,410 4,092 0 7,269 32,832 32,771 0 61
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,785)
1,785 1,785 0 0 0 1,785 1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.5 65.2 12.5 0.0 22.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 16 3 0 1 13 18
Updated November 27, 2023