WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 473,349
COMMITMENTS
101,541 121,784 176,467 161,774 135,888 439,782 434,139 33,567 39,210
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 16,567)
-9,091 -4,469 21,587 4,361 -685 16,857 16,433 -291 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 25.7 37.3 34.2 28.7 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
110 110 142 116 125 312 302
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,179
COMMITMENTS
60,945 57,658 62,031 100,877 100,468 223,852 220,157 19,326 23,021
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -13,363)
-7,173 -16,472 1,564 -6,457 2,484 -12,066 -12,424 -1,297 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.7 25.5 41.5 41.3 92.1 90.5 7.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
64 61 62 93 91 190 184
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,908,605
COMMITMENTS
291,085 257,678 662,002 787,650 745,087 1740737 1664767 167,868 243,839
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 5,729)
-1,222 -47,806 7,280 10,864 41,011 16,922 486 -11,194 5,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.5 34.7 41.3 39.0 91.2 87.2 8.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 802)
164 164 218 360 381 651 658
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,177
COMMITMENTS
1,360 382 175 893 2,589 2,428 3,146 1,749 1,030
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 41)
134 -21 23 -81 -29 76 -27 -35 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 9.1 4.2 21.4 62.0 58.1 75.3 41.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 3 2 9 8 19 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,174,728
COMMITMENTS
131,337 165,487 393,263 596,012 519,988 1120611 1078738 54,117 95,991
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 38,236)
16,171 610 5,898 16,763 24,810 38,832 31,318 -596 6,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 14.1 33.5 50.7 44.3 95.4 91.8 4.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
121 189 200 246 264 502 525
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,338
COMMITMENTS
18,200 1,060 755 63 5,389 19,018 7,204 3,320 15,134
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.5 4.7 3.4 0.3 24.1 85.1 32.2 14.9 67.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 5 3 8 12 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 580,674
COMMITMENTS
146,564 89,807 134,912 266,806 326,009 548,283 550,728 32,391 29,946
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -456)
4,214 -7,682 497 -6,498 2,116 -1,786 -5,069 1,331 4,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 15.5 23.2 45.9 56.1 94.4 94.8 5.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
107 67 108 108 103 264 235
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,947,206
COMMITMENTS
366,553 439,826 100,388 1220922 1252709 1687863 1792923 259,343 154,283
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 62,781)
7,033 -8,903 18,933 42,624 54,278 68,589 64,307 -5,808 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 22.6 5.2 62.7 64.3 86.7 92.1 13.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
29 31 35 131 120 178 168
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,708,234
COMMITMENTS
172,856 456,158 1,876 1351226 1085154 1525958 1543188 182,277 165,047
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -10,216)
-1,107 19,173 -400 -6,033 -28,839 -7,540 -10,066 -2,676 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 26.7 0.1 79.1 63.5 89.3 90.3 10.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
14 22 12 108 90 129 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 614,746
COMMITMENTS
157,945 62,772 149,078 248,977 374,113 555,999 585,963 58,747 28,783
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 10,407)
-3,740 3,969 -491 12,629 5,059 8,397 8,537 2,010 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 10.2 24.3 40.5 60.9 90.4 95.3 9.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
95 69 106 131 127 283 258
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,255
COMMITMENTS
2,359 1,199 895 5,335 7,210 8,589 9,304 1,666 951
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 310)
80 -90 76 -64 480 92 466 217 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 11.7 8.7 52.0 70.3 83.8 90.7 16.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 11 11 24 20 48 37
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,516,925
COMMITMENTS
616,891 1853327 136,048 3468850 2423361 4221790 4412736 295,136 104,189
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -6,169)
-66,636 -15,717 17,780 41,175 -12,432 -7,682 -10,369 1,512 4,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 41.0 3.0 76.8 53.7 93.5 97.7 6.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
105 42 45 268 166 391 235
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,820,671
COMMITMENTS
438,399 1479604 611,459 4255036 3378001 5304893 5469063 515,778 351,608
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 185,020)
1,625 -105,104 164,984 9,617 129,794 176,225 189,674 8,795 -4,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 25.4 10.5 73.1 58.0 91.1 94.0 8.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
63 66 68 243 196 345 291
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,212,183
COMMITMENTS
348,266 434,640 16,623 1634855 1475574 1999744 1926837 212,439 285,346
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 64,881)
12,863 18,667 2,089 52,590 36,192 67,541 56,949 -2,660 7,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 19.6 0.8 73.9 66.7 90.4 87.1 9.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
25 28 15 107 124 139 160
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,251
COMMITMENTS
2,327 1,072 268 120 0 2,715 1,340 536 1,911
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 1,241)
983 461 105 120 -129 1,208 437 33 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 33.0 8.2 3.7 0.0 83.5 41.2 16.5 58.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 14 2 2 0 8 16
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,625,416
COMMITMENTS
451,002 2094746 303,995 5394986 3945649 6149983 6344390 475,433 281,026
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 19,289)
-97,870 5,489 93,848 20,758 -103,307 16,736 -3,971 2,553 23,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 31.6 4.6 81.4 59.6 92.8 95.8 7.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
53 53 53 249 201 333 276
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,083,225
COMMITMENTS
481,131 289,660 458,108 1059607 1238704 1998846 1986472 84,379 96,753
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 70,249)
1,595 55,817 -7,226 19,389 -32,593 13,758 15,998 56,491 54,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 13.9 22.0 50.9 59.5 95.9 95.4 4.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
25 33 42 84 91 134 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,823
COMMITMENTS
20,585 6,268 1,726 48,720 64,579 71,031 72,573 13,792 12,250
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -4,820)
-4,560 -1,806 546 -618 -3,409 -4,632 -4,670 -188 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 7.4 2.0 57.4 76.1 83.7 85.6 16.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 13 12 28 28 58 47
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,823
COMMITMENTS
20,585 6,268 1,726 48,720 64,579 71,031 72,573 13,792 12,250
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -4,820)
-4,560 -1,806 546 -618 -3,409 -4,632 -4,670 -188 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 7.4 2.0 57.4 76.1 83.7 85.6 16.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 13 12 28 28 58 47
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 70,450
COMMITMENTS
1,791 3,259 0 65,268 66,155 67,059 69,414 3,391 1,036
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 1,340)
84 -103 0 1,558 1,073 1,642 970 -302 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.6 0.0 92.6 93.9 95.2 98.5 4.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 6 0 34 15 37 21
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 188,240
COMMITMENTS
28,610 43,395 1,495 157,702 143,200 187,807 188,090 433 150
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: 12,881)
9,977 12,846 0 2,873 0 12,850 12,846 31 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 23.1 0.8 83.8 76.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
28 18 2 8 2 38 20
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 26,518
COMMITMENTS
18,328 16,966 8,180 0 1,348 26,508 26,494 10 24
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -19)
-831 -831 812 0 0 -19 -19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 64.0 30.8 0.0 5.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 15 2 0 1 5 18
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 131,788
COMMITMENTS
84,350 84,345 47,418 0 0 131,768 131,763 20 25
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -1,373)
-1,190 -1,190 -183 0 0 -1,373 -1,373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 64.0 36.0 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
23 9 5 0 0 26 11
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 91,920
COMMITMENTS
80,086 71,772 11,815 0 8,255 91,901 91,842 19 78
CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST: -222)
-376 -992 154 0 613 -222 -225 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.1 78.1 12.9 0.0 9.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 20 4 0 2 18 23
Updated October 11, 2024