WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 473,516
COMMITMENTS
101,015 119,287 173,995 165,713 143,490 440,723 436,772 32,794 36,744
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 167)
-527 -2,498 -2,471 3,939 7,602 941 2,633 -774 -2,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 25.2 36.7 35.0 30.3 93.1 92.2 6.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
120 100 144 116 123 312 300
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,046
COMMITMENTS
58,957 55,574 71,923 105,681 105,713 236,561 233,210 19,485 22,836
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 12,867)
-1,988 -2,084 9,893 4,804 5,244 12,709 13,053 158 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 21.7 28.1 41.3 41.3 92.4 91.1 7.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
60 69 66 96 89 198 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,991,307
COMMITMENTS
290,690 311,896 675,355 855,858 753,962 1821903 1741213 169,404 250,093
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 82,702)
-395 54,218 13,353 68,208 8,876 81,166 76,447 1,536 6,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 15.7 33.9 43.0 37.9 91.5 87.4 8.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 818)
186 153 216 383 392 674 672
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,086
COMMITMENTS
1,307 232 161 985 2,505 2,453 2,898 1,632 1,188
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -91)
-52 -150 -14 92 -84 26 -248 -117 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 5.7 3.9 24.1 61.3 60.0 70.9 40.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 2 8 7 17 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,275,990
COMMITMENTS
139,040 193,394 429,336 651,499 559,151 1219875 1181881 56,115 94,109
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 101,261)
7,703 27,906 36,074 55,487 39,163 99,264 103,143 1,998 -1,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 15.2 33.6 51.1 43.8 95.6 92.6 4.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
131 184 211 262 272 532 543
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,424
COMMITMENTS
18,519 621 1,055 433 4,737 20,007 6,413 3,417 17,011
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 1,086)
319 -439 300 370 -652 989 -791 97 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 2.7 4.5 1.8 20.2 85.4 27.4 14.6 72.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 2 4 4 8 13 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 568,287
COMMITMENTS
138,060 89,924 131,681 265,328 319,203 535,070 540,809 33,217 27,478
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -12,387)
-8,504 118 -3,231 -1,478 -6,805 -13,213 -9,919 826 -2,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 15.8 23.2 46.7 56.2 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
101 73 103 116 105 269 233
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,968,847
COMMITMENTS
389,878 452,354 110,523 1218446 1249511 1718847 1812388 250,001 156,459
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 21,641)
23,325 12,529 10,134 -2,476 -3,198 30,984 19,465 -9,343 2,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 23.0 5.6 61.9 63.5 87.3 92.1 12.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
35 31 39 132 121 186 172
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,729,735
COMMITMENTS
164,282 486,500 3,401 1384978 1066302 1552661 1556202 177,073 173,533
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 21,500)
-8,574 30,342 1,525 33,753 -18,852 26,703 13,014 -5,203 8,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 28.1 0.2 80.1 61.6 89.8 90.0 10.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
12 24 12 111 92 131 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 628,963
COMMITMENTS
140,722 87,171 165,687 264,221 346,809 570,631 599,668 58,332 29,295
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 14,217)
-17,223 24,399 16,610 15,245 -27,304 14,631 13,705 -415 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.9 26.3 42.0 55.1 90.7 95.3 9.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
86 86 104 133 124 281 262
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,809
COMMITMENTS
2,533 1,165 791 4,970 6,751 8,294 8,707 1,515 1,102
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -446)
175 -34 -104 -365 -459 -295 -597 -151 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 11.9 8.1 50.7 68.8 84.6 88.8 15.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 10 10 22 17 46 33
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,540,760
COMMITMENTS
536,188 1889491 162,036 3562219 2389837 4260443 4441364 280,317 99,396
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 23,834)
-80,703 36,165 25,988 93,369 -33,525 38,653 28,628 -14,819 -4,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 41.6 3.6 78.4 52.6 93.8 97.8 6.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
98 47 46 274 168 392 241
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,670,428
COMMITMENTS
419,465 1363941 565,224 4187972 3369607 5172661 5298772 497,767 371,656
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -150,242)
-18,933 -115,663 -46,234 -67,064 -8,394 -132,232 -170,291 -18,011 20,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 24.1 10.0 73.9 59.4 91.2 93.4 8.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
65 67 76 240 192 348 292
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,198,912
COMMITMENTS
351,921 430,920 26,095 1615383 1459775 1993400 1916791 205,512 282,122
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -13,271)
3,656 -3,720 9,472 -19,472 -15,799 -6,344 -10,047 -6,927 -3,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.6 1.2 73.5 66.4 90.7 87.2 9.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
22 29 14 106 127 137 161
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,890
COMMITMENTS
2,837 1,339 402 116 0 3,355 1,741 535 2,149
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 639)
510 267 134 -4 0 640 401 -1 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 34.4 10.3 3.0 0.0 86.2 44.8 13.8 55.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 18 2 2 0 10 20
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,508,056
COMMITMENTS
424,034 2075477 273,008 5361368 3881272 6058410 6229757 449,646 278,299
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -117,360)
-26,968 -19,269 -30,987 -33,618 -64,377 -91,573 -114,633 -25,787 -2,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 31.9 4.2 82.4 59.6 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
50 54 55 255 202 340 276
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,031,500
COMMITMENTS
422,543 295,778 467,578 1109596 1214131 1999717 1977487 31,783 54,013
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -51,725)
-58,588 6,118 9,470 49,989 -24,573 871 -8,985 -52,596 -42,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 14.6 23.0 54.6 59.8 98.4 97.3 1.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
23 37 47 84 91 137 146
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,194
COMMITMENTS
23,983 11,354 1,482 49,867 65,599 75,331 78,435 15,863 12,759
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 6,370)
3,398 5,086 -245 1,147 1,020 4,300 5,862 2,071 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 12.5 1.6 54.7 71.9 82.6 86.0 17.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 23 19 25 28 71 62
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,453
COMMITMENTS
23,414 10,670 1,431 49,867 65,534 74,712 77,635 14,742 11,818
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 4,630)
2,829 4,401 -295 1,147 956 3,680 5,062 950 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 11.9 1.6 55.7 73.3 83.5 86.8 16.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 16 15 25 28 59 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 69,244
COMMITMENTS
1,162 2,524 0 64,661 65,856 65,823 68,380 3,421 864
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -1,206)
-629 -735 0 -607 -299 -1,236 -1,034 30 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.6 0.0 93.4 95.1 95.1 98.8 4.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 5 0 33 13 35 18
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 17,404
COMMITMENTS
5,685 6,846 507 0 649 6,192 8,002 11,212 9,402
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 39.3 2.9 0.0 3.7 35.6 46.0 64.4 54.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 10 5 0 1 14 12
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 180,997
COMMITMENTS
22,267 36,813 869 157,399 143,200 180,535 180,883 462 115
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -7,243)
-6,343 -6,582 -626 -303 0 -7,272 -7,207 29 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 20.3 0.5 87.0 79.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
28 18 3 8 2 38 21
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 30,761
COMMITMENTS
22,571 17,765 8,180 0 4,792 30,751 30,737 10 24
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 4,243)
4,243 799 0 0 3,444 4,243 4,243 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 57.8 26.6 0.0 15.6 100.0 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 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 130,443
COMMITMENTS
82,839 82,824 47,584 0 0 130,423 130,408 20 35
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: -1,345)
-1,511 -1,521 166 0 0 -1,345 -1,355 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 63.5 36.5 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 10/15/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 91,965
COMMITMENTS
80,081 74,912 11,865 0 5,110 91,946 91,887 19 78
CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST: 45)
-5 3,140 50 0 -3,145 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.1 81.5 12.9 0.0 5.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 20 4 0 2 18 23
Updated October 18, 2024