WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,986 COMMITMENTS 105,156 157,597 199,557 197,919 139,227 502,632 496,380 34,354 40,605 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 14,377) 8,488 17,281 5,458 1,057 -6,700 15,003 16,038 -626 -1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 29.3 37.2 36.9 25.9 93.6 92.4 6.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 118 114 156 117 111 319 308 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,021 COMMITMENTS 64,094 84,175 75,215 116,477 95,980 255,786 255,369 21,235 21,651 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -11,691) 6,196 4,443 -11,022 -6,551 -2,412 -11,377 -8,992 -314 -2,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 30.4 27.2 42.0 34.6 92.3 92.2 7.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 72 69 72 91 82 202 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,168,691 COMMITMENTS 362,209 232,272 681,407 949,928 1023709 1993544 1937388 175,147 231,302 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 1,502) -14,496 -2,673 -7,282 24,532 14,680 2,754 4,725 -1,253 -3,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 10.7 31.4 43.8 47.2 91.9 89.3 8.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 857) 164 162 223 415 440 701 726 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,805 COMMITMENTS 1,346 7 135 1,008 2,775 2,489 2,916 1,316 888 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -408) -292 7 77 -186 -302 -401 -218 -7 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 0.2 3.5 26.5 72.9 65.4 76.7 34.6 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 1 4 6 8 16 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,169,119 COMMITMENTS 161,643 229,067 371,154 580,347 485,315 1113144 1085536 55,975 83,583 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 57,186) 3,207 11,354 21,154 33,409 20,851 57,771 53,359 -585 3,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 19.6 31.7 49.6 41.5 95.2 92.9 4.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 131 154 185 239 244 476 485 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 662,809 COMMITMENTS 155,819 88,466 160,489 307,361 387,812 623,670 636,768 39,138 26,041 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -11,529) -18,949 8,774 -1,361 9,381 -18,820 -10,930 -11,408 -600 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 13.3 24.2 46.4 58.5 94.1 96.1 5.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 112 76 113 130 114 301 251 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,280,927 COMMITMENTS 427,839 467,050 304,567 1322869 1355721 2055275 2127339 225,652 153,588 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 110,260) 7,538 -678 101,925 -4,530 12,143 104,932 113,390 5,328 -3,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 20.5 13.4 58.0 59.4 90.1 93.3 9.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 36 41 47 144 130 210 188 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,833,465 COMMITMENTS 164,822 393,083 69,752 1413150 1200536 1647724 1663371 185,741 170,094 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 26,769) 1,457 -14,315 26,704 -9,479 25,052 18,682 37,442 8,086 -10,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 21.4 3.8 77.1 65.5 89.9 90.7 10.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 19 25 19 119 98 149 131 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 715,690 COMMITMENTS 123,871 163,180 195,195 330,352 321,346 649,418 679,722 66,272 35,968 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 5,098) -6,503 24,576 4,767 6,258 -22,558 4,522 6,785 576 -1,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 22.8 27.3 46.2 44.9 90.7 95.0 9.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 90 95 108 141 122 295 273 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,999 COMMITMENTS 2,164 4,141 1,067 7,222 5,394 10,453 10,602 1,546 1,396 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -882) -128 -1,201 126 -553 404 -555 -671 -327 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 34.5 8.9 60.2 45.0 87.1 88.4 12.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 15 18 10 26 15 46 40 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,676,352 COMMITMENTS 493,537 1949593 259,109 3643540 2347375 4396186 4556077 280,166 120,275 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -2,880) -44,725 -23,232 66,441 -26,001 -53,068 -4,286 -9,859 1,405 6,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 41.7 5.5 77.9 50.2 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 99 55 51 276 173 400 254 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,586,000 COMMITMENTS 404,837 1314185 596,531 4106615 3256392 5107982 5167107 478,018 418,893 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 117,028) 16,116 72,286 30,134 76,359 4,822 122,609 107,242 -5,581 9,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 23.5 10.7 73.5 58.3 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420) 66 72 84 247 205 358 316 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,260,286 COMMITMENTS 312,167 483,646 48,507 1678934 1429578 2039608 1961731 220,678 298,555 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 46,319) -20,358 -5,906 25,942 39,321 23,347 44,905 43,383 1,413 2,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 21.4 2.1 74.3 63.2 90.2 86.8 9.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 24 31 19 112 124 148 162 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 4,208 COMMITMENTS 1,904 1,306 412 1,218 0 3,534 1,718 674 2,490 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -456) -580 -657 236 -167 0 -511 -421 55 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 31.0 9.8 28.9 0.0 84.0 40.8 16.0 59.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 20 2 1 0 11 21 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 7,119,983 COMMITMENTS 360,634 2389272 543,565 5778034 3871909 6682233 6804746 437,750 315,237 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 369,659) -22,295 74,243 227,519 152,803 48,440 358,027 350,202 11,631 19,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 33.6 7.6 81.2 54.4 93.9 95.6 6.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 58 60 55 254 203 343 287 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,697,828 COMMITMENTS 144,425 199,565 394,007 1126402 1069309 1664834 1662881 32,994 34,947 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 121,531) 2,845 60,422 -19,375 136,351 85,851 119,821 126,898 1,710 -5,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 11.8 23.2 66.3 63.0 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 23 35 49 76 81 129 137 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 86,987 COMMITMENTS 20,016 12,535 4,096 44,710 59,534 68,821 76,165 18,166 10,822 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -1,480) -6,648 -451 1,904 1,470 -1,365 -3,273 89 1,793 -1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 14.4 4.7 51.4 68.4 79.1 87.6 20.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 29 29 19 27 32 67 69 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 84,849 COMMITMENTS 19,992 11,799 3,533 44,710 59,473 68,235 74,805 16,614 10,044 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -3,619) -6,672 -1,188 1,342 1,470 -1,426 -3,860 -1,272 241 -2,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 13.9 4.2 52.7 70.1 80.4 88.2 19.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 22 23 14 27 31 57 60 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 70,592 COMMITMENTS 2,067 2,610 0 64,549 67,237 66,616 69,847 3,976 745 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 424) 427 760 0 786 -176 1,213 584 -789 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 3.7 0.0 91.4 95.2 94.4 98.9 5.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 5 0 30 15 35 20 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 21,385 COMMITMENTS 5,403 12,529 463 0 612 5,866 13,604 15,519 7,781 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 58.6 2.2 0.0 2.9 27.4 63.6 72.6 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 10 4 0 1 12 12 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 184,420 COMMITMENTS 26,924 40,230 894 156,170 143,200 183,988 184,324 432 96 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 714) 720 732 8 -25 0 702 740 12 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 21.8 0.5 84.7 77.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 27 19 4 8 2 37 23 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 37,491 COMMITMENTS 30,103 18,104 7,378 0 11,970 37,481 37,452 10 39 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 1,477) 2,467 4,561 -975 0 -2,108 1,492 1,478 -15 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.3 48.3 19.7 0.0 31.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 14 3 0 1 8 17 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 129,624 COMMITMENTS 84,228 84,217 45,365 0 0 129,593 129,582 31 42 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 1,662) 1,662 1,657 0 0 0 1,662 1,657 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.0 65.0 35.0 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 22 9 5 0 0 25 11 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 99,063 COMMITMENTS 87,799 86,445 11,245 0 1,295 99,044 98,985 19 78 CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -138) -191 22 53 0 -213 -138 -138 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.6 87.3 11.4 0.0 1.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 19 3 0 2 18 22
Updated November 22, 2024