WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,632
COMMITMENTS
95,512 153,833 158,736 151,311 97,314 405,559 409,882 41,074 36,750
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 22,973)
6,249 3,201 14,887 1,425 7,003 22,560 25,091 412 -2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 34.4 35.5 33.9 21.8 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
139 110 145 123 108 323 310
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 209,439
COMMITMENTS
50,616 62,622 58,913 79,864 66,055 189,393 187,590 20,047 21,849
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 10,276)
2,169 4,203 5,755 1,557 1,501 9,481 11,459 796 -1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 29.9 28.1 38.1 31.5 90.4 89.6 9.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
62 52 66 71 83 165 177
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,604,578
COMMITMENTS
260,007 320,234 470,126 703,608 605,064 1433741 1395424 170,837 209,154
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 22,492)
4,194 18,466 19,304 -4,840 -5,923 18,658 31,847 3,834 -9,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 20.0 29.3 43.9 37.7 89.4 87.0 10.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
153 156 212 367 360 638 625
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,804
COMMITMENTS
1,926 3,175 4,980 3,258 1,215 10,165 9,369 1,640 2,435
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 26.9 42.2 27.6 10.3 86.1 79.4 13.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 6 8 7 14 15
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,363
COMMITMENTS
1,355 66 145 842 2,830 2,342 3,041 2,021 1,322
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -262)
-23 -25 -18 -156 42 -197 -2 -65 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 1.5 3.3 19.3 64.9 53.7 69.7 46.3 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 1 2 7 8 18 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 875,032
COMMITMENTS
149,091 66,316 253,539 415,841 478,037 818,471 797,892 56,561 77,139
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 18,974)
-4,270 5,310 15,595 8,021 -2,417 19,346 18,488 -371 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 7.6 29.0 47.5 54.6 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
166 129 203 205 251 472 500
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,586
COMMITMENTS
16,357 1,505 120 6 9,517 16,483 11,142 6,103 11,444
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -427)
311 1 -114 2 -6 199 -119 -626 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 6.7 0.5 0.0 42.1 73.0 49.3 27.0 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 3 3 3 16 10 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 512,253
COMMITMENTS
103,745 48,569 121,261 251,751 317,232 476,757 487,062 35,496 25,191
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -13,195)
-770 -563 -1,486 -11,362 -13,084 -13,618 -15,134 423 1,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 9.5 23.7 49.1 61.9 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
96 54 88 100 108 245 216
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,488,312
COMMITMENTS
79,537 272,984 92,146 1111763 967,550 1283445 1332680 204,867 155,632
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 9,623)
-1,922 2,743 -18,286 27,885 34,935 7,677 19,392 1,946 -9,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 18.3 6.2 74.7 65.0 86.2 89.5 13.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
29 33 36 124 119 172 169
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,551,017
COMMITMENTS
84,965 464,493 12,434 1279191 922,399 1376590 1399326 174,427 151,691
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -982)
1,755 -200 -12,262 14,835 7,490 4,328 -4,972 -5,310 3,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 29.9 0.8 82.5 59.5 88.8 90.2 11.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
16 24 15 109 85 134 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 494,519
COMMITMENTS
106,663 17,569 148,178 189,936 301,373 444,777 467,120 49,742 27,399
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -8,102)
-6,286 1,885 2,850 -4,398 -9,747 -7,834 -5,012 -269 -3,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.6 30.0 38.4 60.9 89.9 94.5 10.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
93 38 86 112 114 244 212
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,687
COMMITMENTS
5,368 664 490 4,183 10,831 10,041 11,985 2,646 702
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,628)
859 -23 72 412 1,493 1,343 1,542 285 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 5.2 3.9 33.0 85.4 79.1 94.5 20.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
28 5 6 17 21 48 30
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,698,767
COMMITMENTS
344,693 1553665 77,158 3019607 1913187 3441459 3544010 257,308 154,756
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -84,666)
-27,430 17,834 -48,254 1,234 -50,658 -74,450 -81,078 -10,216 -3,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 42.0 2.1 81.6 51.7 93.0 95.8 7.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
91 46 41 236 169 345 238
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,267,297
COMMITMENTS
443,703 1233662 411,621 3974566 3208522 4829890 4853804 437,407 413,493
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -86,772)
25,991 20,302 8,904 -92,887 -105,628 -57,992 -76,422 -28,780 -10,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 23.4 7.8 75.5 60.9 91.7 92.1 8.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
69 74 82 239 205 354 315
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,772,317
COMMITMENTS
206,129 383,250 26,105 1360518 1091641 1592752 1500996 179,565 271,321
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -80,462)
20,943 13,545 -38,485 -62,827 -51,922 -80,369 -76,862 -93 -3,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 21.6 1.5 76.8 61.6 89.9 84.7 10.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
19 25 13 95 102 120 134
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 7,177
COMMITMENTS
2,338 1,700 3,864 59 0 6,261 5,564 916 1,613
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 855)
-403 49 1,368 -131 -525 834 892 21 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 23.7 53.8 0.8 0.0 87.2 77.5 12.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 17 2 1 0 8 19
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,705,544
COMMITMENTS
371,279 1480924 229,531 4680181 3656941 5280991 5367396 424,553 338,149
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 25,831)
-8,058 90,517 -10,348 80,561 -50,133 62,154 30,036 -36,323 -4,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 26.0 4.0 82.0 64.1 92.6 94.1 7.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
64 61 54 216 197 309 283
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,352,672
COMMITMENTS
96,359 243,249 246,634 980,022 819,922 1323015 1309805 29,657 42,867
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -336,253)
24,822 -77,597 -103,734 -250,738 -151,574 -329,650 -332,905 -6,603 -3,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 18.0 18.2 72.5 60.6 97.8 96.8 2.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
23 25 41 74 77 118 127
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,954
COMMITMENTS
22,244 33,969 3,234 53,873 43,643 79,351 80,845 14,603 13,109
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -3,033)
-2,980 -1,256 742 -1,074 -3,118 -3,312 -3,632 279 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 36.2 3.4 57.3 46.5 84.5 86.0 15.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 17 11 30 27 60 51
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,954
COMMITMENTS
22,244 33,969 3,234 53,873 43,643 79,351 80,845 14,603 13,109
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -3,033)
-2,980 -1,256 742 -1,074 -3,118 -3,312 -3,632 279 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 36.2 3.4 57.3 46.5 84.5 86.0 15.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 17 11 30 27 60 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,486
COMMITMENTS
380 3,470 0 39,751 37,937 40,131 41,407 2,355 1,079
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 558)
30 734 0 71 -206 101 528 457 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.2 0.0 93.6 89.3 94.5 97.5 5.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 0 27 11 28 16
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 62,372
COMMITMENTS
12,140 18,731 932 49,022 42,599 62,094 62,262 278 110
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 995)
983 934 -43 65 108 1,005 999 -10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 30.0 1.5 78.6 68.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 11 6 7 2 31 16
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 74,367
COMMITMENTS
21,585 19,338 52,779 0 2,226 74,364 74,343 3 24
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -252)
-252 -252 0 0 0 -252 -252 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 26.0 71.0 0.0 3.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 10 4 0 1 13 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 21,734
COMMITMENTS
18,153 11,254 3,581 0 6,837 21,734 21,672 0 62
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -458)
-501 -5 43 0 -496 -458 -458 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 51.8 16.5 0.0 31.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 15 3 0 2 9 19
Updated September 8, 2023