WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,876
COMMITMENTS
139,525 172,206 83,236 138,475 102,561 361,236 358,003 32,640 35,873
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -20,475)
5,138 12,113 -24,120 -1,966 -6,520 -20,948 -18,527 473 -1,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 43.7 21.1 35.2 26.0 91.7 90.9 8.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
105 111 112 116 100 283 268
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,934
COMMITMENTS
69,044 89,514 52,001 106,711 82,656 227,756 224,171 16,178 19,763
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -7,233)
2,685 133 -1,948 -6,649 -2,391 -5,912 -4,206 -1,321 -3,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 36.7 21.3 43.7 33.9 93.4 91.9 6.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
70 68 64 87 84 191 183
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,452,969
COMMITMENTS
317,652 466,186 348,120 644,776 469,761 1310548 1284067 142,421 168,902
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -99,992)
-2,192 -18,954 -46,243 -53,082 -30,976 -101,517 -96,173 1,525 -3,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 32.1 24.0 44.4 32.3 90.2 88.4 9.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
149 151 166 328 290 577 537
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,810
COMMITMENTS
718 1,874 128 2,003 1,333 2,849 3,335 1,961 1,475
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -451)
173 -193 -8 -296 -284 -131 -485 -320 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 39.0 2.7 41.6 27.7 59.2 69.3 40.8 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 8 4 9 8 17 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 815,642
COMMITMENTS
108,772 293,038 137,708 520,608 321,661 767,088 752,407 48,554 63,235
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -446)
3,035 8,408 -21,084 8,982 7,489 -9,067 -5,187 8,621 4,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 35.9 16.9 63.8 39.4 94.0 92.2 6.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
117 162 144 200 196 407 427
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 540,884
COMMITMENTS
129,368 159,161 92,799 288,506 262,315 510,673 514,275 30,211 26,609
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -33,691)
-4,489 -17,366 -11,373 -17,428 -4,470 -33,290 -33,209 -401 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 29.4 17.2 53.3 48.5 94.4 95.1 5.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
81 99 95 119 92 266 231
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,782,638
COMMITMENTS
347,170 361,404 47,924 1132220 1215091 1527314 1624419 255,324 158,219
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 881)
-2,588 -21,849 -29,893 8,630 29,156 -23,851 -22,586 24,732 23,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 20.3 2.7 63.5 68.2 85.7 91.1 14.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
30 36 27 116 103 163 151
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,815,972
COMMITMENTS
157,927 427,625 24,723 1431263 1177594 1613913 1629942 202,059 186,030
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 127,277)
7,641 -48,275 -24,035 125,785 174,025 109,391 101,715 17,886 25,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 23.5 1.4 78.8 64.8 88.9 89.8 11.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
16 16 15 105 92 128 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 531,274
COMMITMENTS
118,177 101,128 119,645 244,382 281,996 482,204 502,769 49,070 28,505
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -1,620)
-14 -3,489 1,851 -3,011 406 -1,174 -1,232 -446 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 19.0 22.5 46.0 53.1 90.8 94.6 9.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
80 82 98 132 114 274 253
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,845
COMMITMENTS
2,222 2,488 164 5,108 5,085 7,494 7,737 1,351 1,108
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -377)
-255 106 12 156 -377 -87 -259 -290 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 28.1 1.9 57.8 57.5 84.7 87.5 15.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 13 2 19 12 40 27
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,325,085
COMMITMENTS
604,289 1633399 114,044 3296807 2449797 4015140 4197240 309,945 127,845
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -148,394)
-44,478 -167,948 32,811 -139,332 -26,305 -150,999 -161,442 2,605 13,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 37.8 2.6 76.2 56.6 92.8 97.0 7.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
104 43 43 259 173 379 244
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,451,431
COMMITMENTS
421,807 1336244 437,354 3961978 3206782 4821139 4980380 630,292 471,051
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 167,651)
10,178 -113,497 193,065 -172,812 -29,881 30,431 49,687 137,220 117,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 24.5 8.0 72.7 58.8 88.4 91.4 11.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
56 62 49 221 178 303 264
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,198,049
COMMITMENTS
297,395 405,186 73,540 1597169 1452790 1968104 1931516 229,945 266,533
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 1,901)
6,239 -21,530 28,814 -37,692 -4,276 -2,639 3,008 4,540 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 18.4 3.3 72.7 66.1 89.5 87.9 10.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
26 27 29 111 114 155 153
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 6,368
COMMITMENTS
2,958 1,069 2,649 0 1,274 5,607 4,992 761 1,376
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 2,212)
1,504 198 739 0 1,064 2,243 2,001 -31 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 16.8 41.6 0.0 20.0 88.0 78.4 12.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 17 2 0 1 8 19
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,894,857
COMMITMENTS
545,315 2201572 244,291 5581154 4125526 6370760 6571389 524,097 323,468
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 39,522)
-40,715 -121,268 88,613 -44,051 -13,164 3,847 -45,819 35,675 85,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 31.9 3.5 80.9 59.8 92.4 95.3 7.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
64 51 46 237 198 327 271
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,057,200
COMMITMENTS
211,045 397,710 329,976 1481802 1285067 2022823 2012753 34,377 44,447
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 324,919)
64,036 114,189 77,889 177,567 126,444 319,492 318,522 5,427 6,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 19.3 16.0 72.0 62.5 98.3 97.8 1.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
26 42 40 90 95 145 149
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,406
COMMITMENTS
21,999 15,075 2,355 51,164 61,600 75,518 79,029 16,888 13,377
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 5,261)
-508 -704 764 1,745 4,571 2,001 4,630 3,260 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 16.3 2.5 55.4 66.7 81.7 85.5 18.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
26 26 16 34 29 69 63
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,659
COMMITMENTS
22,190 13,821 1,880 51,139 61,600 75,209 77,301 14,450 12,358
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 2,514)
-317 -1,958 289 1,720 4,571 1,692 2,902 822 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 15.4 2.1 57.0 68.7 83.9 86.2 16.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 16 10 33 29 63 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 65,985
COMMITMENTS
3,745 2,282 0 59,158 62,910 62,903 65,192 3,082 793
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 1,477)
313 -183 0 1,497 1,519 1,810 1,336 -333 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 3.5 0.0 89.7 95.3 95.3 98.8 4.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 0 29 12 33 15
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 27,471
COMMITMENTS
1,397 15,843 1,440 250 0 3,087 17,283 24,384 10,188
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 57.7 5.2 0.9 0.0 11.2 62.9 88.8 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 14 6 1 0 8 18
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 177,866
COMMITMENTS
23,370 32,202 980 153,124 144,586 177,474 177,768 392 98
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 161)
212 193 -32 2 0 182 161 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 18.1 0.6 86.1 81.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 17 3 7 2 36 20
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 25,166
COMMITMENTS
16,911 16,272 8,245 0 631 25,156 25,148 10 18
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: -341)
-366 -371 25 0 0 -341 -346 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 64.7 32.8 0.0 2.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 14 3 0 1 6 18
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 128,508
COMMITMENTS
81,418 81,425 47,058 0 0 128,476 128,483 32 25
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 1,505)
1,493 1,505 0 0 0 1,493 1,505 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.4 63.4 36.6 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
21 11 4 0 0 24 12
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
FUTURES ONLY POSITIONS AS OF 08/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 86,089
COMMITMENTS
77,755 69,185 8,315 0 8,501 86,070 86,001 19 88
CHANGES FROM 08/20/24 (CHANGE IN OPEN INTEREST: 799)
832 606 -33 0 223 799 796 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.3 80.4 9.7 0.0 9.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 18 3 0 2 17 21
Updated August 30, 2024