WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 448,073
COMMITMENTS
116,397 162,436 126,970 173,884 120,161 417,251 409,567 30,822 38,506
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 1,126)
10,430 17,940 -5,880 -2,451 -9,065 2,099 2,995 -973 -1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 36.3 28.3 38.8 26.8 93.1 91.4 6.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
106 110 130 105 100 288 277
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY 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: 260,991
COMMITMENTS
68,406 84,820 61,941 110,881 93,464 241,228 240,225 19,763 20,766
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -11,315)
4,820 4,260 -9,877 -6,021 -3,030 -11,078 -8,647 -237 -2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 32.5 23.7 42.5 35.8 92.4 92.0 7.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
72 68 70 78 78 189 181
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,666,967
COMMITMENTS
418,990 255,689 330,199 787,938 901,089 1537127 1486977 129,840 179,990
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -7,218)
-15,794 -1,449 -14,451 24,050 11,081 -6,195 -4,819 -1,023 -2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 15.3 19.8 47.3 54.1 92.2 89.2 7.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807)
146 143 190 326 395 582 651
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 3,731
COMMITMENTS
1,320 15 103 1,008 2,775 2,431 2,893 1,300 838
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -401)
-297 8 82 -186 -302 -401 -212 0 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 0.4 2.8 27.0 74.4 65.2 77.5 34.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 1 2 6 8 15 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 902,539
COMMITMENTS
168,134 254,465 161,760 524,558 415,481 854,452 831,706 48,087 70,833
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 40,279)
6,792 16,010 6,322 27,309 14,589 40,423 36,921 -144 3,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 28.2 17.9 58.1 46.0 94.7 92.2 5.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
113 143 143 207 227 408 442
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY 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: 578,654
COMMITMENTS
161,005 92,841 94,952 285,534 366,605 541,491 554,398 37,163 24,256
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -6,008)
-20,747 8,314 3,752 11,453 -18,359 -5,542 -6,293 -466 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 16.0 16.4 49.3 63.4 93.6 95.8 6.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
116 66 99 124 103 290 226
UST BOND - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 2,060,744
COMMITMENTS
430,752 466,397 193,347 1226901 1262994 1851000 1922738 209,744 138,006
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 127,463)
5,594 -529 114,148 -4,033 15,977 115,709 129,596 11,754 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 22.6 9.4 59.5 61.3 89.8 93.3 10.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
33 38 29 128 120 179 169
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY 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: 1,826,850
COMMITMENTS
166,467 391,771 66,456 1410459 1199952 1643382 1658179 183,468 168,671
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 26,560)
1,733 -14,247 26,002 -9,586 25,307 18,149 37,062 8,411 -10,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 21.4 3.6 77.2 65.7 90.0 90.8 10.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
20 24 16 118 98 147 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 621,885
COMMITMENTS
145,560 161,816 129,987 286,611 296,003 562,158 587,806 59,727 34,079
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 449)
-2,224 26,538 289 2,376 -24,769 441 2,058 8 -1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 26.0 20.9 46.1 47.6 90.4 94.5 9.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
92 84 95 133 113 278 252
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 11,181
COMMITMENTS
2,521 4,165 486 6,652 5,186 9,659 9,837 1,522 1,344
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -892)
-130 -1,106 49 -493 375 -574 -682 -318 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 37.3 4.3 59.5 46.4 86.4 88.0 13.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 18 6 25 14 44 36
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 4,621,376
COMMITMENTS
508,805 1956149 209,542 3626185 2337531 4344532 4503222 276,844 118,154
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -935)
-42,949 -19,476 64,926 -24,876 -52,734 -2,899 -7,284 1,964 6,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 42.3 4.5 78.5 50.6 94.0 97.4 6.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
102 51 44 271 166 393 241
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 4,749,048
COMMITMENTS
424,509 1332011 171,461 3710545 2854242 4306515 4357714 442,533 391,334
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 152,464)
5,349 97,050 45,466 102,204 -2,070 153,019 140,446 -555 12,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 28.0 3.6 78.1 60.1 90.7 91.8 9.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
61 66 56 221 189 312 281
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY 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: 2,257,305
COMMITMENTS
312,413 483,681 47,225 1678313 1428859 2037951 1959765 219,354 297,540
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 47,240)
-20,348 -5,871 26,028 39,540 23,320 45,220 43,477 2,020 3,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 21.4 2.1 74.4 63.3 90.3 86.8 9.7 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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 6,800,137
COMMITMENTS
407,669 2390695 341,111 5621654 3760080 6370434 6491886 429,703 308,251
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 370,717)
-33,475 80,341 227,755 162,308 41,723 356,588 349,819 14,129 20,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 35.2 5.0 82.7 55.3 93.7 95.5 6.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
58 59 45 244 197 331 272
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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 TRADERS
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+
FUTURES ONLY 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: 86,770
COMMITMENTS
20,016 12,464 4,045 44,691 59,509 68,752 76,017 18,018 10,752
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -1,543)
-6,648 -534 1,937 1,461 -1,366 -3,250 36 1,708 -1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 14.4 4.7 51.5 68.6 79.2 87.6 20.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 29 17 26 31 64 68
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 84,631
COMMITMENTS
19,992 11,727 3,482 44,691 59,448 68,165 74,657 16,466 9,974
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: -3,681)
-6,672 -1,271 1,374 1,461 -1,427 -3,837 -1,324 156 -2,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 13.9 4.1 52.8 70.2 80.5 88.2 19.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 23 12 26 30 54 59
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 184,415
COMMITMENTS
26,926 40,230 891 156,170 143,200 183,987 184,321 428 94
CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST: 715)
720 732 8 -25 0 703 740 12 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 21.8 0.5 84.7 77.7 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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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