WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 402,973
COMMITMENTS
99,514 100,019 141,443 135,327 122,904 376,284 364,366 26,689 38,607
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 14,346)
-2,552 -5,446 6,829 11,056 14,659 15,333 16,042 -987 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 24.8 35.1 33.6 30.5 93.4 90.4 6.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
96 117 126 82 102 254 284
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 11,424
COMMITMENTS
7,670 1,720 700 2,486 8,559 10,856 10,979 568 445
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 125)
750 -280 0 -714 155 36 -125 89 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 15.1 6.1 21.8 74.9 95.0 96.1 5.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 9 13 13 17
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 319,437
COMMITMENTS
88,811 89,916 84,578 118,564 126,623 291,953 301,117 27,484 18,320
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5,988)
3,963 -6,663 854 3,322 12,129 8,139 6,320 -2,151 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 28.1 26.5 37.1 39.6 91.4 94.3 8.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
97 54 75 93 81 226 184
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,570,763
COMMITMENTS
312,556 316,803 298,885 697,476 773,286 1308917 1388974 261,846 181,789
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -50,424)
-33,506 -33,521 5,432 -12,929 -20,043 -41,003 -48,132 -9,421 -2,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 20.2 19.0 44.4 49.2 83.3 88.4 16.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 819)
162 155 164 368 352 633 582
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,914
COMMITMENTS
2,648 155 29 1,458 4,790 4,135 4,974 1,779 940
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 147)
283 -139 24 -136 102 171 -13 -24 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 2.6 0.5 24.7 81.0 69.9 84.1 30.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 3 1 8 9 21 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 752,145
COMMITMENTS
175,764 98,416 150,205 361,876 436,657 687,845 685,278 64,300 66,867
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 40,827)
12,035 -23,892 9,785 18,185 52,360 40,005 38,253 822 2,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 13.1 20.0 48.1 58.1 91.5 91.1 8.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
165 104 176 179 220 436 435
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 492,622
COMMITMENTS
109,745 45,595 124,134 223,123 296,749 457,002 466,478 35,620 26,144
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 13,506)
10,658 -8,197 -5,367 9,623 28,509 14,914 14,945 -1,408 -1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 9.3 25.2 45.3 60.2 92.8 94.7 7.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
110 67 130 89 77 280 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 974,337
COMMITMENTS
133,124 189,738 14,885 658,082 639,602 806,091 844,225 168,246 130,112
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,240)
11,546 -8,539 814 -2,521 11,938 9,839 4,213 -3,599 2,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 19.5 1.5 67.5 65.6 82.7 86.6 17.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 29 20 76 82 125 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,149,704
COMMITMENTS
113,099 394,007 9,325 843,704 656,573 966,128 1059905 183,576 89,799
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 12,481)
-1,726 858 1,473 6,705 3,501 6,452 5,832 6,029 6,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 34.3 0.8 73.4 57.1 84.0 92.2 16.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 17 13 76 66 104 90
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 423,455
COMMITMENTS
78,371 77,963 101,339 198,209 214,640 377,919 393,942 45,536 29,513
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 8,196)
-1,300 -8,079 6,462 10,547 10,085 15,709 8,468 -7,513 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 18.4 23.9 46.8 50.7 89.2 93.0 10.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
87 58 94 105 80 239 199
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,430
COMMITMENTS
2,309 1,716 78 5,110 6,495 7,497 8,289 1,933 1,141
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -63)
-166 -8 9 156 -125 -1 -124 -62 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 18.2 0.8 54.2 68.9 79.5 87.9 20.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 9 5 12 14 31 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,894,832
COMMITMENTS
971,331 1207776 118,489 2606372 2465565 3696192 3791830 198,640 103,002
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 96,714)
17,157 -9,254 68,847 17,878 27,463 103,882 87,056 -7,168 9,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 31.0 3.0 66.9 63.3 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
85 43 38 189 134 296 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,610,864
COMMITMENTS
661,339 761,031 158,037 2351975 2311986 3171351 3231054 439,513 379,810
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -29,988)
56,551 33,683 -28,244 -50,831 -22,459 -22,524 -17,020 -7,464 -12,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 21.1 4.4 65.1 64.0 87.8 89.5 12.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
72 70 49 184 168 279 264
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 827,185
COMMITMENTS
127,735 87,687 8,455 576,041 569,536 712,231 665,678 114,954 161,507
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 180)
-2,217 7,297 690 3,176 -3,334 1,649 4,653 -1,469 -4,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 10.6 1.0 69.6 68.9 86.1 80.5 13.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
12 15 10 59 62 78 80
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,338,519
COMMITMENTS
609,647 822,012 77,335 3306858 3159055 3993840 4058402 344,679 280,117
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 56,117)
-18,506 40,884 25,549 35,409 14,781 42,452 81,214 13,665 -25,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 18.9 1.8 76.2 72.8 92.1 93.5 7.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
56 54 42 153 158 224 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,180,547
COMMITMENTS
509,111 315,216 453,894 1175958 1365403 2138963 2134513 41,584 46,034
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 201,856)
72,134 15,267 80,208 49,591 104,300 201,933 199,775 -77 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 14.5 20.8 53.9 62.6 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
39 41 54 71 76 141 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,347
COMMITMENTS
23,204 3,946 1,064 20,179 39,353 44,447 44,363 7,901 7,985
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,269)
1,428 1,082 139 1,589 1,702 3,156 2,923 114 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 7.5 2.0 38.5 75.2 84.9 84.7 15.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 15 5 28 32 61 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,694
COMMITMENTS
46,407 7,891 2,128 40,358 78,706 88,893 88,725 15,801 15,969
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,538)
2,855 2,163 278 3,178 3,404 6,311 5,845 227 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 7.5 2.0 38.5 75.2 84.9 84.7 15.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 15 5 28 32 61 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,395
COMMITMENTS
3,311 448 0 35,509 39,018 38,820 39,466 2,575 1,929
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,352)
-385 0 0 -1,373 -1,119 -1,758 -1,119 406 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 1.1 0.0 85.8 94.3 93.8 95.3 6.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 12 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,699
COMMITMENTS
13,720 17,832 687 5,071 1,140 19,478 19,659 221 40
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -275)
-293 541 -40 30 -806 -303 -305 28 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 90.5 3.5 25.7 5.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 13 4 4 2 27 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 67,420
COMMITMENTS
46,123 6,393 20,117 1,075 38,099 67,315 64,609 105 2,811
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,525)
6,103 52 1,364 -3,960 2,149 3,507 3,565 18 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 9.5 29.8 1.6 56.5 99.8 95.8 0.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 8 3 3 15 10 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,966
COMMITMENTS
19,606 3,171 12,449 2,893 17,363 34,948 32,983 18 1,983
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 10,665)
7,919 -48 2,757 0 8,081 10,676 10,790 -11 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 9.1 35.6 8.3 49.7 99.9 94.3 0.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 1 2 9 8 16
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 50,822
COMMITMENTS
22,266 22,210 28,556 0 0 50,822 50,766 0 56
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -95)
-560 -595 465 0 0 -95 -130 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 43.7 56.2 0.0 0.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 14 5 0 0 9 17
Updated October 24, 2019