WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 391,745
COMMITMENTS
130,087 89,968 116,970 116,111 140,763 363,168 347,701 28,577 44,044
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 18,152)
16,619 737 2,589 -1,465 11,531 17,743 14,857 409 3,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 23.0 29.9 29.6 35.9 92.7 88.8 7.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
123 89 119 70 116 257 274
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 15,244
COMMITMENTS
4,783 200 220 10,192 14,390 15,195 14,810 49 434
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,020)
-384 100 0 2,399 2,081 2,015 2,181 5 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 1.3 1.4 66.9 94.4 99.7 97.2 0.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 1 9 21 13 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 279,097
COMMITMENTS
85,156 77,831 74,036 93,390 109,325 252,582 261,192 26,515 17,905
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 7,480)
4,360 -10,168 4,025 -562 13,631 7,823 7,488 -343 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 27.9 26.5 33.5 39.2 90.5 93.6 9.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
90 55 72 81 83 211 180
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,484,315
COMMITMENTS
305,060 302,392 305,456 624,733 722,447 1235249 1330295 249,066 154,020
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 5,733)
7,215 -13,274 -6,294 7,034 24,049 7,955 4,481 -2,222 1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.4 20.6 42.1 48.7 83.2 89.6 16.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
164 133 150 329 343 580 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,694
COMMITMENTS
2,742 170 0 1,214 4,546 3,956 4,716 1,738 978
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -208)
-195 -80 0 3 -111 -192 -191 -16 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 3.0 0.0 21.3 79.8 69.5 82.8 30.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 1 0 7 9 17 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 805,804
COMMITMENTS
148,264 165,259 164,913 428,979 412,623 742,156 742,795 63,648 63,009
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -57,148)
-2,537 -29,039 -19,229 -33,340 -7,278 -55,106 -55,546 -2,042 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 20.5 20.5 53.2 51.2 92.1 92.2 7.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
173 102 170 190 216 447 432
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 517,257
COMMITMENTS
159,575 31,428 107,119 215,062 356,276 481,756 494,823 35,501 22,434
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,978)
19,914 -9,850 -4,939 -16,683 11,610 -1,708 -3,179 -270 1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 6.1 20.7 41.6 68.9 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
127 48 108 85 80 270 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,024,756
COMMITMENTS
125,157 225,276 16,182 710,462 658,731 851,801 900,189 172,955 124,567
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 45,947)
12,882 5,947 2,414 26,950 41,099 42,246 49,460 3,701 -3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 22.0 1.6 69.3 64.3 83.1 87.8 16.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
32 28 20 81 84 121 124
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,224,071
COMMITMENTS
78,316 483,359 6,324 980,721 651,675 1065361 1141358 158,710 82,713
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 12,657)
-12,583 7,794 -1,493 23,655 4,571 9,579 10,872 3,078 1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 39.5 0.5 80.1 53.2 87.0 93.2 13.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
20 15 12 86 73 111 95
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 455,363
COMMITMENTS
88,764 89,503 81,677 236,379 257,506 406,820 428,686 48,543 26,677
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 7,911)
8,381 3,121 -1,445 2,524 10,223 9,460 11,899 -1,549 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 19.7 17.9 51.9 56.5 89.3 94.1 10.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
79 62 76 113 80 235 190
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,204
COMMITMENTS
3,181 1,741 30 4,753 7,220 7,964 8,991 2,240 1,213
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 589)
361 159 -79 -33 290 249 370 340 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 17.1 0.3 46.6 70.8 78.0 88.1 22.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 8 3 10 15 36 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,611,273
COMMITMENTS
786,775 1113522 51,255 2595448 2342806 3433478 3507583 177,795 103,690
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 84,917)
60,583 46,166 -3,554 38,081 45,960 95,110 88,572 -10,193 -3,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 30.8 1.4 71.9 64.9 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
72 40 29 192 138 278 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,637,763
COMMITMENTS
591,050 836,387 106,972 2556834 2302972 3254856 3246331 382,907 391,432
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -16,038)
-58,270 8,146 15,225 830 -35,897 -42,215 -12,526 26,177 -3,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 23.0 2.9 70.3 63.3 89.5 89.2 10.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
67 76 45 192 181 282 279
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 919,069
COMMITMENTS
126,682 119,694 4,728 687,172 614,136 818,582 738,558 100,487 180,511
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 7,536)
-19,535 7,384 49 31,691 -7,195 12,205 238 -4,669 7,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 13.0 0.5 74.8 66.8 89.1 80.4 10.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
13 17 8 61 71 78 92
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,263,708
COMMITMENTS
430,682 821,005 95,521 3438235 3035541 3964438 3952067 299,270 311,641
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 72,147)
-11,017 71,506 17,383 77,815 -8,541 84,181 80,348 -12,034 -8,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 19.3 2.2 80.6 71.2 93.0 92.7 7.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
59 48 33 154 153 232 215
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,870,661
COMMITMENTS
469,859 136,917 365,787 990,793 1333648 1826439 1836352 44,222 34,309
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 20,154)
2,836 -61,013 48,453 -31,943 36,880 19,346 24,320 808 -4,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 7.3 19.6 53.0 71.3 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
44 24 46 68 65 135 116
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,779
COMMITMENTS
21,746 10,789 691 29,544 39,953 51,980 51,432 8,799 9,347
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 6,877)
906 326 -139 5,503 5,569 6,270 5,756 607 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 17.8 1.1 48.6 65.7 85.5 84.6 14.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 15 10 35 34 75 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,558
COMMITMENTS
43,491 21,577 1,382 59,087 79,905 103,960 102,864 17,598 18,694
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 13,753)
1,812 652 -278 11,006 11,138 12,540 11,512 1,213 2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 17.8 1.1 48.6 65.7 85.5 84.6 14.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 15 10 35 34 75 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 47,336
COMMITMENTS
2,107 448 0 43,721 45,494 45,828 45,942 1,508 1,394
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 19,518)
556 -312 0 19,402 19,655 19,958 19,343 -440 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.9 0.0 92.4 96.1 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 18 13 21 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,480
COMMITMENTS
11,698 16,627 2,145 6,245 1,152 20,088 19,924 392 556
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 186)
419 148 -720 360 260 59 -312 127 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 81.2 10.5 30.5 5.6 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 13 4 5 3 31 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 66,231
COMMITMENTS
20,742 5,027 29,779 15,678 28,710 66,199 63,516 32 2,715
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -34,207)
-29,895 -1,314 -6,697 2,389 -25,851 -34,203 -33,862 -4 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 7.6 45.0 23.7 43.3 100.0 95.9 0.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 4 2 6 14 12 19
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 13,040
COMMITMENTS
7,099 2,039 3,908 2,033 5,528 13,040 11,475 0 1,565
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -49,258)
-20,179 1,116 -28,193 -880 -22,206 -49,252 -49,283 -6 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 15.6 30.0 15.6 42.4 100.0 88.0 0.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 2 1 12 7 17
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 49,133
COMMITMENTS
15,309 15,174 33,824 0 0 49,133 48,998 0 135
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -4,113)
-4,885 -4,903 772 0 0 -4,113 -4,131 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 30.9 68.8 0.0 0.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 17 5 0 0 8 20
Updated December 20, 2019