WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 400,079
COMMITMENTS
123,467 95,391 120,666 126,889 141,418 371,022 357,475 29,057 42,604
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 8,334)
-6,620 5,423 3,696 10,778 655 7,854 9,774 480 -1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 23.8 30.2 31.7 35.3 92.7 89.4 7.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
127 94 117 71 116 260 277
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 15,259
COMMITMENTS
4,784 200 220 10,197 14,595 15,201 15,015 58 244
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 15)
1 0 0 5 205 6 205 9 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 1.3 1.4 66.8 95.6 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 1 10 22 14 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 271,285
COMMITMENTS
74,090 68,822 74,056 96,925 110,268 245,071 253,146 26,214 18,139
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -7,812)
-11,066 -9,009 20 3,535 943 -7,511 -8,046 -301 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 25.4 27.3 35.7 40.6 90.3 93.3 9.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
99 55 74 79 82 216 181
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,465,801
COMMITMENTS
304,530 277,896 290,212 620,656 741,115 1215398 1309223 250,403 156,578
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -18,514)
-530 -24,496 -15,244 -4,077 18,668 -19,851 -21,072 1,337 2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 19.0 19.8 42.3 50.6 82.9 89.3 17.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 773)
165 123 145 332 346 577 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,852
COMMITMENTS
1,952 163 0 1,246 3,859 3,198 4,022 1,654 830
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -842)
-790 -7 0 32 -687 -758 -694 -84 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 3.4 0.0 25.7 79.5 65.9 82.9 34.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 0 7 8 14 9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 762,410
COMMITMENTS
141,693 122,452 160,308 398,811 414,289 700,812 697,049 61,598 65,361
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -43,394)
-6,571 -42,807 -4,605 -30,168 1,666 -41,344 -45,746 -2,050 2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 16.1 21.0 52.3 54.3 91.9 91.4 8.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
165 106 169 172 213 422 428
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 515,300
COMMITMENTS
167,538 28,863 101,963 212,493 361,721 481,994 492,547 33,306 22,753
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,957)
7,963 -2,565 -5,156 -2,569 5,445 238 -2,276 -2,195 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 5.6 19.8 41.2 70.2 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
130 44 102 85 80 266 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,037,009
COMMITMENTS
119,851 229,974 16,666 734,481 664,357 870,998 910,997 166,011 126,012
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 12,253)
-5,306 4,698 484 24,019 5,626 19,197 10,808 -6,944 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 22.2 1.6 70.8 64.1 84.0 87.8 16.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
31 28 19 84 81 122 121
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,242,874
COMMITMENTS
86,171 495,673 6,097 995,653 656,546 1087921 1158316 154,953 84,558
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 18,803)
7,855 12,314 -227 14,932 4,871 22,560 16,958 -3,757 1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 39.9 0.5 80.1 52.8 87.5 93.2 12.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
21 15 12 86 72 112 94
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 449,578
COMMITMENTS
89,263 83,052 75,922 238,965 262,982 404,150 421,956 45,428 27,622
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -5,785)
499 -6,451 -5,755 2,586 5,476 -2,670 -6,730 -3,115 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.5 16.9 53.2 58.5 89.9 93.9 10.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
78 63 75 116 82 241 187
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,839
COMMITMENTS
4,319 1,889 111 4,331 7,649 8,761 9,649 2,078 1,190
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 635)
1,138 148 81 -422 429 797 658 -162 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 17.4 1.0 40.0 70.6 80.8 89.0 19.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
29 9 4 10 15 42 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,639,148
COMMITMENTS
825,196 1097410 47,994 2590279 2384626 3463469 3530030 175,679 109,118
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 27,875)
38,421 -16,112 -3,261 -5,169 41,820 29,991 22,447 -2,116 5,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 30.2 1.3 71.2 65.5 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
69 42 26 195 139 278 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,653,749
COMMITMENTS
559,947 828,633 124,391 2592241 2326051 3276579 3279075 377,170 374,674
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 15,986)
-31,103 -7,754 17,419 35,407 23,079 21,723 32,744 -5,737 -16,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 22.7 3.4 70.9 63.7 89.7 89.7 10.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
66 74 43 196 189 287 281
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 909,722
COMMITMENTS
123,632 118,998 5,820 674,391 598,550 803,843 723,368 105,879 186,354
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -9,347)
-3,050 -696 1,092 -12,781 -15,586 -14,739 -15,190 5,392 5,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 13.1 0.6 74.1 65.8 88.4 79.5 11.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
12 16 9 62 69 79 89
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,251,053
COMMITMENTS
423,276 749,258 80,546 3453336 3109085 3957158 3938889 293,895 312,164
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -12,655)
-7,406 -71,747 -14,975 15,101 73,544 -7,280 -13,178 -5,375 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 17.6 1.9 81.2 73.1 93.1 92.7 6.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
59 45 31 155 157 230 217
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,895,184
COMMITMENTS
479,405 135,531 357,571 1016090 1367945 1853066 1861047 42,118 34,137
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 24,523)
9,546 -1,386 -8,216 25,297 34,297 26,627 24,695 -2,104 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.2 18.9 53.6 72.2 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
45 22 44 69 64 134 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 51,518
COMMITMENTS
22,274 9,399 492 20,708 32,461 43,473 42,351 8,045 9,167
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -9,262)
529 -1,390 -200 -8,836 -7,492 -8,507 -9,082 -755 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 18.2 1.0 40.2 63.0 84.4 82.2 15.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
36 15 7 21 28 60 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,035
COMMITMENTS
44,548 18,797 983 41,415 64,921 86,946 84,701 16,089 18,334
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -18,523)
1,057 -2,780 -399 -17,672 -14,984 -17,014 -18,163 -1,509 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 18.2 1.0 40.2 63.0 84.4 82.2 15.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
36 15 7 21 28 60 47
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,005
COMMITMENTS
1,864 464 0 30,119 33,181 31,983 33,645 2,022 360
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -13,331)
-243 16 0 -13,602 -12,313 -13,845 -12,297 514 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 1.4 0.0 88.6 97.6 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 11 10 14 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,715
COMMITMENTS
7,432 13,131 679 6,369 892 14,480 14,702 235 13
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -5,765)
-4,266 -3,496 -1,466 124 -260 -5,608 -5,222 -157 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 89.2 4.6 43.3 6.1 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 14 4 5 2 27 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 61,649
COMMITMENTS
21,730 5,752 24,255 15,618 28,389 61,603 58,396 46 3,253
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -4,582)
988 725 -5,524 -60 -321 -4,596 -5,120 14 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 9.3 39.3 25.3 46.0 99.9 94.7 0.1 5.3
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,220
COMMITMENTS
7,356 1,599 5,231 1,633 5,575 14,220 12,405 0 1,815
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,180)
257 -440 1,323 -400 47 1,180 930 0 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 11.2 36.8 11.5 39.2 100.0 87.2 0.0 12.8
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 47,212
COMMITMENTS
15,309 15,171 31,893 0 0 47,202 47,064 10 148
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,921)
0 -3 -1,931 0 0 -1,931 -1,934 10 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 32.1 67.6 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 30, 2019