WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 655,148
COMMITMENTS
117,128 180,202 265,343 220,961 160,905 603,433 606,451 51,716 48,698
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 52,186)
-618 -1,299 41,241 11,315 14,202 51,938 54,144 248 -1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 27.5 40.5 33.7 24.6 92.1 92.6 7.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
152 145 181 115 108 361 351
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,704
COMMITMENTS
4,625 1,199 1,719 8,088 11,670 14,432 14,588 272 116
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 1,364)
48 649 631 684 68 1,362 1,348 2 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 8.2 11.7 55.0 79.4 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 3 6 16 11 26 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,359
COMMITMENTS
79,643 114,701 90,461 134,513 113,757 304,617 318,918 34,742 20,441
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 18,499)
-3,829 -1,167 13,805 9,397 5,918 19,373 18,555 -874 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 33.8 26.7 39.6 33.5 89.8 94.0 10.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
86 61 79 103 89 227 197
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,150,365
COMMITMENTS
323,836 516,311 678,564 878,377 743,341 1880777 1938216 269,588 212,150
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 138,970)
-7,507 71,007 82,101 51,692 -9,560 126,286 143,548 12,684 -4,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 24.0 31.6 40.8 34.6 87.5 90.1 12.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 856)
226 166 241 379 365 713 682
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,437
COMMITMENTS
1,554 707 301 1,178 2,369 3,033 3,377 1,404 1,060
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -69)
-75 101 38 59 -171 22 -32 -91 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 15.9 6.8 26.5 53.4 68.4 76.1 31.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 4 10 9 21 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 817,173
COMMITMENTS
120,851 188,931 225,680 414,663 304,598 761,193 719,208 55,980 97,965
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 53,373)
-2,981 36,525 10,722 43,953 4,122 51,694 51,369 1,679 2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 23.1 27.6 50.7 37.3 93.1 88.0 6.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
149 178 220 205 238 483 529
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 500,032
COMMITMENTS
122,824 74,121 144,978 198,564 252,469 466,366 471,568 33,666 28,464
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -15,295)
5,676 3,138 -11,661 -8,576 -7,277 -14,561 -15,800 -734 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 14.8 29.0 39.7 50.5 93.3 94.3 6.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
116 85 136 82 87 276 258
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,153,204
COMMITMENTS
135,499 170,447 135,938 692,470 689,673 963,908 996,059 189,296 157,145
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 13,664)
18,338 10,591 -14,367 -1,162 30,042 2,810 26,267 10,854 -12,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.8 11.8 60.0 59.8 83.6 86.4 16.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
46 41 55 91 95 164 164
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,120,568
COMMITMENTS
121,258 402,784 22,969 817,456 600,784 961,683 1026537 158,885 94,031
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -11,575)
9,515 -11,818 -2,416 -16,220 4,571 -9,121 -9,664 -2,454 -1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 35.9 2.0 73.0 53.6 85.8 91.6 14.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
24 16 21 76 65 108 94
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,598
COMMITMENTS
309 854 2 924 404 1,235 1,260 363 338
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 159)
55 428 -40 74 -248 89 140 70 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 53.4 0.1 57.8 25.3 77.3 78.8 22.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 8 1 8 7 15 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 486,153
COMMITMENTS
87,811 106,260 106,159 244,473 235,070 438,443 447,489 47,709 38,663
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 13,533)
295 2,431 4,527 8,150 3,764 12,972 10,722 561 2,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 21.9 21.8 50.3 48.4 90.2 92.0 9.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
76 93 97 116 96 253 237
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,470
COMMITMENTS
648 4,200 627 5,731 2,542 7,005 7,369 1,464 1,101
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -551)
-114 -699 104 -381 162 -391 -432 -160 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 49.6 7.4 67.7 30.0 82.7 87.0 17.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 16 11 17 11 34 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,023,666
COMMITMENTS
735,375 870,448 89,934 2016902 1931980 2842211 2892362 181,455 131,303
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 42,331)
33,753 -13,776 -25,765 56,770 73,074 64,759 33,533 -22,428 8,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 28.8 3.0 66.7 63.9 94.0 95.7 6.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
63 56 50 160 136 253 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,534,691
COMMITMENTS
642,877 758,344 661,044 2761968 2694957 4065890 4114344 468,802 420,347
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 200,014)
93,059 -11,209 86,326 -5,378 119,177 174,007 194,294 26,007 5,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 16.7 14.6 60.9 59.4 89.7 90.7 10.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
90 75 98 200 211 337 337
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 668,669
COMMITMENTS
68,268 110,844 12,832 475,494 389,758 556,594 513,434 112,074 155,235
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 4,022)
4,602 -7,641 -1,683 1,208 8,052 4,127 -1,272 -105 5,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 16.6 1.9 71.1 58.3 83.2 76.8 16.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
13 14 13 61 61 81 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,556,613
COMMITMENTS
781,513 968,692 306,326 3068882 2929111 4156721 4204128 399,892 352,485
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 72,538)
76,721 49,247 27,309 -73,142 -6,973 30,889 69,583 41,650 2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 21.3 6.7 67.4 64.3 91.2 92.3 8.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
62 63 63 151 165 239 265
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,715,331
COMMITMENTS
265,245 326,103 396,644 1020668 934,491 1682557 1657238 32,774 58,094
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 70,567)
34,081 15,181 9,642 28,689 40,905 72,412 65,729 -1,846 4,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.0 23.1 59.5 54.5 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 40 45 62 72 115 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 50,229
COMMITMENTS
18,545 7,157 3,191 20,141 31,838 41,878 42,187 8,351 8,042
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 4,379)
-975 -2,134 555 3,493 7,134 3,072 5,555 1,307 -1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 14.2 6.4 40.1 63.4 83.4 84.0 16.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 27 12 33 34 68 67
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,457
COMMITMENTS
37,090 14,315 6,383 40,283 63,677 83,756 84,374 16,701 16,083
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 8,759)
-1,951 -4,267 1,109 6,986 14,267 6,144 11,109 2,614 -2,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 14.2 6.4 40.1 63.4 83.4 84.0 16.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 27 12 33 34 68 67
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,632
COMMITMENTS
2,511 676 0 31,703 34,247 34,214 34,923 2,418 1,709
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 4,063)
-166 230 0 3,346 3,011 3,180 3,241 883 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.8 0.0 86.5 93.5 93.4 95.3 6.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 13 12 15 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,605
COMMITMENTS
18,299 28,478 610 11,522 1,503 30,431 30,591 4,174 4,014
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 8,223)
-125 3,661 297 4,080 300 4,252 4,258 3,971 3,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 82.3 1.8 33.3 4.3 87.9 88.4 12.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 17 4 4 2 29 20
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,736
COMMITMENTS
16,813 7,791 163 10,712 16,424 27,688 24,378 48 3,358
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -1,747)
956 -4,011 15 -2,689 2,223 -1,718 -1,773 -29 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.6 28.1 0.6 38.6 59.2 99.8 87.9 0.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 3 5 15 15 27
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,462
COMMITMENTS
12,933 5,866 86 3,432 8,143 16,451 14,095 11 2,367
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 2,512)
-128 -401 59 2,582 2,446 2,513 2,104 -1 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 35.6 0.5 20.8 49.5 99.9 85.6 0.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 3 3 9 11 19
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 74,532
COMMITMENTS
20,482 20,454 54,049 0 0 74,531 74,503 1 29
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 847)
502 500 345 0 0 847 845 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 27.4 72.5 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 16 5 0 0 8 18
Updated March 15, 2019