WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 504,375
COMMITMENTS
114,513 82,509 202,651 154,082 173,817 471,247 458,978 33,127 45,397
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 17,956)
-8,164 -1,861 18,055 6,856 2,986 16,747 19,180 1,209 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 16.4 40.2 30.5 34.5 93.4 91.0 6.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
113 120 146 92 118 288 308
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 24,993
COMMITMENTS
10,837 0 1,355 12,213 22,913 24,405 24,268 588 725
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,286)
991 0 231 202 988 1,425 1,219 -138 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 0.0 5.4 48.9 91.7 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 0 4 16 14 23 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,936
COMMITMENTS
73,049 75,397 83,981 113,916 117,314 270,945 276,692 27,991 22,245
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,939)
4,597 2,102 -632 -1,784 3,398 2,181 4,868 1,758 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 25.2 28.1 38.1 39.2 90.6 92.6 9.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
75 69 69 80 89 195 194
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,424,021
COMMITMENTS
427,915 143,819 720,282 903,805 1294749 2052002 2158850 372,019 265,171
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 41,786)
-3,791 -13,671 19,414 21,173 31,113 36,797 36,856 4,989 4,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.9 29.7 37.3 53.4 84.7 89.1 15.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 974)
274 149 292 444 450 836 785
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,080
COMMITMENTS
2,347 143 115 884 3,783 3,345 4,041 1,735 1,040
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 80)
-55 43 2 108 -27 54 18 26 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 2.8 2.3 17.4 74.5 65.8 79.5 34.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 2 3 6 10 19 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,228
COMMITMENTS
122,073 131,786 260,525 367,563 339,924 750,161 732,235 61,068 78,994
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,205)
1,387 -3,765 4,170 -4,871 205 686 610 -1,890 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 16.2 32.1 45.3 41.9 92.5 90.3 7.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
164 146 206 203 221 480 478
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,869
COMMITMENTS
111,143 115,132 97,587 213,688 213,053 422,419 425,772 35,450 32,097
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 10,907)
2,217 2,853 2,326 5,963 4,462 10,506 9,641 401 1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 25.1 21.3 46.7 46.5 92.3 93.0 7.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
96 87 103 84 75 240 224
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,079,291
COMMITMENTS
134,143 162,683 110,406 652,813 661,583 897,362 934,672 181,929 144,619
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 8,560)
462 3,274 1,815 9,318 2,102 11,595 7,190 -3,035 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 15.1 10.2 60.5 61.3 83.1 86.6 16.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
42 28 45 83 83 142 139
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,158,241
COMMITMENTS
95,590 389,921 12,379 875,878 662,232 983,847 1064532 174,393 93,708
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 7,197)
766 -540 1,297 2,560 2,637 4,623 3,394 2,573 3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 33.7 1.1 75.6 57.2 84.9 91.9 15.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
23 18 19 75 68 105 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 476,053
COMMITMENTS
66,376 69,117 129,617 232,420 245,804 428,413 444,538 47,640 31,515
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 4,219)
-401 1,126 4,048 2,345 -988 5,992 4,186 -1,774 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.5 27.2 48.8 51.6 90.0 93.4 10.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
69 65 100 106 94 236 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,556
COMMITMENTS
1,333 1,604 512 4,153 4,418 5,998 6,534 1,559 1,022
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,021)
450 -102 207 416 763 1,073 868 -52 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 21.2 6.8 55.0 58.5 79.4 86.5 20.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 17 8 12 14 29 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,664,289
COMMITMENTS
870,027 1170905 156,848 2428400 2223023 3455275 3550776 209,013 113,513
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 87,357)
47,214 45,411 39,566 -5,878 6,011 80,901 90,987 6,455 -3,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 32.0 4.3 66.3 60.7 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
81 52 59 183 137 295 217
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,656,866
COMMITMENTS
621,702 1006264 725,504 2810247 2478488 4157453 4210256 499,413 446,610
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 81,928)
11,415 45,106 74,681 -323 -48,680 85,773 71,107 -3,845 10,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 21.6 15.6 60.3 53.2 89.3 90.4 10.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
92 81 104 210 202 355 334
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 768,816
COMMITMENTS
145,485 101,241 10,493 491,591 505,153 647,569 616,887 121,247 151,929
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 10,583)
794 -12,833 311 -892 12,664 213 142 10,370 10,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 13.2 1.4 63.9 65.7 84.2 80.2 15.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
14 13 11 55 61 75 79
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,912,305
COMMITMENTS
845,096 930,263 339,424 3357485 3323053 4542004 4592739 370,301 319,566
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 132,417)
-5,561 5,374 71,121 60,315 77,542 125,875 154,036 6,542 -21,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 18.9 6.9 68.3 67.6 92.5 93.5 7.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
57 56 68 156 172 250 259
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,202,761
COMMITMENTS
354,705 389,235 448,272 1368232 1311277 2171209 2148784 31,552 53,977
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 102,217)
-922 30,432 36,391 80,494 38,589 115,963 105,413 -13,747 -3,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 17.7 20.4 62.1 59.5 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 48 52 65 82 130 158
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,370
COMMITMENTS
27,664 5,101 1,305 12,318 33,183 41,286 39,589 8,084 9,782
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 8,341)
6,708 526 -94 1,983 6,526 8,597 6,958 -256 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 10.3 2.6 24.9 67.2 83.6 80.2 16.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
34 21 4 25 32 59 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,741
COMMITMENTS
55,328 10,202 2,610 24,635 66,366 82,573 79,178 16,168 19,563
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 16,683)
13,416 1,051 -187 3,965 13,052 17,194 13,915 -511 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 10.3 2.6 24.9 67.2 83.6 80.2 16.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
34 21 4 25 32 59 57
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,677
COMMITMENTS
2,394 1,618 0 21,853 24,569 24,247 26,187 2,430 490
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -2,683)
-23 0 0 -2,747 -2,669 -2,770 -2,669 87 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.1 0.0 81.9 92.1 90.9 98.2 9.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 0 12 10 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 22,187
COMMITMENTS
14,158 19,250 645 7,113 2,251 21,916 22,146 271 41
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 733)
636 843 -1 97 -129 732 713 1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.8 86.8 2.9 32.1 10.1 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
25 15 3 4 2 31 18
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,605
COMMITMENTS
15,291 3,767 69 4,202 13,374 19,562 17,210 43 2,395
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -824)
-840 -1,224 0 5 101 -835 -1,123 11 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 19.2 0.4 21.4 68.2 99.8 87.8 0.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 7 1 4 16 10 23
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 11,106
COMMITMENTS
7,123 6,165 0 3,932 3,529 11,055 9,694 51 1,412
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 552)
549 907 0 0 -241 549 666 3 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 55.5 0.0 35.4 31.8 99.5 87.3 0.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 0 2 9 7 20
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 49,802
COMMITMENTS
21,410 21,384 28,392 0 0 49,802 49,776 0 26
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -2,693)
-2,671 -2,703 0 0 0 -2,671 -2,703 -22 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 42.9 57.0 0.0 0.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 17 5 0 0 8 21
Updated July 19, 2019