WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,212
COMMITMENTS
100,967 81,570 238,778 169,583 176,371 509,328 496,720 31,884 44,492
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 24,520)
10,257 -13,464 13,900 -2,983 20,780 21,174 21,217 3,345 3,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 15.1 44.1 31.3 32.6 94.1 91.8 5.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
116 123 149 97 112 300 310
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 13,635
COMMITMENTS
7,999 1,615 704 4,411 10,969 13,115 13,289 520 346
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,018)
132 -105 -14 1,004 1,236 1,121 1,117 -104 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 11.8 5.2 32.4 80.5 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 3 3 10 15 16 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,514
COMMITMENTS
76,123 85,128 104,045 115,933 117,147 296,101 306,320 29,413 19,194
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -19,526)
-5,754 -3,813 -3,671 -8,904 -12,398 -18,329 -19,881 -1,197 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 26.2 32.0 35.6 36.0 91.0 94.1 9.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
98 58 83 106 89 242 198
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,073,951
COMMITMENTS
237,910 296,038 631,512 865,561 920,197 1734984 1847747 338,967 226,204
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 31,298)
-5,976 5,194 10,750 29,490 8,658 34,264 24,602 -2,966 6,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.3 30.4 41.7 44.4 83.7 89.1 16.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 886)
197 171 245 437 396 772 688
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,341
COMMITMENTS
1,301 1,204 3,862 5,212 5,604 10,375 10,670 1,967 1,672
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.8 31.3 42.2 45.4 84.1 86.5 15.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 10 10 14 16
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,484
COMMITMENTS
2,752 48 277 1,500 4,858 4,529 5,183 1,955 1,300
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 292)
104 3 93 -21 -74 176 22 117 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 0.7 4.3 23.1 74.9 69.9 79.9 30.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 2 4 8 7 24 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 961,653
COMMITMENTS
166,530 83,423 290,011 428,993 514,055 885,534 887,489 76,120 74,165
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 43,613)
5,935 -7,894 19,020 19,938 33,751 44,893 44,877 -1,280 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.7 30.2 44.6 53.5 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633)
198 130 234 228 245 537 519
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 533,010
COMMITMENTS
123,395 35,686 142,036 227,856 327,225 493,287 504,947 39,723 28,063
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 11,406)
15,149 -7,681 -1,143 -5,248 19,763 8,758 10,938 2,648 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 6.7 26.6 42.7 61.4 92.5 94.7 7.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
114 70 139 98 93 303 250
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,230,143
COMMITMENTS
119,154 175,083 156,274 772,888 753,230 1048316 1084586 181,827 145,556
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 228)
-1,889 -7,236 -4,760 6,499 12,565 -150 569 378 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 14.2 12.7 62.8 61.2 85.2 88.2 14.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
39 34 50 91 93 153 154
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,155,712
COMMITMENTS
117,017 392,116 8,038 846,484 671,595 971,538 1071749 184,173 83,963
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,762)
4,040 -1,902 -1,429 2,780 15,022 5,391 11,691 371 -5,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 33.9 0.7 73.2 58.1 84.1 92.7 15.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
23 17 15 77 69 106 95
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 450,469
COMMITMENTS
71,732 76,254 119,547 210,175 223,730 401,453 419,531 49,015 30,938
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -3,049)
866 -2,561 -4,548 231 3,682 -3,452 -3,427 402 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 16.9 26.5 46.7 49.7 89.1 93.1 10.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
79 71 100 113 91 247 220
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,020
COMMITMENTS
1,428 1,784 1,509 6,152 6,594 9,089 9,887 1,931 1,133
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -20)
64 65 -17 20 -38 67 10 -87 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.2 13.7 55.8 59.8 82.5 89.7 17.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 15 12 16 16 36 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,023,710
COMMITMENTS
952,848 1203083 176,978 2692080 2536787 3821905 3916849 201,805 106,862
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 67,822)
-5,384 -10,205 16,808 57,510 58,568 68,934 65,170 -1,112 2,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 29.9 4.4 66.9 63.0 95.0 97.3 5.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
93 42 56 196 145 313 219
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,516,765
COMMITMENTS
608,505 732,117 599,653 2867492 2755901 4075649 4087671 441,116 429,093
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -37,419)
-21,290 -11,693 -32,928 42,580 -4,692 -11,638 -49,313 -25,781 11,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 16.2 13.3 63.5 61.0 90.2 90.5 9.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
71 80 92 219 198 344 316
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 832,832
COMMITMENTS
135,942 92,572 7,588 576,976 569,556 720,506 669,716 112,326 163,116
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,647)
8,207 4,885 -867 935 20 8,275 4,038 -2,628 1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.1 0.9 69.3 68.4 86.5 80.4 13.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
13 16 10 59 61 79 80
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,779,124
COMMITMENTS
589,885 781,665 314,002 3514820 3392452 4418707 4488120 360,417 291,005
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -69,850)
-18,607 5,386 -19,673 -40,062 -58,882 -78,342 -73,169 8,492 3,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 16.4 6.6 73.5 71.0 92.5 93.9 7.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
65 49 66 163 168 256 255
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,278,824
COMMITMENTS
553,842 333,154 446,622 1242518 1458558 2242983 2238334 35,841 40,490
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 89,605)
46,841 20,549 -17,568 66,227 92,170 95,500 95,151 -5,896 -5,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.6 19.6 54.5 64.0 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
43 39 58 73 82 147 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,521
COMMITMENTS
24,140 4,248 1,174 20,377 40,709 45,690 46,132 7,830 7,389
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 680)
980 296 -43 -45 1,193 892 1,447 -212 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 7.9 2.2 38.1 76.1 85.4 86.2 14.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 17 6 28 36 61 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,041
COMMITMENTS
48,279 8,496 2,348 40,754 81,419 91,381 92,263 15,660 14,778
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,360)
1,960 593 -86 -90 2,387 1,784 2,894 -424 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 7.9 2.2 38.1 76.1 85.4 86.2 14.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 17 6 28 36 61 57
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,281
COMMITMENTS
2,848 660 145 35,105 37,893 38,098 38,698 2,183 1,583
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,114)
-463 212 145 -404 -1,125 -722 -768 -392 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.6 0.4 87.2 94.1 94.6 96.1 5.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 1 14 11 17 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,628
COMMITMENTS
14,597 18,768 688 5,123 1,140 20,408 20,596 220 32
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 929)
877 936 1 52 0 930 937 -1 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.8 91.0 3.3 24.8 5.5 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 15 4 4 2 27 18
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 73,017
COMMITMENTS
45,596 6,503 24,588 2,740 39,844 72,924 70,935 93 2,082
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,597)
-527 110 4,471 1,665 1,745 5,609 6,326 -12 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 8.9 33.7 3.8 54.6 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 3 4 15 12 23
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,319
COMMITMENTS
23,110 2,908 14,441 2,743 20,929 40,294 38,278 25 2,041
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,353)
3,504 -263 1,992 -150 3,566 5,346 5,295 7 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 7.2 35.8 6.8 51.9 99.9 94.9 0.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 2 9 9 15
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 51,075
COMMITMENTS
22,133 22,038 28,942 0 0 51,075 50,980 0 95
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 253)
-133 -172 386 0 0 253 214 0 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 43.1 56.7 0.0 0.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 13 5 0 0 10 16
Updated October 25, 2019