WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 527,940
COMMITMENTS
94,926 88,056 220,229 182,414 174,678 497,569 482,963 30,372 44,977
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,527)
4,607 5,042 -5,645 3,433 1,046 2,395 443 132 2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 16.7 41.7 34.6 33.1 94.2 91.5 5.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
104 133 157 98 115 299 324
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,339
COMMITMENTS
6,367 1,700 100 7,509 12,329 13,976 14,129 363 210
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 336)
100 0 0 218 336 318 336 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 11.9 0.7 52.4 86.0 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 1 9 17 13 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,060
COMMITMENTS
78,036 86,419 100,267 119,994 121,554 298,297 308,241 30,763 20,819
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -8,820)
4,840 -6,577 -8,622 -4,621 5,154 -8,402 -10,044 -418 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 26.3 30.5 36.5 36.9 90.7 93.7 9.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
95 58 87 97 80 235 191
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,034,354
COMMITMENTS
226,930 320,248 616,563 862,319 870,075 1705812 1806887 328,542 227,467
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 197)
-544 9,903 21,922 -16,863 -32,348 4,515 -523 -4,318 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.7 30.3 42.4 42.8 83.9 88.8 16.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 867)
197 156 223 431 392 750 663
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,394
COMMITMENTS
2,624 1,399 3,513 2,075 3,083 8,212 7,995 182 399
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -707)
-558 -278 190 -357 -516 -726 -604 19 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 16.7 41.9 24.7 36.7 97.8 95.2 2.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 5 5 9 10 22
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,682
COMMITMENTS
3,279 1,049 3,005 5,432 6,353 11,715 10,407 967 2,275
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 821)
1,543 -39 -523 419 1,029 1,438 467 -617 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 8.3 23.7 42.8 50.1 92.4 82.1 7.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 4 11 12 15 18
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,336
COMMITMENTS
2,839 82 336 1,990 5,344 5,165 5,762 2,171 1,574
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 388)
108 1 -41 63 153 130 112 258 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 1.1 4.6 27.1 72.8 70.4 78.5 29.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 2 4 10 10 23 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 856,390
COMMITMENTS
148,649 95,876 238,283 403,160 451,052 790,092 785,211 66,298 71,179
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 41,487)
-17,410 11,647 19,753 41,392 9,433 43,735 40,833 -2,248 654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.2 27.8 47.1 52.7 92.3 91.7 7.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
178 132 207 213 231 493 484
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 582,197
COMMITMENTS
148,423 41,300 160,926 233,481 353,188 542,830 555,414 39,366 26,783
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 4,614)
2,837 1,674 2,927 -1,958 291 3,805 4,892 809 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 7.1 27.6 40.1 60.7 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
116 73 146 104 91 309 261
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,303,393
COMMITMENTS
113,522 179,011 194,107 811,187 770,245 1118816 1143364 184,577 160,029
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 37,602)
4,213 -8,024 -1,180 29,828 43,839 32,861 34,634 4,742 2,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 13.7 14.9 62.2 59.1 85.8 87.7 14.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
46 25 47 92 90 154 147
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,345
COMMITMENTS
109,770 436,280 14,562 903,519 641,337 1027850 1092178 160,494 96,167
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 22,095)
-11,413 15,244 2,216 33,644 2,272 24,447 19,731 -2,352 2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 36.7 1.2 76.0 54.0 86.5 91.9 13.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 19 19 88 75 119 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 454,812
COMMITMENTS
68,676 73,502 110,748 221,670 238,706 401,094 422,956 53,718 31,856
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -15,301)
6,479 -8,457 -13,785 -9,079 7,238 -16,385 -15,004 1,084 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 16.2 24.4 48.7 52.5 88.2 93.0 11.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
83 68 96 121 97 256 220
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,857
COMMITMENTS
1,379 1,953 806 6,061 5,964 8,246 8,722 1,611 1,135
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 146)
130 194 87 30 11 247 292 -102 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.8 8.2 61.5 60.5 83.7 88.5 16.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 13 8 20 14 37 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,185,756
COMMITMENTS
922,555 1102816 301,834 2764875 2661445 3989264 4066095 196,492 119,661
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 62,289)
-13,672 -11,563 46,371 42,566 18,591 75,266 53,399 -12,977 8,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 26.3 7.2 66.1 63.6 95.3 97.1 4.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
87 46 58 201 136 316 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,801,483
COMMITMENTS
623,067 785,526 670,543 3093913 2890894 4387523 4346963 413,960 454,520
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 104,882)
1,854 -82,914 40,303 77,026 139,286 119,183 96,674 -14,302 8,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.4 14.0 64.4 60.2 91.4 90.5 8.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
80 67 90 224 209 346 324
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,973
COMMITMENTS
141,210 113,223 8,229 617,577 591,267 767,016 712,719 100,957 155,254
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 37,117)
7,027 20,887 1,538 35,335 16,509 43,900 38,934 -6,783 -1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.0 0.9 71.2 68.1 88.4 82.1 11.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
14 14 8 69 72 86 91
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,126,365
COMMITMENTS
537,475 841,964 469,504 3794890 3481898 4801868 4793366 324,497 332,999
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -5,819)
-47,569 -40,345 48,384 -30,199 -24,317 -29,384 -16,277 23,565 10,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 16.4 9.2 74.0 67.9 93.7 93.5 6.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
57 48 60 161 164 246 244
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,951,604
COMMITMENTS
474,711 216,299 409,104 1018697 1281539 1902511 1906942 49,093 44,662
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 80,490)
55,652 -44,077 40,382 -17,457 82,896 78,577 79,201 1,914 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.1 21.0 52.2 65.7 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
46 29 54 72 74 143 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,294
COMMITMENTS
23,749 4,832 2,700 22,550 40,576 48,998 48,109 8,296 9,186
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -653)
-1,626 -990 1,187 -68 -1,410 -507 -1,213 -146 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 8.4 4.7 39.4 70.8 85.5 84.0 14.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 14 9 32 34 76 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,589
COMMITMENTS
47,497 9,664 5,400 45,100 81,153 97,997 96,217 16,592 18,372
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,306)
-3,252 -1,981 2,374 -136 -2,821 -1,014 -2,427 -292 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 8.4 4.7 39.4 70.8 85.5 84.0 14.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 14 9 32 34 76 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 33,909
COMMITMENTS
1,300 448 0 30,046 31,670 31,346 32,118 2,563 1,791
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -6,002)
57 0 0 -6,265 -6,143 -6,208 -6,143 206 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 0.0 88.6 93.4 92.4 94.7 7.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 14 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,599
COMMITMENTS
12,621 16,683 709 4,995 1,166 18,325 18,558 274 41
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 82)
309 337 -27 -238 53 44 363 38 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 89.7 3.8 26.9 6.3 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 14 4 5 2 28 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 80,397
COMMITMENTS
46,098 4,402 31,261 3,004 42,508 80,363 78,171 34 2,226
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,873)
223 -644 1,661 0 886 1,884 1,903 -11 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 5.5 38.9 3.7 52.9 100.0 97.2 0.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 3 2 15 11 23
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,560
COMMITMENTS
25,947 1,300 24,142 2,468 25,787 52,557 51,229 3 1,331
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,903)
2,190 -188 2,264 -550 2,129 3,904 4,205 -1 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 2.5 45.9 4.7 49.1 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 2 2 10 10 15
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 50,376
COMMITMENTS
21,553 21,544 28,798 0 0 50,351 50,342 25 34
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -118)
-620 -580 494 0 0 -126 -86 8 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 42.8 57.2 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 9 20
Updated November 15, 2019