WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 499,389
COMMITMENTS
95,196 90,291 194,748 179,636 167,136 469,580 452,175 29,809 47,214
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -28,551)
271 2,235 -25,481 -2,778 -7,542 -27,989 -30,788 -563 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 18.1 39.0 36.0 33.5 94.0 90.5 6.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
106 127 152 96 115 298 316
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 15,269
COMMITMENTS
6,109 300 300 8,665 14,459 15,074 15,059 195 210
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 930)
-258 -1,400 200 1,156 2,130 1,098 930 -168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 2.0 2.0 56.7 94.7 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 1 9 19 14 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,434
COMMITMENTS
72,486 85,526 93,540 114,441 111,556 280,467 290,623 30,966 20,811
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -17,626)
-5,550 -893 -6,727 -5,553 -9,998 -17,830 -17,618 204 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 27.5 30.0 36.7 35.8 90.1 93.3 9.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
88 63 83 98 87 229 197
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,073,496
COMMITMENTS
225,885 321,210 638,455 887,321 887,340 1751662 1847006 321,835 226,491
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 39,142)
-1,044 962 21,892 25,002 17,264 45,850 40,119 -6,708 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 15.5 30.8 42.8 42.8 84.5 89.1 15.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 872)
188 162 232 435 393 755 675
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,935
COMMITMENTS
2,958 2,346 2,131 1,744 1,928 6,833 6,405 102 530
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -1,459)
334 947 -1,382 -331 -1,155 -1,379 -1,590 -80 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 33.8 30.7 25.2 27.8 98.5 92.4 1.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 9 5 5 9 10 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,442
COMMITMENTS
2,941 169 296 2,174 5,422 5,411 5,887 2,031 1,555
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 106)
102 87 -40 185 78 247 125 -140 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 2.3 4.0 29.2 72.9 72.7 79.1 27.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 3 4 12 10 25 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 883,341
COMMITMENTS
138,742 97,394 255,741 422,109 460,818 816,593 813,953 66,748 69,388
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 26,951)
-9,907 1,518 17,458 18,949 9,765 26,501 28,741 450 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.0 29.0 47.8 52.2 92.4 92.1 7.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
186 121 210 217 231 498 485
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 554,290
COMMITMENTS
138,532 37,904 153,693 222,185 335,382 514,410 526,979 39,880 27,311
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -27,907)
-9,891 -3,396 -7,233 -11,296 -17,805 -28,420 -28,435 513 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 6.8 27.7 40.1 60.5 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
117 59 135 99 88 290 241
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,281,528
COMMITMENTS
125,776 173,213 202,080 774,005 752,569 1101861 1127862 179,667 153,666
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -21,865)
12,254 -5,798 7,973 -37,181 -17,676 -16,955 -15,501 -4,910 -6,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 13.5 15.8 60.4 58.7 86.0 88.0 14.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
44 26 48 91 89 154 144
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,217,858
COMMITMENTS
108,111 448,367 20,042 927,292 652,605 1055445 1121014 162,414 96,844
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 29,514)
-1,659 12,088 5,480 23,773 11,268 27,594 28,836 1,919 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 36.8 1.6 76.1 53.6 86.7 92.0 13.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
20 18 19 90 78 122 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 454,624
COMMITMENTS
67,876 66,334 103,908 231,068 254,358 402,853 424,600 51,772 30,024
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -187)
-800 -7,168 -6,840 9,398 15,652 1,758 1,644 -1,946 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 14.6 22.9 50.8 55.9 88.6 93.4 11.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
81 68 97 123 102 259 224
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,150
COMMITMENTS
1,226 2,194 959 6,315 5,824 8,499 8,976 1,651 1,173
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 293)
-153 241 153 254 -140 253 254 39 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 21.6 9.4 62.2 57.4 83.7 88.4 16.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 13 9 21 16 36 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,065,932
COMMITMENTS
801,529 1086121 293,722 2774518 2574145 3869769 3953988 196,162 111,944
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -119,824)
-121,026 -16,695 -8,112 9,644 -87,300 -119,494 -112,107 -330 -7,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 26.7 7.2 68.2 63.3 95.2 97.2 4.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
83 46 62 206 142 320 219
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,853,205
COMMITMENTS
655,625 835,625 645,074 3121668 2943977 4422366 4424676 430,838 428,529
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 51,722)
32,558 50,099 -25,469 27,754 53,083 34,844 77,713 16,878 -25,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 17.2 13.3 64.3 60.7 91.1 91.2 8.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
82 71 93 227 212 352 333
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 888,339
COMMITMENTS
118,429 117,501 5,594 660,046 602,839 784,069 725,934 104,270 162,405
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 20,366)
-22,781 4,278 -2,635 42,469 11,572 17,053 13,215 3,313 7,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 13.2 0.6 74.3 67.9 88.3 81.7 11.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
11 15 8 71 77 85 97
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,964,901
COMMITMENTS
542,573 807,543 407,113 3677437 3415336 4627123 4629991 337,778 334,910
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -161,464)
5,098 -34,422 -62,390 -117,453 -66,563 -174,745 -163,375 13,281 1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 16.3 8.2 74.1 68.8 93.2 93.3 6.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
60 50 64 165 165 255 249
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,036,520
COMMITMENTS
528,300 234,873 408,402 1056266 1350570 1992968 1993846 43,552 42,674
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 84,916)
53,589 18,574 -702 37,569 69,031 90,456 86,904 -5,541 -1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 11.5 20.1 51.9 66.3 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
44 31 54 73 73 143 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 55,493
COMMITMENTS
21,778 6,168 1,890 23,113 38,233 46,781 46,291 8,712 9,202
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -1,801)
-1,971 1,335 -810 563 -2,343 -2,218 -1,818 416 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 11.1 3.4 41.7 68.9 84.3 83.4 15.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
37 22 8 32 34 73 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,986
COMMITMENTS
43,555 12,335 3,780 46,226 76,467 93,561 92,581 17,425 18,405
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -3,603)
-3,942 2,671 -1,620 1,127 -4,686 -4,435 -3,636 833 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 11.1 3.4 41.7 68.9 84.3 83.4 15.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
37 22 8 32 34 73 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,798
COMMITMENTS
1,810 1,169 0 25,788 26,986 27,598 28,155 2,200 1,643
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -4,111)
510 721 0 -4,258 -4,684 -3,748 -3,963 -363 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.9 0.0 86.5 90.6 92.6 94.5 7.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 15 12 17 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,481
COMMITMENTS
11,432 15,545 721 5,081 1,166 17,234 17,432 247 49
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -1,118)
-1,189 -1,138 12 86 0 -1,091 -1,126 -27 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 88.9 4.1 29.1 6.7 98.6 99.7 1.4 0.3
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 84,411
COMMITMENTS
48,991 6,406 32,181 3,179 43,404 84,351 81,991 60 2,420
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,014)
2,893 2,004 920 175 896 3,988 3,820 26 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 7.6 38.1 3.8 51.4 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 3 2 15 10 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,430
COMMITMENTS
26,465 1,447 26,239 2,716 26,051 55,420 53,737 10 1,693
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,870)
518 147 2,097 248 264 2,863 2,508 7 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 2.6 47.3 4.9 47.0 100.0 96.9 0.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 2 2 10 10 16
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 50,735
COMMITMENTS
21,580 21,530 29,141 0 0 50,721 50,671 14 64
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 359)
27 -14 343 0 0 370 329 -11 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 42.4 57.4 0.0 0.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 17 5 0 0 10 20
Updated November 22, 2019