WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,615 COMMITMENTS 107,074 81,076 170,178 143,282 156,620 420,534 407,874 30,081 42,741 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 16,727) 9,159 1,276 8,171 -1,623 8,790 15,707 18,237 1,020 -1,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 18.0 37.8 31.8 34.8 93.3 90.5 6.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 118 103 134 87 120 283 293 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 16,283 COMMITMENTS 6,870 0 477 8,772 15,356 16,119 15,833 164 450 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -59) 41 0 180 10 -279 231 -99 -290 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 0.0 2.9 53.9 94.3 99.0 97.2 1.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 0 3 9 21 15 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,645 COMMITMENTS 74,025 76,229 85,821 96,780 103,141 256,626 265,191 27,019 18,453 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 5,331) -841 -2,806 10,996 -4,856 -1,566 5,299 6,625 32 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 26.9 30.3 34.1 36.4 90.5 93.5 9.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 88 53 73 93 83 214 183 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,713,170 COMMITMENTS 243,831 293,398 480,631 696,163 751,360 1420626 1525389 292,545 187,781 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -35,629) 10,065 -16,629 22,712 -61,512 -30,345 -28,735 -24,263 -6,894 -11,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 17.1 28.1 40.6 43.9 82.9 89.0 17.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 793) 169 140 182 389 374 653 610 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,551 COMMITMENTS 3,380 167 3 1,207 5,090 4,590 5,260 1,961 1,291 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -897) -47 3 -133 -910 -483 -1,090 -613 193 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 2.5 0.0 18.4 77.7 70.1 80.3 29.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 13 2 1 10 9 23 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 987,980 COMMITMENTS 111,724 180,327 304,177 499,971 430,788 915,871 915,292 72,109 72,688 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 57,268) -6,527 42,561 22,696 39,194 -9,641 55,363 55,616 1,904 1,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 18.3 30.8 50.6 43.6 92.7 92.6 7.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 176 144 216 222 219 514 486 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 560,031 COMMITMENTS 129,923 49,798 149,090 245,072 335,299 524,085 534,187 35,946 25,843 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 7,992) -5,217 4,581 7,512 7,444 -3,766 9,740 8,327 -1,747 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 8.9 26.6 43.8 59.9 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 113 79 139 94 84 290 251 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,170,251 COMMITMENTS 126,819 191,842 112,532 747,785 717,751 987,136 1022125 183,115 148,126 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -64,776) -10,286 5,731 -19,420 -23,586 -38,842 -53,292 -52,531 -11,484 -12,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 16.4 9.6 63.9 61.3 84.4 87.3 15.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 43 24 45 92 91 149 146 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,214,756 COMMITMENTS 106,796 469,446 14,427 933,976 637,843 1055199 1121716 159,557 93,040 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -29,036) -10,973 4,582 -1,328 -4,973 -32,264 -17,274 -29,010 -11,761 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 38.6 1.2 76.9 52.5 86.9 92.3 13.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 19 18 16 84 73 111 99 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 463,884 COMMITMENTS 71,108 96,222 102,098 241,320 235,429 414,526 433,749 49,358 30,135 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 17,494) -825 12,463 8,224 8,038 -3,090 15,437 17,597 2,057 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 20.7 22.0 52.0 50.8 89.4 93.5 10.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 74 80 94 120 94 252 226 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,386 COMMITMENTS 2,112 1,604 780 5,525 6,910 8,416 9,294 1,970 1,092 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 250) 868 -334 -235 -633 836 0 267 250 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 15.4 7.5 53.2 66.5 81.0 89.5 19.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 13 10 16 18 38 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,586,740 COMMITMENTS 724,728 1104544 89,850 2585623 2287253 3400200 3481647 186,539 105,092 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -179,992) -56,471 32,964 -66,914 -26,940 -30,485 -150,325 -64,435 -29,666 -115,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 30.8 2.5 72.1 63.8 94.8 97.1 5.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 76 43 39 194 138 289 201 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,409,994 COMMITMENTS 690,811 901,278 458,769 2856074 2620576 4005654 3980623 404,340 429,371 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -146,555) -16,179 71,189 1,456 -18,142 -147,416 -32,865 -74,770 -113,690 -71,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 20.4 10.4 64.8 59.4 90.8 90.3 9.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 71 76 88 224 208 341 326 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 895,429 COMMITMENTS 124,805 108,322 6,187 655,130 609,695 786,122 724,204 109,307 171,225 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -15,840) 5,853 8,706 -17,395 3,671 -8,988 -7,871 -17,677 -7,969 1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 12.1 0.7 73.2 68.1 87.8 80.9 12.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 13 14 8 61 71 77 90 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,587,391 COMMITMENTS 503,109 781,407 237,790 3521718 3235233 4262617 4254430 324,774 332,961 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -299,336) -37,458 -504 -77,172 -95,701 -152,994 -210,330 -230,670 -89,005 -68,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 17.0 5.2 76.8 70.5 92.9 92.7 7.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 59 49 58 168 162 251 245 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,842,327 COMMITMENTS 455,466 211,188 344,109 1000300 1255362 1799876 1810659 42,451 31,668 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -377,525) -120,091 -51,959 -69,243 -186,513 -249,552 -375,847 -370,755 -1,678 -6,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 11.5 18.7 54.3 68.1 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 45 23 42 69 63 133 113 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 51,386 COMMITMENTS 18,655 5,941 2,421 21,840 34,454 42,916 42,816 8,469 8,570 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,718) -2,063 645 -209 44 -2,394 -2,227 -1,958 -491 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 11.6 4.7 42.5 67.0 83.5 83.3 16.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 20 14 33 33 76 63 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,771 COMMITMENTS 37,310 11,883 4,842 43,681 68,907 85,832 85,632 16,939 17,139 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -5,436) -4,125 1,290 -417 89 -4,788 -4,454 -3,915 -982 -1,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 11.6 4.7 42.5 67.0 83.5 83.3 16.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 20 14 33 33 76 63 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,229 COMMITMENTS 1,615 448 0 24,230 26,197 25,845 26,645 2,384 1,584 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 366) 207 0 0 395 466 602 466 -236 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.6 0.0 85.8 92.8 91.6 94.4 8.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 13 11 16 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 17,759 COMMITMENTS 11,145 15,739 714 5,613 1,287 17,472 17,740 287 19 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 300) -82 208 -7 388 121 299 322 1 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.8 88.6 4.0 31.6 7.2 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 16 4 5 2 28 19 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 98,449 COMMITMENTS 51,533 6,378 33,546 13,289 55,106 98,368 95,030 81 3,419 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,124) 1,303 -794 760 44 1,551 2,107 1,517 17 607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 6.5 34.1 13.5 56.0 99.9 96.5 0.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 7 2 4 16 12 24 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,768 COMMITMENTS 26,378 924 29,476 2,913 26,699 58,767 57,099 1 1,669 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 467) 153 -608 316 0 797 469 505 -2 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 1.6 50.2 5.0 45.4 100.0 97.2 0.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 2 2 11 10 16 10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 90,309 COMMITMENTS 56,408 56,287 33,890 0 132 90,298 90,309 11 0 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.5 62.3 37.5 0.0 0.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 12 3 0 1 10 13 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 50,521 COMMITMENTS 21,660 21,652 28,849 0 0 50,509 50,501 12 20 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -675) 107 187 -782 0 0 -675 -595 0 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 42.9 57.1 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 16 5 0 0 9 20
Updated December 06, 2019