WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,996
COMMITMENTS
120,750 89,451 201,404 161,659 175,914 483,814 466,769 30,182 47,226
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 47,772)
14,517 225 24,416 8,232 18,708 47,165 43,349 607 4,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 17.4 39.2 31.5 34.2 94.1 90.8 5.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
117 107 138 86 126 283 305
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,398
COMMITMENTS
5,983 0 890 11,476 17,074 18,349 17,964 49 434
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,462)
-195 0 132 2,520 2,491 2,457 2,623 5 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 0.0 4.8 62.4 92.8 99.7 97.6 0.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 3 10 22 16 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 304,352
COMMITMENTS
80,626 76,232 95,978 98,640 113,451 275,244 285,661 29,107 18,690
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 11,971)
5,006 -10,910 7,179 -476 15,565 11,709 11,835 262 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 25.0 31.5 32.4 37.3 90.4 93.9 9.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
95 53 78 95 89 228 191
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,800,803
COMMITMENTS
250,696 307,080 516,797 726,492 792,754 1493986 1616632 306,817 184,171
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 44,366)
14,859 -4,674 8,430 13,276 40,290 36,565 44,046 7,802 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.1 28.7 40.3 44.0 83.0 89.8 17.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 820)
174 144 197 408 386 689 633
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,701
COMMITMENTS
2,742 170 0 1,215 4,546 3,957 4,716 1,744 985
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -210)
-195 -80 0 2 -111 -193 -191 -17 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 3.0 0.0 21.3 79.7 69.4 82.7 30.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 1 0 8 9 18 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 969,569
COMMITMENTS
121,901 166,021 285,459 485,245 447,953 892,605 899,433 76,964 70,136
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -35,586)
10,028 -26,029 -12,052 -34,696 3,370 -36,720 -34,711 1,134 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 17.1 29.4 50.0 46.2 92.1 92.8 7.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
180 128 209 221 230 511 481
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 561,425
COMMITMENTS
157,208 30,199 137,086 230,214 369,873 524,508 537,158 36,916 24,266
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 11,024)
18,944 -11,533 4,274 -11,988 16,773 11,230 9,515 -206 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 5.4 24.4 41.0 65.9 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
128 53 120 97 89 290 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,227,199
COMMITMENTS
128,715 202,449 125,879 790,185 760,852 1044779 1089180 182,420 138,019
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 52,593)
12,573 10,085 -1,176 40,252 47,634 51,648 56,544 944 -3,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 16.5 10.3 64.4 62.0 85.1 88.8 14.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
38 28 44 94 96 151 149
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,224,325
COMMITMENTS
78,272 483,360 6,384 980,826 651,676 1065482 1141419 158,843 82,906
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 12,631)
-12,535 7,791 -1,539 23,752 4,569 9,678 10,822 2,952 1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 39.5 0.5 80.1 53.2 87.0 93.2 13.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
19 16 14 86 74 111 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 489,233
COMMITMENTS
76,844 90,278 107,275 253,314 264,002 437,433 461,554 51,800 27,679
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 12,176)
4,016 3,343 3,473 5,801 9,272 13,290 16,088 -1,114 -3,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 18.5 21.9 51.8 54.0 89.4 94.3 10.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
75 71 93 119 89 248 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,509
COMMITMENTS
2,954 1,725 773 5,324 7,703 9,051 10,202 2,458 1,308
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 769)
478 133 -29 -46 445 403 549 366 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 15.0 6.7 46.3 66.9 78.6 88.6 21.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 11 9 13 16 41 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,670,196
COMMITMENTS
765,912 1116528 98,538 2626937 2350222 3491387 3565287 178,809 104,909
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 86,478)
60,397 46,993 -3,157 40,754 46,147 97,995 89,984 -11,517 -3,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 30.4 2.7 71.6 64.0 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
71 43 42 198 146 289 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,354,851
COMMITMENTS
600,267 808,037 446,570 2899672 2681704 3946509 3936311 408,342 418,540
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -98,212)
-55,318 4,215 -63,388 -5,878 -37,944 -124,584 -97,117 26,372 -1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 18.6 10.3 66.6 61.6 90.6 90.4 9.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
79 74 92 228 209 350 332
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 919,069
COMMITMENTS
126,682 119,694 4,728 687,172 614,136 818,582 738,558 100,487 180,511
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 7,536)
-19,535 7,384 49 31,691 -7,195 12,205 238 -4,669 7,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 13.0 0.5 74.8 66.8 89.1 80.4 10.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
13 17 8 61 71 78 92
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,577,216
COMMITMENTS
386,612 805,565 300,999 3585917 3153350 4273528 4259914 303,688 317,303
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 76,303)
-19,681 69,147 24,908 82,796 -9,547 88,023 84,509 -11,720 -8,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 17.6 6.6 78.3 68.9 93.4 93.1 6.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
57 57 62 165 158 256 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,871,018
COMMITMENTS
469,986 136,923 365,968 990,818 1333677 1826772 1836568 44,246 34,450
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 20,242)
3,062 -60,879 48,334 -31,952 36,876 19,444 24,331 798 -4,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.3 19.6 53.0 71.3 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
44 24 46 68 65 135 116
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,304
COMMITMENTS
21,787 10,779 847 29,827 40,199 52,462 51,825 8,843 9,479
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 6,933)
932 320 -131 5,538 5,614 6,339 5,803 595 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 17.6 1.4 48.7 65.6 85.6 84.5 14.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
37 14 11 37 34 78 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,609
COMMITMENTS
43,574 21,557 1,695 59,655 80,399 104,924 103,651 17,685 18,958
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 13,867)
1,864 641 -263 11,076 11,228 12,677 11,607 1,190 2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 17.6 1.4 48.7 65.6 85.6 84.5 14.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
37 14 11 37 34 78 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 47,336
COMMITMENTS
2,107 448 0 43,721 45,494 45,828 45,942 1,508 1,394
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 19,518)
556 -312 0 19,402 19,655 19,958 19,343 -440 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.9 0.0 92.4 96.1 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 18 13 21 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,480
COMMITMENTS
11,698 16,627 2,145 6,245 1,152 20,088 19,924 392 556
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 186)
419 148 -720 360 260 59 -312 127 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 81.2 10.5 30.5 5.6 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 13 4 5 3 31 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 66,231
COMMITMENTS
20,742 5,027 29,779 15,678 28,710 66,199 63,516 32 2,715
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -34,207)
-29,895 -1,314 -6,697 2,389 -25,851 -34,203 -33,862 -4 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 7.6 45.0 23.7 43.3 100.0 95.9 0.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 4 2 6 14 12 19
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 13,040
COMMITMENTS
7,099 2,039 3,908 2,033 5,528 13,040 11,475 0 1,565
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -49,258)
-20,179 1,116 -28,193 -880 -22,206 -49,252 -49,283 -6 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 15.6 30.0 15.6 42.4 100.0 88.0 0.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 2 1 12 7 17
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 49,133
COMMITMENTS
15,309 15,174 33,824 0 0 49,133 48,998 0 135
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -4,113)
-4,885 -4,903 772 0 0 -4,113 -4,131 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 30.9 68.8 0.0 0.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 17 5 0 0 8 20
Updated December 20, 2019