WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,097
COMMITMENTS
93,454 79,061 221,267 172,894 174,286 487,615 474,614 30,482 43,483
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -23,114)
-7,513 -2,510 -17,511 3,311 -2,085 -21,713 -22,106 -1,402 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 15.3 42.7 33.4 33.6 94.1 91.6 5.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
115 118 151 98 113 301 310
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 13,865
COMMITMENTS
7,579 1,700 453 5,609 11,412 13,641 13,565 224 300
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 231)
-421 85 -251 1,198 443 526 277 -295 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 12.3 3.3 40.5 82.3 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 3 11 16 17 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 337,837
COMMITMENTS
74,688 88,894 112,356 119,825 117,115 306,869 318,365 30,968 19,472
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 12,323)
-1,435 3,766 8,311 3,892 -32 10,768 12,045 1,555 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 26.3 33.3 35.5 34.7 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
95 56 82 106 84 237 192
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,006,474
COMMITMENTS
228,032 294,424 591,452 850,866 896,636 1670350 1782511 336,124 223,963
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -67,477)
-9,878 -1,614 -40,060 -14,695 -23,561 -64,634 -65,236 -2,843 -2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.7 29.5 42.4 44.7 83.2 88.8 16.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 860)
191 159 233 432 390 750 669
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,825
COMMITMENTS
1,872 987 3,448 4,994 5,373 10,314 9,808 1,511 2,017
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -516)
571 -217 -413 -218 -231 -60 -861 -456 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.3 29.2 42.2 45.4 87.2 82.9 12.8 17.1
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 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,875
COMMITMENTS
2,770 105 395 1,837 5,084 5,002 5,584 1,873 1,291
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 391)
18 56 118 338 226 473 400 -82 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 1.5 5.7 26.7 74.0 72.8 81.2 27.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 3 5 10 9 26 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 819,092
COMMITMENTS
174,372 77,905 212,226 359,724 458,230 746,322 748,361 72,771 70,731
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -142,561)
7,842 -5,518 -77,785 -69,269 -55,825 -139,212 -139,127 -3,349 -3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 9.5 25.9 43.9 55.9 91.1 91.4 8.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
181 118 217 214 239 503 493
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 549,304
COMMITMENTS
134,001 33,619 148,447 228,220 340,090 510,668 522,156 38,636 27,148
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 16,294)
10,606 -2,068 6,412 364 12,865 17,381 17,209 -1,087 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 6.1 27.0 41.5 61.9 93.0 95.1 7.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
126 61 141 97 90 303 252
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,195,038
COMMITMENTS
129,803 176,112 125,252 761,499 753,506 1016554 1054870 178,484 140,169
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -35,104)
10,649 1,029 -31,021 -11,389 276 -31,761 -29,716 -3,343 -5,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 14.7 10.5 63.7 63.1 85.1 88.3 14.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
42 27 47 90 91 151 146
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,148,258
COMMITMENTS
114,197 397,470 12,357 852,800 648,710 979,355 1058538 168,904 89,721
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -7,454)
-2,820 5,354 4,320 6,316 -22,885 7,816 -13,211 -15,270 5,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 34.6 1.1 74.3 56.5 85.3 92.2 14.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 15 18 80 66 111 90
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 451,719
COMMITMENTS
67,071 79,688 113,980 217,658 226,686 398,710 420,354 53,009 31,365
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,250)
-4,660 3,434 -5,566 7,483 2,956 -2,744 823 3,994 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.6 25.2 48.2 50.2 88.3 93.1 11.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
75 72 104 115 93 252 225
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,860
COMMITMENTS
1,232 2,041 358 6,389 6,044 7,979 8,443 1,881 1,417
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -1,160)
-197 257 -1,151 237 -550 -1,110 -1,445 -50 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 20.7 3.6 64.8 61.3 80.9 85.6 19.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 10 5 19 15 31 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,993,644
COMMITMENTS
934,385 1145712 211,555 2649962 2522988 3795903 3880256 197,741 113,388
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -30,066)
-18,463 -57,371 34,578 -42,117 -13,800 -26,003 -36,593 -4,063 6,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 28.7 5.3 66.4 63.2 95.0 97.2 5.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
91 42 53 192 140 307 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,474,869
COMMITMENTS
689,992 812,907 521,469 2833974 2693333 4045435 4027708 429,435 447,161
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -41,895)
81,487 80,789 -78,184 -33,518 -62,569 -30,214 -59,963 -11,681 18,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 18.2 11.7 63.3 60.2 90.4 90.0 9.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
83 71 91 208 187 333 307
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 836,246
COMMITMENTS
136,364 91,783 8,119 583,504 578,578 727,987 678,480 108,259 157,766
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,414)
422 -789 531 6,528 9,022 7,481 8,764 -4,067 -5,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.0 1.0 69.8 69.2 87.1 81.1 12.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
13 16 8 60 62 78 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,818,506
COMMITMENTS
654,773 811,115 280,480 3558500 3416339 4493752 4507933 324,754 310,572
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 39,382)
64,888 29,449 -33,522 43,679 23,887 75,045 19,814 -35,664 19,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 16.8 5.8 73.9 70.9 93.3 93.6 6.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
68 44 64 164 163 258 245
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,284,235
COMMITMENTS
531,217 339,306 450,832 1261544 1446426 2243593 2236564 40,642 47,670
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 5,410)
-22,626 6,152 4,210 19,025 -12,131 610 -1,770 4,800 7,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 14.9 19.7 55.2 63.3 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
49 34 60 74 79 151 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,631
COMMITMENTS
25,207 5,029 1,738 22,568 42,947 49,512 49,714 8,119 7,917
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 4,110)
1,067 781 564 2,191 2,238 3,822 3,582 288 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 8.7 3.0 39.2 74.5 85.9 86.3 14.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
36 17 6 32 33 71 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,261
COMMITMENTS
50,413 10,058 3,475 45,136 85,894 99,024 99,428 16,237 15,834
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 8,220)
2,134 1,562 1,127 4,382 4,475 7,643 7,164 577 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 8.7 3.0 39.2 74.5 85.9 86.3 14.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
36 17 6 32 33 71 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,409
COMMITMENTS
1,422 448 398 36,128 37,932 37,948 38,778 2,461 1,631
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 128)
-1,426 -212 253 1,023 39 -150 80 278 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.1 1.0 89.4 93.9 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 14 11 17 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,572
COMMITMENTS
12,477 16,701 726 5,123 1,113 18,326 18,540 246 32
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -2,056)
-2,120 -2,067 38 0 -27 -2,082 -2,056 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 89.9 3.9 27.6 6.0 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 15 4 4 2 25 18
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 75,274
COMMITMENTS
45,069 6,247 26,457 3,685 40,568 75,211 73,272 63 2,002
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,257)
-527 -256 1,869 945 724 2,287 2,337 -30 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 8.3 35.1 4.9 53.9 99.9 97.3 0.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 8 3 4 15 12 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,196
COMMITMENTS
24,767 3,051 16,664 2,743 22,587 44,174 42,302 22 1,894
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,877)
1,657 143 2,223 0 1,658 3,880 4,024 -3 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 6.9 37.7 6.2 51.1 100.0 95.7 0.0 4.3
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 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 50,928
COMMITMENTS
22,198 22,132 28,730 0 0 50,928 50,862 0 66
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -147)
65 94 -212 0 0 -147 -118 0 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 43.5 56.4 0.0 0.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 13 5 0 0 10 16
Updated November 01, 2019