WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 357,978
COMMITMENTS
101,419 80,981 111,264 117,498 123,494 330,181 315,739 27,797 42,239
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -31,005)
-5,310 -12,369 -4,836 -20,602 -11,028 -30,748 -28,233 -257 -2,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 22.6 31.1 32.8 34.5 92.2 88.2 7.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
108 100 127 75 109 258 277
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,459
COMMITMENTS
6,270 0 220 7,515 13,829 14,005 14,049 454 410
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 282)
383 -300 -80 -280 462 23 82 259 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 0.0 1.5 52.0 95.6 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 8 18 13 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 260,836
COMMITMENTS
78,401 79,883 59,524 98,214 102,273 236,139 241,680 24,697 19,156
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -25,582)
-1,706 -7,013 -10,709 -9,539 -6,864 -21,954 -24,586 -3,628 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 30.6 22.8 37.7 39.2 90.5 92.7 9.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
84 56 74 81 76 205 173
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,505,976
COMMITMENTS
273,598 311,060 296,085 679,475 729,995 1249158 1337140 256,818 168,836
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -135,573)
-45,667 -34,699 -30,592 -52,058 -56,694 -128,317 -121,985 -7,256 -13,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 20.7 19.7 45.1 48.5 82.9 88.8 17.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 745)
155 123 142 338 331 571 531
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,439
COMMITMENTS
3,427 163 136 2,116 5,573 5,679 5,872 1,760 1,567
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 349)
493 -191 72 -49 360 516 241 -167 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 2.2 1.8 28.4 74.9 76.3 78.9 23.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 3 2 9 10 24 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,569
COMMITMENTS
154,434 140,567 184,185 406,306 418,523 744,925 743,275 62,644 64,294
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 42,266)
-7,984 38,063 20,342 25,619 -17,447 37,977 40,958 4,289 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 17.4 22.8 50.3 51.8 92.2 92.0 7.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
157 106 161 194 215 432 427
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 531,205
COMMITMENTS
135,106 48,482 127,655 231,877 329,979 494,638 506,116 36,567 25,089
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,640)
-3,461 2,708 -577 18,680 11,117 14,642 13,248 -2,002 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 9.1 24.0 43.7 62.1 93.1 95.3 6.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
99 72 124 87 75 267 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,069,537
COMMITMENTS
138,254 209,642 39,657 710,447 671,655 888,358 920,954 181,179 148,583
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 18,850)
1,913 25,569 -30,065 31,387 16,697 3,235 12,201 15,615 6,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 19.6 3.7 66.4 62.8 83.1 86.1 16.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 28 36 83 79 138 129
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,243,551
COMMITMENTS
117,852 464,848 15,662 938,949 670,107 1072463 1150617 171,088 92,934
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 25,897)
9,627 16,481 -4,255 11,662 17,508 17,034 29,734 8,863 -3,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 37.4 1.3 75.5 53.9 86.2 92.5 13.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
20 16 19 87 74 115 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 424,773
COMMITMENTS
76,300 83,474 79,167 224,309 232,824 379,776 395,465 44,997 29,308
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -29)
1,215 16,965 -2,043 5,235 -14,818 4,407 104 -4,436 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.7 18.6 52.8 54.8 89.4 93.1 10.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
86 72 84 110 85 242 211
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,127
COMMITMENTS
1,703 1,934 305 5,536 5,837 7,544 8,076 1,583 1,051
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 154)
-82 -249 227 -40 226 105 204 49 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 21.2 3.3 60.7 64.0 82.7 88.5 17.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 9 7 17 15 36 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,734,713
COMMITMENTS
791,066 1070135 134,056 2594848 2310695 3519970 3514886 214,743 219,827
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -279,835)
-29,208 -13,200 -120,334 -150,809 -254,923 -300,351 -388,457 20,516 108,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 28.7 3.6 69.5 61.9 94.3 94.1 5.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
81 38 50 191 141 296 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,953,578
COMMITMENTS
708,296 854,041 159,804 2588841 2463536 3456941 3477381 496,637 476,197
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -51,686)
30,587 -7,192 -62,077 -112,384 -55,051 -143,874 -124,320 92,188 72,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 21.6 4.0 65.5 62.3 87.4 88.0 12.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
68 64 58 198 184 293 279
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 911,269
COMMITMENTS
118,952 99,616 23,582 651,459 618,683 793,993 741,881 117,276 169,388
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 22,930)
523 -17,885 17,988 -8,587 15,844 9,924 15,947 13,006 6,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 10.9 2.6 71.5 67.9 87.1 81.4 12.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
13 14 12 64 67 82 88
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,635,103
COMMITMENTS
540,815 803,258 175,590 3510253 3261421 4226658 4240269 408,445 394,834
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 63,175)
-39,457 -27,875 6,987 17,667 18,145 -14,803 -2,743 77,978 65,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 17.3 3.8 75.7 70.4 91.2 91.5 8.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
48 49 47 161 165 231 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,218,722
COMMITMENTS
575,742 263,326 412,234 1186719 1504726 2174695 2180286 44,027 38,436
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 183,320)
47,223 28,264 4,964 130,595 154,330 182,782 187,558 538 -4,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 11.9 18.6 53.5 67.8 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
50 27 55 72 71 146 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,659
COMMITMENTS
20,718 5,353 2,454 21,572 36,644 44,743 44,450 8,916 9,209
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,425)
-1,060 -860 719 -1,337 -1,409 -1,678 -1,550 253 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 10.0 4.6 40.2 68.3 83.4 82.8 16.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 19 9 28 35 71 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,317
COMMITMENTS
41,435 10,706 4,907 43,143 73,287 89,485 88,900 17,832 18,417
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,850)
-2,120 -1,720 1,438 -2,673 -2,817 -3,355 -3,099 505 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 10.0 4.6 40.2 68.3 83.4 82.8 16.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 19 9 28 35 71 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,863
COMMITMENTS
1,408 448 0 23,835 25,731 25,243 26,179 2,620 1,684
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,935)
-402 -721 0 -1,953 -1,255 -2,355 -1,976 420 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 1.6 0.0 85.5 92.3 90.6 94.0 9.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 14 11 16 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,459
COMMITMENTS
11,227 15,531 721 5,225 1,166 17,173 17,418 286 41
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -22)
-205 -14 0 144 0 -61 -14 39 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.3 89.0 4.1 29.9 6.7 98.4 99.8 1.6 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
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 96,325
COMMITMENTS
50,230 7,172 32,786 13,245 53,555 96,261 93,513 64 2,812
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 11,914)
1,239 766 605 10,066 10,151 11,910 11,522 4 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 7.4 34.0 13.8 55.6 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 8 3 4 15 13 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,301
COMMITMENTS
26,225 1,532 29,160 2,913 25,902 58,298 56,594 3 1,707
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,871)
-240 85 2,921 197 -149 2,878 2,857 -7 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 2.6 50.0 5.0 44.4 100.0 97.1 0.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 2 2 10 10 17
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 51,196
COMMITMENTS
21,553 21,465 29,631 0 0 51,184 51,096 12 100
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 461)
-27 -65 490 0 0 463 425 -2 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 41.9 57.9 0.0 0.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 15 5 0 0 9 18
Updated December 02, 2019