WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 583,346
COMMITMENTS
131,947 128,810 211,792 197,878 192,947 541,617 533,549 41,729 49,798
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 10,826)
6,865 -7,935 11,074 -7,669 6,192 10,270 9,332 556 1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 22.1 36.3 33.9 33.1 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
143 122 168 110 113 347 317
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 12,596
COMMITMENTS
1,193 300 850 9,885 11,171 11,927 12,321 669 275
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: -777)
-1,534 0 250 202 -907 -1,082 -657 305 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.4 6.7 78.5 88.7 94.7 97.8 5.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 3 13 8 18 11
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,600
COMMITMENTS
83,333 88,547 69,070 140,882 146,121 293,285 303,739 32,315 21,861
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 5,257)
-1,373 3,636 1,179 4,733 1,180 4,539 5,996 718 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 27.2 21.2 43.3 44.9 90.1 93.3 9.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
87 56 76 97 94 217 199
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,070,787
COMMITMENTS
343,287 260,409 648,243 842,579 922,903 1834108 1831555 236,678 239,231
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 52,238)
17,237 8,379 25,792 3,715 12,386 46,744 46,558 5,494 5,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 12.6 31.3 40.7 44.6 88.6 88.4 11.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 812)
211 143 240 369 359 696 645
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,217
COMMITMENTS
2,512 271 603 802 4,388 3,917 5,262 2,300 955
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 36)
-253 -237 91 -74 222 -236 77 271 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 4.4 9.7 12.9 70.6 63.0 84.6 37.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 6 11 10 28 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 862,754
COMMITMENTS
134,865 116,938 236,802 425,103 400,575 796,771 754,315 65,983 108,439
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 50,896)
6,241 2,496 20,158 19,345 21,829 45,744 44,483 5,152 6,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 13.6 27.4 49.3 46.4 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
145 173 228 214 250 498 536
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 535,293
COMMITMENTS
129,798 63,558 150,432 217,349 293,574 497,580 507,564 37,713 27,728
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 8,642)
8,890 -12,295 177 2,318 22,204 11,385 10,087 -2,742 -1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 11.9 28.1 40.6 54.8 93.0 94.8 7.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
107 90 132 93 90 280 260
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,140,993
COMMITMENTS
97,308 146,305 134,796 744,439 686,532 976,544 967,634 164,449 173,359
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 10,720)
-10,937 -295 7,495 29,504 -4,434 26,062 2,765 -15,342 7,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 12.8 11.8 65.2 60.2 85.6 84.8 14.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
34 39 49 93 99 154 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,181,828
COMMITMENTS
111,530 403,314 22,628 895,185 661,194 1029344 1087136 152,484 94,692
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 10,518)
5,881 -14,457 8,984 -552 9,699 14,313 4,226 -3,795 6,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 34.1 1.9 75.7 55.9 87.1 92.0 12.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 15 23 77 70 109 98
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,183
COMMITMENTS
203 883 2 1,598 840 1,803 1,725 380 458
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: -175)
51 -242 1 -259 13 -207 -228 32 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 40.4 0.1 73.2 38.5 82.6 79.0 17.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 8 1 5 7 11 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 499,270
COMMITMENTS
89,632 71,207 125,857 227,370 264,760 442,859 461,824 56,411 37,446
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 5,223)
-3,538 9,886 5,770 3,016 -9,223 5,248 6,433 -25 -1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 14.3 25.2 45.5 53.0 88.7 92.5 11.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
86 75 104 110 100 256 237
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,639
COMMITMENTS
721 3,200 370 5,189 2,915 6,280 6,485 1,359 1,153
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 139)
22 57 103 -57 85 68 246 71 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 41.9 4.8 67.9 38.2 82.2 84.9 17.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 16 9 15 12 28 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,067,342
COMMITMENTS
503,105 888,798 289,930 2099740 1762213 2892774 2940940 174,568 126,402
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 216,376)
36,025 156,773 44,201 124,544 21,993 204,770 222,966 11,606 -6,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 29.0 9.5 68.5 57.5 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
61 60 48 159 147 249 226
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,636,177
COMMITMENTS
623,265 748,329 678,507 2859934 2778333 4161706 4205170 474,471 431,007
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 52,141)
-3,940 -194 117,567 -68,904 -57,237 44,723 60,136 7,418 -7,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 16.1 14.6 61.7 59.9 89.8 90.7 10.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
90 73 101 209 207 345 335
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 693,042
COMMITMENTS
77,680 155,379 8,418 503,798 378,338 589,896 542,135 103,146 150,907
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 3,947)
-9,861 20,591 2,948 10,362 -20,499 3,449 3,040 498 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 22.4 1.2 72.7 54.6 85.1 78.2 14.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 16 10 65 59 85 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,792,995
COMMITMENTS
764,843 936,196 348,871 3276210 3122624 4389925 4407691 403,070 385,304
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 30,918)
-9,377 13,898 71,119 -80,687 -76,642 -18,945 8,375 49,863 22,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.5 7.3 68.4 65.1 91.6 92.0 8.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
55 64 62 171 181 259 274
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,751,432
COMMITMENTS
192,175 335,885 440,609 1076267 911,061 1709051 1687555 42,381 63,877
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: -282,936)
-78,987 24,184 -35,036 -167,903 -281,231 -281,927 -292,083 -1,009 9,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 19.2 25.2 61.5 52.0 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
27 46 48 59 72 115 140
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,097
COMMITMENTS
15,955 12,650 1,540 19,909 21,228 37,404 35,418 6,693 8,679
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 3,725)
100 3,534 -452 3,275 446 2,923 3,528 802 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 28.7 3.5 45.1 48.1 84.8 80.3 15.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 28 9 30 27 59 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,194
COMMITMENTS
31,910 25,301 3,079 39,819 42,456 74,808 70,836 13,387 17,358
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 7,450)
201 7,068 -904 6,550 892 5,847 7,056 1,603 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 28.7 3.5 45.1 48.1 84.8 80.3 15.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 28 9 30 27 59 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 30,235
COMMITMENTS
2,186 766 0 26,538 28,627 28,724 29,393 1,511 842
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 627)
154 320 0 657 180 811 500 -184 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.5 0.0 87.8 94.7 95.0 97.2 5.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 0 12 7 15 9
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 27,355
COMMITMENTS
19,079 25,655 289 7,259 1,203 26,627 27,147 728 208
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: -1,469)
-3,653 -1,451 8 2,130 -25 -1,515 -1,468 46 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.7 93.8 1.1 26.5 4.4 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 16 2 3 2 29 18
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,243
COMMITMENTS
16,180 12,099 150 12,849 13,938 29,179 26,187 64 3,056
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: -693)
-823 219 -1 110 -691 -714 -473 21 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 41.4 0.5 43.9 47.7 99.8 89.5 0.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 2 4 13 12 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,806
COMMITMENTS
11,257 7,181 47 3,474 5,682 14,778 12,910 28 1,896
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: 316)
103 380 3 218 -19 324 364 -8 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 48.5 0.3 23.5 38.4 99.8 87.2 0.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 12 2 2 8 9 20
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 72,357
COMMITMENTS
17,889 18,623 53,704 0 0 71,593 72,327 764 30
CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 25.7 74.2 0.0 0.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 15 4 0 0 8 17
Updated February 22, 2019