WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 567,778
COMMITMENTS
115,906 167,508 193,700 208,806 152,365 518,411 513,572 49,367 54,206
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -47,012)
-4,177 14,008 -31,676 -14,395 -30,173 -50,248 -47,841 3,236 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 29.5 34.1 36.8 26.8 91.3 90.5 8.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
139 135 157 116 108 341 325
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,604
COMMITMENTS
3,726 671 850 9,558 12,923 14,134 14,444 470 160
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,587)
2,236 190 0 -739 1,532 1,497 1,722 90 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 4.6 5.8 65.4 88.5 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 3 16 11 23 16
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,377
COMMITMENTS
79,019 110,274 67,240 126,450 109,435 272,709 286,950 35,667 21,427
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -25,419)
-1,758 5,104 -10,740 -13,196 -18,225 -25,694 -23,861 274 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 35.8 21.8 41.0 35.5 88.4 93.1 11.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
78 66 78 99 83 216 196
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,973,341
COMMITMENTS
336,017 369,779 564,937 821,183 813,108 1722138 1747824 251,204 225,517
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -171,796)
25,433 27,411 -95,036 -111,889 -90,821 -181,493 -158,446 9,696 -13,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 18.7 28.6 41.6 41.2 87.3 88.6 12.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 820)
213 144 245 372 351 696 655
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,754
COMMITMENTS
1,871 515 259 1,088 3,009 3,218 3,782 1,537 972
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -722)
-369 171 -107 172 -633 -304 -570 -418 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 10.8 5.4 22.9 63.3 67.7 79.6 32.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 4 5 9 8 23 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 749,083
COMMITMENTS
124,480 140,132 193,612 376,467 315,286 694,559 649,030 54,525 100,053
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -112,599)
4,620 -2,117 -46,250 -62,203 -52,601 -103,833 -100,968 -8,766 -11,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 18.7 25.8 50.3 42.1 92.7 86.6 7.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
142 168 215 201 240 473 519
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 511,919
COMMITMENTS
117,139 68,557 150,257 205,652 263,027 473,049 481,842 38,870 30,077
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -33,582)
-5,778 1,870 -8,594 -21,535 -29,184 -35,906 -35,907 2,324 2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 13.4 29.4 40.2 51.4 92.4 94.1 7.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
114 77 131 88 89 279 251
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,281,128
COMMITMENTS
134,777 180,325 208,028 722,056 700,839 1064861 1089192 216,267 191,936
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 61,470)
-319 32,007 52,398 -31,429 -41,457 20,649 42,948 40,821 18,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 14.1 16.2 56.4 54.7 83.1 85.0 16.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
40 35 49 88 94 151 155
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,199,603
COMMITMENTS
112,241 431,370 37,788 837,972 609,267 988,002 1078425 211,601 121,178
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -25,222)
498 9,953 -9,005 -57,251 -55,423 -65,757 -54,474 40,535 29,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 36.0 3.2 69.9 50.8 82.4 89.9 17.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
22 19 26 75 61 111 92
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,690
COMMITMENTS
180 596 14 1,204 778 1,398 1,388 292 302
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -477)
-178 -342 14 -234 -115 -398 -443 -79 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 35.3 0.8 71.2 46.0 82.7 82.1 17.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 1 6 7 12 14
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 475,375
COMMITMENTS
79,678 103,981 104,569 240,427 226,823 424,675 435,373 50,701 40,003
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -23,724)
-4,774 8,688 -14,199 -2,327 -17,137 -21,300 -22,647 -2,424 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 21.9 22.0 50.6 47.7 89.3 91.6 10.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
77 83 93 112 95 243 232
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,368
COMMITMENTS
834 4,902 470 6,260 2,614 7,564 7,986 1,804 1,382
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -1,111)
-42 -66 -700 -270 -50 -1,012 -816 -98 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 52.3 5.0 66.8 27.9 80.7 85.2 19.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 17 9 16 11 33 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,121,826
COMMITMENTS
704,437 847,817 153,682 2039317 1956434 2897436 2957933 224,390 163,893
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -155,123)
113,197 -80,790 -168,406 -125,732 73,258 -180,940 -175,938 25,817 20,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 27.2 4.9 65.3 62.7 92.8 94.8 7.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
64 54 49 164 133 256 209
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,694,256
COMMITMENTS
660,085 861,009 562,484 2942044 2797861 4164612 4221354 529,643 472,902
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -180,277)
-27,411 8,900 -114,032 -89,505 -98,519 -230,948 -203,651 50,671 23,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.3 12.0 62.7 59.6 88.7 89.9 11.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
80 77 96 193 193 323 317
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 744,615
COMMITMENTS
77,924 140,489 17,888 512,166 392,596 607,978 550,973 136,637 193,642
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 54,276)
16,696 -8,693 4,696 7,128 17,659 28,520 13,662 25,756 40,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 18.9 2.4 68.8 52.7 81.6 74.0 18.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
13 15 15 63 58 85 79
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,654,363
COMMITMENTS
783,808 964,535 229,530 3244104 3020429 4257442 4214495 396,921 439,868
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -210,092)
-14,775 23,291 -127,304 -95,068 -184,403 -237,147 -288,416 27,055 78,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 20.7 4.9 69.7 64.9 91.5 90.5 8.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
62 58 67 155 162 249 256
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,897,023
COMMITMENTS
245,397 431,222 472,603 1137236 934,125 1855236 1837950 41,787 59,073
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 78,110)
19,009 14,467 25,111 30,085 39,587 74,205 79,166 3,905 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 22.7 24.9 59.9 49.2 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
42 44 57 60 73 126 152
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,067
COMMITMENTS
18,403 7,915 2,426 16,726 24,398 37,555 34,739 6,512 9,328
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,743)
1,880 -887 185 -219 3,133 1,847 2,432 -104 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 18.0 5.5 38.0 55.4 85.2 78.8 14.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 23 6 31 29 64 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,134
COMMITMENTS
36,807 15,830 4,852 33,452 48,796 75,111 69,478 13,023 18,656
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,485)
3,761 -1,774 371 -438 6,267 3,693 4,864 -208 -1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 18.0 5.5 38.0 55.4 85.2 78.8 14.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 23 6 31 29 64 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,491
COMMITMENTS
2,551 446 0 27,080 30,645 29,631 31,091 1,860 400
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 245)
-102 -317 0 -20 740 -122 423 367 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.4 0.0 86.0 97.3 94.1 98.7 5.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 11 11 14 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 28,060
COMMITMENTS
19,905 26,536 289 7,693 1,203 27,887 28,028 173 32
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -1,070)
-1,046 -349 -1 0 -722 -1,047 -1,072 -23 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 94.6 1.0 27.4 4.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
26 15 2 3 2 31 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,646
COMMITMENTS
15,272 11,855 115 14,121 14,129 29,508 26,099 138 3,547
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -516)
-748 -417 -5 218 -341 -535 -763 19 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 40.0 0.4 47.6 47.7 99.5 88.0 0.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 2 4 14 12 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,174
COMMITMENTS
12,617 6,332 35 1,518 5,601 14,170 11,968 4 2,206
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -768)
318 -146 -9 -1,053 -307 -744 -462 -24 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.0 44.7 0.2 10.7 39.5 100.0 84.4 0.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 11 2 2 8 9 19
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 73,230
COMMITMENTS
19,525 19,492 53,704 0 0 73,229 73,196 1 34
CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 397)
396 398 0 0 0 396 398 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 26.6 73.3 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 16 4 0 0 6 18
Updated March 05, 2019