WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 621,938
COMMITMENTS
112,434 154,381 248,303 212,868 166,126 573,605 568,810 48,333 53,128
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 3,373)
-348 -10,268 4,631 -1,085 6,515 3,198 878 174 2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 24.8 39.9 34.2 26.7 92.2 91.5 7.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
145 133 172 114 105 350 334
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,613
COMMITMENTS
7,224 966 1,937 9,116 15,420 18,277 18,323 336 290
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 943)
884 223 46 13 672 942 941 1 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 5.2 10.4 49.0 82.8 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 4 6 17 13 26 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 363,549
COMMITMENTS
76,084 115,158 110,356 139,293 115,801 325,732 341,314 37,817 22,235
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 6,834)
-2,779 2,443 9,281 -1,333 -5,942 5,169 5,781 1,665 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 31.7 30.4 38.3 31.9 89.6 93.9 10.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
80 60 94 96 84 222 205
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,217,004
COMMITMENTS
297,196 488,370 703,178 918,776 810,235 1919149 2001783 297,855 215,221
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 14,564)
-26,623 26,569 10,727 24,771 -20,985 8,875 16,311 5,689 -1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 22.0 31.7 41.4 36.5 86.6 90.3 13.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 877)
226 168 272 400 366 760 701
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,596
COMMITMENTS
1,518 966 348 2,181 3,163 4,047 4,477 1,549 1,119
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 373)
57 108 -15 151 156 193 249 180 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 17.3 6.2 39.0 56.5 72.3 80.0 27.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 4 11 10 21 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 862,409
COMMITMENTS
136,205 187,432 235,621 432,203 344,092 804,028 767,145 58,381 95,264
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 33,319)
5,646 24,257 10,261 15,026 408 30,934 34,926 2,385 -1,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 21.7 27.3 50.1 39.9 93.2 89.0 6.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
166 176 228 214 243 507 545
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 511,357
COMMITMENTS
106,389 114,179 141,518 228,757 225,087 476,664 480,783 34,693 30,573
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -686)
-3,534 12,202 -6,719 10,132 -7,267 -122 -1,785 -564 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 22.3 27.7 44.7 44.0 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
99 99 138 89 84 267 265
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,155,582
COMMITMENTS
151,413 173,640 146,974 676,342 673,800 974,729 994,413 180,853 161,169
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -31,159)
-3,379 -882 -6,248 -8,105 -20,830 -17,731 -27,959 -13,428 -3,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 15.0 12.7 58.5 58.3 84.3 86.1 15.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
53 29 49 90 92 158 155
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,171,470
COMMITMENTS
102,576 402,825 17,767 881,802 653,170 1002145 1073762 169,326 97,709
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 31,090)
-1,035 -885 -161 26,553 35,537 25,356 34,491 5,733 -3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 34.4 1.5 75.3 55.8 85.5 91.7 14.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 19 18 73 64 100 96
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,361
COMMITMENTS
489 309 14 488 786 991 1,109 370 252
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -27)
16 87 -26 37 -91 27 -30 -54 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 22.7 1.0 35.9 57.8 72.8 81.5 27.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 9 9 17 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 486,026
COMMITMENTS
81,044 77,292 117,118 237,290 253,942 435,452 448,351 50,574 37,675
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -2,238)
-9,050 769 3,765 3,212 -9,267 -2,074 -4,733 -164 2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.9 24.1 48.8 52.2 89.6 92.2 10.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
75 80 97 110 98 244 225
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,763
COMMITMENTS
724 2,266 705 5,806 4,713 7,235 7,683 1,528 1,079
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -913)
-106 -467 -210 -544 -59 -860 -736 -53 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 25.9 8.0 66.3 53.8 82.6 87.7 17.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 16 10 17 16 35 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,410,947
COMMITMENTS
885,409 974,058 132,308 2213500 2188534 3231217 3294900 179,730 116,047
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 200,043)
105,321 33,743 38,203 62,751 129,036 206,275 200,982 -6,232 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 28.6 3.9 64.9 64.2 94.7 96.6 5.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
74 55 54 162 138 269 214
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,683,913
COMMITMENTS
650,979 782,998 707,173 2830599 2749975 4188751 4240147 495,162 443,767
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -72,610)
-49,076 3,288 -2,984 -28,374 -79,511 -80,433 -79,207 7,823 6,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 16.7 15.1 60.4 58.7 89.4 90.5 10.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
83 76 96 189 197 317 324
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,829
COMMITMENTS
102,729 99,431 8,130 508,724 481,959 619,583 589,520 113,246 143,309
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 18,754)
9,363 -854 1,268 7,172 28,087 17,803 28,501 951 -9,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 13.6 1.1 69.4 65.8 84.5 80.4 15.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
17 14 14 58 57 82 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,714,143
COMMITMENTS
822,585 836,081 354,464 3164510 3178046 4341559 4368591 372,583 345,551
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 18,830)
49,375 -93,813 1,205 21,614 136,675 72,194 44,067 -53,363 -25,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 17.7 7.5 67.1 67.4 92.1 92.7 7.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
70 54 65 157 165 256 255
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,773,933
COMMITMENTS
216,023 383,931 421,660 1100690 914,996 1738373 1720587 35,560 53,346
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -55,096)
-4,086 5,634 4,537 -54,219 -62,408 -53,768 -52,237 -1,328 -2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 21.6 23.8 62.0 51.6 98.0 97.0 2.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
22 47 48 62 70 114 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,265
COMMITMENTS
17,522 5,169 3,037 11,933 24,316 32,491 32,522 7,773 7,743
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 803)
-904 -77 559 1,043 748 698 1,230 105 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 12.8 7.5 29.6 60.4 80.7 80.8 19.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
34 19 8 24 28 62 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,529
COMMITMENTS
35,044 10,337 6,073 23,865 48,633 64,983 65,043 15,547 15,486
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 1,607)
-1,807 -154 1,118 2,086 1,496 1,397 2,461 210 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 12.8 7.5 29.6 60.4 80.7 80.8 19.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
34 19 8 24 28 62 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 24,577
COMMITMENTS
3,305 964 0 19,928 22,827 23,233 23,791 1,344 786
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 2,452)
37 512 0 2,372 1,868 2,409 2,380 43 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.9 0.0 81.1 92.9 94.5 96.8 5.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 12 11 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 28,544
COMMITMENTS
12,273 26,695 304 15,772 1,143 28,349 28,142 195 402
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 4,157)
52 3,909 0 4,080 0 4,132 3,909 25 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 93.5 1.1 55.3 4.0 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 18 2 4 1 24 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,875
COMMITMENTS
13,371 7,989 71 7,422 11,408 20,864 19,468 11 1,407
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: -2,403)
-1,944 -131 -12 -438 -357 -2,394 -500 -9 -1,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 38.3 0.3 35.6 54.6 99.9 93.3 0.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 10 1 5 14 12 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,946
COMMITMENTS
15,121 5,760 9 2,769 10,575 17,899 16,344 47 1,602
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: 2,801)
2,776 -120 0 0 3,664 2,776 3,544 25 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.3 32.1 0.1 15.4 58.9 99.7 91.1 0.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 10 1 2 11 8 21
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 48,540
COMMITMENTS
19,047 19,018 29,463 0 0 48,510 48,481 30 59
CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 39.2 60.7 0.0 0.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 12 4 0 0 11 15
Updated April 5, 2019