WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 620,326
COMMITMENTS
121,377 177,734 237,816 217,814 157,110 577,008 572,660 43,318 47,665
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 32,151)
2,929 -3,725 16,996 14,072 18,843 33,997 32,114 -1,846 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 28.7 38.3 35.1 25.3 93.0 92.3 7.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
137 140 169 113 114 348 340
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,597
COMMITMENTS
4,187 304 3,496 10,494 14,200 18,177 18,000 420 597
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 401)
-454 -4 444 430 -39 421 401 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 1.6 18.8 56.4 76.4 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 2 5 16 15 24 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,000
COMMITMENTS
75,136 115,261 117,711 139,988 113,332 332,835 346,305 35,165 21,695
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 11,489)
-2,985 -6,657 11,036 3,953 7,562 12,004 11,940 -515 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 31.3 32.0 38.0 30.8 90.4 94.1 9.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
83 60 84 91 83 217 194
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,117,253
COMMITMENTS
315,491 546,581 604,165 886,129 755,957 1805785 1906703 311,468 210,550
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 83,567)
2,949 -7,479 21,965 53,279 63,640 78,193 78,126 5,374 5,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 25.8 28.5 41.9 35.7 85.3 90.1 14.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 879)
240 163 252 404 364 757 681
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,337
COMMITMENTS
2,739 237 373 1,250 4,675 4,362 5,284 1,975 1,053
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 330)
-5 -29 189 96 61 280 220 50 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 3.7 5.9 19.7 73.8 68.8 83.4 31.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 3 3 9 12 23 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 962,057
COMMITMENTS
111,503 260,320 321,900 468,972 296,745 902,376 878,965 59,681 83,092
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 25,561)
-1,672 6,721 25,609 1,703 -3,079 25,641 29,251 -80 -3,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 27.1 33.5 48.7 30.8 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
158 192 224 207 229 499 535
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 580,896
COMMITMENTS
117,642 167,503 155,877 270,571 226,488 544,090 549,868 36,806 31,028
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 43,906)
4,197 8,904 20,385 17,866 15,260 42,448 44,548 1,458 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 28.8 26.8 46.6 39.0 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
103 120 130 102 79 285 270
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,200,717
COMMITMENTS
135,644 176,983 161,530 712,282 716,227 1009456 1054740 191,261 145,977
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 21,353)
-8,729 11 20,677 6,763 18,617 18,712 39,305 2,641 -17,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 14.7 13.5 59.3 59.6 84.1 87.8 15.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
45 39 50 95 94 166 157
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,257,090
COMMITMENTS
84,398 418,216 39,177 960,474 714,604 1084050 1171998 173,041 85,093
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 32,271)
-18,318 1,353 8,662 37,417 36,797 27,762 46,813 4,510 -14,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 33.3 3.1 76.4 56.8 86.2 93.2 13.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
21 23 24 87 76 122 109
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,784
COMMITMENTS
132 859 0 1,400 547 1,532 1,406 252 378
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 216)
-125 70 0 365 170 240 240 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 48.2 0.0 78.5 30.7 85.9 78.8 14.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 0 8 7 11 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 535,203
COMMITMENTS
82,129 104,924 142,705 260,159 253,955 484,993 501,584 50,209 33,619
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 19,624)
-1,098 6,847 10,865 9,834 7,212 19,600 24,924 24 -5,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 19.6 26.7 48.6 47.5 90.6 93.7 9.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
76 82 102 108 104 249 236
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,508
COMMITMENTS
647 3,278 418 4,962 2,502 6,028 6,199 1,480 1,309
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: -441)
-96 -619 210 -471 172 -356 -236 -85 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 43.7 5.6 66.1 33.3 80.3 82.6 19.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 12 7 17 12 30 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,423,693
COMMITMENTS
1160238 1190755 425,003 2652998 2688495 4238239 4304252 185,454 119,441
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 191,951)
40,293 6,979 39,414 112,132 134,791 191,838 181,183 113 10,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 26.9 9.6 60.0 60.8 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
81 53 65 184 146 299 230
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,976,916
COMMITMENTS
612,444 905,158 700,700 3163341 2915866 4476485 4521724 500,431 455,192
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 215,877)
44,133 30,541 54,304 98,402 122,084 196,839 206,929 19,038 8,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 18.2 14.1 63.6 58.6 89.9 90.9 10.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
87 84 101 210 204 349 337
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 765,992
COMMITMENTS
94,788 107,581 14,174 544,582 497,016 653,544 618,771 112,448 147,221
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 20,129)
11,156 -11,058 3,759 8,252 21,897 23,167 14,598 -3,038 5,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 14.0 1.9 71.1 64.9 85.3 80.8 14.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
19 12 14 56 58 81 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,255,660
COMMITMENTS
793,058 927,480 506,077 3597531 3476967 4896666 4910525 358,994 345,136
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 156,771)
9,927 -3,233 62,712 78,007 106,645 150,646 166,123 6,125 -9,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 17.6 9.6 68.5 66.2 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
59 66 74 173 180 276 276
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,127,165
COMMITMENTS
228,346 341,814 539,597 1325908 1190650 2093851 2072061 33,314 55,104
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 140,850)
94,055 51,799 43,640 7,746 38,776 145,441 134,215 -4,591 6,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.1 25.4 62.3 56.0 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
31 38 44 57 71 110 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,925
COMMITMENTS
20,139 8,904 891 11,884 23,091 32,913 32,886 8,012 8,039
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: -555)
-688 3,425 -466 1,807 -1,999 654 960 -1,209 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 21.8 2.2 29.0 56.4 80.4 80.4 19.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 23 11 26 28 62 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,850
COMMITMENTS
40,277 17,809 1,782 23,768 46,182 65,827 65,773 16,023 16,077
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: -1,110)
-1,375 6,850 -932 3,614 -3,997 1,307 1,921 -2,417 -3,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 21.8 2.2 29.0 56.4 80.4 80.4 19.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 23 11 26 28 62 57
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,769
COMMITMENTS
2,548 1,074 0 23,713 24,658 26,261 25,732 1,508 2,037
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 228)
-141 -7 0 785 154 644 147 -416 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.9 0.0 85.4 88.8 94.6 92.7 5.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 11 10 14 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,060
COMMITMENTS
30,295 35,787 103 6,478 1,146 36,876 37,036 184 24
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 4,547)
7,652 4,559 3 -3,093 0 4,562 4,562 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.7 96.6 0.3 17.5 3.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
25 16 3 4 1 30 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,660
COMMITMENTS
15,919 6,252 75 7,660 15,239 23,654 21,566 6 2,094
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: -700)
-634 42 0 -66 -354 -700 -312 0 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 26.4 0.3 32.4 64.4 100.0 91.1 0.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 9 1 5 15 13 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,321
COMMITMENTS
15,538 6,254 9 2,761 10,637 18,308 16,900 13 1,421
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 940)
929 1,024 0 3 184 932 1,208 8 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.8 34.1 0.0 15.1 58.1 99.9 92.2 0.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 13 1 2 11 8 24
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 49,520
COMMITMENTS
20,056 20,051 29,464 0 0 49,520 49,515 0 5
CHANGES FROM 05/07/19 (CHANGE IN OPEN INTEREST: 1,257)
1,267 1,264 0 0 0 1,267 1,264 -10 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 40.5 59.5 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 14 4 0 0 12 17
Updated May 17, 2019