WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,140
COMMITMENTS
110,363 112,156 265,567 190,604 180,237 566,533 557,960 37,606 46,180
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 8,326)
-11,177 -17,863 24,110 -4,219 2,145 8,714 8,392 -388 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 18.6 44.0 31.5 29.8 93.8 92.4 6.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
123 131 153 96 115 303 320
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 23,716
COMMITMENTS
7,904 349 2,620 12,856 19,965 23,380 22,934 336 781
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 2,178)
2,270 23 -621 504 2,755 2,153 2,157 25 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 1.5 11.0 54.2 84.2 98.6 96.7 1.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 4 18 14 26 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 335,398
COMMITMENTS
67,498 77,192 115,743 122,942 118,374 306,184 311,308 29,214 24,090
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -19,915)
-5,340 -19,491 -1,440 -9,973 -1,172 -16,752 -22,103 -3,163 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 23.0 34.5 36.7 35.3 91.3 92.8 8.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
79 62 81 89 87 209 198
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,549,467
COMMITMENTS
402,441 212,855 813,567 961,203 1234412 2177211 2260834 372,256 288,633
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 53,641)
2,607 -119,646 54,557 11,714 106,598 68,878 41,509 -15,237 12,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.3 31.9 37.7 48.4 85.4 88.7 14.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 960)
265 161 286 434 440 833 769
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,959
COMMITMENTS
3,700 198 633 1,276 5,649 5,609 6,480 2,351 1,479
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -144)
118 -53 -65 -89 48 -37 -70 -107 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 2.5 8.0 16.0 71.0 70.5 81.4 29.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 4 6 10 11 31 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 960,273
COMMITMENTS
114,346 183,489 332,506 452,589 357,518 899,440 873,512 60,833 86,761
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -1,668)
-4,711 -37,805 11,177 -4,564 20,627 1,901 -6,001 -3,569 4,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 19.1 34.6 47.1 37.2 93.7 91.0 6.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
154 176 224 199 227 487 520
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 550,353
COMMITMENTS
120,811 136,553 137,012 257,452 246,916 515,275 520,481 35,078 29,872
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -31,420)
-891 -9,996 -16,807 -11,839 -4,015 -29,537 -30,818 -1,883 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 24.8 24.9 46.8 44.9 93.6 94.6 6.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
106 100 121 98 88 274 262
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,174,892
COMMITMENTS
129,875 173,171 169,654 673,833 674,292 973,362 1017116 201,530 157,776
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 8,004)
-9,162 -2,166 22,474 1,805 -26,469 15,116 -6,162 -7,111 14,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.7 14.4 57.4 57.4 82.8 86.6 17.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 40 48 91 88 153 149
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,155,008
COMMITMENTS
79,498 399,039 32,463 866,398 636,468 978,359 1067970 176,649 87,038
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -100,597)
-3,401 -9,025 -46,575 -48,828 -35,568 -98,804 -91,169 -1,792 -9,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 34.5 2.8 75.0 55.1 84.7 92.5 15.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
23 21 19 71 68 102 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 529,467
COMMITMENTS
82,947 56,043 141,777 254,255 300,493 478,979 498,313 50,487 31,154
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -7,978)
-359 -24,560 -379 -3,195 19,027 -3,933 -5,912 -4,044 -2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 10.6 26.8 48.0 56.8 90.5 94.1 9.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
81 58 100 105 105 243 221
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,732
COMMITMENTS
1,612 1,618 652 4,513 5,144 6,777 7,414 1,955 1,317
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 514)
385 -516 17 -42 922 360 423 154 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 18.5 7.5 51.7 58.9 77.6 84.9 22.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 11 8 15 15 34 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,650,929
COMMITMENTS
1038620 1077439 98,812 2342676 2358570 3480108 3534820 170,820 116,108
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -192,529)
45,073 -17,399 -32,944 -178,403 -132,812 -166,274 -183,155 -26,255 -9,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 29.5 2.7 64.2 64.6 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
80 54 53 174 149 278 232
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,910,803
COMMITMENTS
605,463 1040433 786,120 3028515 2626935 4420099 4453489 490,704 457,314
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -251,052)
19,622 74,857 -232,898 61,618 -34,752 -151,658 -192,793 -99,394 -58,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 21.2 16.0 61.7 53.5 90.0 90.7 10.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
91 78 105 214 205 354 339
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,092
COMMITMENTS
124,527 99,104 7,603 489,623 473,077 621,753 579,784 107,339 149,308
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -49,131)
25,852 -3,072 -12,372 -39,728 -14,218 -26,248 -29,662 -22,883 -19,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 13.6 1.0 67.2 64.9 85.3 79.5 14.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
16 11 12 53 59 74 77
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,107,801
COMMITMENTS
791,210 909,461 400,464 3556212 3459911 4747886 4769836 359,915 337,965
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -186,073)
12,741 22,722 -77,467 -39,752 -78,618 -104,477 -133,363 -81,596 -52,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 17.8 7.8 69.6 67.7 93.0 93.4 7.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
57 59 71 163 173 258 265
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,166,286
COMMITMENTS
310,011 477,396 457,574 1365843 1180836 2133428 2115806 32,858 50,480
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -237,433)
68,536 45,383 -127,972 -174,691 -154,205 -234,128 -236,794 -3,305 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 22.0 21.1 63.0 54.5 98.5 97.7 1.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 43 44 64 72 118 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 39,710
COMMITMENTS
10,026 8,862 2,568 19,752 18,718 32,346 30,148 7,364 9,562
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -410)
-2,825 402 -1,362 4,633 -1,244 447 -2,203 -857 1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 22.3 6.5 49.7 47.1 81.5 75.9 18.5 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 23 11 32 26 69 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,419
COMMITMENTS
20,051 17,724 5,136 39,505 37,436 64,692 60,296 14,728 19,124
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -820)
-5,650 804 -2,723 9,267 -2,488 894 -4,407 -1,714 3,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 22.3 6.5 49.7 47.1 81.5 75.9 18.5 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 23 11 32 26 69 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 25,853
COMMITMENTS
2,020 1,112 0 22,305 23,270 24,325 24,382 1,528 1,471
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -1,544)
-223 212 0 -1,287 -860 -1,510 -648 -34 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.3 0.0 86.3 90.0 94.1 94.3 5.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 11 12 14 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,852
COMMITMENTS
25,396 28,946 115 6,159 2,138 31,670 31,199 182 653
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -72)
230 -1,690 8 -319 992 -81 -690 9 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.7 90.9 0.4 19.3 6.7 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 16 3 4 3 29 21
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,264
COMMITMENTS
20,295 6,501 71 6,853 18,614 27,219 25,186 45 2,078
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 2,974)
3,759 303 -15 -769 2,714 2,975 3,002 -1 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 23.8 0.3 25.1 68.3 99.8 92.4 0.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 9 1 4 16 11 25
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,131
COMMITMENTS
18,289 6,715 67 2,763 11,869 21,119 18,651 12 2,480
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 1,358)
1,316 -25 58 1 1,034 1,375 1,067 -17 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.6 31.8 0.3 13.1 56.2 99.9 88.3 0.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 12 1 2 11 9 23
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 48,975
COMMITMENTS
18,760 18,775 30,195 0 0 48,955 48,970 20 5
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -2,029)
-2,760 -2,741 731 0 0 -2,029 -2,010 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 38.3 61.7 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 14 5 0 0 10 18
Updated June 7, 2019