WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 587,649
COMMITMENTS
115,616 103,830 245,348 189,651 190,098 550,616 539,277 37,033 48,373
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -16,490)
5,253 -8,326 -20,218 -952 9,861 -15,917 -18,683 -573 2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 17.7 41.8 32.3 32.3 93.7 91.8 6.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
115 130 154 102 122 309 331
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,040
COMMITMENTS
6,496 590 2,578 12,633 18,387 21,707 21,555 333 485
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -1,675)
-1,408 242 -42 -223 -1,578 -1,673 -1,379 -3 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 2.7 11.7 57.3 83.4 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 3 4 16 14 23 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 328,053
COMMITMENTS
66,545 75,504 109,381 122,861 120,199 298,788 305,084 29,265 22,969
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -7,345)
-953 -1,687 -6,362 -81 1,825 -7,396 -6,224 51 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 23.0 33.3 37.5 36.6 91.1 93.0 8.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
80 62 77 90 89 212 193
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,573,005
COMMITMENTS
391,209 191,216 848,970 961,366 1247056 2201546 2287243 371,459 285,762
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 23,538)
-11,232 -21,639 35,403 164 12,644 24,335 26,408 -797 -2,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 7.4 33.0 37.4 48.5 85.6 88.9 14.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 971)
274 160 291 442 451 848 783
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,405
COMMITMENTS
3,414 129 569 1,258 5,557 5,241 6,255 2,164 1,150
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -554)
-286 -69 -64 -18 -92 -368 -225 -186 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 1.7 7.7 17.0 75.0 70.8 84.5 29.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 4 6 11 12 32 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 950,678
COMMITMENTS
115,653 191,059 327,393 450,524 346,818 893,570 865,271 57,108 85,407
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -9,595)
1,307 7,570 -5,112 -2,065 -10,699 -5,870 -8,242 -3,725 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 20.1 34.4 47.4 36.5 94.0 91.0 6.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
167 169 231 196 221 496 521
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 520,712
COMMITMENTS
113,153 131,977 122,412 248,698 238,049 484,264 492,439 36,448 28,273
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -29,641)
-7,658 -4,576 -14,599 -8,754 -8,867 -31,011 -28,042 1,370 -1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 25.3 23.5 47.8 45.7 93.0 94.6 7.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
105 95 113 98 87 261 257
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,162,744
COMMITMENTS
143,217 158,913 160,687 667,499 691,181 971,402 1010781 191,342 151,964
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -12,148)
13,341 -14,258 -8,967 -6,334 16,889 -1,959 -6,335 -10,188 -5,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 13.7 13.8 57.4 59.4 83.5 86.9 16.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
40 35 47 92 89 155 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,629
COMMITMENTS
87,389 387,418 28,217 866,594 652,339 982,199 1067974 177,430 91,655
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 4,621)
7,891 -11,621 -4,246 195 15,871 3,840 4 781 4,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 33.4 2.4 74.7 56.3 84.7 92.1 15.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
25 17 17 71 68 101 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 523,342
COMMITMENTS
78,651 52,290 145,516 249,719 293,280 473,886 491,087 49,456 32,255
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -6,125)
-4,296 -3,753 3,739 -4,536 -7,213 -5,093 -7,226 -1,031 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.0 27.8 47.7 56.0 90.6 93.8 9.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
75 58 95 110 105 241 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,741
COMMITMENTS
1,942 1,538 686 3,863 5,126 6,491 7,350 2,250 1,392
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 10)
330 -80 34 -650 -18 -286 -65 295 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 17.6 7.9 44.2 58.6 74.3 84.1 25.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 8 12 16 32 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,760,183
COMMITMENTS
996,517 1163953 115,511 2457665 2362700 3569693 3642165 190,490 118,018
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 109,254)
-42,104 86,514 16,700 114,988 4,131 89,584 107,344 19,669 1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 31.0 3.1 65.4 62.8 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
76 57 52 171 146 271 231
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,917,996
COMMITMENTS
631,211 955,681 750,190 3038767 2756189 4420168 4462060 497,828 455,936
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 7,193)
25,747 -84,752 -35,930 10,252 129,253 69 8,571 7,124 -1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 19.4 15.3 61.8 56.0 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
99 68 97 209 208 345 336
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 717,293
COMMITMENTS
148,189 111,169 7,979 448,115 448,950 604,283 568,098 113,010 149,195
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -11,799)
23,662 12,065 376 -41,508 -24,127 -17,470 -11,686 5,671 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 15.5 1.1 62.5 62.6 84.2 79.2 15.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
17 13 13 52 57 75 77
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,012,578
COMMITMENTS
789,284 815,723 397,740 3476873 3464918 4663897 4678381 348,680 334,196
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -95,223)
-1,926 -93,738 -2,724 -79,339 5,007 -83,989 -91,455 -11,234 -3,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.3 7.9 69.4 69.1 93.0 93.3 7.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
61 56 69 161 174 258 263
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,276,163
COMMITMENTS
338,309 457,102 460,959 1443332 1304336 2242600 2222397 33,563 53,766
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 109,877)
28,298 -20,294 3,385 77,489 123,500 109,172 106,591 705 3,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 20.1 20.3 63.4 57.3 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
33 40 49 67 77 125 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 37,855
COMMITMENTS
10,201 6,959 2,167 17,925 19,447 30,294 28,573 7,561 9,282
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -1,855)
176 -1,903 -401 -1,827 729 -2,052 -1,575 198 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 18.4 5.7 47.4 51.4 80.0 75.5 20.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 22 8 33 29 63 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,710
COMMITMENTS
20,402 13,917 4,335 35,850 38,894 60,587 57,146 15,123 18,564
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -3,709)
351 -3,807 -801 -3,654 1,458 -4,104 -3,150 395 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 18.4 5.7 47.4 51.4 80.0 75.5 20.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 22 8 33 29 63 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,348
COMMITMENTS
1,960 1,910 0 24,879 24,158 26,839 26,068 1,509 2,280
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 2,495)
-60 798 0 2,574 888 2,514 1,686 -19 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.7 0.0 87.8 85.2 94.7 92.0 5.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 0 12 11 15 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,182
COMMITMENTS
24,128 28,500 1,952 6,918 2,065 32,998 32,517 184 665
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 1,330)
-1,268 -446 1,837 759 -73 1,328 1,318 2 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 85.9 5.9 20.8 6.2 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 20 4 4 2 30 22
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,037
COMMITMENTS
20,907 5,451 104 8,002 21,370 29,013 26,925 24 2,112
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 1,773)
612 -1,050 33 1,149 2,756 1,794 1,739 -21 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 18.8 0.4 27.6 73.6 99.9 92.7 0.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 2 5 16 13 23
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,204
COMMITMENTS
17,565 5,280 108 5,449 16,170 23,122 21,558 82 1,646
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: 2,073)
-724 -1,435 41 2,686 4,301 2,003 2,907 70 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 22.8 0.5 23.5 69.7 99.6 92.9 0.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 10 1 3 11 10 22
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 45,754
COMMITMENTS
15,158 15,172 30,579 0 0 45,737 45,751 17 3
CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST: -3,221)
-3,602 -3,603 384 0 0 -3,218 -3,219 -3 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 33.2 66.8 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 16 5 0 0 7 21
Updated June 14, 2019