WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,985
COMMITMENTS
110,787 97,122 169,773 137,229 135,147 417,789 402,043 28,196 43,942
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -80,788)
5,746 4,499 -53,821 -30,418 -30,096 -78,493 -79,418 -2,296 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 21.8 38.1 30.8 30.3 93.7 90.1 6.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
96 120 132 92 104 272 281
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,642
COMMITMENTS
5,908 1,948 975 11,931 15,868 18,814 18,791 828 851
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 541)
-101 677 -49 693 -74 543 555 -3 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 9.9 5.0 60.7 80.8 95.8 95.7 4.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 5 3 9 15 15 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 301,474
COMMITMENTS
70,566 92,351 74,265 129,165 115,559 273,995 282,174 27,479 19,300
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -15,426)
284 -596 -12,500 -1,491 -577 -13,706 -13,673 -1,720 -1,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 30.6 24.6 42.8 38.3 90.9 93.6 9.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
93 59 73 104 87 227 193
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,032,700
COMMITMENTS
301,695 307,990 518,375 881,728 975,220 1701798 1801584 330,902 231,116
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -294,738)
-19,938 27,329 -196,769 -70,827 -116,136 -287,534 -285,576 -7,204 -9,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 15.2 25.5 43.4 48.0 83.7 88.6 16.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 923)
229 151 236 461 419 802 707
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,715
COMMITMENTS
2,092 340 113 1,149 3,465 3,354 3,918 1,360 796
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -73)
31 31 -8 5 -80 27 -57 -101 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 7.2 2.4 24.4 73.5 71.1 83.1 28.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 3 7 9 18 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 748,556
COMMITMENTS
133,667 175,495 212,048 345,858 288,811 691,573 676,354 56,983 72,202
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -28,024)
1,953 1,874 -16,543 -14,777 -12,051 -29,368 -26,720 1,344 -1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 23.4 28.3 46.2 38.6 92.4 90.4 7.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
167 136 203 193 201 467 456
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 496,033
COMMITMENTS
112,373 93,904 120,699 228,095 255,351 461,166 469,955 34,866 26,078
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -4,103)
-4,951 10,908 -5,764 9,061 -6,575 -1,654 -1,431 -2,449 -2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 18.9 24.3 46.0 51.5 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
96 88 134 91 89 277 257
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,206,777
COMMITMENTS
127,944 179,294 158,442 710,391 686,697 996,777 1024433 210,000 182,344
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -154,133)
-2,050 11,553 -107,231 -59,392 -71,452 -168,673 -167,130 14,540 12,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 14.9 13.1 58.9 56.9 82.6 84.9 17.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
42 38 51 95 88 161 154
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,225,332
COMMITMENTS
105,770 409,451 45,529 869,003 651,259 1020302 1106239 205,030 119,093
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 9,878)
-6,342 -9,579 -12,918 11,515 10,159 -7,746 -12,339 17,625 22,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 33.4 3.7 70.9 53.1 83.3 90.3 16.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
20 19 20 75 67 102 99
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 474,296
COMMITMENTS
71,739 87,105 117,488 236,360 238,727 425,586 443,319 48,709 30,976
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -7,379)
-141 -294 -6,930 2,457 1,369 -4,613 -5,855 -2,766 -1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 18.4 24.8 49.8 50.3 89.7 93.5 10.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
72 68 95 124 97 253 221
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,003
COMMITMENTS
668 2,882 1,582 6,421 4,593 8,671 9,057 1,332 946
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -436)
-291 470 -310 589 -415 -12 -255 -424 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 28.8 15.8 64.2 45.9 86.7 90.5 13.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 16 14 16 14 37 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,732,119
COMMITMENTS
850,638 1120419 219,283 2365298 2173235 3435218 3512937 296,901 219,182
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -262,269)
-100,084 -165,420 -119,315 -110,390 -68,951 -329,789 -353,686 67,521 91,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 30.0 5.9 63.4 58.2 92.0 94.1 8.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
80 54 67 181 143 296 229
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,581,377
COMMITMENTS
582,198 891,296 670,846 2776423 2550632 4029467 4112775 551,911 468,603
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -726,566)
-12,268 -55,823 -318,711 -458,614 -389,147 -789,593 -763,681 63,027 37,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 19.5 14.6 60.6 55.7 88.0 89.8 12.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
76 71 92 200 185 323 301
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 882,468
COMMITMENTS
115,484 139,866 43,222 598,934 521,742 757,640 704,830 124,828 177,638
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 82,956)
-1,961 -4,992 27,924 50,325 39,942 76,288 62,874 6,668 20,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 15.8 4.9 67.9 59.1 85.9 79.9 14.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
16 16 17 61 65 86 90
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,852,944
COMMITMENTS
762,350 835,202 451,378 3240313 3111926 4454041 4398506 398,903 454,438
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -355,642)
927 -5,066 -209,241 -154,660 -192,778 -362,973 -407,084 7,331 51,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 17.2 9.3 66.8 64.1 91.8 90.6 8.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
57 56 70 162 158 254 249
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,226,772
COMMITMENTS
363,191 408,782 426,509 1389560 1337718 2179261 2173009 47,511 53,763
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 299,787)
97,915 103,136 51,285 144,240 138,871 293,441 293,292 6,346 6,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 18.4 19.2 62.4 60.1 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
50 40 56 71 75 147 147
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,644
COMMITMENTS
20,444 2,918 481 12,478 28,421 33,403 31,820 7,241 8,825
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -910)
-628 120 -204 -129 -1,619 -960 -1,703 51 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 7.2 1.2 30.7 69.9 82.2 78.3 17.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 11 7 26 32 54 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,289
COMMITMENTS
40,888 5,835 962 24,957 56,842 66,807 63,639 14,482 17,649
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -1,819)
-1,255 240 -407 -258 -3,238 -1,921 -3,405 102 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 7.2 1.2 30.7 69.9 82.2 78.3 17.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 11 7 26 32 54 48
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,017
COMMITMENTS
3,103 1,739 0 33,731 35,957 36,834 37,696 2,183 1,321
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -428)
1,191 14 0 5,680 1,424 6,871 1,438 -7,299 -1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.5 0.0 86.5 92.2 94.4 96.6 5.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 0 11 10 14 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 26,705
COMMITMENTS
17,800 21,568 1,903 6,817 3,218 26,520 26,689 185 16
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 303)
254 807 24 15 -507 293 324 10 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 80.8 7.1 25.5 12.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
24 16 5 4 4 31 22
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,486
COMMITMENTS
22,264 4,952 57 5,141 20,234 27,462 25,243 24 2,243
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 543)
-1,437 95 -10 1,999 -177 552 -92 -9 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 18.0 0.2 18.7 73.6 99.9 91.8 0.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 6 1 3 15 12 21
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 9,052
COMMITMENTS
3,162 3,045 0 5,855 3,778 9,017 6,823 35 2,229
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -632)
-615 -483 0 0 -277 -615 -760 -17 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 33.6 0.0 64.7 41.7 99.6 75.4 0.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 8 0 3 8 7 16
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 112,844
COMMITMENTS
82,696 82,447 30,148 0 225 112,844 112,820 0 24
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 73.1 26.7 0.0 0.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 11 3 0 1 11 12
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 48,740
COMMITMENTS
17,776 17,738 30,964 0 0 48,740 48,702 0 38
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -108)
0 6 -108 0 0 -108 -102 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 36.4 63.5 0.0 0.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 19 5 0 0 7 22
Updated August 30, 2019