WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,663
COMMITMENTS
103,512 100,700 178,843 136,280 125,741 418,634 405,284 28,029 41,380
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -11,429)
-4,958 -2,316 -5,030 -2,478 -4,022 -12,466 -11,367 1,037 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 22.5 40.0 30.5 28.2 93.7 90.7 6.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
101 114 127 88 101 261 280
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 15,828
COMMITMENTS
7,821 2,100 677 6,617 12,756 15,115 15,532 714 296
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 206)
476 -6 -73 -200 284 203 205 4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 13.3 4.3 41.8 80.6 95.5 98.1 4.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 3 11 13 16 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 320,059
COMMITMENTS
74,996 92,698 99,283 116,065 109,158 290,344 301,139 29,715 18,920
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,182)
908 -1,036 1,338 1,980 3,827 4,227 4,129 -44 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 29.0 31.0 36.3 34.1 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
101 58 71 106 89 238 191
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,012,801
COMMITMENTS
276,396 386,798 558,089 835,707 853,941 1670191 1798828 342,610 213,974
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -57,837)
-3,236 -9,551 -29,125 -24,491 -19,778 -56,852 -58,454 -984 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 19.2 27.7 41.5 42.4 83.0 89.4 17.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 911)
207 170 233 446 398 781 685
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,713
COMMITMENTS
2,269 287 114 1,585 4,526 3,968 4,928 1,744 785
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 43)
-15 88 -15 150 22 120 95 -77 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 5.0 2.0 27.7 79.2 69.5 86.3 30.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 4 3 8 9 20 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 805,480
COMMITMENTS
133,784 142,117 236,028 370,971 357,864 740,783 736,009 64,697 69,471
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 11,970)
338 -7,240 4,046 5,815 14,909 10,199 11,715 1,772 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 17.6 29.3 46.1 44.4 92.0 91.4 8.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
168 134 201 208 206 479 451
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 526,593
COMMITMENTS
117,106 67,751 154,358 217,943 276,106 489,407 498,214 37,185 28,378
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -819)
-1,673 -995 4,769 -2,881 -6,453 215 -2,678 -1,033 1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.9 29.3 41.4 52.4 92.9 94.6 7.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
118 71 142 90 83 288 254
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,187,163
COMMITMENTS
116,975 179,758 139,557 747,678 710,389 1004210 1029704 182,952 157,458
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -123,551)
6,950 11,341 -73,933 -57,504 -68,099 -124,487 -130,691 935 7,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 15.1 11.8 63.0 59.8 84.6 86.7 15.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 31 49 92 91 153 152
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,138,620
COMMITMENTS
126,336 398,941 13,365 824,295 650,217 963,996 1062523 174,624 76,097
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -28,872)
8,234 -13,143 -4,133 -23,845 -1,974 -19,744 -19,250 -9,127 -9,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 35.0 1.2 72.4 57.1 84.7 93.3 15.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
23 17 17 78 71 106 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 465,286
COMMITMENTS
72,707 100,927 119,431 220,396 215,953 412,534 436,310 52,752 28,976
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -9,641)
5,905 536 -5,605 -11,438 -2,594 -11,138 -7,663 1,497 -1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 21.7 25.7 47.4 46.4 88.7 93.8 11.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
77 72 97 123 93 259 220
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,688
COMMITMENTS
2,817 1,788 1,449 5,566 7,283 9,832 10,520 1,856 1,168
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 896)
1,037 275 -95 -64 417 879 597 17 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 15.3 12.4 47.6 62.3 84.1 90.0 15.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 16 13 13 18 39 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,705,484
COMMITMENTS
1076507 1208154 83,914 2348848 2309598 3509269 3601666 196,214 103,818
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 67,271)
46,062 4,864 -59,079 77,050 114,460 64,033 60,244 3,238 7,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 32.6 2.3 63.4 62.3 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
84 52 58 176 138 287 221
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,323,837
COMMITMENTS
567,163 818,943 576,689 2713313 2529938 3857165 3925570 466,672 398,267
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -271,611)
40,391 -41,382 -178,351 -151,606 -30,543 -289,566 -250,277 17,955 -21,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 18.9 13.3 62.8 58.5 89.2 90.8 10.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
79 68 82 202 187 322 296
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 823,317
COMMITMENTS
143,247 159,963 12,219 547,550 488,800 703,016 660,982 120,301 162,335
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,990)
-3,652 -806 -1,191 11,179 10,809 6,336 8,812 -1,346 -3,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 19.4 1.5 66.5 59.4 85.4 80.3 14.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
15 16 11 53 65 75 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,439,808
COMMITMENTS
712,157 775,945 269,075 3138214 3068005 4119447 4113025 320,361 326,783
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -195,233)
22,277 -49,700 -82,184 -158,760 -68,549 -218,667 -200,433 23,434 5,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 17.5 6.1 70.7 69.1 92.8 92.6 7.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
61 49 59 157 157 243 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,093,570
COMMITMENTS
464,254 264,636 400,006 1187143 1363330 2051403 2027972 42,167 65,598
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -59,871)
-47,566 -54,188 15,797 -29,295 -44,116 -61,063 -82,506 1,192 22,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.6 19.1 56.7 65.1 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
42 39 54 65 75 134 143
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 50,446
COMMITMENTS
26,949 3,816 854 15,553 37,560 43,356 42,229 7,090 8,217
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -9,876)
1,680 464 -109 -10,080 -9,419 -8,509 -9,064 -1,367 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 7.6 1.7 30.8 74.5 85.9 83.7 14.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 16 5 24 33 55 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,892
COMMITMENTS
53,898 7,631 1,708 31,106 75,119 86,712 84,458 14,180 16,434
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -19,752)
3,361 928 -218 -20,161 -18,839 -17,018 -18,129 -2,734 -1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 7.6 1.7 30.8 74.5 85.9 83.7 14.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 16 5 24 33 55 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,173
COMMITMENTS
4,529 788 0 35,084 39,552 39,613 40,340 1,560 833
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -22,193)
1,422 -685 0 -23,224 -20,855 -21,802 -21,540 -391 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.9 0.0 85.2 96.1 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 12 11 16 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,037
COMMITMENTS
6,244 9,259 688 4,924 2,048 11,856 11,995 181 42
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -8,666)
-6,622 -7,925 -493 -1,494 0 -8,609 -8,418 -57 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 76.9 5.7 40.9 17.0 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 13 4 5 2 25 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,954
COMMITMENTS
37,934 5,677 15,888 5,060 34,981 58,882 56,546 72 2,408
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,679)
2,550 994 189 -85 943 2,654 2,126 25 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 9.6 26.9 8.6 59.3 99.9 95.9 0.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 2 3 16 10 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,988
COMMITMENTS
8,721 3,821 1,695 2,403 5,142 12,819 10,658 169 2,330
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,128)
1,012 901 1,061 -100 52 1,973 2,014 155 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 29.4 13.1 18.5 39.6 98.7 82.1 1.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 1 2 8 6 16
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 45,269
COMMITMENTS
17,060 16,054 28,189 0 0 45,249 44,243 20 1,026
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -7,012)
-7,030 -7,997 0 0 0 -7,030 -7,997 18 985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 35.5 62.3 0.0 0.0 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 15 5 0 0 10 18
Updated September 27, 2019