WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,692
COMMITMENTS
90,709 95,034 224,878 172,566 155,591 488,154 475,504 28,539 41,189
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 24,691)
-2,544 -7,345 15,145 13,121 18,374 25,722 26,174 -1,031 -1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 18.4 43.5 33.4 30.1 94.5 92.0 5.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
96 126 141 98 111 280 307
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 12,617
COMMITMENTS
7,867 1,720 719 3,408 9,733 11,994 12,172 623 445
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 474)
826 -280 -20 -436 525 370 224 105 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 13.6 5.7 27.0 77.1 95.1 96.5 4.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 2 11 14 16 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 345,040
COMMITMENTS
81,876 88,941 107,716 124,837 129,545 314,429 326,201 30,610 18,838
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,881)
4,070 -7,066 1,266 3,657 12,798 8,993 6,999 -2,112 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 25.8 31.2 36.2 37.5 91.1 94.5 8.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
100 55 82 105 87 242 196
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,042,653
COMMITMENTS
243,886 290,843 620,762 836,072 911,539 1700720 1823145 341,933 219,509
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -68,104)
-39,936 -45,971 4,445 -13,526 -25,191 -49,017 -66,717 -19,087 -1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 14.2 30.4 40.9 44.6 83.3 89.3 16.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 890)
207 162 242 443 407 777 693
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,192
COMMITMENTS
2,648 45 184 1,521 4,932 4,353 5,161 1,838 1,030
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 190)
283 -160 46 -128 131 201 16 -11 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 0.7 3.0 24.6 79.7 70.3 83.4 29.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 2 3 9 9 24 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 918,041
COMMITMENTS
160,595 91,317 270,991 409,055 480,304 840,641 842,612 77,400 75,429
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 59,953)
11,595 -27,592 25,328 21,747 59,006 58,670 56,742 1,283 3,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 9.9 29.5 44.6 52.3 91.6 91.8 8.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
191 127 224 217 235 515 497
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 521,603
COMMITMENTS
108,247 43,368 143,179 233,103 307,462 484,529 494,009 37,075 27,595
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 16,198)
10,034 -10,235 -2,138 9,563 29,905 17,459 17,533 -1,262 -1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 8.3 27.4 44.7 58.9 92.9 94.7 7.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
115 67 141 95 89 292 251
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,229,915
COMMITMENTS
121,043 182,319 161,034 766,389 740,665 1048466 1084018 181,449 145,897
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 37,271)
10,472 1,068 7,927 24,783 28,558 43,183 37,553 -5,912 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 14.8 13.1 62.3 60.2 85.2 88.1 14.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
33 40 47 92 92 154 150
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,149,950
COMMITMENTS
112,977 394,019 9,466 843,704 656,573 966,147 1060058 183,803 89,892
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 12,414)
-1,815 870 1,452 6,705 3,501 6,342 5,823 6,072 6,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 34.3 0.8 73.4 57.1 84.0 92.2 16.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
20 19 15 76 66 104 92
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 453,518
COMMITMENTS
70,866 78,816 124,095 209,945 220,047 404,905 422,957 48,613 30,560
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 7,707)
-781 -8,545 7,391 8,986 9,116 15,596 7,963 -7,889 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 17.4 27.4 46.3 48.5 89.3 93.3 10.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
86 62 103 110 90 248 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,041
COMMITMENTS
1,364 1,719 1,526 6,132 6,632 9,022 9,877 2,018 1,164
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -137)
-229 11 -14 160 -199 -83 -202 -54 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 15.6 13.8 55.5 60.1 81.7 89.5 18.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 17 12 16 17 35 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,955,888
COMMITMENTS
958,232 1213289 160,170 2634570 2478220 3752972 3851678 202,916 104,210
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 82,956)
10,085 -8,441 67,030 15,368 14,584 92,483 73,173 -9,527 9,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 30.7 4.0 66.6 62.6 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
87 45 55 194 143 310 214
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,554,184
COMMITMENTS
629,795 743,810 632,581 2824912 2760593 4087287 4136984 466,897 417,199
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 53,937)
57,138 43,847 2,829 -2,335 14,854 57,633 61,529 -3,696 -7,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 16.3 13.9 62.0 60.6 89.7 90.8 10.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
71 83 93 210 197 330 324
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 827,185
COMMITMENTS
127,735 87,687 8,455 576,041 569,536 712,231 665,678 114,954 161,507
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 180)
-2,217 7,297 690 3,176 -3,334 1,649 4,653 -1,469 -4,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.6 1.0 69.6 68.9 86.1 80.5 13.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
12 15 10 59 62 78 80
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,848,975
COMMITMENTS
608,491 776,280 333,675 3554882 3451334 4497049 4561289 351,926 287,686
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 86,349)
-19,182 26,855 29,123 62,145 54,529 72,086 110,507 14,263 -24,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 16.0 6.9 73.3 71.2 92.7 94.1 7.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
64 47 63 165 166 253 252
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,189,220
COMMITMENTS
507,001 312,604 464,191 1176291 1366388 2147483 2143183 41,737 46,037
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 201,184)
72,153 15,400 79,725 49,381 103,978 201,259 199,103 -76 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.3 21.2 53.7 62.4 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
39 41 56 72 76 143 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,841
COMMITMENTS
23,160 3,952 1,217 20,422 39,516 44,798 44,685 8,042 8,156
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,343)
1,478 1,088 119 1,656 1,731 3,253 2,937 90 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 7.5 2.3 38.6 74.8 84.8 84.6 15.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 16 6 31 33 64 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,681
COMMITMENTS
46,319 7,904 2,434 40,844 79,032 89,597 89,370 16,084 16,312
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,685)
2,956 2,176 237 3,312 3,462 6,505 5,875 180 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 7.5 2.3 38.6 74.8 84.8 84.6 15.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 16 6 31 33 64 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,395
COMMITMENTS
3,311 448 0 35,509 39,018 38,820 39,466 2,575 1,929
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,352)
-385 0 0 -1,373 -1,119 -1,758 -1,119 406 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.1 0.0 85.8 94.3 93.8 95.3 6.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 12 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,699
COMMITMENTS
13,720 17,832 687 5,071 1,140 19,478 19,659 221 40
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -275)
-293 541 -40 30 -806 -303 -305 28 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 90.5 3.5 25.7 5.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 13 4 4 2 27 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 67,420
COMMITMENTS
46,123 6,393 20,117 1,075 38,099 67,315 64,609 105 2,811
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,525)
6,103 52 1,364 -3,960 2,149 3,507 3,565 18 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 9.5 29.8 1.6 56.5 99.8 95.8 0.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 8 3 3 15 10 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,966
COMMITMENTS
19,606 3,171 12,449 2,893 17,363 34,948 32,983 18 1,983
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 10,665)
7,919 -48 2,757 0 8,081 10,676 10,790 -11 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 9.1 35.6 8.3 49.7 99.9 94.3 0.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 1 2 9 8 16
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 50,822
COMMITMENTS
22,266 22,210 28,556 0 0 50,822 50,766 0 56
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -95)
-560 -595 465 0 0 -95 -130 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 43.7 56.2 0.0 0.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 14 5 0 0 9 17
Updated October 24, 2019