WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 525,413
COMMITMENTS
90,318 83,014 225,874 178,981 173,632 495,173 482,520 30,240 42,894
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 7,316)
-3,136 3,953 4,607 6,087 -654 7,558 7,906 -242 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 15.8 43.0 34.1 33.0 94.2 91.8 5.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
106 127 156 99 115 300 317
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,003
COMMITMENTS
6,267 1,700 100 7,291 11,993 13,658 13,793 345 210
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 138)
-1,312 0 -353 1,682 581 17 228 121 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 12.1 0.7 52.1 85.6 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 1 9 17 13 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 337,880
COMMITMENTS
73,196 92,996 108,889 124,615 116,400 306,699 318,285 31,181 19,595
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 43)
-1,492 4,102 -3,467 4,790 -714 -169 -80 212 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 27.5 32.2 36.9 34.5 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
94 57 87 102 84 236 198
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,034,158
COMMITMENTS
227,474 310,345 594,641 879,182 902,423 1701297 1807410 332,861 226,748
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 27,683)
-558 15,922 3,189 28,316 5,787 30,947 24,898 -3,263 2,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.3 29.2 43.2 44.4 83.6 88.9 16.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 873)
188 167 229 434 400 748 682
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,100
COMMITMENTS
3,183 1,677 3,323 2,432 3,599 8,938 8,599 163 502
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 18.4 36.5 26.7 39.5 98.2 94.5 1.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 6 5 8 11 20
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,860
COMMITMENTS
1,736 1,089 3,527 5,013 5,324 10,276 9,940 1,584 1,920
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 35)
-136 102 79 19 -49 -38 132 73 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 9.2 29.7 42.3 44.9 86.6 83.8 13.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 10 10 14 16
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,948
COMMITMENTS
2,731 81 377 1,926 5,191 5,035 5,650 1,913 1,298
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 73)
-39 -24 -17 89 107 33 66 41 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 1.2 5.4 27.7 74.7 72.5 81.3 27.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 3 4 11 10 25 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 814,903
COMMITMENTS
166,060 84,229 218,530 361,768 441,619 746,357 744,378 68,546 70,525
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -4,189)
-8,312 6,323 6,304 2,044 -16,610 36 -3,983 -4,224 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 10.3 26.8 44.4 54.2 91.6 91.3 8.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
174 122 201 196 235 471 475
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 577,583
COMMITMENTS
145,587 39,627 157,999 235,439 352,896 539,025 550,522 38,558 27,060
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 28,279)
11,586 6,008 9,552 7,219 12,807 28,357 28,367 -78 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.9 27.4 40.8 61.1 93.3 95.3 6.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
126 70 150 102 92 315 265
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,265,791
COMMITMENTS
109,309 187,036 195,287 781,359 726,407 1085955 1108730 179,836 157,061
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 70,752)
-20,494 10,923 70,035 19,859 -27,099 69,401 53,860 1,352 16,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.8 15.4 61.7 57.4 85.8 87.6 14.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
35 34 48 93 90 153 147
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,166,250
COMMITMENTS
121,183 421,036 12,346 869,875 639,065 1003404 1072446 162,846 93,803
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 17,992)
6,986 23,566 -12 17,075 -9,645 24,049 13,909 -6,057 4,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 36.1 1.1 74.6 54.8 86.0 92.0 14.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
17 19 18 82 69 111 94
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 470,113
COMMITMENTS
62,197 81,959 124,533 230,749 231,468 417,480 437,960 52,633 32,153
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 18,394)
-4,874 2,271 10,553 13,091 4,782 18,770 17,606 -376 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 17.4 26.5 49.1 49.2 88.8 93.2 11.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
77 74 104 120 94 260 224
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,711
COMMITMENTS
1,249 1,759 719 6,031 5,952 7,998 8,430 1,713 1,281
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -149)
17 -282 361 -358 -92 20 -13 -168 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 18.1 7.4 62.1 61.3 82.4 86.8 17.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 10 8 19 14 34 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,123,467
COMMITMENTS
936,227 1114379 255,462 2722308 2642854 3913998 4012696 209,469 110,771
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 129,822)
1,842 -31,333 43,907 72,346 119,866 118,095 132,440 11,727 -2,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 27.0 6.2 66.0 64.1 94.9 97.3 5.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
82 53 56 195 134 312 208
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,696,601
COMMITMENTS
621,213 868,440 630,240 3016887 2751608 4268340 4250289 428,262 446,312
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 221,732)
-68,780 55,533 108,772 182,913 58,276 222,905 222,581 -1,173 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 18.5 13.4 64.2 58.6 90.9 90.5 9.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
77 85 94 214 198 341 327
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 830,856
COMMITMENTS
134,183 92,336 6,691 582,242 574,758 723,116 673,785 107,740 157,071
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -5,390)
-2,181 553 -1,428 -1,262 -3,820 -4,871 -4,695 -519 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 11.1 0.8 70.1 69.2 87.0 81.1 13.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 16 7 62 66 79 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,132,184
COMMITMENTS
585,043 882,309 421,120 3825089 3506215 4831252 4809644 300,932 322,540
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 313,678)
-69,729 71,194 140,640 266,589 89,876 337,499 301,710 -23,822 11,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 17.2 8.2 74.5 68.3 94.1 93.7 5.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
57 55 64 164 166 254 252
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,871,114
COMMITMENTS
419,059 260,376 368,722 1036154 1198644 1823935 1827742 47,179 43,372
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -413,121)
-112,157 -78,930 -82,111 -225,390 -247,783 -419,658 -408,823 6,538 -4,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.9 19.7 55.4 64.1 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
45 32 54 74 73 143 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,947
COMMITMENTS
25,375 5,822 1,513 22,618 41,987 49,505 49,322 8,442 8,625
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 317)
168 793 -225 50 -960 -7 -392 324 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 10.0 2.6 39.0 72.5 85.4 85.1 14.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 16 6 31 33 74 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,895
COMMITMENTS
50,749 11,645 3,025 45,236 83,973 99,010 98,644 16,884 17,251
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 633)
336 1,587 -450 100 -1,920 -14 -784 647 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 10.0 2.6 39.0 72.5 85.4 85.1 14.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 16 6 31 33 74 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,911
COMMITMENTS
1,243 448 0 36,311 37,813 37,554 38,261 2,357 1,650
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -498)
-179 0 -398 183 -119 -394 -517 -104 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.1 0.0 91.0 94.7 94.1 95.9 5.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 12 17 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,517
COMMITMENTS
12,312 16,346 736 5,233 1,113 18,281 18,195 236 322
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -55)
-165 -355 10 110 0 -45 -345 -10 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 88.3 4.0 28.3 6.0 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 14 4 5 2 28 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 78,524
COMMITMENTS
45,875 5,046 29,600 3,004 41,622 78,479 76,268 45 2,256
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 3,250)
806 -1,201 3,143 -681 1,054 3,268 2,996 -18 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 6.4 37.7 3.8 53.0 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 3 2 15 10 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,657
COMMITMENTS
23,757 1,488 21,878 3,018 23,658 48,653 47,024 4 1,633
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 4,461)
-1,010 -1,563 5,214 275 1,071 4,479 4,722 -18 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 3.1 45.0 6.2 48.6 100.0 96.6 0.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 6 2 2 10 9 17
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 50,494
COMMITMENTS
22,173 22,124 28,304 0 0 50,477 50,428 17 66
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -434)
-25 -8 -426 0 0 -451 -434 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 43.8 56.1 0.0 0.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 15 5 0 0 9 18
Updated November 08, 2019