WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,615
COMMITMENTS
107,074 81,076 170,178 143,282 156,620 420,534 407,874 30,081 42,741
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 16,727)
9,159 1,276 8,171 -1,623 8,790 15,707 18,237 1,020 -1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 18.0 37.8 31.8 34.8 93.3 90.5 6.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
118 103 134 87 120 283 293
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 16,283
COMMITMENTS
6,870 0 477 8,772 15,356 16,119 15,833 164 450
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -59)
41 0 180 10 -279 231 -99 -290 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 0.0 2.9 53.9 94.3 99.0 97.2 1.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 0 3 9 21 15 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,645
COMMITMENTS
74,025 76,229 85,821 96,780 103,141 256,626 265,191 27,019 18,453
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 5,331)
-841 -2,806 10,996 -4,856 -1,566 5,299 6,625 32 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 26.9 30.3 34.1 36.4 90.5 93.5 9.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
88 53 73 93 83 214 183
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,713,170
COMMITMENTS
243,831 293,398 480,631 696,163 751,360 1420626 1525389 292,545 187,781
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -35,629)
10,065 -16,629 22,712 -61,512 -30,345 -28,735 -24,263 -6,894 -11,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.1 28.1 40.6 43.9 82.9 89.0 17.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 793)
169 140 182 389 374 653 610
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,551
COMMITMENTS
3,380 167 3 1,207 5,090 4,590 5,260 1,961 1,291
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -897)
-47 3 -133 -910 -483 -1,090 -613 193 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 2.5 0.0 18.4 77.7 70.1 80.3 29.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 2 1 10 9 23 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 987,980
COMMITMENTS
111,724 180,327 304,177 499,971 430,788 915,871 915,292 72,109 72,688
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 57,268)
-6,527 42,561 22,696 39,194 -9,641 55,363 55,616 1,904 1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 18.3 30.8 50.6 43.6 92.7 92.6 7.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
176 144 216 222 219 514 486
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 560,031
COMMITMENTS
129,923 49,798 149,090 245,072 335,299 524,085 534,187 35,946 25,843
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 7,992)
-5,217 4,581 7,512 7,444 -3,766 9,740 8,327 -1,747 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 8.9 26.6 43.8 59.9 93.6 95.4 6.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
113 79 139 94 84 290 251
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,170,251
COMMITMENTS
126,819 191,842 112,532 747,785 717,751 987,136 1022125 183,115 148,126
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -64,776)
-10,286 5,731 -19,420 -23,586 -38,842 -53,292 -52,531 -11,484 -12,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 16.4 9.6 63.9 61.3 84.4 87.3 15.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 24 45 92 91 149 146
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,214,756
COMMITMENTS
106,796 469,446 14,427 933,976 637,843 1055199 1121716 159,557 93,040
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -29,036)
-10,973 4,582 -1,328 -4,973 -32,264 -17,274 -29,010 -11,761 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 38.6 1.2 76.9 52.5 86.9 92.3 13.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
19 18 16 84 73 111 99
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 463,884
COMMITMENTS
71,108 96,222 102,098 241,320 235,429 414,526 433,749 49,358 30,135
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 17,494)
-825 12,463 8,224 8,038 -3,090 15,437 17,597 2,057 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 20.7 22.0 52.0 50.8 89.4 93.5 10.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
74 80 94 120 94 252 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,386
COMMITMENTS
2,112 1,604 780 5,525 6,910 8,416 9,294 1,970 1,092
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 250)
868 -334 -235 -633 836 0 267 250 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 15.4 7.5 53.2 66.5 81.0 89.5 19.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 13 10 16 18 38 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,586,740
COMMITMENTS
724,728 1104544 89,850 2585623 2287253 3400200 3481647 186,539 105,092
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -179,992)
-56,471 32,964 -66,914 -26,940 -30,485 -150,325 -64,435 -29,666 -115,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 30.8 2.5 72.1 63.8 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
76 43 39 194 138 289 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,409,994
COMMITMENTS
690,811 901,278 458,769 2856074 2620576 4005654 3980623 404,340 429,371
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -146,555)
-16,179 71,189 1,456 -18,142 -147,416 -32,865 -74,770 -113,690 -71,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 20.4 10.4 64.8 59.4 90.8 90.3 9.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
71 76 88 224 208 341 326
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 895,429
COMMITMENTS
124,805 108,322 6,187 655,130 609,695 786,122 724,204 109,307 171,225
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -15,840)
5,853 8,706 -17,395 3,671 -8,988 -7,871 -17,677 -7,969 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 12.1 0.7 73.2 68.1 87.8 80.9 12.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
13 14 8 61 71 77 90
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,587,391
COMMITMENTS
503,109 781,407 237,790 3521718 3235233 4262617 4254430 324,774 332,961
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -299,336)
-37,458 -504 -77,172 -95,701 -152,994 -210,330 -230,670 -89,005 -68,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 17.0 5.2 76.8 70.5 92.9 92.7 7.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
59 49 58 168 162 251 245
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,842,327
COMMITMENTS
455,466 211,188 344,109 1000300 1255362 1799876 1810659 42,451 31,668
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -377,525)
-120,091 -51,959 -69,243 -186,513 -249,552 -375,847 -370,755 -1,678 -6,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 11.5 18.7 54.3 68.1 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
45 23 42 69 63 133 113
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 51,386
COMMITMENTS
18,655 5,941 2,421 21,840 34,454 42,916 42,816 8,469 8,570
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,718)
-2,063 645 -209 44 -2,394 -2,227 -1,958 -491 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 11.6 4.7 42.5 67.0 83.5 83.3 16.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 20 14 33 33 76 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,771
COMMITMENTS
37,310 11,883 4,842 43,681 68,907 85,832 85,632 16,939 17,139
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -5,436)
-4,125 1,290 -417 89 -4,788 -4,454 -3,915 -982 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 11.6 4.7 42.5 67.0 83.5 83.3 16.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 20 14 33 33 76 63
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,229
COMMITMENTS
1,615 448 0 24,230 26,197 25,845 26,645 2,384 1,584
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 366)
207 0 0 395 466 602 466 -236 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.6 0.0 85.8 92.8 91.6 94.4 8.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 13 11 16 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,759
COMMITMENTS
11,145 15,739 714 5,613 1,287 17,472 17,740 287 19
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 300)
-82 208 -7 388 121 299 322 1 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 88.6 4.0 31.6 7.2 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 16 4 5 2 28 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 98,449
COMMITMENTS
51,533 6,378 33,546 13,289 55,106 98,368 95,030 81 3,419
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,124)
1,303 -794 760 44 1,551 2,107 1,517 17 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 6.5 34.1 13.5 56.0 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 7 2 4 16 12 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,768
COMMITMENTS
26,378 924 29,476 2,913 26,699 58,767 57,099 1 1,669
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 467)
153 -608 316 0 797 469 505 -2 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 1.6 50.2 5.0 45.4 100.0 97.2 0.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 2 2 11 10 16
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 90,309
COMMITMENTS
56,408 56,287 33,890 0 132 90,298 90,309 11 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 62.3 37.5 0.0 0.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 12 3 0 1 10 13
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 50,521
COMMITMENTS
21,660 21,652 28,849 0 0 50,509 50,501 12 20
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -675)
107 187 -782 0 0 -675 -595 0 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 42.9 57.1 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 16 5 0 0 9 20
Updated December 06, 2019