WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,306
COMMITMENTS
112,975 92,814 201,343 171,161 176,815 485,478 470,972 30,828 45,334
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,310)
-7,775 3,363 -62 9,501 901 1,664 4,202 646 -1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 18.0 39.0 33.2 34.2 94.0 91.2 6.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
120 113 132 87 123 283 304
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,537
COMMITMENTS
6,132 0 722 11,625 17,571 18,479 18,293 58 244
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 138)
149 0 -168 149 497 129 328 9 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 0.0 3.9 62.7 94.8 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 0 3 12 24 18 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 296,914
COMMITMENTS
68,616 66,917 97,093 102,198 113,975 267,907 277,985 29,006 18,928
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -7,438)
-12,010 -9,315 1,115 3,558 524 -7,337 -7,676 -101 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 22.5 32.7 34.4 38.4 90.2 93.6 9.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
102 55 82 92 87 233 192
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,787,533
COMMITMENTS
242,701 278,445 508,904 728,451 812,538 1480056 1599887 307,477 187,646
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -13,270)
-7,995 -28,635 -7,894 1,959 19,784 -13,930 -16,745 660 3,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.6 28.5 40.8 45.5 82.8 89.5 17.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 813)
174 136 190 409 390 684 629
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,865
COMMITMENTS
1,952 163 0 1,249 3,859 3,201 4,022 1,664 843
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -836)
-790 -7 0 34 -687 -756 -694 -80 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 3.4 0.0 25.7 79.3 65.8 82.7 34.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 0 8 8 15 9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 931,796
COMMITMENTS
117,448 123,243 284,297 455,642 451,319 857,386 858,858 74,410 72,938
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -37,773)
-4,453 -42,778 -1,163 -29,603 3,366 -35,219 -40,575 -2,554 2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 13.2 30.5 48.9 48.4 92.0 92.2 8.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
169 127 208 207 224 491 468
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 561,516
COMMITMENTS
166,447 25,695 134,463 225,621 376,491 526,531 536,649 34,985 24,867
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 91)
9,239 -4,504 -2,624 -4,593 6,618 2,022 -509 -1,931 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.6 23.9 40.2 67.0 93.8 95.6 6.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
134 49 109 94 90 281 214
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,241,924
COMMITMENTS
118,395 199,359 137,309 810,720 768,891 1066424 1105559 175,500 136,365
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 14,725)
-10,320 -3,090 11,430 20,535 8,039 21,645 16,379 -6,920 -1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 16.1 11.1 65.3 61.9 85.9 89.0 14.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
40 24 44 98 97 154 149
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,243,263
COMMITMENTS
86,081 495,595 6,298 995,717 656,546 1088095 1158439 155,167 84,823
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 18,937)
7,809 12,235 -86 14,890 4,871 22,613 17,020 -3,676 1,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 39.9 0.5 80.1 52.8 87.5 93.2 12.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
20 16 15 86 73 113 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 482,739
COMMITMENTS
77,110 83,383 101,568 255,121 269,371 433,799 454,322 48,940 28,417
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -6,494)
266 -6,895 -5,707 1,807 5,370 -3,634 -7,232 -2,860 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 17.3 21.0 52.8 55.8 89.9 94.1 10.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
74 71 92 122 93 253 213
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,330
COMMITMENTS
4,205 1,805 952 4,867 8,286 10,023 11,043 2,307 1,287
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 821)
1,251 80 179 -457 582 972 841 -151 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 14.6 7.7 39.5 67.2 81.3 89.6 18.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
29 10 9 12 16 45 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,691,601
COMMITMENTS
815,559 1095219 93,586 2605785 2392403 3514930 3581208 176,672 110,393
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 21,405)
49,647 -21,308 -4,952 -21,152 42,181 23,543 15,921 -2,138 5,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 29.7 2.5 70.6 64.8 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
72 42 38 200 147 290 209
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,500,633
COMMITMENTS
580,930 792,499 564,218 2956444 2746457 4101592 4103174 399,041 397,459
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 145,782)
-19,337 -15,538 117,648 56,772 64,753 155,083 166,863 -9,301 -21,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 17.6 12.5 65.7 61.0 91.1 91.2 8.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
71 79 93 233 217 353 340
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 909,722
COMMITMENTS
123,632 118,998 5,820 674,391 598,550 803,843 723,368 105,879 186,354
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -9,347)
-3,050 -696 1,092 -12,781 -15,586 -14,739 -15,190 5,392 5,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 13.1 0.6 74.1 65.8 88.4 79.5 11.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
12 16 10 62 69 80 89
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,551,958
COMMITMENTS
389,469 740,345 261,265 3603628 3233395 4254362 4235004 297,597 316,954
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -25,258)
2,857 -65,220 -39,734 17,710 80,045 -19,167 -24,909 -6,091 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 16.3 5.7 79.2 71.0 93.5 93.0 6.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
59 52 57 167 164 254 245
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,895,530
COMMITMENTS
479,523 135,535 357,752 1016114 1367972 1853389 1861259 42,141 34,271
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 24,512)
9,537 -1,388 -8,217 25,296 34,296 26,617 24,691 -2,105 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.2 18.9 53.6 72.2 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
44 23 44 69 64 134 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 51,701
COMMITMENTS
22,274 9,338 580 20,745 32,488 43,599 42,406 8,102 9,295
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -9,604)
487 -1,441 -267 -9,083 -7,712 -8,863 -9,420 -741 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 18.1 1.1 40.1 62.8 84.3 82.0 15.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
36 15 7 23 29 62 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,402
COMMITMENTS
44,548 18,675 1,161 41,490 64,976 87,198 84,811 16,203 18,590
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -19,207)
974 -2,882 -534 -18,165 -15,423 -17,726 -18,839 -1,482 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 18.1 1.1 40.1 62.8 84.3 82.0 15.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
36 15 7 23 29 62 48
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,005
COMMITMENTS
1,864 464 0 30,119 33,181 31,983 33,645 2,022 360
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -13,331)
-243 16 0 -13,602 -12,313 -13,845 -12,297 514 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.4 0.0 88.6 97.6 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 11 10 14 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,715
COMMITMENTS
7,432 13,131 679 6,369 892 14,480 14,702 235 13
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -5,765)
-4,266 -3,496 -1,466 124 -260 -5,608 -5,222 -157 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 89.2 4.6 43.3 6.1 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 14 4 5 2 27 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 61,649
COMMITMENTS
21,730 5,752 24,255 15,618 28,389 61,603 58,396 46 3,253
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -4,582)
988 725 -5,524 -60 -321 -4,596 -5,120 14 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 9.3 39.3 25.3 46.0 99.9 94.7 0.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 4 2 6 14 12 19
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,220
COMMITMENTS
7,356 1,599 5,231 1,633 5,575 14,220 12,405 0 1,815
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,180)
257 -440 1,323 -400 47 1,180 930 0 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 11.2 36.8 11.5 39.2 100.0 87.2 0.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 2 1 12 7 17
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 47,212
COMMITMENTS
15,309 15,171 31,893 0 0 47,202 47,064 10 148
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,921)
0 -3 -1,931 0 0 -1,931 -1,934 10 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 32.1 67.6 0.0 0.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 17 5 0 0 8 20
Updated December 30, 2019