WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,792
COMMITMENTS
158,953 111,228 176,046 135,760 165,783 470,759 453,057 33,033 50,735
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 27,028)
12,892 3,372 13,706 -1,162 6,380 25,436 23,458 1,592 3,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 22.1 34.9 26.9 32.9 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
147 102 139 78 127 300 313
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 16,560
COMMITMENTS
6,274 300 220 9,507 15,647 16,001 16,167 559 393
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,771)
420 0 0 850 1,645 1,270 1,645 501 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 1.8 1.3 57.4 94.5 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 1 11 22 15 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,184
COMMITMENTS
70,313 56,933 80,574 109,911 130,001 260,798 267,508 26,386 19,676
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,792)
1,458 -117 -454 2,880 4,396 3,884 3,825 -92 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 19.8 28.1 38.3 45.3 90.8 93.1 9.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
99 61 93 86 94 231 209
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,529,460
COMMITMENTS
330,535 282,512 314,349 637,864 762,184 1282748 1359045 246,712 170,415
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -26,987)
-1,186 -13,294 -12,617 -9,460 550 -23,263 -25,361 -3,724 -1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 18.5 20.6 41.7 49.8 83.9 88.9 16.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
159 124 148 333 351 573 558
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,076
COMMITMENTS
2,335 110 0 1,175 3,971 3,510 4,081 1,566 995
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 142)
174 -17 -1 -80 56 93 38 49 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 2.2 0.0 23.1 78.2 69.1 80.4 30.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 1 0 8 10 18 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 772,676
COMMITMENTS
124,695 107,051 171,379 417,027 425,427 713,101 703,857 59,575 68,819
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 26,554)
-6,111 10,906 6,083 25,344 7,867 25,316 24,856 1,238 1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 13.9 22.2 54.0 55.1 92.3 91.1 7.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
161 118 170 170 212 413 438
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 547,805
COMMITMENTS
152,073 36,322 140,346 218,787 345,785 511,206 522,453 36,599 25,352
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,105)
-13,826 3,700 10,865 8,788 -10,028 5,827 4,537 278 1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.6 25.6 39.9 63.1 93.3 95.4 6.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
112 62 111 92 82 266 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,061,745
COMMITMENTS
143,030 203,442 21,941 738,982 704,948 903,953 930,331 157,792 131,414
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 24,228)
14,692 17,927 7,701 8,703 -3,112 31,096 22,516 -6,868 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 19.2 2.1 69.6 66.4 85.1 87.6 14.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 27 28 91 93 138 137
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,246,676
COMMITMENTS
51,774 505,733 10,436 1024173 646,248 1086383 1162417 160,293 84,259
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -7,820)
-5,187 4,462 2,242 -4,236 -5,056 -7,181 1,648 -639 -9,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 40.6 0.8 82.2 51.8 87.1 93.2 12.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
14 20 13 86 76 106 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 473,263
COMMITMENTS
90,155 96,913 88,099 248,732 257,080 426,986 442,092 46,277 31,171
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 10,801)
359 1,463 8,897 2,643 -832 11,899 9,528 -1,098 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 20.5 18.6 52.6 54.3 90.2 93.4 9.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
83 76 80 121 80 254 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,714
COMMITMENTS
5,346 2,184 420 3,480 7,728 9,246 10,332 2,468 1,382
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 201)
86 48 137 -195 55 28 240 173 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 18.6 3.6 29.7 66.0 78.9 88.2 21.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 11 5 13 15 41 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,655,036
COMMITMENTS
821,598 1142975 55,465 2589413 2351490 3466476 3549930 188,560 105,106
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 59,445)
-13,574 26,111 10,734 65,912 31,732 63,072 68,577 -3,627 -9,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 31.3 1.5 70.8 64.3 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
75 49 40 194 138 293 203
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,771,582
COMMITMENTS
494,796 797,328 158,127 2699573 2397417 3352496 3352872 419,086 418,710
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 83,593)
-46,700 32,259 42,629 76,644 -7,746 72,573 67,142 11,020 16,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 21.1 4.2 71.6 63.6 88.9 88.9 11.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
69 75 55 189 179 290 278
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 934,210
COMMITMENTS
97,691 138,077 9,831 708,624 607,739 816,146 755,647 118,064 178,563
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 10,618)
-9,039 1,110 3,739 13,611 -826 8,311 4,023 2,307 6,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 14.8 1.1 75.9 65.1 87.4 80.9 12.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
10 18 8 64 66 79 87
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,296,398
COMMITMENTS
456,239 722,671 101,204 3415192 3172303 3972635 3996178 323,763 300,220
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 35,231)
29,965 -3,044 8,701 -7,241 34,880 31,425 40,537 3,806 -5,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 16.8 2.4 79.5 73.8 92.5 93.0 7.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
59 53 45 159 154 240 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,872,842
COMMITMENTS
512,122 156,177 373,633 944,102 1308107 1829857 1837917 42,985 34,925
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 18,407)
-44,628 -3,523 1,594 68,175 19,274 25,141 17,345 -6,734 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 8.3 20.0 50.4 69.8 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 23 45 70 63 132 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 51,888
COMMITMENTS
23,040 7,009 1,322 18,312 34,577 42,674 42,908 9,215 8,980
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 895)
316 -2,342 1,203 -1,332 1,499 187 360 709 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 13.5 2.5 35.3 66.6 82.2 82.7 17.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 15 4 25 29 60 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,776
COMMITMENTS
46,079 14,018 2,644 36,624 69,154 85,347 85,816 18,429 17,960
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,790)
632 -4,683 2,405 -2,664 2,997 373 719 1,417 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 13.5 2.5 35.3 66.6 82.2 82.7 17.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 15 4 25 29 60 46
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,543
COMMITMENTS
2,768 464 0 31,656 34,767 34,424 35,231 2,119 1,312
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -536)
-453 0 0 -144 -676 -597 -676 61 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 1.3 0.0 86.6 95.1 94.2 96.4 5.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 10 10 14 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,779
COMMITMENTS
8,980 15,770 586 6,940 399 16,506 16,755 273 24
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -936)
-697 -957 -19 -257 40 -973 -936 37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 94.0 3.5 41.4 2.4 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
23 12 3 5 2 30 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 87,457
COMMITMENTS
27,391 7,456 33,258 26,772 44,350 87,421 85,064 36 2,393
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 7,205)
6,889 832 509 -172 5,156 7,226 6,497 -21 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 8.5 38.0 30.6 50.7 100.0 97.3 0.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 5 2 5 17 12 23
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,200
COMMITMENTS
14,361 1,417 10,838 0 11,381 25,199 23,636 1 1,564
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,593)
1,562 38 1,253 -223 1,065 2,592 2,356 1 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.0 5.6 43.0 0.0 45.2 100.0 93.8 0.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 2 0 12 6 18
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 46,677
COMMITMENTS
15,479 15,414 31,173 0 0 46,652 46,587 25 90
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 129)
170 185 -51 0 0 119 134 10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 33.0 66.8 0.0 0.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 16 5 0 0 9 19
Updated January 24, 2020