WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,357
COMMITMENTS
120,563 93,824 147,427 129,322 137,436 397,312 378,687 29,045 47,670
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -39,520)
-28,347 -12,219 -13,572 3,505 -11,344 -38,414 -37,135 -1,106 -2,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 22.0 34.6 30.3 32.2 93.2 88.8 6.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
119 92 118 80 115 269 273
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 24,306
COMMITMENTS
8,572 90 730 14,554 23,031 23,856 23,851 450 455
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,280)
266 -310 60 885 1,324 1,211 1,074 69 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 0.4 3.0 59.9 94.8 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 12 20 18 23
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,643
COMMITMENTS
67,984 69,556 54,018 105,551 106,779 227,553 230,353 23,090 20,290
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -17,328)
-31 9,101 -13,168 -2,084 -11,213 -15,283 -15,280 -2,045 -2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 27.8 21.6 42.1 42.6 90.8 91.9 9.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
79 57 68 76 88 193 183
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,501,015
COMMITMENTS
325,870 320,305 315,570 629,293 691,664 1270733 1327539 230,282 173,476
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -83,599)
4,042 -8,655 -21,450 -50,836 -44,498 -68,244 -74,603 -15,355 -8,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 21.3 21.0 41.9 46.1 84.7 88.4 15.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
156 134 153 305 319 539 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,753
COMMITMENTS
1,668 438 7 1,538 3,323 3,213 3,768 1,540 985
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -23)
-738 438 -35 470 -580 -303 -177 280 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 9.2 0.1 32.4 69.9 67.6 79.3 32.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 1 12 10 19 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 787,023
COMMITMENTS
149,082 137,704 168,871 405,659 422,077 723,612 728,652 63,411 58,371
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -25,514)
834 -41,102 -6,075 -18,139 26,790 -23,380 -20,387 -2,134 -5,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 17.5 21.5 51.5 53.6 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
159 116 167 169 192 415 412
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 458,102
COMMITMENTS
87,551 50,923 104,466 232,200 268,190 424,217 423,579 33,885 34,523
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -44,361)
-3,272 -390 -30,915 -10,080 -14,934 -44,267 -46,239 -94 1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 11.1 22.8 50.7 58.5 92.6 92.5 7.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
88 70 100 95 70 241 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,230,954
COMMITMENTS
149,872 192,469 36,743 876,007 865,576 1062622 1094788 168,332 136,166
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -263,003)
13,359 -14,717 -244,228 -9,942 15,790 -240,811 -243,155 -22,192 -19,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 15.6 3.0 71.2 70.3 86.3 88.9 13.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
31 37 27 94 101 137 153
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,175,514
COMMITMENTS
62,745 459,898 23,389 923,934 599,930 1010068 1083217 165,446 92,297
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -132,886)
671 8,274 -58,240 -52,925 -64,732 -110,494 -114,698 -22,392 -18,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 39.1 2.0 78.6 51.0 85.9 92.1 14.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
15 23 15 89 77 114 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 449,552
COMMITMENTS
85,137 75,738 77,676 241,189 265,739 404,002 419,153 45,550 30,399
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -56,118)
5,602 -53,081 -33,308 -23,556 33,507 -51,262 -52,882 -4,856 -3,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 16.8 17.3 53.7 59.1 89.9 93.2 10.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
83 67 92 106 87 246 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,535
COMMITMENTS
6,351 2,219 484 4,789 8,751 11,624 11,454 1,911 2,081
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 107)
14 78 82 108 13 204 173 -97 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 16.4 3.6 35.4 64.7 85.9 84.6 14.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
28 9 6 13 14 44 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,289,006
COMMITMENTS
827,525 869,326 61,432 2200328 2253531 3089285 3184289 199,721 104,717
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -309,427)
43,221 -16,710 -66,424 -250,412 -181,515 -273,615 -264,649 -35,812 -44,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 26.4 1.9 66.9 68.5 93.9 96.8 6.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
67 43 25 186 143 266 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,913,108
COMMITMENTS
752,496 909,180 192,873 2517405 2406432 3462774 3508485 450,334 404,623
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -294,874)
110,479 -6,861 -55,941 -271,874 -125,056 -217,336 -187,858 -77,538 -107,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 23.2 4.9 64.3 61.5 88.5 89.7 11.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
77 83 52 191 188 291 300
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 896,614
COMMITMENTS
50,368 147,664 11,214 703,947 557,005 765,529 715,883 131,085 180,731
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -133,472)
-27,453 -10,560 -7,573 -79,475 -27,597 -114,501 -45,730 -18,971 -87,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 16.5 1.3 78.5 62.1 85.4 79.8 14.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
10 17 13 60 67 77 90
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,641,287
COMMITMENTS
740,806 872,596 93,125 3465604 3372910 4299535 4338631 341,752 302,656
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -217,891)
199,922 108,193 -133,615 -240,810 -69,131 -174,503 -94,553 -43,388 -123,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 18.8 2.0 74.7 72.7 92.6 93.5 7.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
54 59 31 146 161 211 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,731,708
COMMITMENTS
524,174 234,240 248,706 922,636 1197168 1695516 1680114 36,192 51,594
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -368,379)
-67,244 -24,560 -201,783 -79,495 -148,793 -348,522 -375,136 -19,857 6,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 13.5 14.4 53.3 69.1 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
21 34 41 58 67 109 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,848
COMMITMENTS
12,539 5,355 2,036 22,826 31,459 37,400 38,850 7,449 5,999
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -5,886)
-5,798 200 -1,612 4,087 -4,049 -3,323 -5,461 -2,563 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 11.9 4.5 50.9 70.1 83.4 86.6 16.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 17 10 35 27 66 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,696
COMMITMENTS
25,077 10,710 4,071 45,651 62,918 74,799 77,699 14,897 11,997
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -11,772)
-11,595 400 -3,224 8,173 -8,098 -6,646 -10,922 -5,126 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 11.9 4.5 50.9 70.1 83.4 86.6 16.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 17 10 35 27 66 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,600
COMMITMENTS
3,313 2,851 0 35,494 37,478 38,807 40,329 2,793 1,271
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,275)
556 649 0 -2,239 -1,450 -1,683 -801 408 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 6.9 0.0 85.3 90.1 93.3 96.9 6.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 13 12 17 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,581
COMMITMENTS
11,915 18,284 788 6,634 376 19,337 19,448 244 133
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,471)
-10 -1,861 182 -1,593 127 -1,421 -1,552 -50 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 93.4 4.0 33.9 1.9 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 13 4 4 2 32 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 103,321
COMMITMENTS
29,347 8,609 49,009 24,958 44,231 103,314 101,849 7 1,472
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,697)
1,660 -16 3,789 -2,731 -668 2,718 3,105 -21 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 8.3 47.4 24.2 42.8 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 4 2 6 13 13 18
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,315
COMMITMENTS
17,459 3,241 26,521 334 13,034 44,314 42,796 1 1,519
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 10,002)
-115 -20 10,216 -100 -223 10,001 9,973 1 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 7.3 59.8 0.8 29.4 100.0 96.6 0.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 2 1 11 7 16
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 46,902
COMMITMENTS
15,226 15,703 31,171 0 0 46,397 46,874 505 28
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,612)
0 530 1,122 0 0 1,122 1,652 490 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 33.5 66.5 0.0 0.0 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 16 5 0 0 10 19
Updated March 06, 2020