WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 553,359
COMMITMENTS
127,401 97,176 216,648 178,259 191,635 522,308 505,459 31,050 47,899
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 28,582)
8,200 8,538 19,444 2,036 1,174 29,680 29,157 -1,098 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 17.6 39.2 32.2 34.6 94.4 91.3 5.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
131 116 139 88 127 299 318
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 16,829
COMMITMENTS
6,558 0 689 9,524 15,898 16,771 16,587 58 242
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,800)
240 0 61 -2,096 -1,716 -1,795 -1,655 -5 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 0.0 4.1 56.6 94.5 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 3 12 21 18 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,158
COMMITMENTS
62,285 55,523 95,911 105,422 122,069 263,619 273,503 29,539 19,655
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 4,019)
-1,864 -2,253 2,167 2,905 3,373 3,208 3,287 810 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 18.9 32.7 36.0 41.6 89.9 93.3 10.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
110 54 96 94 87 249 202
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,783,463
COMMITMENTS
247,857 272,230 501,998 724,497 811,731 1474353 1585959 309,110 197,504
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 27,084)
-3,528 -6,753 22,057 3,327 5,099 21,856 20,402 5,228 6,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.3 28.1 40.6 45.5 82.7 88.9 17.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 792)
183 123 188 396 381 665 615
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,721
COMMITMENTS
1,904 217 0 1,299 3,742 3,203 3,959 1,518 762
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 4.6 0.0 27.5 79.3 67.8 83.9 32.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 8 8 14 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 859,039
COMMITMENTS
117,555 96,557 255,540 419,537 434,740 792,632 786,837 66,407 72,201
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 10,809)
-3,670 -3,521 12,237 2,875 2,388 11,442 11,105 -633 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.2 29.7 48.8 50.6 92.3 91.6 7.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
168 127 214 203 229 481 478
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 558,935
COMMITMENTS
162,325 32,354 130,872 225,944 365,302 519,140 528,527 39,795 30,408
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 18,744)
-285 3,146 6,019 7,342 1,327 13,076 10,492 5,668 8,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.8 23.4 40.4 65.4 92.9 94.6 7.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
132 65 119 99 89 297 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,180,992
COMMITMENTS
112,936 199,916 104,741 787,179 750,467 1004856 1055124 176,136 125,867
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 8,095)
6,251 4,299 8,057 -9,170 7,005 5,138 19,361 2,957 -11,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.9 8.9 66.7 63.5 85.1 89.3 14.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
36 25 41 100 99 154 147
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,236,770
COMMITMENTS
60,531 497,971 9,055 1010026 641,693 1079612 1148719 157,157 88,051
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,650)
-20,307 -3,304 1,941 4,984 -10,214 -13,381 -11,577 4,731 2,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 40.3 0.7 81.7 51.9 87.3 92.9 12.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
18 16 13 89 78 113 101
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 469,191
COMMITMENTS
82,425 92,315 87,932 250,904 259,943 421,262 440,190 47,929 29,001
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 14,715)
3,332 7,895 1,608 6,974 2,831 11,914 12,335 2,801 2,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 19.7 18.7 53.5 55.4 89.8 93.8 10.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
83 82 90 119 91 255 222
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,326
COMMITMENTS
5,271 1,867 389 3,577 7,511 9,236 9,767 2,089 1,559
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 324)
490 13 122 30 138 642 273 -318 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 16.5 3.4 31.6 66.3 81.6 86.2 18.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
27 10 8 14 15 46 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,569,629
COMMITMENTS
784,046 1115640 67,932 2530110 2276026 3382089 3459598 187,541 110,031
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -41,077)
-11,342 -5,263 8,389 -54,103 -45,353 -57,056 -42,226 15,979 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 31.3 1.9 70.9 63.8 94.7 96.9 5.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
66 48 41 192 144 282 209
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,516,669
COMMITMENTS
658,502 787,452 573,624 2865467 2719993 4097593 4081068 419,076 435,600
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 340,702)
131,072 19,467 123,394 66,888 188,589 321,354 331,449 19,348 9,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 17.4 12.7 63.4 60.2 90.7 90.4 9.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
71 87 90 226 204 346 332
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 916,731
COMMITMENTS
105,750 128,351 7,073 686,717 604,037 799,540 739,461 117,191 177,270
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,645)
-15,265 3,761 1,519 197 -1,911 -13,549 3,369 6,904 -10,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.0 0.8 74.9 65.9 87.2 80.7 12.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
9 18 9 60 67 76 87
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,508,782
COMMITMENTS
400,830 716,073 229,488 3548278 3254081 4178596 4199642 330,185 309,140
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 22,595)
-17,614 -14,064 11,469 -8,708 27,924 -14,853 25,329 37,448 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.9 5.1 78.7 72.2 92.7 93.1 7.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
51 57 50 157 156 237 234
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,782,522
COMMITMENTS
513,315 147,677 360,112 866,582 1241443 1740009 1749233 42,513 33,289
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -129,280)
29,329 -198 14,805 -166,847 -138,956 -122,714 -124,350 -6,566 -4,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 8.3 20.2 48.6 69.6 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
39 26 40 65 62 126 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,298
COMMITMENTS
20,314 8,728 956 19,319 31,233 40,589 40,917 8,709 8,381
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,513)
-3,470 -1,902 157 -1,583 -2,957 -4,896 -4,703 383 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 17.7 1.9 39.2 63.4 82.3 83.0 17.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 13 9 25 29 59 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,595
COMMITMENTS
40,628 17,456 1,912 38,638 62,466 81,178 81,834 17,417 16,761
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,027)
-6,939 -3,804 313 -3,166 -5,915 -9,792 -9,405 765 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 17.7 1.9 39.2 63.4 82.3 83.0 17.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 13 9 25 29 59 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,516
COMMITMENTS
2,890 786 0 34,972 37,638 37,862 38,424 1,654 1,092
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 820)
171 -76 0 61 840 232 764 588 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.0 0.0 88.5 95.2 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 13 11 16 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,156
COMMITMENTS
9,613 16,012 622 6,661 490 16,896 17,124 260 32
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,830)
1,661 2,126 86 210 -402 1,957 1,810 -127 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 93.3 3.6 38.8 2.9 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 12 3 5 2 29 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 71,812
COMMITMENTS
18,597 6,066 30,384 22,794 33,265 71,775 69,715 37 2,097
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,737)
-2,971 7 5,022 1,695 246 3,746 5,275 -9 -1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 8.4 42.3 31.7 46.3 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 4 2 6 15 12 20
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,621
COMMITMENTS
10,475 2,160 6,514 1,632 8,452 18,621 17,126 0 1,495
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,118)
1,191 913 928 -1 603 2,118 2,444 0 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 11.6 35.0 8.8 45.4 100.0 92.0 0.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 2 1 12 6 19
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| 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
15,309 15,234 31,368 0 0 46,677 46,602 0 75
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -966)
0 -7 -956 0 0 -956 -963 -10 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 32.6 67.2 0.0 0.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 17 5 0 0 8 20
Updated January 10, 2020