WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 645,472
COMMITMENTS
152,799 106,880 270,300 187,285 212,916 610,383 590,096 35,089 55,377
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 41,152)
14,821 3,594 21,309 3,434 12,107 39,565 37,010 1,587 4,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 16.6 41.9 29.0 33.0 94.6 91.4 5.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
148 120 155 93 137 326 341
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED 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: 20,424
COMMITMENTS
7,531 0 951 11,383 19,080 19,865 20,031 559 393
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,208)
416 0 99 1,192 1,983 1,707 2,082 501 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 0.0 4.7 55.7 93.4 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 0 3 12 23 18 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 320,448
COMMITMENTS
67,301 55,113 108,000 116,604 136,588 291,905 299,701 28,544 20,747
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,393)
1,877 54 559 3,354 5,139 5,790 5,752 -397 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 17.2 33.7 36.4 42.6 91.1 93.5 8.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
98 63 99 101 96 249 215
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,851,616
COMMITMENTS
271,060 287,975 523,806 751,261 832,913 1546127 1644694 305,489 206,922
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -21,791)
-764 -11,420 -9,671 -4,702 743 -15,137 -20,349 -6,653 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 15.6 28.3 40.6 45.0 83.5 88.8 16.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805)
178 133 193 404 385 674 630
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 5,086
COMMITMENTS
2,335 110 0 1,178 3,975 3,513 4,085 1,573 1,001
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 148)
174 -17 -1 -77 60 96 42 52 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 2.2 0.0 23.2 78.2 69.1 80.3 30.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 1 0 9 10 19 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 914,140
COMMITMENTS
109,526 102,819 275,603 461,410 457,847 846,539 836,269 67,601 77,871
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 26,731)
-13,558 8,522 8,865 32,535 7,241 27,842 24,628 -1,111 2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 11.2 30.1 50.5 50.1 92.6 91.5 7.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
187 127 215 215 226 501 485
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 589,509
COMMITMENTS
146,376 34,978 170,520 235,030 357,871 551,926 563,369 37,583 26,140
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 7,077)
-16,730 3,596 13,028 10,683 -10,521 6,981 6,103 96 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 5.9 28.9 39.9 60.7 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
115 68 121 103 99 288 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,243,612
COMMITMENTS
131,788 199,760 112,228 826,458 786,265 1070474 1098253 173,138 145,359
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 39,946)
14,867 18,139 14,021 14,483 4,141 43,371 36,301 -3,425 3,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.1 9.0 66.5 63.2 86.1 88.3 13.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
39 30 41 103 104 161 156
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,246,905
COMMITMENTS
51,790 505,638 10,543 1024182 646,282 1086516 1162464 160,390 84,442
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -7,663)
-5,168 4,403 2,305 -4,246 -5,022 -7,110 1,686 -553 -9,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 40.6 0.8 82.1 51.8 87.1 93.2 12.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
15 19 14 86 77 107 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 500,274
COMMITMENTS
83,077 98,394 107,653 260,640 262,040 451,370 468,087 48,904 32,187
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 10,403)
328 1,431 9,440 1,896 -1,863 11,664 9,009 -1,262 1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 19.7 21.5 52.1 52.4 90.2 93.6 9.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
82 83 92 126 95 266 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,511
COMMITMENTS
5,337 2,074 795 3,739 8,017 9,871 10,886 2,640 1,625
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 458)
105 67 164 -27 111 242 342 216 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 16.6 6.4 29.9 64.1 78.9 87.0 21.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 10 9 15 16 46 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 3,684,452
COMMITMENTS
814,339 1143994 79,551 2600648 2355210 3494538 3578755 189,914 105,697
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 58,328)
-12,838 28,127 7,366 66,934 32,058 61,462 67,552 -3,134 -9,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 31.0 2.2 70.6 63.9 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
74 51 48 199 141 300 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 4,550,182
COMMITMENTS
483,703 726,846 584,855 3035750 2791052 4104307 4102753 445,875 447,429
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 133,822)
-82,404 -21,364 91,006 109,847 48,086 118,449 117,728 15,373 16,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.0 12.9 66.7 61.3 90.2 90.2 9.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
78 74 91 223 203 345 324
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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 TRADER
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 9 64 66 80 87
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 4,631,211
COMMITMENTS
446,050 708,874 286,003 3565199 3328213 4297252 4323090 333,959 308,122
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 110,142)
31,381 -7,842 50,819 19,650 71,386 101,851 114,364 8,291 -4,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 15.3 6.2 77.0 71.9 92.8 93.3 7.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
57 56 56 172 160 260 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,873,873
COMMITMENTS
512,114 155,652 374,623 944,150 1308664 1830888 1838939 42,985 34,933
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 19,328)
-44,631 -4,038 2,518 68,175 19,819 26,062 18,300 -6,734 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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)
42 24 45 71 63 133 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 52,165
COMMITMENTS
23,040 6,896 1,458 18,379 34,612 42,877 42,967 9,287 9,198
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 935)
316 -2,396 1,238 -1,318 1,492 236 333 699 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 13.2 2.8 35.2 66.4 82.2 82.4 17.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 15 6 27 30 64 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 104,329
COMMITMENTS
46,079 13,792 2,917 36,759 69,225 85,754 85,933 18,575 18,396
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,869)
632 -4,793 2,475 -2,636 2,984 471 667 1,398 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 13.2 2.8 35.2 66.4 82.2 82.4 17.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 15 6 27 30 64 47
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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