WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 630,775
COMMITMENTS
156,896 109,783 260,593 178,188 205,816 595,677 576,192 35,098 54,583
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -14,697)
4,097 2,903 -9,706 -9,096 -7,100 -14,706 -13,903 9 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 17.4 41.3 28.2 32.6 94.4 91.3 5.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
138 121 147 92 135 314 330
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,649
COMMITMENTS
7,757 0 865 12,472 20,531 21,093 21,396 556 253
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,225)
226 0 -86 1,088 1,451 1,228 1,365 -3 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 0.0 4.0 57.6 94.8 97.4 98.8 2.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 0 3 13 23 20 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,663
COMMITMENTS
69,158 59,835 114,126 117,666 135,236 300,950 309,197 28,713 20,466
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 9,214)
1,857 4,721 6,126 1,062 -1,352 9,045 9,495 169 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 18.2 34.6 35.7 41.0 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
98 60 96 108 99 251 220
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,823,044
COMMITMENTS
274,919 251,899 507,773 744,907 853,369 1527600 1613041 295,444 210,003
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -28,572)
3,859 -36,076 -16,033 -6,354 20,456 -18,527 -31,653 -10,045 3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 13.8 27.9 40.9 46.8 83.8 88.5 16.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 800)
173 140 196 393 380 665 627
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,673
COMMITMENTS
2,702 119 111 1,482 4,458 4,295 4,688 1,378 985
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 587)
367 9 111 304 483 782 603 -195 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 2.1 2.0 26.1 78.6 75.7 82.6 24.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 3 2 8 13 22 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 955,012
COMMITMENTS
107,053 137,047 289,988 492,825 453,018 889,866 880,053 65,146 74,959
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 40,872)
-2,473 34,229 14,385 31,415 -4,830 43,327 43,784 -2,455 -2,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 14.4 30.4 51.6 47.4 93.2 92.2 6.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
181 127 214 218 226 499 488
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 592,545
COMMITMENTS
139,948 33,457 171,313 246,576 359,415 557,837 564,185 34,709 28,361
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,036)
-6,428 -1,521 793 11,546 1,544 5,911 815 -2,874 2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.6 28.9 41.6 60.7 94.1 95.2 5.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
111 75 129 106 93 291 245
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,323,840
COMMITMENTS
147,899 181,988 150,950 837,508 844,670 1136357 1177608 187,483 146,232
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 80,228)
16,111 -17,772 38,722 11,051 58,405 65,883 79,355 14,345 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 13.7 11.4 63.3 63.8 85.8 89.0 14.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
45 26 47 105 99 169 153
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,222,318
COMMITMENTS
55,634 493,638 8,519 992,132 616,249 1056285 1118406 166,033 103,912
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -24,587)
3,844 -12,000 -2,024 -32,050 -30,033 -30,230 -44,058 5,643 19,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 40.4 0.7 81.2 50.4 86.4 91.5 13.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
15 22 14 88 74 109 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 512,178
COMMITMENTS
80,427 98,773 112,763 266,997 266,292 460,187 477,828 51,992 34,351
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 11,904)
-2,651 379 5,110 6,357 4,252 8,817 9,741 3,087 2,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 19.3 22.0 52.1 52.0 89.8 93.3 10.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
71 89 93 125 99 263 231
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,757
COMMITMENTS
5,541 2,144 1,177 4,549 8,782 11,267 12,102 2,490 1,655
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,246)
204 69 382 810 764 1,396 1,216 -150 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 15.6 8.6 33.1 63.8 81.9 88.0 18.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 11 12 17 17 50 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,739,988
COMMITMENTS
888,864 1071193 84,638 2569749 2486001 3543251 3641832 196,737 98,156
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 55,537)
74,525 -72,801 5,088 -30,899 130,790 48,714 63,077 6,823 -7,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 28.6 2.3 68.7 66.5 94.7 97.4 5.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
77 49 46 198 137 300 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,739,920
COMMITMENTS
571,491 775,390 612,253 3090479 2875441 4274222 4263083 465,698 476,837
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 189,738)
87,788 48,544 27,398 54,729 84,389 169,915 160,330 19,823 29,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 16.4 12.9 65.2 60.7 90.2 89.9 9.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
81 73 86 220 200 344 316
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 922,599
COMMITMENTS
87,128 143,183 10,698 705,173 587,160 802,999 741,041 119,600 181,558
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -11,611)
-10,563 5,106 867 -3,451 -20,579 -13,147 -14,606 1,536 2,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.5 1.2 76.4 63.6 87.0 80.3 13.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
11 18 9 62 64 78 86
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,786,007
COMMITMENTS
528,386 673,749 290,073 3618803 3502893 4437262 4466715 348,745 319,292
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 154,795)
82,336 -35,125 4,070 53,604 174,680 140,010 143,625 14,786 11,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 14.1 6.1 75.6 73.2 92.7 93.3 7.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
62 45 54 169 159 260 229
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,993,162
COMMITMENTS
534,653 169,291 392,478 1021673 1390733 1948804 1952503 44,358 40,659
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 119,289)
22,539 13,639 17,855 77,523 82,069 117,916 113,563 1,373 5,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.5 19.7 51.3 69.8 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
42 29 46 70 63 133 118
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,685
COMMITMENTS
23,751 4,540 2,503 17,496 37,202 43,750 44,245 8,935 8,439
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 520)
712 -2,356 1,045 -884 2,589 873 1,279 -352 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 8.6 4.8 33.2 70.6 83.0 84.0 17.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 14 10 26 32 65 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,370
COMMITMENTS
47,502 9,081 5,006 34,991 74,404 87,499 88,491 17,870 16,879
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,040)
1,423 -4,711 2,090 -1,768 5,179 1,745 2,557 -705 -1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 8.6 4.8 33.2 70.6 83.0 84.0 17.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 14 10 26 32 65 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 38,864
COMMITMENTS
2,575 726 0 34,074 36,941 36,649 37,667 2,215 1,197
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,321)
-193 262 0 2,418 2,174 2,225 2,436 96 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.9 0.0 87.7 95.1 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 0 12 10 16 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,237
COMMITMENTS
8,328 15,183 576 7,015 399 15,919 16,158 318 79
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -542)
-652 -587 -10 75 0 -587 -597 45 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 93.5 3.5 43.2 2.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 13 3 5 2 30 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 89,420
COMMITMENTS
29,268 7,774 33,848 26,260 45,462 89,376 87,084 44 2,336
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,963)
1,877 318 590 -512 1,112 1,955 2,020 8 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 8.7 37.9 29.4 50.8 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 2 5 16 11 23
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,041
COMMITMENTS
14,210 1,766 11,809 7 10,909 26,026 24,484 15 1,557
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 841)
-151 349 971 7 -472 827 848 14 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 6.8 45.3 0.0 41.9 99.9 94.0 0.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 2 1 12 7 18
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 44,674
COMMITMENTS
15,536 15,471 29,113 0 0 44,649 44,584 25 90
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -2,003)
57 57 -2,060 0 0 -2,003 -2,003 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 34.6 65.2 0.0 0.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 14 5 0 0 10 17
Updated January 31, 2020