WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 533,295
COMMITMENTS
113,483 93,707 220,963 166,948 167,291 501,395 481,962 31,900 51,333
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -24,104)
-32,668 -12,009 731 8,394 -10,740 -23,543 -22,018 -561 -2,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 17.6 41.4 31.3 31.4 94.0 90.4 6.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
117 105 140 96 123 299 298
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED 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: 25,005
COMMITMENTS
8,727 0 849 14,978 23,701 24,555 24,550 450 455
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -585)
-1,226 -250 -6 578 -535 -654 -791 69 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 0.0 3.4 59.9 94.8 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 3 12 20 18 23
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 270,676
COMMITMENTS
64,214 69,522 70,628 111,210 109,306 246,052 249,455 24,624 21,220
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -14,958)
-1,052 9,106 -10,896 -1,215 -11,092 -13,163 -12,883 -1,795 -2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 25.7 26.1 41.1 40.4 90.9 92.2 9.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
77 59 75 88 88 207 188
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,764,525
COMMITMENTS
284,862 325,051 482,170 722,604 748,505 1489636 1555727 274,890 208,798
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -50,918)
-418 -10,269 2,159 -41,408 -34,022 -39,668 -42,131 -11,251 -8,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 18.4 27.3 41.0 42.4 84.4 88.2 15.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
164 147 183 357 350 613 598
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 5,058
COMMITMENTS
1,569 483 145 1,792 3,434 3,506 4,062 1,552 995
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 19)
-785 473 -6 544 -585 -248 -118 267 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 9.6 2.9 35.4 67.9 69.3 80.3 30.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 2 12 12 19 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 920,924
COMMITMENTS
129,325 136,737 268,848 448,958 449,762 847,131 855,347 73,793 65,577
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -11,841)
898 -39,699 1,362 -13,550 31,618 -11,290 -6,720 -551 -5,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.8 29.2 48.8 48.8 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
170 134 208 203 204 478 459
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 498,604
COMMITMENTS
81,390 51,254 132,387 248,677 279,803 462,453 463,444 36,151 35,160
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -36,613)
-5,849 717 -24,393 -6,674 -14,902 -36,917 -38,579 304 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.3 26.6 49.9 56.1 92.7 92.9 7.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
86 76 110 100 85 252 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,599,724
COMMITMENTS
142,454 165,025 265,323 1006516 1015073 1414294 1445421 185,430 154,303
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -149,774)
9,806 -6,330 -169,991 33,817 43,861 -126,368 -132,461 -23,406 -17,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.3 16.6 62.9 63.5 88.4 90.4 11.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
38 35 54 108 112 174 173
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,175,570
COMMITMENTS
62,746 459,881 23,408 923,935 599,930 1010090 1083219 165,480 92,350
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -132,875)
672 8,273 -58,240 -52,925 -64,732 -110,493 -114,699 -22,382 -18,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 147)
16 24 16 89 77 115 107
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 481,543
COMMITMENTS
78,774 77,880 98,673 255,589 273,472 433,036 450,025 48,507 31,518
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -49,095)
5,730 -53,374 -29,521 -20,671 36,747 -44,461 -46,147 -4,633 -2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 16.2 20.5 53.1 56.8 89.9 93.5 10.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
81 73 101 116 95 261 221
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,494
COMMITMENTS
6,203 2,175 1,051 5,267 9,087 12,521 12,312 1,973 2,182
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 142)
-53 48 141 147 14 235 203 -93 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 15.0 7.2 36.3 62.7 86.4 84.9 13.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
28 10 9 15 14 47 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 3,348,364
COMMITMENTS
820,319 869,111 111,234 2215813 2262555 3147365 3242900 200,999 105,464
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -269,926)
36,165 -17,683 -30,230 -240,687 -177,006 -234,752 -224,919 -35,174 -45,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 26.0 3.3 66.2 67.6 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
67 48 42 191 150 279 219
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 5,418,050
COMMITMENTS
724,309 700,587 1070609 3140865 3195654 4935784 4966851 482,266 451,199
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 187,474)
96,852 -120,933 266,486 -95,894 139,760 267,444 285,312 -79,970 -97,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.9 19.8 58.0 59.0 91.1 91.7 8.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
89 75 104 230 210 366 342
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 896,622
COMMITMENTS
50,364 147,668 11,218 703,955 557,005 765,537 715,891 131,085 180,731
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -133,480)
-27,465 -10,548 -7,577 -79,467 -27,613 -114,509 -45,738 -18,971 -87,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 5,216,621
COMMITMENTS
726,921 791,648 498,038 3645924 3618092 4870883 4907779 345,738 308,842
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 42,345)
190,647 90,006 50,372 -156,472 24,734 84,546 165,112 -42,202 -122,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.2 9.5 69.9 69.4 93.4 94.1 6.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
65 52 62 157 167 247 256
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,736,058
COMMITMENTS
524,203 235,691 248,997 926,644 1199776 1699844 1684464 36,214 51,594
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -365,950)
-67,174 -22,533 -202,330 -76,590 -147,844 -346,094 -372,707 -19,856 6,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 13.6 14.3 53.4 69.1 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
22 33 41 58 67 109 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 45,393
COMMITMENTS
12,439 5,309 2,296 22,991 31,641 37,727 39,246 7,667 6,147
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -5,766)
-5,856 156 -1,499 4,134 -3,981 -3,222 -5,325 -2,544 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 11.7 5.1 50.6 69.7 83.1 86.5 16.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 17 12 36 28 69 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 90,786
COMMITMENTS
24,879 10,617 4,592 45,982 63,283 75,453 78,492 15,333 12,294
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -11,533)
-11,712 311 -2,999 8,267 -7,962 -6,444 -10,650 -5,088 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 11.7 5.1 50.6 69.7 83.1 86.5 16.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 17 12 36 28 69 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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