WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 434,673
COMMITMENTS
135,753 101,427 136,244 133,596 152,303 405,593 389,974 29,080 44,699
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 23,476)
8,500 8,225 15,310 907 408 24,717 23,943 -1,241 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 23.3 31.3 30.7 35.0 93.3 89.7 6.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
136 96 125 72 119 275 292
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY 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: 13,764
COMMITMENTS
5,229 200 220 8,257 13,102 13,706 13,522 58 242
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,445)
395 100 0 -1,835 -1,400 -1,440 -1,300 -5 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 1.5 1.6 60.0 95.2 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 11 19 15 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY 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: 267,769
COMMITMENTS
65,540 57,067 74,281 100,837 117,808 240,658 249,156 27,111 18,613
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,812)
-2,692 -2,717 1,802 2,628 3,151 1,738 2,236 1,074 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 21.3 27.7 37.7 44.0 89.9 93.0 10.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
101 58 87 79 84 227 193
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,487,222
COMMITMENTS
313,678 273,447 299,759 620,813 749,169 1234250 1322375 252,972 164,847
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 14,367)
-1,429 -5,411 12,450 -2,290 2,921 8,731 9,960 5,636 4,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 18.4 20.2 41.7 50.4 83.0 88.9 17.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 753)
165 117 143 325 348 566 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 4,715
COMMITMENTS
1,904 217 0 1,298 3,742 3,202 3,959 1,513 756
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 4.6 0.0 27.5 79.4 67.9 84.0 32.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 7 8 13 10
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 722,012
COMMITMENTS
127,873 99,422 154,512 383,370 403,280 665,755 657,214 56,257 64,798
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 8,496)
-4,261 -3,133 8,240 3,751 3,410 7,730 8,517 766 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 13.8 21.4 53.1 55.9 92.2 91.0 7.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
155 108 167 159 217 400 432
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY 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: 517,741
COMMITMENTS
163,361 33,965 103,442 212,280 351,504 479,083 488,911 38,658 28,830
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 17,128)
-89 3,501 4,488 7,126 1,171 11,525 9,160 5,603 7,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 6.6 20.0 41.0 67.9 92.5 94.4 7.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
126 56 106 88 77 270 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 1,010,901
COMMITMENTS
114,967 213,655 13,419 716,686 669,517 845,072 896,591 165,829 114,310
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,704)
8,095 9,697 183 -4,349 7,851 3,929 17,731 1,775 -12,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 21.1 1.3 70.9 66.2 83.6 88.7 16.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
27 26 19 82 88 116 127
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY 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: 1,236,648
COMMITMENTS
60,537 497,969 9,047 1009986 641,692 1079570 1148708 157,078 87,940
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,593)
-20,313 -3,395 2,047 5,005 -10,070 -13,261 -11,418 4,668 2,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 145)
18 15 12 89 77 112 99
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 444,311
COMMITMENTS
91,743 91,645 68,800 238,536 255,585 399,079 416,030 45,232 28,281
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 15,167)
3,633 7,781 1,245 7,129 3,704 12,007 12,730 3,160 2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.6 15.5 53.7 57.5 89.8 93.6 10.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
79 77 74 112 79 240 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 11,017
COMMITMENTS
5,419 1,935 128 3,501 7,485 9,048 9,548 1,969 1,469
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 251)
574 67 -10 7 112 571 169 -320 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 17.6 1.2 31.8 67.9 82.1 86.7 17.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 9 2 12 14 42 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 3,537,903
COMMITMENTS
786,229 1115808 44,358 2520953 2268188 3351540 3428354 186,363 109,549
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -42,179)
-15,944 -5,692 10,560 -52,537 -48,120 -57,921 -43,252 15,742 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 31.5 1.3 71.3 64.1 94.7 96.9 5.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
66 46 32 188 140 274 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 3,753,965
COMMITMENTS
678,295 857,525 110,850 2563748 2377261 3352893 3345636 401,072 408,329
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 129,936)
103,287 47,767 -6,112 11,841 78,442 109,016 120,097 20,920 9,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 22.8 3.0 68.3 63.3 89.3 89.1 10.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
67 82 47 196 175 285 282
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY 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 TRADERS
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 8 60 67 75 87
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 4,251,556
COMMITMENTS
420,999 719,373 84,691 3422245 3145673 3927935 3949737 323,621 301,819
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -26,538)
-19,293 -18,809 -2,349 -39,493 522 -61,135 -20,636 34,597 -5,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 16.9 2.0 80.5 74.0 92.4 92.9 7.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
54 50 32 144 151 215 216
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 1,782,381
COMMITMENTS
513,315 147,702 360,020 866,533 1241415 1739868 1749137 42,513 33,244
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -129,239)
29,336 -203 14,838 -166,847 -138,956 -122,673 -124,321 -6,566 -4,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 64 62 125 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY 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: 49,078
COMMITMENTS
20,290 8,756 888 19,274 31,190 40,451 40,834 8,627 8,244
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,538)
-3,494 -1,936 182 -1,590 -2,972 -4,903 -4,726 365 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 17.8 1.8 39.3 63.6 82.4 83.2 17.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 14 8 23 29 56 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 98,155
COMMITMENTS
40,579 17,511 1,776 38,547 62,380 80,902 81,667 17,253 16,488
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,076)
-6,988 -3,872 363 -3,180 -5,943 -9,805 -9,452 729 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 17.8 1.8 39.3 63.6 82.4 83.2 17.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 14 8 23 29 56 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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