WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,764
COMMITMENTS
146,061 107,856 162,340 136,922 159,403 445,323 429,599 31,441 47,165
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 42,091)
10,308 6,429 26,096 3,326 7,100 39,730 39,625 2,361 2,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 22.6 34.1 28.7 33.4 93.4 90.1 6.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
143 105 140 73 123 291 312
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,789
COMMITMENTS
5,854 300 220 8,657 14,002 14,731 14,522 58 267
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,025)
625 100 0 400 900 1,025 1,000 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 2.0 1.5 58.5 94.7 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 11 20 15 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,392
COMMITMENTS
68,855 57,050 81,028 107,031 125,605 256,914 263,683 26,478 19,709
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 15,623)
3,315 -17 6,747 6,194 7,797 16,256 14,527 -633 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 20.1 28.6 37.8 44.3 90.7 93.0 9.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
100 59 94 84 89 233 203
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,556,447
COMMITMENTS
331,721 295,806 326,966 647,324 761,634 1306011 1384406 250,436 172,041
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 69,225)
18,043 22,359 27,207 26,511 12,465 71,761 62,031 -2,536 7,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 19.0 21.0 41.6 48.9 83.9 88.9 16.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774)
165 123 158 336 346 590 557
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,934
COMMITMENTS
2,161 127 1 1,255 3,915 3,417 4,043 1,517 891
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 219)
257 -90 1 -43 173 215 84 4 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 2.6 0.0 25.4 79.3 69.3 81.9 30.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 1 1 7 9 16 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 746,122
COMMITMENTS
130,806 96,145 165,296 391,683 417,560 687,785 679,001 58,337 67,121
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 24,110)
2,933 -3,277 10,784 8,313 14,280 22,030 21,787 2,080 2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 12.9 22.2 52.5 56.0 92.2 91.0 7.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
165 109 168 160 211 407 429
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 541,700
COMMITMENTS
165,899 32,622 129,481 209,999 355,813 505,379 517,916 36,321 23,784
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 23,959)
2,538 -1,343 26,039 -2,281 4,309 26,296 29,005 -2,337 -5,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 6.0 23.9 38.8 65.7 93.3 95.6 6.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
129 53 114 84 79 274 210
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,037,517
COMMITMENTS
128,338 185,515 14,240 730,279 708,060 872,857 907,815 164,660 129,702
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 26,616)
13,371 -28,140 821 13,593 38,543 27,785 11,224 -1,169 15,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 17.9 1.4 70.4 68.2 84.1 87.5 15.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
33 22 23 89 86 130 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,496
COMMITMENTS
56,961 501,271 8,194 1028409 651,304 1093564 1160769 160,932 93,727
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 17,848)
-3,576 3,302 -853 18,423 9,612 13,994 12,061 3,854 5,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 40.0 0.7 82.0 51.9 87.2 92.5 12.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
16 17 13 88 77 110 101
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 462,462
COMMITMENTS
89,796 95,450 79,202 246,089 257,912 415,087 432,564 47,375 29,898
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 18,151)
-1,947 3,805 10,402 7,553 2,327 16,008 16,534 2,143 1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 20.6 17.1 53.2 55.8 89.8 93.5 10.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
78 83 78 118 82 246 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,513
COMMITMENTS
5,260 2,136 283 3,675 7,673 9,218 10,092 2,295 1,421
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 496)
-159 201 155 174 188 170 544 326 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 18.6 2.5 31.9 66.6 80.1 87.7 19.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 11 4 12 16 41 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,595,591
COMMITMENTS
835,172 1116864 44,731 2523501 2319758 3403404 3481353 192,187 114,238
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 57,688)
48,943 1,056 373 2,548 51,570 51,864 52,999 5,824 4,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 31.1 1.2 70.2 64.5 94.7 96.8 5.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
69 49 34 191 139 281 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,687,989
COMMITMENTS
541,496 765,069 115,498 2622929 2405163 3279923 3285730 408,066 402,259
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -65,976)
-136,799 -92,456 4,648 59,181 27,902 -72,970 -59,906 6,994 -6,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 20.7 3.1 71.1 65.2 88.9 89.1 11.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
75 78 49 190 181 291 282
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 923,592
COMMITMENTS
106,730 136,967 6,092 695,013 608,565 807,835 751,624 115,757 171,968
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 6,861)
980 8,616 -981 8,296 4,528 8,295 12,163 -1,434 -5,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 14.8 0.7 75.3 65.9 87.5 81.4 12.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
10 17 8 64 72 80 91
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,261,167
COMMITMENTS
426,274 725,715 92,503 3422433 3137423 3941210 3955641 319,957 305,526
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 9,611)
5,275 6,342 7,812 188 -8,250 13,275 5,904 -3,664 3,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 17.0 2.2 80.3 73.6 92.5 92.8 7.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
56 50 38 157 155 233 223
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,854,435
COMMITMENTS
556,750 159,700 372,039 875,927 1288833 1804716 1820572 49,719 33,863
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 72,054)
43,435 11,998 12,019 9,394 47,418 64,848 71,435 7,206 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 8.6 20.1 47.2 69.5 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
45 23 44 64 61 127 111
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 50,993
COMMITMENTS
22,724 9,351 120 19,644 33,079 42,487 42,549 8,506 8,445
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,916)
2,434 595 -769 371 1,889 2,036 1,715 -121 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 18.3 0.2 38.5 64.9 83.3 83.4 16.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 13 4 25 28 58 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,986
COMMITMENTS
45,447 18,701 239 39,288 66,157 84,974 85,097 17,012 16,889
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,831)
4,868 1,190 -1,537 741 3,777 4,072 3,430 -241 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 18.3 0.2 38.5 64.9 83.3 83.4 16.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 13 4 25 28 58 44
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 37,079
COMMITMENTS
3,221 464 0 31,800 35,443 35,021 35,907 2,058 1,172
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -2,437)
331 -322 0 -3,172 -2,195 -2,841 -2,517 404 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 1.3 0.0 85.8 95.6 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 11 11 15 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,715
COMMITMENTS
9,677 16,727 605 7,197 359 17,479 17,691 236 24
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 559)
64 715 -17 536 -131 583 567 -24 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 94.4 3.4 40.6 2.0 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 12 3 5 1 32 14
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 80,252
COMMITMENTS
20,502 6,624 32,749 26,944 39,194 80,195 78,567 57 1,685
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 8,440)
1,905 558 2,365 4,150 5,929 8,420 8,852 20 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 8.3 40.8 33.6 48.8 99.9 97.9 0.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 5 2 5 16 11 22
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,607
COMMITMENTS
12,799 1,379 9,585 223 10,316 22,607 21,280 0 1,327
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,986)
2,324 -781 3,071 -1,409 1,864 3,986 4,154 0 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 6.1 42.4 1.0 45.6 100.0 94.1 0.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 2 1 12 7 17
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 46,548
COMMITMENTS
15,309 15,229 31,224 0 0 46,533 46,453 15 95
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -129)
0 -5 -144 0 0 -144 -149 15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 32.7 67.1 0.0 0.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 16 5 0 0 8 19
Updated January 17, 2020