WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 604,320
COMMITMENTS
137,978 103,286 248,991 183,850 200,808 570,819 553,085 33,502 51,235
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 50,962)
10,577 6,110 32,343 5,591 9,173 48,510 47,626 2,451 3,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 17.1 41.2 30.4 33.2 94.5 91.5 5.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
138 124 155 87 131 316 337
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED 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: 18,216
COMMITMENTS
7,115 0 852 10,191 17,097 18,158 17,949 58 267
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,387)
557 0 163 668 1,199 1,387 1,362 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 0.0 4.7 55.9 93.9 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 3 12 22 18 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 315,056
COMMITMENTS
65,424 55,059 107,441 113,250 131,449 286,115 293,949 28,941 21,107
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 21,898)
3,138 -464 11,530 7,828 9,380 22,496 20,446 -598 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 17.5 34.1 35.9 41.7 90.8 93.3 9.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
101 61 100 99 92 250 211
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,873,406
COMMITMENTS
271,823 299,395 533,477 755,964 832,170 1561264 1665043 312,142 208,364
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 89,944)
23,967 27,166 31,479 31,466 20,440 86,912 79,084 3,032 10,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 16.0 28.5 40.4 44.4 83.3 88.9 16.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 812)
177 138 201 402 381 684 629
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 4,938
COMMITMENTS
2,161 127 1 1,255 3,915 3,417 4,043 1,521 895
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 217)
257 -90 1 -44 173 214 84 3 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 2.6 0.0 25.4 79.3 69.2 81.9 30.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 1 1 8 9 17 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 887,409
COMMITMENTS
123,084 94,297 266,738 428,875 450,606 818,697 811,641 68,712 75,768
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 28,370)
5,529 -2,261 11,198 9,338 15,867 26,066 24,804 2,305 3,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.6 30.1 48.3 50.8 92.3 91.5 7.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594)
182 131 212 208 224 499 473
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 582,432
COMMITMENTS
163,107 31,382 157,492 224,347 368,392 544,945 557,266 37,487 25,166
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 23,497)
782 -972 26,620 -1,597 3,091 25,805 28,739 -2,308 -5,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 5.4 27.0 38.5 63.3 93.6 95.7 6.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
128 67 124 94 93 297 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,203,666
COMMITMENTS
116,921 181,621 98,207 811,975 782,124 1027103 1061952 176,563 141,714
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 22,674)
3,985 -18,295 -6,535 24,796 31,657 22,247 6,828 428 15,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 15.1 8.2 67.5 65.0 85.3 88.2 14.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
38 24 40 104 100 158 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,254,568
COMMITMENTS
56,958 501,235 8,239 1028429 651,304 1093626 1160778 160,942 93,790
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 17,798)
-3,573 3,264 -817 18,403 9,611 14,013 12,059 3,785 5,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 15 88 78 111 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 489,872
COMMITMENTS
82,749 96,962 98,212 258,744 263,904 439,706 459,078 50,166 30,793
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 20,681)
324 4,648 10,281 7,840 3,960 18,444 18,888 2,237 1,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 19.8 20.0 52.8 53.9 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
82 85 92 124 98 261 231
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,054
COMMITMENTS
5,233 2,008 631 3,766 7,906 9,630 10,545 2,424 1,509
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 728)
-38 141 242 190 395 393 777 335 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 16.7 5.2 31.2 65.6 79.9 87.5 20.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
26 10 10 15 16 47 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 3,626,124
COMMITMENTS
827,178 1115867 72,184 2533714 2323152 3433076 3511203 193,048 114,921
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 56,495)
43,131 228 4,252 3,604 47,126 50,987 51,606 5,508 4,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 30.8 2.0 69.9 64.1 94.7 96.8 5.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
70 50 44 196 142 291 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 4,416,360
COMMITMENTS
566,106 748,210 493,849 2925903 2742966 3985858 3985025 430,502 431,335
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -100,309)
-92,396 -39,242 -79,775 60,436 22,974 -111,735 -96,043 11,426 -4,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 16.9 11.2 66.3 62.1 90.3 90.2 9.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
71 89 93 225 204 349 333
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 4,521,069
COMMITMENTS
414,669 716,716 235,183 3545549 3256827 4195401 4208726 325,668 312,343
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 12,288)
13,839 642 5,696 -2,730 2,746 16,805 9,084 -4,517 3,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 15.9 5.2 78.4 72.0 92.8 93.1 7.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
57 55 52 169 162 253 242
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,854,544
COMMITMENTS
556,745 159,690 372,105 875,975 1288845 1804825 1820640 49,719 33,904
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 72,022)
43,430 12,013 11,992 9,393 47,402 64,816 71,407 7,206 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 65 61 128 111
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 51,230
COMMITMENTS
22,724 9,292 221 19,698 33,121 42,642 42,633 8,588 8,597
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,932)
2,410 564 -736 379 1,888 2,053 1,716 -120 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 18.1 0.4 38.4 64.7 83.2 83.2 16.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 13 6 27 29 62 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 102,460
COMMITMENTS
45,447 18,584 441 39,395 66,241 85,283 85,267 17,177 17,193
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,865)
4,819 1,128 -1,471 757 3,775 4,105 3,432 -240 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 18.1 0.4 38.4 64.7 83.2 83.2 16.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 13 6 27 29 62 45
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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