WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 650,138
COMMITMENTS
157,040 105,167 275,208 181,887 213,194 614,136 593,570 36,002 56,568
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 19,363)
145 -4,616 14,615 3,699 7,378 18,458 17,377 904 1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.2 42.3 28.0 32.8 94.5 91.3 5.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
140 124 155 95 128 324 330
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,496
COMMITMENTS
8,708 200 848 12,650 21,220 22,205 22,267 291 229
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 847)
951 200 -17 178 688 1,112 871 -265 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 0.9 3.8 56.2 94.3 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 1 4 14 23 22 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,638
COMMITMENTS
69,381 61,455 112,554 121,755 134,830 303,690 308,839 27,948 22,799
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,975)
224 1,621 -1,572 4,089 -406 2,741 -357 -765 2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 18.5 33.9 36.7 40.7 91.6 93.1 8.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
100 58 98 104 97 247 217
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,864,295
COMMITMENTS
260,596 267,043 546,806 763,954 841,015 1571355 1654864 292,940 209,430
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 41,251)
-14,324 15,144 39,033 19,046 -12,353 43,755 41,823 -2,505 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.3 29.3 41.0 45.1 84.3 88.8 15.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 803)
166 153 207 386 369 668 631
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,701
COMMITMENTS
2,663 88 122 1,516 4,495 4,301 4,706 1,400 995
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 27)
-39 -30 10 34 37 5 17 22 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 1.6 2.1 26.6 78.9 75.4 82.5 24.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 3 2 9 13 22 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,020,423
COMMITMENTS
114,736 170,689 329,259 504,146 444,823 948,141 944,772 72,282 75,651
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 65,411)
7,683 33,642 39,271 11,321 -8,194 58,275 64,719 7,136 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 16.7 32.3 49.4 43.6 92.9 92.6 7.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
190 135 220 220 216 518 482
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 573,527
COMMITMENTS
111,752 35,021 178,537 247,744 329,383 538,032 542,941 35,495 30,587
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -19,018)
-28,196 1,564 7,224 1,168 -30,033 -19,804 -21,244 787 2,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 6.1 31.1 43.2 57.4 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
112 66 126 108 96 284 242
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,492,589
COMMITMENTS
145,584 183,208 231,945 917,282 929,048 1294810 1344201 197,779 148,388
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 168,749)
-2,315 1,221 80,995 79,773 84,378 158,453 166,593 10,296 2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 12.3 15.5 61.5 62.2 86.7 90.1 13.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
39 30 48 103 106 166 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,200,886
COMMITMENTS
55,985 476,276 28,315 941,357 604,316 1025657 1108907 175,229 91,979
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -21,432)
351 -17,362 19,796 -50,775 -11,933 -30,628 -9,499 9,196 -11,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 39.7 2.4 78.4 50.3 85.4 92.3 14.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
14 24 14 92 73 114 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 530,653
COMMITMENTS
72,762 115,751 123,302 280,867 257,558 476,931 496,612 53,722 34,041
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 18,475)
-7,664 16,979 10,539 13,870 -8,734 16,745 18,784 1,730 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 21.8 23.2 52.9 48.5 89.9 93.6 10.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
74 95 100 123 102 262 249
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,907
COMMITMENTS
5,848 2,165 1,089 4,459 8,667 11,395 11,921 2,511 1,986
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 150)
306 21 -88 -90 -115 128 -182 21 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 15.6 7.8 32.1 62.3 81.9 85.7 18.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
26 11 9 16 16 49 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,910,685
COMMITMENTS
902,824 1008291 151,757 2662079 2643598 3716660 3803646 194,025 107,039
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 170,697)
13,960 -62,902 67,119 92,330 157,597 173,409 161,814 -2,712 8,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 25.8 3.9 68.1 67.6 95.0 97.3 5.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
77 43 50 202 143 304 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,185,451
COMMITMENTS
572,779 814,559 850,538 3295110 3051679 4718427 4716776 467,024 468,675
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 445,531)
1,288 39,169 238,285 204,631 176,238 444,204 453,692 1,326 -8,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 15.7 16.4 63.5 58.9 91.0 91.0 9.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
88 75 92 237 214 367 339
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 934,513
COMMITMENTS
84,954 149,529 11,371 712,945 591,539 809,270 752,439 125,243 182,074
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 11,914)
-2,174 6,346 673 7,772 4,379 6,271 11,398 5,643 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 16.0 1.2 76.3 63.3 86.6 80.5 13.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
9 19 9 61 63 76 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,970,126
COMMITMENTS
505,935 705,632 371,017 3742818 3562757 4619770 4639405 350,356 330,721
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 184,119)
-22,451 31,883 80,944 124,015 59,864 182,508 172,690 1,611 11,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.2 7.5 75.3 71.7 93.0 93.3 7.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
57 53 53 183 170 270 246
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,663,707
COMMITMENTS
430,126 113,939 359,530 836,863 1159667 1626519 1633135 37,189 30,572
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -329,455)
-104,527 -55,352 -32,948 -184,810 -231,067 -322,285 -319,367 -7,169 -10,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 6.8 21.6 50.3 69.7 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
42 18 41 63 62 120 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 51,546
COMMITMENTS
24,193 5,245 1,439 16,949 36,276 42,580 42,960 8,965 8,586
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,139)
442 704 -1,064 -547 -926 -1,169 -1,285 30 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 10.2 2.8 32.9 70.4 82.6 83.3 17.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 16 9 25 29 60 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,092
COMMITMENTS
48,385 10,490 2,879 33,897 72,552 85,161 85,920 17,931 17,171
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -2,278)
883 1,409 -2,128 -1,094 -1,851 -2,339 -2,570 61 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 10.2 2.8 32.9 70.4 82.6 83.3 17.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 16 9 25 29 60 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,934
COMMITMENTS
2,064 1,058 0 34,534 37,492 36,598 38,550 3,336 1,384
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,070)
-511 332 0 460 551 -51 883 1,121 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.6 0.0 86.5 93.9 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 0 13 11 16 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,208
COMMITMENTS
11,261 17,174 651 7,026 1,300 18,938 19,125 270 83
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,971)
2,933 1,991 75 11 901 3,019 2,967 -48 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 89.4 3.4 36.6 6.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
21 15 3 5 2 28 18
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 91,544
COMMITMENTS
30,176 8,051 35,244 26,099 46,051 91,519 89,346 25 2,198
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,124)
908 277 1,396 -161 589 2,143 2,262 -19 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 8.8 38.5 28.5 50.3 100.0 97.6 0.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 6 2 6 16 12 23
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,946
COMMITMENTS
14,920 1,821 14,011 0 11,541 28,931 27,373 15 1,573
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,905)
710 55 2,202 -7 632 2,905 2,889 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 6.3 48.4 0.0 39.9 99.9 94.6 0.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 2 0 12 6 18
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 44,703
COMMITMENTS
14,952 14,861 29,726 0 0 44,678 44,587 25 116
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 29)
-584 -610 613 0 0 29 3 0 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 33.2 66.5 0.0 0.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 13 5 0 0 9 17
Updated February 07, 2020