WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 557,399
COMMITMENTS
146,152 105,717 220,232 158,555 178,032 524,938 503,980 32,461 53,419
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -90,098)
-18,114 1,753 -47,336 -20,411 -38,898 -85,861 -84,481 -4,237 -5,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 19.0 39.5 28.4 31.9 94.2 90.4 5.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
120 123 149 89 125 303 318
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 25,590
COMMITMENTS
9,953 250 855 14,400 24,235 25,209 25,341 381 249
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 986)
161 150 -9 959 875 1,111 1,016 -125 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 1.0 3.3 56.3 94.7 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 1 4 13 23 21 28
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,634
COMMITMENTS
65,266 60,416 81,524 112,425 120,398 259,215 262,338 26,419 23,296
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -27,790)
-7,215 431 -16,543 -2,581 -12,186 -26,339 -28,298 -1,451 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 21.2 28.5 39.4 42.2 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
81 54 83 88 91 215 193
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,815,443
COMMITMENTS
285,280 335,320 480,011 764,012 782,527 1529303 1597858 286,140 217,585
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -85,840)
11,150 45,004 -65,491 -19,196 -68,660 -73,536 -89,147 -12,303 3,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 18.5 26.4 42.1 43.1 84.2 88.0 15.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 759)
158 155 192 365 341 626 603
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,038
COMMITMENTS
2,354 10 151 1,248 4,019 3,754 4,180 1,285 858
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -971)
-122 6 1 -624 -818 -745 -811 -226 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 0.2 3.0 24.8 79.8 74.5 83.0 25.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 2 2 11 15 22 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 932,765
COMMITMENTS
128,427 176,437 267,486 462,508 418,145 858,421 862,067 74,344 70,698
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -93,313)
7,742 -657 -49,407 -47,200 -42,696 -88,865 -92,760 -4,448 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 18.9 28.7 49.6 44.8 92.0 92.4 8.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
169 137 215 209 206 489 471
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 535,217
COMMITMENTS
87,239 50,537 156,780 255,351 294,705 499,370 502,023 35,848 33,194
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -26,555)
-10,604 3,099 -14,724 -581 -17,552 -25,909 -29,177 -645 2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 9.4 29.3 47.7 55.1 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
93 72 114 108 93 268 237
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,749,498
COMMITMENTS
132,648 171,355 435,315 972,699 971,212 1540662 1577882 208,836 171,616
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 131,918)
-8,306 22,243 124,824 13,804 -39,805 130,322 107,262 1,596 24,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.8 24.9 55.6 55.5 88.1 90.2 11.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
39 28 52 108 109 172 166
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,308,445
COMMITMENTS
62,074 451,608 81,649 976,860 664,662 1120583 1197919 187,862 110,526
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 37,322)
4,027 -32,119 22,604 -154 33,278 26,476 23,763 10,846 13,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 34.5 6.2 74.7 50.8 85.6 91.6 14.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
16 25 19 91 74 120 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 530,638
COMMITMENTS
73,044 131,253 128,194 276,259 236,726 477,497 496,172 53,141 34,466
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -7,622)
-4,230 4,842 584 -5,241 -13,598 -8,887 -8,173 1,265 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 24.7 24.2 52.1 44.6 90.0 93.5 10.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
73 96 103 126 94 267 245
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,353
COMMITMENTS
6,257 2,128 909 5,121 9,072 12,287 12,109 2,066 2,244
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -412)
278 24 -350 103 -141 31 -467 -442 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 14.8 6.3 35.7 63.2 85.6 84.4 14.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
31 8 9 17 18 51 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,618,290
COMMITMENTS
784,153 886,794 141,464 2456500 2439561 3382117 3467819 236,173 150,472
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -364,343)
-69,669 -173,215 -84,008 -249,852 -154,319 -403,530 -411,542 39,187 47,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 24.5 3.9 67.9 67.4 93.5 95.8 6.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
74 47 53 196 152 296 226
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,230,576
COMMITMENTS
627,457 821,520 804,124 3236759 3055894 4668340 4681538 562,236 549,037
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -175,564)
-37,689 -71,451 -37,568 -182,292 -148,736 -257,549 -257,755 81,986 82,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 15.7 15.4 61.9 58.4 89.3 89.5 10.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
83 73 101 230 207 364 332
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,030,102
COMMITMENTS
77,829 158,217 18,795 783,422 584,618 880,046 761,629 150,056 268,473
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 73,725)
-11,605 -4,284 4,312 58,403 -15,041 51,110 -15,014 22,615 88,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 15.4 1.8 76.1 56.8 85.4 73.9 14.6 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
9 21 16 63 69 84 94
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,174,276
COMMITMENTS
536,274 701,643 447,666 3802397 3593358 4786337 4742667 387,939 431,609
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 23,495)
13,554 -25,974 -57,997 34,783 -9,383 -9,659 -93,353 33,155 116,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.6 8.7 73.5 69.4 92.5 91.7 7.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
65 43 61 171 161 263 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,102,008
COMMITMENTS
591,377 258,224 451,327 1003234 1347620 2045938 2057171 56,070 44,837
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 205,098)
104,596 71,699 40,303 46,906 84,915 191,805 196,917 13,292 8,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 12.3 21.5 47.7 64.1 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
40 33 51 65 73 133 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 51,159
COMMITMENTS
18,296 5,153 3,795 18,858 35,622 40,949 44,571 10,211 6,589
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -853)
-343 235 -1,778 215 3,141 -1,906 1,598 1,052 -2,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 10.1 7.4 36.9 69.6 80.0 87.1 20.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 14 11 27 31 64 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,319
COMMITMENTS
36,591 10,306 7,591 37,715 71,245 81,897 89,142 20,422 13,177
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -1,707)
-686 469 -3,555 429 6,282 -3,812 3,196 2,105 -4,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 10.1 7.4 36.9 69.6 80.0 87.1 20.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 14 11 27 31 64 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,875
COMMITMENTS
2,757 2,202 0 37,733 38,928 40,490 41,130 2,385 1,745
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 412)
27 354 0 123 -128 150 226 262 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.1 0.0 88.0 90.8 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 0 15 11 18 15
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,052
COMMITMENTS
11,925 20,145 606 8,227 249 20,758 21,000 294 52
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -3,256)
-72 -2,254 -30 -3,195 -1,006 -3,297 -3,290 41 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 95.7 2.9 39.1 1.2 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 16 3 5 1 29 18
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 100,624
COMMITMENTS
27,687 8,625 45,220 27,689 44,899 100,596 98,744 28 1,880
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,200)
1,246 807 2,835 -880 -357 3,201 3,285 -1 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 8.6 44.9 27.5 44.6 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 6 2 6 14 14 21
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,313
COMMITMENTS
17,574 3,261 16,305 434 13,257 34,313 32,823 0 1,490
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,681)
328 1,274 919 434 -647 1,681 1,546 0 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 9.5 47.5 1.3 38.6 100.0 95.7 0.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 2 1 11 6 18
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 45,290
COMMITMENTS
15,226 15,173 30,049 0 0 45,275 45,222 15 68
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 212)
-659 -607 871 0 0 212 264 0 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 33.5 66.3 0.0 0.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 16 5 0 0 10 19
Updated February 28, 2020