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Fayaz, H. Fayyadh, Moatasem M. Jordan Journal of Civil Engineering, 15 2. Feizollah, Ali and Mostafa, Mohamed M. Journal of Big Data, 8 1. Cochrane Database of Systematic Reviews 8. Fong, Sue-Yng and Raja, Jasmin and Wong, Kum-Thong and Goh, Khean-Jin Systemic lupus erythematosus may have an early effect on peripheral nerve function in patients without clinical or electrophysiological neuropathy: Comparison with age- and gender-matched controls.
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Corporate Governance, ahead-of-print.
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For example, a trader holding a long put position of contracts with a delta factor of 0. A trader's long and short futures-equivalent positions are added to the trader's long and short futures positions to give "combined-long" and "combined-short" positions.
Open interest, as reported to the Commission and as used in the COT report, does not include open futures contracts against which notices of deliveries have been stopped by a trader or issued by the clearing organization of an exchange. Clearing members, futures commission merchants, and foreign brokers collectively called reporting firms file daily reports with the Commission.
Those reports show the futures and option positions of traders that hold positions above specific reporting levels set by CFTC regulations. If, at the daily market close, a reporting firm has a trader with a position at or above the Commission's reporting level in any single futures month or option expiration, it reports that trader's entire position in all futures and options expiration months in that commodity, regardless of size.
The aggregate of all traders' positions reported to the Commission usually represents 70 to 90 percent of the total open interest in any given market. From time to time, the Commission will raise or lower the reporting levels in specific markets to strike a balance between collecting sufficient information to oversee the markets and minimizing the reporting burden on the futures industry.
When an individual reportable trader is identified to the Commission, the trader is classified either as "commercial" or "non-commercial. A trading entity generally gets classified as a "commercial" trader by filing a statement with the Commission, on CFTC Form Statement of Reporting Trader, that it is commercially " A trader may be classified as a commercial trader in some commodities and as a non-commercial trader in other commodities.
A single trading entity cannot be classified as both a commercial and non-commercial trader in the same commodity. Nonetheless, a multi-functional organization that has more than one trading entity may have each trading entity classified separately in a commodity. For example, a financial organization trading in financial futures may have a banking entity whose positions are classified as commercial and have a separate money-management entity whose positions are classified as non-commercial.
The long and short open interest shown as "Nonreportable Positions" is derived by subtracting total long and short "Reportable Positions" from the total open interest. The Disaggregated COT report, covering only the major physical commodity markets, increases transparency from the legacy COT reports by separating traders into the following four categories of traders:.
The legacy COT report separates reportable traders only into "commercial" and "non-commercial" categories. A "swap dealer" is an entity that deals primarily in swaps for a commodity and uses the futures markets to manage or hedge the risk associated with those swaps transactions. The swap dealer's counter parties may be speculative traders, like hedge funds, or traditional commercial clients that are managing risk arising from their dealings in the physical commodity.
A "money manager," for the purpose of this report, is a registered commodity trading advisor CTA ; a registered commodity pool operator CPO ; or an unregistered fund identified by CFTC. These traders are engaged in managing and conducting organized futures trading on behalf of clients.
Every other reportable trader that is not placed into one of the other three categories is placed into the "other reportables" category. The new report separates large traders in the financial markets into the following four categories:. The TFF report divides the financial futures market participants into the "sell side" and "buy side. These are essentially clients of the sell-side participants who use the markets to invest, hedge, manage risk, speculate or change the term structure or duration of their assets.
These participants are what are typically described as the "sell side" of the market. Though they may not predominately sell futures, they do design and sell various financial assets to clients. They tend to have matched books or offset their risk across markets and clients. Futures contracts are part of the pricing and balancing of risk associated with the products they sell and their activities.
These include large banks U. The rest of the market comprises the "buy-side," which is divided into three separate categories:. These are typically hedge funds and various types of money managers, including registered commodity trading advisors CTAs ; registered commodity pool operators CPOs or unregistered funds identified by CFTC. The strategies may involve taking outright positions or arbitrage within and across markets.
The traders may be engaged in managing and conducting proprietary futures trading and trading on behalf of speculative clients. Reportable traders that are not placed into one of the first three categories are placed into the "other reportables" category. The traders in this category mostly are using markets to hedge business risk, whether that risk is related to foreign exchange, equities or interest rates. This category includes corporate treasuries, central banks, smaller banks, mortgage originators, credit unions and any other reportable traders not assigned to the other three categories.
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