Блог им. AgentSmith
Noncommercial Positions-Long (All) 90156
Noncommercial Positions-Spreading (All) 80617
Commercial Positions-Long (All) 165117
Total Reportable Positions-Long (All) 335890
Здесь все сходится: если сложить значения ОИ по первым трем полям, получим в точности значение из поля Total Reportable Positions-Long (All).Traders-Total (All) 387
Traders-Noncommercial-Long (All) 118
Traders-Noncommercial-Short (All) 119
Traders-Noncommercial-Spreading (All) 133
Traders-Commercial-Long (All) 95
Traders-Commercial-Short (All) 97
Traders-Total Reportable-Long (All) 294
Traders-Total Reportable-Short (All) 289
To determine the total number of reportable traders in a market, a trader is counted only once whether or not the trader appears in more than one category (non-commercial traders may be long or short only and may be spreading; commercial traders may be long and short). To determine the number of traders in each category, however, a trader is counted in each category in which the trader holds a position. The sum of the numbers of traders in each category, therefore, will often exceed the number of traders in that market.
Но это скорее относится к общему числу трейдеров и совершенно не объясняет, почему не сходятся данные по лонгам (и шортам) по отдельности. Разве что, один и тот же трейдер одновременно числится и как Noncommercial и как Commercial по одному продукту? В тех же Explanatory notes это упоминается, но я не совсем понял, кто зачисляется в статистику — сама financial organization (как один трейдер) или ее entity (как отдельные трейдеры)?
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.