WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,722
COMMITMENTS
137,777 209,906 153,471 208,509 142,114 499,757 505,491 47,965 42,231
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 44,173)
-8,398 24,927 26,550 21,725 -7,029 39,878 44,448 4,295 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 38.3 28.0 38.1 25.9 91.2 92.3 8.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
147 161 163 111 114 355 356
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,369
COMMITMENTS
79,022 48,621 36,586 90,095 119,214 205,703 204,420 21,666 22,949
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 2,952)
-5,561 7,806 290 8,839 -5,722 3,567 2,373 -615 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 21.4 16.1 39.6 52.4 90.5 89.9 9.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
74 51 68 84 87 193 181
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,755,380
COMMITMENTS
376,693 275,596 431,851 744,714 815,257 1553258 1522703 202,122 232,677
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 47,636)
-57,971 36,749 38,873 55,832 -34,551 36,733 41,070 10,903 6,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 15.7 24.6 42.4 46.4 88.5 86.7 11.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794)
203 162 226 329 343 652 637
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,893
COMMITMENTS
1,988 1,004 865 1,303 3,935 4,156 5,805 2,738 1,089
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -700)
84 -204 -167 -709 -437 -792 -809 92 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 14.6 12.5 18.9 57.1 60.3 84.2 39.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 6 11 13 29 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 851,069
COMMITMENTS
203,971 84,597 209,998 381,647 420,116 795,616 714,711 55,453 136,358
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 19,050)
-30,190 11,381 17,940 29,897 -12,105 17,647 17,215 1,403 1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 9.9 24.7 44.8 49.4 93.5 84.0 6.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
184 166 228 194 241 488 541
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,882
COMMITMENTS
8,217 1,549 35 1,302 3,271 9,554 4,855 11,328 16,027
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 7.4 0.2 6.2 15.7 45.8 23.2 54.2 76.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 2 3 9 10 15
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,534
COMMITMENTS
3,198 1,258 1,372 3,500 5,262 8,069 7,891 465 643
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 996)
490 -47 313 193 673 995 939 1 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 14.7 16.1 41.0 61.7 94.6 92.5 5.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 8 8 11 17 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 418,133
COMMITMENTS
92,567 83,167 92,475 199,285 214,789 384,326 390,430 33,807 27,703
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 18,032)
-4,139 25,467 4,656 17,521 -13,218 18,037 16,904 -6 1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 19.9 22.1 47.7 51.4 91.9 93.4 8.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
92 90 105 90 82 245 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 808,115
COMMITMENTS
86,980 135,294 109,865 469,642 382,308 666,486 627,468 141,629 180,648
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 8,380)
-3,321 7,636 22,304 -11,135 -30,400 7,849 -460 531 8,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 16.7 13.6 58.1 47.3 82.5 77.6 17.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
30 34 42 69 77 121 131
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 702,158
COMMITMENTS
54,508 131,873 3,893 528,792 447,484 587,193 583,250 114,965 118,908
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -27,849)
1,467 14,082 -3,684 -23,113 -31,538 -25,330 -21,140 -2,519 -6,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 18.8 0.6 75.3 63.7 83.6 83.1 16.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
9 15 7 61 54 73 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,459
COMMITMENTS
3,040 0 385 715 3,945 4,140 4,330 319 129
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -112)
235 0 -201 -78 100 -44 -101 -68 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 0.0 8.6 16.0 88.5 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 0 4 6 13 21 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 394,206
COMMITMENTS
117,314 32,688 59,819 170,667 268,088 347,800 360,595 46,406 33,611
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -5,701)
-1,292 920 -4,565 1,113 -2,642 -4,744 -6,287 -958 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 8.3 15.2 43.3 68.0 88.2 91.5 11.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
88 56 83 86 92 220 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,717
COMMITMENTS
2,080 4,830 546 6,156 4,272 8,782 9,648 2,935 2,069
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -487)
144 -508 -68 -149 6 -73 -570 -415 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 41.2 4.7 52.5 36.5 75.0 82.3 25.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 19 7 22 14 43 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,460,166
COMMITMENTS
205,680 372,188 84,722 1061026 838,667 1351427 1295577 108,739 164,589
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 24,600)
-10,272 18,114 15,412 24,355 -10,842 29,495 22,684 -4,895 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 25.5 5.8 72.7 57.4 92.6 88.7 7.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
45 64 35 113 118 177 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,836,443
COMMITMENTS
578,626 776,577 458,113 2442224 2024347 3478963 3259037 357,480 577,406
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 41,856)
52,983 -37,032 77,577 -93,746 4,718 36,813 45,263 5,042 -3,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 20.2 11.9 63.7 52.8 90.7 84.9 9.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
81 100 110 173 188 312 340
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 330,975
COMMITMENTS
54,574 52,883 512 209,212 173,287 264,298 226,682 66,676 104,293
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -8,217)
-7,938 -298 71 -1,091 -2,604 -8,958 -2,831 742 -5,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 16.0 0.2 63.2 52.4 79.9 68.5 20.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 7 4 37 37 49 45
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,360,319
COMMITMENTS
346,285 685,216 309,287 2460279 1953718 3115851 2948221 244,468 412,099
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3,203)
29,521 -20,602 32,036 -59,222 -12,585 2,335 -1,151 868 4,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.4 9.2 73.2 58.1 92.7 87.7 7.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
44 86 76 144 155 238 267
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,568,690
COMMITMENTS
159,489 352,202 328,583 1037489 824,790 1525561 1505575 43,130 63,115
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 166,926)
38,492 -15,055 71,952 50,270 99,118 160,714 156,015 6,212 10,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 22.5 20.9 66.1 52.6 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
33 33 45 62 72 116 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 89,193
COMMITMENTS
43,358 6,627 4,307 29,884 69,266 77,549 80,200 11,644 8,993
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 14,352)
2,021 -1,863 34 11,597 16,666 13,652 14,837 700 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 7.4 4.8 33.5 77.7 86.9 89.9 13.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
56 21 17 36 38 99 71
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 178,386
COMMITMENTS
86,716 13,253 8,614 59,767 138,533 155,097 160,400 23,289 17,986
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 28,704)
4,042 -3,727 68 23,195 33,333 27,304 29,674 1,400 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 7.4 4.8 33.5 77.7 86.9 89.9 13.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
56 21 17 36 38 99 71
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 70,685
COMMITMENTS
50,765 54,016 9,931 3,211 0 63,907 63,947 6,778 6,738
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 32,429)
20,130 16,162 9,555 -3,912 0 25,773 25,717 6,656 6,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 76.4 14.0 4.5 0.0 90.4 90.5 9.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
25 9 4 2 0 31 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,626
COMMITMENTS
19,065 6,467 56 12,442 24,983 31,563 31,506 63 120
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -842)
-1,101 -223 -31 300 -539 -832 -793 -10 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 20.4 0.2 39.3 79.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 15 1 6 21 14 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,703
COMMITMENTS
20,373 3,572 156 6,149 22,914 26,678 26,642 25 61
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -21,082)
-17,917 131 -25 -3,164 -21,127 -21,106 -21,021 24 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 13.4 0.6 23.0 85.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 11 2 5 12 16 25
Updated March 17, 2017