WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 498,346
COMMITMENTS
159,358 174,574 115,068 193,013 166,786 467,439 456,428 30,907 41,918
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 24,372)
8,719 19,534 2,118 16,381 2,841 27,218 24,493 -2,846 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 35.0 23.1 38.7 33.5 93.8 91.6 6.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
129 141 137 107 112 317 328
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 280,634
COMMITMENTS
83,312 40,173 58,520 116,692 156,855 258,524 255,548 22,110 25,086
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,004)
-98 6,260 3,706 4,598 84 8,206 10,050 798 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 14.3 20.9 41.6 55.9 92.1 91.1 7.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
96 51 77 73 90 202 197
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,850,903
COMMITMENTS
582,846 281,111 307,089 806,553 1035868 1696488 1624068 154,415 226,835
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -11,323)
-41,896 34,970 -8,734 31,618 -32,600 -19,012 -6,364 7,689 -4,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 15.2 16.6 43.6 56.0 91.7 87.7 8.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
208 150 208 285 376 608 653
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,213
COMMITMENTS
1,549 1,144 276 1,091 3,289 2,916 4,709 3,297 1,504
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 592)
-193 749 124 140 -217 71 656 521 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 18.4 4.4 17.6 52.9 46.9 75.8 53.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 11 7 8 7 20 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 872,794
COMMITMENTS
273,022 80,222 124,719 430,327 552,821 828,068 757,762 44,726 115,032
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 21,353)
-6,303 -1,283 11,243 18,166 10,492 23,106 20,452 -1,753 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 9.2 14.3 49.3 63.3 94.9 86.8 5.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
185 123 177 171 261 438 505
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,021
COMMITMENTS
23,778 3,272 851 879 7,362 25,508 11,485 5,513 19,536
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 68)
431 17 -34 -30 480 367 463 -299 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.7 10.5 2.7 2.8 23.7 82.2 37.0 17.8 63.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 7 4 2 14 8 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 518,872
COMMITMENTS
144,454 121,902 109,180 226,163 257,674 479,797 488,756 39,075 30,116
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 20,306)
3,070 10,100 12,399 3,228 -2,198 18,697 20,301 1,609 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 23.5 21.0 43.6 49.7 92.5 94.2 7.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
100 105 114 93 73 265 256
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 800,232
COMMITMENTS
168,746 123,994 12,316 480,385 481,640 661,447 617,950 138,785 182,282
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 8,789)
-2,391 5,283 530 2,812 1,553 951 7,366 7,838 1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.5 1.5 60.0 60.2 82.7 77.2 17.3 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
36 32 17 72 82 112 127
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 950,300
COMMITMENTS
48,196 200,808 19,718 757,996 618,961 825,910 839,487 124,390 110,813
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,131)
-3,968 1,256 759 -1,281 5,399 -4,490 7,414 8,621 -3,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 21.1 2.1 79.8 65.1 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 17 16 61 67 83 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,010
COMMITMENTS
1,120 85 115 425 1,635 1,660 1,835 350 175
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -110)
-88 -153 -101 85 139 -104 -115 -6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 4.2 5.7 21.1 81.3 82.6 91.3 17.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 2 1 5 9 16 12
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 463,132
COMMITMENTS
160,482 24,022 62,916 192,593 346,557 415,991 433,495 47,141 29,637
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 16,243)
1,964 -2,485 6,698 3,749 10,436 12,411 14,649 3,832 1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 5.2 13.6 41.6 74.8 89.8 93.6 10.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
117 40 83 90 99 239 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,208
COMMITMENTS
803 1,557 516 4,663 4,632 5,982 6,705 2,226 1,503
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 183)
-43 79 -16 296 163 237 226 -54 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 19.0 6.3 56.8 56.4 72.9 81.7 27.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 12 10 17 13 33 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,914,061
COMMITMENTS
350,375 463,602 107,479 1325243 1167790 1783097 1738871 130,964 175,190
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,084)
60,671 -10,138 4,772 -68,535 6,437 -3,092 1,071 2,008 -2,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 24.2 5.6 69.2 61.0 93.2 90.8 6.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
67 80 31 136 141 218 237
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,505,282
COMMITMENTS
625,609 930,821 129,817 2413707 1878268 3169133 2938906 336,149 566,376
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -19,672)
-12,852 -20,944 -19,030 -1,325 14,355 -33,207 -25,619 13,535 5,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 26.6 3.7 68.9 53.6 90.4 83.8 9.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
68 114 64 159 188 263 330
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 550,265
COMMITMENTS
75,402 76,950 2,121 372,165 295,834 449,688 374,905 100,577 175,360
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -3,124)
-12,011 -6,973 -1,495 6,841 -2,127 -6,665 -10,595 3,541 7,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 14.0 0.4 67.6 53.8 81.7 68.1 18.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 11 7 49 49 67 63
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,386,383
COMMITMENTS
563,056 997,661 117,844 2416279 1809263 3097179 2924768 289,204 461,615
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 6,319)
-31,578 -61,698 19,446 1,031 38,589 -11,101 -3,663 17,420 9,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 29.5 3.5 71.4 53.4 91.5 86.4 8.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
52 70 29 123 153 192 235
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,461,306
COMMITMENTS
372,861 257,456 668,185 1383002 1472750 2424048 2398391 37,258 62,915
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 176,617)
-365 -11,197 68,463 108,808 120,000 176,906 177,266 -289 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 10.5 27.1 56.2 59.8 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
37 47 56 61 76 128 155
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,868
COMMITMENTS
21,104 7,538 971 21,881 37,154 43,956 45,663 7,912 6,205
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,295)
-599 -531 -389 -83 -186 -1,071 -1,105 -225 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 14.5 1.9 42.2 71.6 84.7 88.0 15.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
39 15 11 26 27 69 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,735
COMMITMENTS
42,207 15,076 1,942 43,762 74,307 87,911 91,325 15,824 12,410
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -2,590)
-1,198 -1,061 -778 -165 -371 -2,141 -2,210 -449 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 14.5 1.9 42.2 71.6 84.7 88.0 15.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
39 15 11 26 27 69 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 21,819
COMMITMENTS
500 1,598 0 19,917 19,450 20,417 21,048 1,402 771
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 7.3 0.0 91.3 89.1 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 7 11 8 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,494
COMMITMENTS
35,096 51,240 251 15,941 0 51,288 51,491 206 3
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -5,513)
-864 -2,134 -3,360 -1,257 0 -5,481 -5,494 -32 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 99.5 0.5 31.0 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
31 9 2 3 0 35 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,223
COMMITMENTS
2,559 6,374 298 24,360 20,434 27,217 27,106 6 117
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,466)
-991 -241 215 -690 -1,441 -1,466 -1,467 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 23.4 1.1 89.5 75.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 18 1 8 19 13 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,196
COMMITMENTS
17,297 6,657 0 1,893 12,496 19,190 19,153 6 43
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 196)
-403 -26 0 623 213 220 187 -24 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.1 34.7 0.0 9.9 65.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 15 0 5 13 11 28
Updated March 30, 2018