WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,256
COMMITMENTS
175,785 130,656 144,305 194,311 226,186 514,401 501,147 32,855 46,109
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 48,703)
4,519 1,239 21,099 23,186 23,442 48,804 45,780 -101 2,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 23.9 26.4 35.5 41.3 94.0 91.6 6.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
133 131 153 90 122 317 335
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,950
COMMITMENTS
7,810 750 200 10,790 17,790 18,800 18,740 150 210
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,350)
750 150 0 600 1,200 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 4.0 1.1 56.9 93.9 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 8 12 13 15
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,955
COMMITMENTS
94,983 29,002 62,983 112,576 174,920 270,542 266,905 21,413 25,050
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 23,414)
3,869 -3,116 9,219 10,704 16,451 23,792 22,554 -378 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 9.9 21.6 38.6 59.9 92.7 91.4 7.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
94 50 76 75 93 208 191
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,959,252
COMMITMENTS
627,540 234,931 363,656 812,050 1123388 1803246 1721975 156,006 237,277
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 74,631)
-5,379 2,350 16,399 64,606 55,634 75,626 74,383 -995 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 12.0 18.6 41.4 57.3 92.0 87.9 8.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 925)
246 159 208 290 394 643 683
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,990
COMMITMENTS
1,306 1,231 104 1,048 2,144 2,458 3,479 2,532 1,511
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -258)
-51 -158 104 -109 288 -56 234 -202 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 24.7 2.1 21.0 43.0 49.3 69.7 50.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 9 1 9 7 17 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 910,312
COMMITMENTS
237,939 87,706 139,732 481,692 579,252 859,363 806,690 50,949 103,622
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 12,841)
6,410 -353 9,694 -1,778 1,846 14,326 11,187 -1,485 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 9.6 15.3 52.9 63.6 94.4 88.6 5.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
209 128 188 199 259 494 519
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 32,221
COMMITMENTS
16,226 4,015 579 626 8,535 17,431 13,129 14,790 19,092
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,393)
1,095 120 -12 0 671 1,083 779 310 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 12.5 1.8 1.9 26.5 54.1 40.7 45.9 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 10 4 2 18 7 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 513,998
COMMITMENTS
136,994 138,295 121,311 215,999 223,612 474,304 483,218 39,694 30,780
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -1,546)
-1,510 1,601 87 309 -4,169 -1,114 -2,481 -432 935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 26.9 23.6 42.0 43.5 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
94 109 129 87 78 272 265
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 904,301
COMMITMENTS
102,337 136,051 42,825 602,677 517,519 747,839 696,395 156,462 207,906
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -4,628)
-50,755 -22,332 4,723 16,017 7,018 -30,015 -10,591 25,387 5,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 15.0 4.7 66.6 57.2 82.7 77.0 17.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
40 27 31 94 92 141 143
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,099,241
COMMITMENTS
82,081 271,847 39,463 828,659 656,309 950,203 967,619 149,038 131,622
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 48,269)
1,432 -3,225 18,430 8,172 33,264 28,034 48,469 20,235 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 24.7 3.6 75.4 59.7 86.4 88.0 13.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
18 19 23 81 72 109 104
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,207
COMMITMENTS
656 351 411 834 1,251 1,901 2,013 306 194
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 326)
251 8 -29 144 370 366 349 -40 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 15.9 18.6 37.8 56.7 86.1 91.2 13.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 4 10 8 22 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 530,101
COMMITMENTS
177,442 29,793 89,658 213,526 379,737 480,626 499,188 49,475 30,913
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 10,265)
3,802 1,620 1,249 4,616 7,696 9,667 10,565 598 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 5.6 16.9 40.3 71.6 90.7 94.2 9.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
128 44 96 100 109 276 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,965
COMMITMENTS
1,901 1,948 601 4,678 4,553 7,180 7,102 1,785 1,863
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 817)
32 599 -91 1,125 -367 1,066 141 -249 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 21.7 6.7 52.2 50.8 80.1 79.2 19.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 15 7 18 11 38 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,034,082
COMMITMENTS
489,020 426,128 138,292 1239329 1261782 1866641 1826202 167,441 207,880
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -238,942)
21,086 -37,282 -9,888 -270,039 -201,160 -258,841 -248,330 19,899 9,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 20.9 6.8 60.9 62.0 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
55 71 42 147 158 225 248
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,992,875
COMMITMENTS
640,418 1111485 201,823 2756511 2057328 3598752 3370636 394,123 622,239
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -81,907)
-69,702 42,738 -69,250 12,271 -56,699 -126,681 -83,211 44,774 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 27.8 5.1 69.0 51.5 90.1 84.4 9.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
71 110 71 188 210 298 353
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,887
COMMITMENTS
53,541 52,348 8,871 392,147 319,409 454,559 380,628 125,328 199,259
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 21,112)
-5,570 -2,244 5,958 8,315 6,576 8,703 10,290 12,409 10,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 9.0 1.5 67.6 55.1 78.4 65.6 21.6 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
13 10 8 56 55 72 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,893,669
COMMITMENTS
598,048 1070905 165,237 2792047 2143332 3555332 3379474 338,337 514,195
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -39,973)
56,517 -100,455 -36,275 -111,343 36,538 -91,101 -100,192 51,128 60,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 27.5 4.2 71.7 55.0 91.3 86.8 8.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
65 68 54 149 171 243 264
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,156,908
COMMITMENTS
405,129 221,846 495,829 1206416 1359180 2107374 2076855 49,534 80,053
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -42,326)
101,020 -2,458 -114,606 -44,220 54,226 -57,806 -62,838 15,480 20,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 10.3 23.0 55.9 63.0 97.7 96.3 2.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 44 56 53 71 114 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,530
COMMITMENTS
16,162 9,639 1,052 26,232 35,174 43,445 45,864 9,085 6,666
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,080)
178 774 118 863 225 1,159 1,117 -79 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 18.3 2.0 49.9 67.0 82.7 87.3 17.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 21 12 29 30 67 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,059
COMMITMENTS
32,323 19,277 2,104 52,463 70,347 86,890 91,728 18,169 13,331
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,159)
355 1,547 236 1,726 450 2,317 2,233 -158 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 18.3 2.0 49.9 67.0 82.7 87.3 17.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 21 12 29 30 67 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 78,013
COMMITMENTS
67,830 77,677 295 9,663 0 77,788 77,972 225 41
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -788)
-730 804 0 -64 -1,633 -794 -829 6 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.9 99.6 0.4 12.4 0.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
32 9 2 3 0 36 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,210
COMMITMENTS
4,491 13,136 264 28,390 19,710 33,145 33,110 65 100
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3,538)
1,892 3,881 0 1,628 -331 3,520 3,550 18 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 39.6 0.8 85.5 59.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 16 1 8 19 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,227
COMMITMENTS
17,785 8,788 0 1,391 10,390 19,176 19,178 51 49
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -346)
-326 -143 0 0 -204 -326 -347 -20 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
92.5 45.7 0.0 7.2 54.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 13 0 3 13 11 26
Updated June 1, 2018