WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,074
COMMITMENTS
167,322 127,126 145,536 201,082 229,059 513,940 501,721 33,134 45,353
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -182)
-8,463 -3,530 1,231 6,771 2,873 -461 574 279 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 23.2 26.6 36.8 41.9 93.9 91.7 6.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
123 130 158 98 114 323 324
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,290
COMMITMENTS
7,860 380 200 10,980 18,450 19,040 19,030 250 260
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 340)
50 -370 0 190 660 240 290 100 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 2.0 1.0 56.9 95.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 1 9 13 14 15
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 307,909
COMMITMENTS
100,386 27,191 73,642 112,035 181,292 286,063 282,125 21,846 25,784
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 15,954)
5,403 -1,811 10,659 -541 6,372 15,521 15,220 433 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 8.8 23.9 36.4 58.9 92.9 91.6 7.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
92 56 86 75 91 210 202
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,988,935
COMMITMENTS
627,461 297,422 362,817 834,960 1097545 1825238 1757784 163,697 231,151
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 29,683)
-79 62,491 -839 22,910 -25,843 21,992 35,809 7,691 -6,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 15.0 18.2 42.0 55.2 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 913)
235 159 208 312 389 658 676
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,247
COMMITMENTS
1,277 1,048 171 943 2,154 2,391 3,373 2,856 1,874
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 257)
-29 -183 67 -105 10 -67 -106 324 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 20.0 3.3 18.0 41.1 45.6 64.3 54.4 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 1 6 7 13 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 912,593
COMMITMENTS
225,757 98,808 154,260 480,127 558,863 860,144 811,931 52,449 100,662
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,281)
-12,182 11,102 14,528 -1,565 -20,389 781 5,241 1,500 -2,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 10.8 16.9 52.6 61.2 94.3 89.0 5.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
200 140 190 193 260 489 530
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 32,069
COMMITMENTS
15,981 3,398 584 626 8,793 17,191 12,775 14,878 19,294
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -152)
-245 -617 5 0 258 -240 -354 88 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 10.6 1.8 2.0 27.4 53.6 39.8 46.4 60.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 4 2 19 7 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 512,124
COMMITMENTS
138,820 145,114 125,144 209,518 212,109 473,482 482,367 38,642 29,757
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,874)
1,826 6,819 3,833 -6,481 -11,503 -822 -851 -1,052 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 28.3 24.4 40.9 41.4 92.5 94.2 7.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
92 117 125 90 77 270 267
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 808,644
COMMITMENTS
98,482 116,651 24,246 548,443 495,155 671,171 636,052 137,473 172,592
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -95,657)
-3,855 -19,400 -18,579 -54,234 -22,364 -76,668 -60,343 -18,989 -35,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 14.4 3.0 67.8 61.2 83.0 78.7 17.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 23 17 90 89 136 124
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,027,885
COMMITMENTS
75,998 260,423 40,388 787,579 624,727 903,965 925,538 123,920 102,347
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -71,356)
-6,083 -11,424 925 -41,080 -31,582 -46,238 -42,081 -25,118 -29,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 25.3 3.9 76.6 60.8 87.9 90.0 12.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
17 21 23 71 67 99 101
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,873
COMMITMENTS
489 250 405 725 952 1,619 1,607 254 266
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -334)
-167 -101 -6 -109 -299 -282 -406 -52 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 13.3 21.6 38.7 50.8 86.4 85.8 13.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 3 5 7 7 20 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 517,330
COMMITMENTS
165,789 30,791 96,063 209,790 356,641 471,642 483,495 45,688 33,835
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,771)
-11,653 998 6,405 -3,736 -23,096 -8,984 -15,693 -3,787 2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 6.0 18.6 40.6 68.9 91.2 93.5 8.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
120 43 110 99 104 273 234
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,980
COMMITMENTS
2,208 3,357 557 5,258 4,069 8,023 7,983 1,957 1,997
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,015)
307 1,409 -44 580 -484 843 881 172 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 33.6 5.6 52.7 40.8 80.4 80.0 19.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 18 7 20 12 40 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,813,231
COMMITMENTS
427,386 423,896 70,352 1186824 1152041 1684562 1646289 128,669 166,942
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -220,851)
-61,634 -2,232 -67,940 -52,505 -109,741 -182,079 -179,913 -38,772 -40,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 23.4 3.9 65.5 63.5 92.9 90.8 7.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
53 70 30 145 141 212 227
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,523,788
COMMITMENTS
599,377 996,923 130,986 2465471 1885021 3195834 3012930 327,954 510,858
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -469,087)
-41,041 -114,562 -70,837 -291,040 -172,307 -402,918 -357,706 -66,169 -111,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 28.3 3.7 70.0 53.5 90.7 85.5 9.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
69 115 57 176 217 273 361
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 525,972
COMMITMENTS
61,461 52,397 5,221 354,482 287,120 421,164 344,738 104,808 181,234
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -53,915)
7,920 49 -3,650 -37,665 -32,289 -33,395 -35,890 -20,520 -18,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 10.0 1.0 67.4 54.6 80.1 65.5 19.9 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 11 6 53 54 70 68
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,680,757
COMMITMENTS
534,372 1104377 151,908 2738804 2029365 3425084 3285650 255,673 395,107
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -212,912)
-63,676 33,472 -13,329 -53,243 -113,967 -130,248 -93,824 -82,664 -119,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 30.0 4.1 74.4 55.1 93.1 89.3 6.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
57 73 40 147 170 229 258
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,885,196
COMMITMENTS
227,915 182,052 465,955 1164780 1185542 1858650 1833549 26,546 51,647
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -271,712)
-177,214 -39,794 -29,874 -41,636 -173,638 -248,724 -243,306 -22,988 -28,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 9.7 24.7 61.8 62.9 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
31 38 52 59 72 117 143
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,855
COMMITMENTS
16,345 7,523 135 24,374 34,594 40,854 42,252 8,001 6,603
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,675)
184 -2,116 -917 -1,858 -580 -2,592 -3,613 -1,084 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 15.4 0.3 49.9 70.8 83.6 86.5 16.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
33 15 6 28 29 64 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,709
COMMITMENTS
32,690 15,046 270 48,747 69,187 81,707 84,503 16,002 13,206
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -7,350)
367 -4,231 -1,834 -3,716 -1,160 -5,183 -7,225 -2,167 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 15.4 0.3 49.9 70.8 83.6 86.5 16.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
33 15 6 28 29 64 47
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 72,627
COMMITMENTS
62,434 72,242 295 9,620 0 72,349 72,537 278 90
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -5,386)
-5,396 -5,435 0 -43 0 -5,439 -5,435 53 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.0 99.5 0.4 13.2 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
30 9 2 3 0 34 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,640
COMMITMENTS
5,033 14,064 249 28,318 19,244 33,600 33,557 40 83
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 430)
542 928 -15 -72 -466 455 447 -25 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 41.8 0.7 84.2 57.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 17 1 8 18 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,590
COMMITMENTS
18,188 8,823 0 1,391 10,686 19,579 19,509 11 81
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 363)
403 35 0 0 296 403 331 -40 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
92.8 45.0 0.0 7.1 54.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 13 0 3 13 10 26
Updated June 8, 2018