WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 540,509
COMMITMENTS
175,498 125,782 142,186 188,789 224,738 506,473 492,706 34,036 47,803
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -6,565)
8,176 -1,344 -3,350 -12,293 -4,321 -7,467 -9,015 902 2,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 23.3 26.3 34.9 41.6 93.7 91.2 6.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
131 126 147 87 120 310 328
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,750
COMMITMENTS
8,870 0 300 12,380 21,350 21,550 21,650 200 100
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,460)
1,010 -380 100 1,400 2,900 2,510 2,620 -50 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 0.0 1.4 56.9 98.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 11 15 17 16
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,320
COMMITMENTS
100,789 24,318 65,053 104,587 178,823 270,429 268,194 22,891 25,126
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -14,589)
403 -2,873 -8,589 -7,448 -2,469 -15,634 -13,931 1,045 -658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 8.3 22.2 35.7 61.0 92.2 91.4 7.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
92 45 84 71 90 204 193
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,963,233
COMMITMENTS
655,972 369,322 319,721 817,196 1048159 1792889 1737202 170,344 226,031
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -25,702)
28,511 71,900 -43,096 -17,764 -49,386 -32,349 -20,582 6,647 -5,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 18.8 16.3 41.6 53.4 91.3 88.5 8.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 909)
232 153 208 327 387 667 673
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,260
COMMITMENTS
1,111 1,208 364 1,398 2,003 2,873 3,575 2,387 1,685
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 13)
-166 160 193 455 -151 482 202 -469 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 23.0 6.9 26.6 38.1 54.6 68.0 45.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 3 9 7 16 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 923,162
COMMITMENTS
232,068 140,412 162,452 471,438 521,186 865,958 824,050 57,204 99,112
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 10,569)
6,311 41,604 8,192 -8,689 -37,677 5,814 12,119 4,755 -1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 15.2 17.6 51.1 56.5 93.8 89.3 6.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
200 152 194 197 254 503 529
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,873
COMMITMENTS
15,212 3,077 880 626 8,491 16,718 12,448 15,155 19,425
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -196)
-769 -321 296 0 -302 -473 -327 277 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 9.7 2.8 2.0 26.6 52.5 39.1 47.5 60.9
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 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 506,204
COMMITMENTS
142,007 159,804 108,306 216,214 206,594 466,527 474,704 39,677 31,500
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -5,920)
3,187 14,690 -16,838 6,696 -5,515 -6,955 -7,663 1,035 1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 31.6 21.4 42.7 40.8 92.2 93.8 7.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
92 124 121 90 77 269 277
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,757
COMMITMENTS
118,352 114,165 22,316 547,353 501,236 688,021 637,717 129,736 180,040
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 9,113)
19,870 -2,486 -1,930 -1,090 6,081 16,850 1,665 -7,737 7,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 14.0 2.7 66.9 61.3 84.1 78.0 15.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
48 21 19 88 86 140 122
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,026,646
COMMITMENTS
77,627 270,258 41,586 782,303 617,718 901,516 929,562 125,130 97,084
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,239)
1,629 9,835 1,198 -5,276 -7,009 -2,449 4,024 1,210 -5,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 26.3 4.1 76.2 60.2 87.8 90.5 12.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
17 20 21 70 68 96 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,884
COMMITMENTS
603 456 346 699 779 1,648 1,581 236 303
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 11)
114 206 -59 -26 -173 29 -26 -18 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 24.2 18.4 37.1 41.3 87.5 83.9 12.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 6 5 7 7 20 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 511,108
COMMITMENTS
158,204 34,092 100,587 205,658 340,221 464,449 474,900 46,659 36,208
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -6,222)
-7,585 3,301 4,524 -4,132 -16,420 -7,193 -8,595 971 2,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 6.7 19.7 40.2 66.6 90.9 92.9 9.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
106 51 111 96 104 262 237
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,951
COMMITMENTS
2,365 4,338 735 5,719 3,947 8,819 9,020 2,132 1,931
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 971)
157 981 178 461 -122 796 1,037 175 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 39.6 6.7 52.2 36.0 80.5 82.4 19.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 17 9 21 13 43 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,787,365
COMMITMENTS
409,900 427,471 59,276 1192136 1132052 1661312 1618799 126,053 168,566
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -25,866)
-17,486 3,575 -11,076 5,312 -19,989 -23,250 -27,490 -2,616 1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 23.9 3.3 66.7 63.3 92.9 90.6 7.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
55 67 28 143 142 211 224
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,411,549
COMMITMENTS
561,002 896,996 141,342 2381173 1834905 3083517 2873243 328,032 538,306
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -112,239)
-38,375 -99,927 10,356 -84,298 -50,116 -112,317 -139,687 78 27,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 26.3 4.1 69.8 53.8 90.4 84.2 9.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
71 110 52 180 211 276 348
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 535,746
COMMITMENTS
63,544 50,136 8,017 364,816 300,659 436,377 358,812 99,369 176,934
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 9,774)
2,083 -2,261 2,796 10,334 13,539 15,213 14,074 -5,439 -4,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 9.4 1.5 68.1 56.1 81.5 67.0 18.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
15 11 6 54 56 72 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,760,964
COMMITMENTS
558,305 1100486 170,523 2776595 2076700 3505423 3347709 255,541 413,255
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 80,207)
23,933 -3,891 18,615 37,791 47,335 80,339 62,059 -132 18,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 29.3 4.5 73.8 55.2 93.2 89.0 6.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
52 69 31 143 173 215 253
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,942,691
COMMITMENTS
297,006 193,116 481,319 1136161 1209475 1914486 1883910 28,205 58,781
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 57,495)
69,091 11,064 15,364 -28,619 23,933 55,836 50,361 1,659 7,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 9.9 24.8 58.5 62.3 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 41 56 57 72 117 146
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,351
COMMITMENTS
17,535 5,497 2,791 28,456 41,085 48,782 49,372 8,569 7,979
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 8,496)
1,190 -2,027 2,656 4,083 6,491 7,928 7,121 568 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 9.6 4.9 49.6 71.6 85.1 86.1 14.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 16 14 36 36 80 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,701
COMMITMENTS
35,069 10,993 5,582 56,912 82,169 97,563 98,744 17,138 15,957
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 16,992)
2,379 -4,053 5,312 8,165 12,982 15,856 14,241 1,136 2,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 9.6 4.9 49.6 71.6 85.1 86.1 14.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 16 14 36 36 80 61
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 74,110
COMMITMENTS
62,963 71,208 2,885 8,027 0 73,875 74,093 235 17
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,483)
529 -1,034 2,590 -1,593 0 1,526 1,556 -43 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.0 96.1 3.9 10.8 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
30 9 3 2 0 34 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,760
COMMITMENTS
3,308 12,804 12,096 28,276 18,796 43,680 43,696 80 64
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 10,120)
-1,725 -1,260 11,847 -42 -448 10,080 10,139 40 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 29.3 27.6 64.6 43.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 15 2 7 19 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,285
COMMITMENTS
17,385 8,382 1,757 2,127 11,116 21,269 21,255 16 30
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,695)
-803 -441 1,757 736 430 1,690 1,746 5 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.7 39.4 8.3 10.0 52.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 13 2 3 14 11 28
Updated June 15, 2018