WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 492,425
COMMITMENTS
159,955 141,554 111,054 194,050 195,041 465,059 447,649 27,366 44,776
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -48,084)
-15,543 15,772 -31,132 5,261 -29,697 -41,414 -45,057 -6,670 -3,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 28.7 22.6 39.4 39.6 94.4 90.9 5.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
121 123 140 97 112 303 311
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,940
COMMITMENTS
9,760 0 300 11,620 21,540 21,680 21,840 260 100
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 190)
890 0 0 -760 190 130 190 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 0.0 1.4 53.0 98.2 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 12 15 16 16
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 271,951
COMMITMENTS
92,587 30,422 50,480 108,917 164,815 251,984 245,717 19,967 26,234
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -21,369)
-8,202 6,104 -14,573 4,330 -14,008 -18,445 -22,477 -2,924 1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 11.2 18.6 40.1 60.6 92.7 90.4 7.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
84 50 65 74 91 191 183
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,992,169
COMMITMENTS
678,402 413,480 298,532 846,587 1061193 1823521 1773205 168,648 218,964
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 28,936)
22,430 44,158 -21,189 29,391 13,034 30,632 36,003 -1,696 -7,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 20.8 15.0 42.5 53.3 91.5 89.0 8.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 899)
223 154 201 346 393 673 676
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,296
COMMITMENTS
1,034 1,264 307 1,783 1,992 3,124 3,563 2,172 1,733
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 36)
-77 56 -57 385 -11 251 -12 -215 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 23.9 5.8 33.7 37.6 59.0 67.3 41.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 8 3 9 7 16 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 917,545
COMMITMENTS
224,665 166,486 148,573 485,046 507,738 858,284 822,797 59,261 94,748
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -5,617)
-7,403 26,074 -13,879 13,608 -13,448 -7,674 -1,253 2,057 -4,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 18.1 16.2 52.9 55.3 93.5 89.7 6.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 668)
192 146 176 192 249 481 506
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,287
COMMITMENTS
14,468 3,030 1,058 616 8,089 16,142 12,177 15,145 19,110
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -586)
-744 -47 178 -10 -402 -576 -271 -10 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 9.7 3.4 2.0 25.9 51.6 38.9 48.4 61.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 8 4 3 20 8 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 525,643
COMMITMENTS
134,667 170,859 116,776 237,010 203,300 488,453 490,935 37,190 34,708
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 19,439)
-7,340 11,055 8,470 20,796 -3,294 21,926 16,231 -2,487 3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 32.5 22.2 45.1 38.7 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
88 117 126 93 76 265 273
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 806,581
COMMITMENTS
110,305 119,040 20,477 538,283 482,427 669,065 621,944 137,516 184,637
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -11,176)
-8,047 4,875 -1,839 -9,070 -18,809 -18,956 -15,773 7,780 4,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 14.8 2.5 66.7 59.8 83.0 77.1 17.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
51 22 22 84 80 140 119
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 976,996
COMMITMENTS
84,033 273,314 29,531 740,260 577,016 853,824 879,861 123,172 97,135
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -49,650)
6,406 3,056 -12,055 -42,043 -40,702 -47,692 -49,701 -1,958 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 28.0 3.0 75.8 59.1 87.4 90.1 12.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
20 19 22 68 67 98 98
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,000
COMMITMENTS
612 468 288 799 893 1,699 1,649 301 351
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 116)
9 12 -58 100 114 51 68 65 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 23.4 14.4 40.0 44.7 85.0 82.5 15.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 5 7 7 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 511,414
COMMITMENTS
153,954 32,052 101,983 209,355 343,273 465,292 477,308 46,122 34,106
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 306)
-4,250 -2,040 1,396 3,697 3,052 843 2,408 -537 -2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 6.3 19.9 40.9 67.1 91.0 93.3 9.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
105 47 120 104 107 279 246
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,152
COMMITMENTS
2,442 4,072 551 5,209 3,886 8,202 8,509 1,950 1,643
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -799)
77 -266 -184 -510 -61 -617 -511 -182 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 40.1 5.4 51.3 38.3 80.8 83.8 19.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
20 13 8 18 11 40 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,816,417
COMMITMENTS
456,794 452,390 59,572 1180407 1126407 1696773 1638369 119,644 178,048
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 29,052)
46,894 24,919 296 -11,729 -5,645 35,461 19,570 -6,409 9,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 24.9 3.3 65.0 62.0 93.4 90.2 6.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
61 66 30 139 135 214 217
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,450,887
COMMITMENTS
557,770 917,233 149,434 2421730 1858563 3128934 2925230 321,953 525,657
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 39,338)
-3,232 20,237 8,092 40,557 23,658 45,417 51,987 -6,079 -12,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 26.6 4.3 70.2 53.9 90.7 84.8 9.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
75 103 51 184 204 283 334
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 528,920
COMMITMENTS
61,828 42,752 10,430 361,915 303,376 434,173 356,558 94,747 172,362
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -6,826)
-1,716 -7,384 2,413 -2,901 2,717 -2,204 -2,254 -4,622 -4,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 8.1 2.0 68.4 57.4 82.1 67.4 17.9 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
14 10 8 57 56 76 69
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,761,757
COMMITMENTS
564,882 1078988 169,489 2771912 2109463 3506283 3357940 255,474 403,817
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 793)
6,577 -21,498 -1,034 -4,683 32,763 860 10,231 -67 -9,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 28.7 4.5 73.7 56.1 93.2 89.3 6.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
58 72 40 136 178 220 264
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,075,890
COMMITMENTS
368,190 155,578 494,857 1169306 1357176 2032353 2007611 43,537 68,279
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 133,199)
71,184 -37,538 13,538 33,145 147,701 117,867 123,701 15,332 9,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 7.5 23.8 56.3 65.4 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 36 56 59 71 120 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,300
COMMITMENTS
16,190 9,508 772 17,489 27,311 34,450 37,590 8,851 5,710
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -14,051)
-1,345 4,011 -2,020 -10,968 -13,774 -14,332 -11,782 282 -2,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 22.0 1.8 40.4 63.1 79.6 86.8 20.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 19 9 23 29 56 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,600
COMMITMENTS
32,379 19,015 1,543 34,977 54,622 68,899 75,180 17,701 11,420
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -28,101)
-2,690 8,022 -4,039 -21,935 -27,547 -28,664 -23,564 563 -4,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 22.0 1.8 40.4 63.1 79.6 86.8 20.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 19 9 23 29 56 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 63,998
COMMITMENTS
47,856 54,512 9,486 6,500 0 63,842 63,998 156 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -10,112)
-15,107 -16,696 6,601 -1,527 0 -10,033 -10,095 -79 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.8 85.2 14.8 10.2 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
32 10 5 2 0 38 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,184
COMMITMENTS
18,904 13,965 242 12,967 17,911 32,113 32,118 71 66
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -11,576)
15,596 1,161 -11,854 -15,309 -885 -11,567 -11,578 -9 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 43.4 0.8 40.3 55.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 14 1 9 17 15 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,665
COMMITMENTS
12,490 8,118 9 4,155 8,475 16,654 16,602 11 63
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -4,620)
-4,895 -264 -1,748 2,028 -2,641 -4,615 -4,653 -5 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.9 48.7 0.1 24.9 50.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 14 1 4 11 11 25
Updated June 22, 2018