WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,660
COMMITMENTS
185,149 98,621 101,472 172,272 249,449 458,893 449,542 38,767 48,118
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 6,851)
11,228 -272 -4,821 -4,975 12,273 1,432 7,180 5,419 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 19.8 20.4 34.6 50.1 92.2 90.3 7.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
148 113 131 99 133 317 320
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,670
COMMITMENTS
3,110 970 1,430 15,000 16,630 19,540 19,030 130 640
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,770)
-2,560 870 330 -1,300 -5,070 -3,530 -3,870 -240 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 4.9 7.3 76.3 84.5 99.3 96.7 0.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 2 5 15 13 25 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,855
COMMITMENTS
96,884 37,111 48,120 117,342 177,436 262,346 262,667 23,509 23,188
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,797)
5,050 -5,185 -3,485 -2,881 9,238 -1,316 568 3,113 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 13.0 16.8 41.0 62.1 91.8 91.9 8.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
88 53 74 76 101 199 205
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,760,500
COMMITMENTS
523,538 402,223 285,637 783,831 880,176 1593006 1568036 167,494 192,464
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -90,746)
-33,744 -44,486 -32,749 -17,422 -13,989 -83,915 -91,224 -6,831 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 22.8 16.2 44.5 50.0 90.5 89.1 9.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 891)
206 166 193 342 385 657 664
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,486
COMMITMENTS
1,384 551 99 1,212 2,283 2,695 2,933 1,791 1,553
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -630)
67 -595 76 -308 170 -165 -349 -465 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 12.3 2.2 27.0 50.9 60.1 65.4 39.9 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 4 7 6 17 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,827
COMMITMENTS
166,922 185,600 149,164 414,675 370,659 730,761 705,423 59,066 84,404
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -14,746)
-10,626 -6,031 -10,371 12,628 1,636 -8,369 -14,766 -6,377 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 23.5 18.9 52.5 46.9 92.5 89.3 7.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
165 171 167 192 231 457 495
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,969
COMMITMENTS
10,171 3,920 172 9 6,939 10,352 11,031 13,617 12,938
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -256)
67 -76 25 1 -9 93 -60 -349 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 16.4 0.7 0.0 28.9 43.2 46.0 56.8 54.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 9 6 1 21 7 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 524,735
COMMITMENTS
110,498 164,373 129,241 246,961 198,583 486,700 492,197 38,035 32,538
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 7,047)
31 603 12,329 -5,410 -6,704 6,950 6,228 97 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 31.3 24.6 47.1 37.8 92.8 93.8 7.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
90 120 124 94 77 262 275
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,657
COMMITMENTS
138,647 170,590 14,241 549,871 480,558 702,759 665,389 141,898 179,268
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 19,356)
14,163 25,483 2,143 3,381 -4,333 19,687 23,293 -331 -3,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 20.2 1.7 65.1 56.9 83.2 78.8 16.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
49 24 31 81 86 138 133
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,439
COMMITMENTS
102,796 322,903 24,042 772,794 586,590 899,632 933,535 134,807 100,904
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 11,427)
6,282 3,853 9,934 -840 -3,214 15,376 10,573 -3,949 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 31.2 2.3 74.7 56.7 87.0 90.2 13.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
20 21 23 70 67 102 99
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 507,395
COMMITMENTS
129,164 38,973 117,650 211,851 315,765 458,665 472,388 48,730 35,007
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -7,148)
-7,024 360 -127 930 -7,342 -6,221 -7,109 -927 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 7.7 23.2 41.8 62.2 90.4 93.1 9.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
103 46 112 109 96 270 228
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,541
COMMITMENTS
2,435 1,318 406 4,104 5,678 6,945 7,402 1,596 1,139
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 125)
171 -71 270 -136 -57 305 142 -180 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 15.4 4.8 48.1 66.5 81.3 86.7 18.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 7 8 13 16 36 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,950,521
COMMITMENTS
433,698 527,280 98,380 1300521 1147866 1832599 1773526 117,922 176,995
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -9,354)
-2,136 -7,613 -1,250 -4,442 5,457 -7,828 -3,406 -1,526 -5,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 27.0 5.0 66.7 58.8 94.0 90.9 6.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
65 71 34 146 143 228 231
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,779,842
COMMITMENTS
493,797 1080096 184,983 2760328 1986300 3439108 3251379 340,734 528,463
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 18,838)
22,095 18,266 -1,318 -8,109 879 12,668 17,827 6,170 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 28.6 4.9 73.0 52.5 91.0 86.0 9.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
71 100 68 182 204 291 334
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 572,410
COMMITMENTS
64,003 71,130 13,326 390,495 316,773 467,824 401,229 104,586 171,181
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -10,979)
-6,599 7,954 -3,258 -5,233 -7,946 -15,090 -3,250 4,111 -7,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 12.4 2.3 68.2 55.3 81.7 70.1 18.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 15 12 59 55 81 73
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,184,333
COMMITMENTS
519,475 1387031 214,848 3163370 2159379 3897693 3761258 286,640 423,075
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 226,543)
5,907 32,420 62,195 152,835 148,138 220,937 242,753 5,606 -16,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 33.1 5.1 75.6 51.6 93.1 89.9 6.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
54 72 46 142 162 228 248
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,778,908
COMMITMENTS
222,047 140,784 480,415 1042657 1097512 1745119 1718711 33,789 60,197
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -210,219)
-66,819 11,006 -60,699 -85,468 -158,899 -212,986 -208,592 2,767 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 7.9 27.0 58.6 61.7 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
32 32 46 61 68 114 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,128
COMMITMENTS
22,964 8,076 1,316 17,105 33,767 41,384 43,159 8,744 6,969
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 3,464)
2,580 376 231 503 2,973 3,313 3,579 151 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 16.1 2.6 34.1 67.4 82.6 86.1 17.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
41 17 7 26 29 69 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,255
COMMITMENTS
45,927 16,151 2,632 34,209 67,534 82,768 86,317 17,487 13,938
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 6,927)
5,160 751 461 1,005 5,946 6,626 7,158 301 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 16.1 2.6 34.1 67.4 82.6 86.1 17.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
41 17 7 26 29 69 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,130
COMMITMENTS
2,657 713 0 24,761 28,145 27,418 28,858 1,712 272
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,362)
-200 252 0 1,742 1,018 1,542 1,270 -180 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.4 0.0 85.0 96.6 94.1 99.1 5.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 13 12 16 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 32,343
COMMITMENTS
26,875 28,468 452 4,817 3,394 32,144 32,314 199 29
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -385)
-442 -1,524 0 44 1,140 -398 -384 13 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.1 88.0 1.4 14.9 10.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
26 13 2 2 1 29 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,675
COMMITMENTS
17,482 13,826 208 11,922 15,542 29,612 29,576 63 99
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,376)
-917 -416 -7 -1,416 -1,992 -2,340 -2,415 -36 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 46.6 0.7 40.2 52.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 15 1 7 17 12 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,143
COMMITMENTS
13,297 8,748 9 3,775 8,335 17,081 17,092 62 51
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,646)
1,618 2,186 0 0 -498 1,618 1,688 28 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.6 51.0 0.1 22.0 48.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 11 1 3 11 9 22
Updated August 10, 2018