WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 493,627
COMMITMENTS
185,941 106,580 107,344 159,585 234,448 452,870 448,372 40,757 45,255
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,342)
-2,107 1,343 476 1,281 -131 -350 1,688 1,692 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 21.6 21.7 32.3 47.5 91.7 90.8 8.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
156 106 145 101 129 332 328
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,002
COMMITMENTS
2,734 500 2,000 16,118 17,834 20,852 20,334 150 668
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 290)
-426 -1,100 400 276 990 250 290 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 2.4 9.5 76.7 84.9 99.3 96.8 0.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 4 14 14 23 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,830
COMMITMENTS
105,312 35,981 42,680 114,395 183,493 262,387 262,154 24,443 24,676
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,029)
1,178 -523 1,468 766 3,733 3,412 4,678 1,617 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 12.5 14.9 39.9 64.0 91.5 91.4 8.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
89 45 71 75 96 197 192
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,713,501
COMMITMENTS
513,761 379,817 273,259 765,270 868,803 1552290 1521879 161,211 191,622
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -3,633)
554 -10,684 -12,757 9,648 18,503 -2,555 -4,938 -1,078 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 22.2 15.9 44.7 50.7 90.6 88.8 9.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 873)
195 168 184 350 392 651 664
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,934
COMMITMENTS
1,539 550 90 1,489 3,109 3,118 3,749 1,816 1,185
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 62)
-106 -110 -19 103 128 -22 -1 84 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 11.1 1.8 30.2 63.0 63.2 76.0 36.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 4 4 8 6 20 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,943
COMMITMENTS
155,138 172,942 151,176 429,605 381,552 735,919 705,670 54,024 84,273
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -10,094)
-39 -17,996 -5,488 -1,287 13,026 -6,814 -10,458 -3,280 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 21.9 19.1 54.4 48.3 93.2 89.3 6.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642)
156 166 173 197 229 459 493
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,173
COMMITMENTS
10,304 3,568 171 8 6,266 10,483 10,005 11,690 12,168
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -329)
52 -162 14 -2 -76 64 -224 -393 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 16.1 0.8 0.0 28.3 47.3 45.1 52.7 54.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 8 5 1 19 6 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 539,764
COMMITMENTS
108,175 164,315 141,010 251,751 200,275 500,936 505,600 38,828 34,164
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -1,359)
-6,501 -4,611 5,598 -2,387 -2,235 -3,290 -1,248 1,931 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 30.4 26.1 46.6 37.1 92.8 93.7 7.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
88 111 122 100 69 267 256
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 889,576
COMMITMENTS
149,385 157,886 19,208 564,678 541,145 733,271 718,239 156,305 171,337
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 41,207)
6,963 -11,031 2,279 22,506 51,681 31,748 42,929 9,459 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 17.7 2.2 63.5 60.8 82.4 80.7 17.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
49 23 25 85 91 142 131
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,092,162
COMMITMENTS
101,722 326,117 44,237 795,263 612,070 941,222 982,424 150,940 109,738
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 22,064)
7,199 -8,889 17,249 -10,422 5,979 14,026 14,339 8,038 7,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 29.9 4.1 72.8 56.0 86.2 90.0 13.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
19 23 27 69 63 103 98
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,421
COMMITMENTS
845 907 145 1,090 945 2,080 1,997 341 424
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 37.5 6.0 45.0 39.0 85.9 82.5 14.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 2 8 6 15 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 500,229
COMMITMENTS
133,704 34,991 100,766 217,763 330,004 452,233 465,761 47,996 34,468
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -16,467)
-4,532 -3,169 -12,896 3,052 -430 -14,376 -16,495 -2,091 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.0 20.1 43.5 66.0 90.4 93.1 9.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
107 52 117 114 98 283 236
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,015
COMMITMENTS
1,660 1,953 142 4,559 4,576 6,361 6,671 1,654 1,344
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 269)
-91 436 -16 370 -233 263 187 6 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 24.4 1.8 56.9 57.1 79.4 83.2 20.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 9 4 11 14 29 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,119,709
COMMITMENTS
486,956 584,289 86,119 1421899 1273628 1994974 1944036 124,735 175,673
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 82,057)
11,036 21,523 17,337 41,175 45,760 69,548 84,620 12,509 -2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 27.6 4.1 67.1 60.1 94.1 91.7 5.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
68 76 38 152 150 238 246
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,123,752
COMMITMENTS
503,734 1204248 256,255 2998666 2145767 3758655 3606270 365,097 517,482
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 158,622)
17,919 20,239 32,066 101,436 91,794 151,421 144,099 7,201 14,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 29.2 6.2 72.7 52.0 91.1 87.5 8.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
73 113 75 200 207 318 351
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,194
COMMITMENTS
72,275 100,647 20,897 422,097 329,817 515,269 451,361 101,925 165,833
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 20,878)
-1,658 10,796 10,182 14,193 -1,006 22,717 19,972 -1,839 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 16.3 3.4 68.4 53.4 83.5 73.1 16.5 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 18 15 64 60 89 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,317,064
COMMITMENTS
559,424 1314762 272,159 3191593 2321889 4023176 3908810 293,888 408,254
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 87,139)
-2,786 -49,998 38,258 56,519 90,028 91,991 78,288 -4,852 8,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 30.5 6.3 73.9 53.8 93.2 90.5 6.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
54 74 51 152 166 238 259
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,924,435
COMMITMENTS
234,735 213,449 488,137 1167113 1161786 1889985 1863372 34,450 61,063
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 19,938)
-4,620 33,045 -34,869 55,987 20,983 16,498 19,159 3,440 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 11.1 25.4 60.6 60.4 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
33 34 42 66 70 116 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,229
COMMITMENTS
23,006 8,919 1,778 17,712 32,924 42,496 43,621 8,734 7,608
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,219)
1,407 434 399 1,320 912 3,126 1,744 -907 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 17.4 3.5 34.6 64.3 83.0 85.1 17.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
37 16 6 28 31 67 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,458
COMMITMENTS
46,011 17,838 3,556 35,424 65,848 84,991 87,242 17,467 15,216
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,438)
2,814 867 797 2,640 1,823 6,251 3,487 -1,813 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 17.4 3.5 34.6 64.3 83.0 85.1 17.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
37 16 6 28 31 67 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 30,128
COMMITMENTS
3,406 461 0 24,876 29,368 28,282 29,829 1,846 299
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 386)
501 -206 0 -222 513 279 307 107 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 1.5 0.0 82.6 97.5 93.9 99.0 6.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 13 12 16 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 29,033
COMMITMENTS
22,085 22,273 1,826 4,919 4,838 28,830 28,937 203 96
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -4,391)
-5,880 -4,731 1,373 102 -1,124 -4,405 -4,482 14 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 76.7 6.3 16.9 16.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
29 14 3 3 2 33 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,084
COMMITMENTS
16,583 13,725 213 13,232 16,077 30,028 30,015 56 69
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3)
215 232 5 -239 -255 -19 -18 22 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.1 45.6 0.7 44.0 53.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 12 1 6 17 12 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,594
COMMITMENTS
14,793 8,688 9 3,775 9,792 18,577 18,489 17 105
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,296)
1,301 -65 0 0 1,355 1,301 1,290 -5 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.6 46.7 0.0 20.3 52.7 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 10 1 3 12 10 22
Updated August 24, 2018