WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,974
COMMITMENTS
162,377 98,477 90,331 165,752 222,007 418,460 410,815 38,514 46,159
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -36,653)
-23,564 -8,103 -17,013 6,167 -12,441 -34,410 -37,557 -2,243 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 21.5 19.8 36.3 48.6 91.6 89.9 8.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
140 100 131 99 130 310 309
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,702
COMMITMENTS
2,784 300 1,750 17,018 19,112 21,552 21,162 150 540
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 700)
50 -200 -250 900 1,278 700 828 0 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 1.4 8.1 78.4 88.1 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 4 15 16 24 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 263,082
COMMITMENTS
96,848 28,133 39,531 103,414 170,404 239,793 238,068 23,289 25,014
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -23,748)
-8,464 -7,848 -3,149 -10,981 -13,089 -22,594 -24,086 -1,154 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 10.7 15.0 39.3 64.8 91.1 90.5 8.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
94 41 76 75 95 204 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,671,504
COMMITMENTS
471,941 406,571 278,814 758,915 800,702 1509670 1486087 161,834 185,417
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -41,997)
-41,820 26,754 5,555 -6,355 -68,101 -42,620 -35,792 623 -6,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 24.3 16.7 45.4 47.9 90.3 88.9 9.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 842)
192 156 163 346 373 635 621
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,611
COMMITMENTS
1,281 785 94 1,486 2,766 2,861 3,645 1,750 966
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -323)
-258 235 4 -3 -343 -257 -104 -66 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 17.0 2.0 32.2 60.0 62.0 79.1 38.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 2 8 5 17 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 801,315
COMMITMENTS
149,465 190,030 155,401 440,023 367,010 744,889 712,441 56,426 88,874
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 11,372)
-5,673 17,088 4,225 10,418 -14,542 8,970 6,771 2,402 4,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 23.7 19.4 54.9 45.8 93.0 88.9 7.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
138 177 167 194 219 445 484
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,916
COMMITMENTS
10,271 3,700 146 11 6,026 10,428 9,872 10,488 11,044
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -1,257)
-33 132 -25 3 -240 -55 -133 -1,202 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 17.7 0.7 0.1 28.8 49.9 47.2 50.1 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 9 5 2 18 7 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 531,159
COMMITMENTS
110,899 160,095 136,665 245,094 200,455 492,658 497,215 38,501 33,944
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -8,605)
2,724 -4,220 -4,345 -6,657 180 -8,278 -8,385 -327 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 30.1 25.7 46.1 37.7 92.8 93.6 7.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
90 111 115 95 73 259 255
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 921,082
COMMITMENTS
131,459 137,145 29,612 576,542 557,114 737,613 723,871 183,469 197,211
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 31,506)
-17,926 -20,741 10,404 11,864 15,969 4,342 5,632 27,164 25,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 14.9 3.2 62.6 60.5 80.1 78.6 19.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
42 22 25 80 82 132 119
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,112,657
COMMITMENTS
104,736 316,267 41,234 782,472 629,248 928,442 986,749 184,215 125,908
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 20,495)
3,014 -9,850 -3,003 -12,791 17,178 -12,780 4,325 33,275 16,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 28.4 3.7 70.3 56.6 83.4 88.7 16.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
20 20 27 74 67 106 102
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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
724 1,019 155 1,217 851 2,096 2,025 325 396
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
-121 112 10 127 -94 16 28 -16 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 42.1 6.4 50.3 35.2 86.6 83.6 13.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 2 9 7 15 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 509,363
COMMITMENTS
119,907 53,637 103,991 236,846 311,482 460,744 469,110 48,619 40,253
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 9,134)
-13,797 18,646 3,225 19,083 -18,522 8,511 3,349 623 5,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 10.5 20.4 46.5 61.2 90.5 92.1 9.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
97 63 107 113 97 271 231
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,292
COMMITMENTS
1,048 2,478 50 4,660 3,584 5,758 6,112 1,534 1,180
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -723)
-612 525 -92 101 -992 -603 -559 -120 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 34.0 0.7 63.9 49.1 79.0 83.8 21.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 12 3 14 12 27 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,215,440
COMMITMENTS
468,221 610,959 204,529 1407727 1210177 2080477 2025665 134,963 189,775
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 95,731)
-18,735 26,670 118,410 -14,172 -63,451 85,503 81,629 10,228 14,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 27.6 9.2 63.5 54.6 93.9 91.4 6.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
68 70 42 153 144 238 240
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,134,502
COMMITMENTS
573,951 1103771 215,020 2899329 2231447 3688300 3550238 446,202 584,264
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 10,750)
70,217 -100,477 -41,235 -99,337 85,680 -70,355 -56,032 81,105 66,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 26.7 5.2 70.1 54.0 89.2 85.9 10.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
77 103 77 204 206 329 338
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 644,424
COMMITMENTS
66,200 89,741 22,296 435,559 340,667 524,055 452,704 120,369 191,720
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 27,230)
-6,075 -10,906 1,399 13,462 10,850 8,786 1,343 18,444 25,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 13.9 3.5 67.6 52.9 81.3 70.2 18.7 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 17 14 61 59 83 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,414,152
COMMITMENTS
502,494 1270960 316,550 3188318 2399469 4007362 3986979 406,790 427,173
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 97,088)
-56,930 -43,802 44,391 -3,275 77,580 -15,814 78,169 112,902 18,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 28.8 7.2 72.2 54.4 90.8 90.3 9.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
53 70 53 156 171 242 261
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,012,030
COMMITMENTS
202,735 193,008 568,128 1208212 1189196 1979075 1950332 32,955 61,698
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 87,595)
-32,000 -20,441 79,991 41,099 27,410 89,090 86,960 -1,495 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 9.6 28.2 60.0 59.1 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 35 45 66 70 121 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,653
COMMITMENTS
24,949 9,043 1,457 18,108 34,738 44,513 45,237 8,140 7,416
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,424)
1,944 124 -322 396 1,814 2,018 1,616 -594 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 17.2 2.8 34.4 66.0 84.5 85.9 15.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 18 8 31 32 73 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,305
COMMITMENTS
49,898 18,085 2,913 36,215 69,476 89,026 90,474 16,279 14,831
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,847)
3,887 247 -643 791 3,628 4,035 3,232 -1,188 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 17.2 2.8 34.4 66.0 84.5 85.9 15.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 18 8 31 32 73 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,607
COMMITMENTS
4,116 715 0 25,685 30,584 29,801 31,299 1,806 308
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,479)
710 254 0 809 1,216 1,519 1,470 -40 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 2.3 0.0 81.3 96.8 94.3 99.0 5.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 12 13 15 15
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,176
COMMITMENTS
24,273 23,031 1,828 4,870 6,221 30,971 31,080 205 96
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,143)
2,188 758 2 -49 1,383 2,141 2,143 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.9 73.9 5.9 15.6 20.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
27 15 3 2 2 30 19
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,106
COMMITMENTS
17,369 14,039 212 12,487 15,798 30,068 30,049 38 57
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 22)
786 314 -1 -745 -279 40 34 -18 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 46.6 0.7 41.5 52.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 12 1 6 16 12 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,341
COMMITMENTS
15,553 8,884 9 3,768 10,364 19,330 19,257 11 84
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 747)
760 196 0 -7 572 753 768 -6 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.4 45.9 0.0 19.5 53.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 9 1 3 12 9 21
Updated August 31, 2018