WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,974
COMMITMENTS
165,495 104,896 93,447 153,086 203,844 412,028 402,187 34,946 44,787
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -10,000)
3,118 6,419 3,116 -12,666 -18,163 -6,432 -8,628 -3,568 -1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 23.5 20.9 34.2 45.6 92.2 90.0 7.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
146 106 131 90 121 305 308
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,152
COMMITMENTS
2,984 500 1,450 16,618 18,662 21,052 20,612 100 540
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -550)
200 200 -300 -400 -450 -500 -550 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 2.4 6.9 78.6 88.2 99.5 97.4 0.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 3 16 16 25 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,546
COMMITMENTS
94,137 29,611 34,318 102,804 165,977 231,259 229,906 22,287 23,640
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -9,536)
-2,711 1,478 -5,213 -610 -4,427 -8,534 -8,162 -1,002 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 11.7 13.5 40.5 65.5 91.2 90.7 8.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
90 39 69 70 94 191 183
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,655,575
COMMITMENTS
503,586 431,701 254,433 736,024 788,324 1494043 1474458 161,532 181,117
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -15,929)
31,645 25,130 -24,381 -22,891 -12,378 -15,627 -11,629 -302 -4,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 26.1 15.4 44.5 47.6 90.2 89.1 9.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 838)
195 162 150 281 357 566 598
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,811
COMMITMENTS
1,116 916 102 868 1,970 2,086 2,988 1,725 823
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -800)
-165 131 8 -618 -796 -775 -657 -25 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 24.0 2.7 22.8 51.7 54.7 78.4 45.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 1 7 5 15 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 808,144
COMMITMENTS
153,513 209,170 153,760 444,869 358,270 752,142 721,200 56,002 86,944
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 6,829)
4,048 19,140 -1,641 4,846 -8,740 7,253 8,759 -424 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 25.9 19.0 55.0 44.3 93.1 89.2 6.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
152 180 154 190 211 439 473
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,323
COMMITMENTS
10,059 3,867 124 11 5,477 10,194 9,468 10,129 10,855
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -593)
-212 167 -22 0 -549 -234 -404 -359 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 19.0 0.6 0.1 26.9 50.2 46.6 49.8 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 9 2 2 16 5 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 528,062
COMMITMENTS
111,900 160,644 129,988 248,648 205,610 490,536 496,242 37,526 31,820
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -3,097)
1,001 549 -6,677 3,554 5,155 -2,122 -973 -975 -2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 30.4 24.6 47.1 38.9 92.9 94.0 7.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
88 118 108 95 67 254 249
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 874,614
COMMITMENTS
118,241 158,618 21,268 582,024 511,200 721,533 691,086 153,081 183,528
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -46,468)
-13,218 21,473 -8,344 5,482 -45,914 -16,080 -32,785 -30,388 -13,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 18.1 2.4 66.5 58.4 82.5 79.0 17.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 25 25 84 88 134 131
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,055,047
COMMITMENTS
105,003 326,819 31,600 768,733 589,718 905,336 948,137 149,711 106,910
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -57,610)
267 10,552 -9,634 -13,739 -39,530 -23,106 -38,612 -34,504 -18,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 31.0 3.0 72.9 55.9 85.8 89.9 14.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
19 21 23 72 63 102 96
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,996
COMMITMENTS
615 1,044 164 939 438 1,718 1,646 278 350
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -425)
-109 25 9 -278 -413 -378 -379 -47 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 52.3 8.2 47.0 21.9 86.1 82.5 13.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 2 7 7 13 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 521,993
COMMITMENTS
116,480 57,639 108,295 245,322 314,157 470,097 480,091 51,896 41,902
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 12,630)
-3,427 4,002 4,304 8,476 2,675 9,353 10,981 3,277 1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 11.0 20.7 47.0 60.2 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
95 57 110 113 98 272 230
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,284
COMMITMENTS
1,138 2,473 52 4,741 3,579 5,931 6,104 1,353 1,180
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -8)
90 -5 2 81 -5 173 -8 -181 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 34.0 0.7 65.1 49.1 81.4 83.8 18.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 10 3 15 11 29 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,127,907
COMMITMENTS
470,170 618,234 105,445 1420262 1221445 1995877 1945124 132,030 182,783
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -87,533)
1,949 7,275 -99,084 12,535 11,268 -84,600 -80,541 -2,933 -6,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 29.1 5.0 66.7 57.4 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
65 71 37 151 141 233 232
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,991,152
COMMITMENTS
424,804 1107561 204,718 2933662 2194755 3563184 3507034 427,968 484,118
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -143,350)
-149,147 3,790 -10,302 34,333 -36,692 -125,116 -43,204 -18,234 -100,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 27.8 5.1 73.5 55.0 89.3 87.9 10.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
71 98 66 207 207 312 337
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,786
COMMITMENTS
68,593 80,787 19,935 384,845 319,961 473,373 420,683 106,413 159,103
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -64,638)
2,393 -8,954 -2,361 -50,714 -20,706 -50,682 -32,021 -13,956 -32,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 13.9 3.4 66.4 55.2 81.6 72.6 18.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 17 14 59 57 82 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,277,516
COMMITMENTS
494,371 1350057 249,993 3213741 2277519 3958105 3877569 319,411 399,947
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -136,636)
-8,123 79,097 -66,557 25,423 -121,950 -49,257 -109,410 -87,379 -27,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 31.6 5.8 75.1 53.2 92.5 90.7 7.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
58 72 47 156 171 241 263
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,825,371
COMMITMENTS
141,471 174,273 547,227 1105025 1033201 1793723 1754701 31,648 70,670
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -186,659)
-61,264 -18,735 -20,901 -103,187 -155,995 -185,352 -195,631 -1,307 8,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 9.5 30.0 60.5 56.6 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 34 47 63 65 120 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,146
COMMITMENTS
25,983 7,942 1,719 16,787 36,255 44,488 45,916 8,658 7,231
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 494)
1,034 -1,101 263 -1,321 1,517 -25 679 519 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 14.9 3.2 31.6 68.2 83.7 86.4 16.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
39 17 9 30 32 73 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,292
COMMITMENTS
51,965 15,883 3,438 33,573 72,510 88,976 91,831 17,316 14,461
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 987)
2,067 -2,202 525 -2,642 3,034 -50 1,357 1,037 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 14.9 3.2 31.6 68.2 83.7 86.4 16.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
39 17 9 30 32 73 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,391
COMMITMENTS
3,061 461 0 24,557 28,412 27,618 28,873 1,773 518
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -2,216)
-1,055 -254 0 -1,128 -2,172 -2,183 -2,426 -33 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 1.6 0.0 83.6 96.7 94.0 98.2 6.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 12 12 16 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,958
COMMITMENTS
25,705 22,252 1,825 5,534 9,763 33,064 33,840 894 118
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 2,782)
1,432 -779 -3 664 3,542 2,093 2,760 689 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.7 65.5 5.4 16.3 28.8 97.4 99.7 2.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
27 14 2 3 2 31 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,232
COMMITMENTS
17,375 11,120 212 12,587 16,288 30,174 27,620 58 2,612
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 126)
6 -2,919 0 100 490 106 -2,429 20 2,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 36.8 0.7 41.6 53.9 99.8 91.4 0.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 10 1 6 17 11 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,947
COMMITMENTS
16,117 7,073 9 3,768 11,075 19,894 18,157 53 1,790
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 606)
564 -1,811 0 0 711 564 -1,100 42 1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.8 35.5 0.0 18.9 55.5 99.7 91.0 0.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 8 1 3 12 9 20
Updated September 7, 2018