WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,002
COMMITMENTS
162,314 116,791 97,212 160,479 195,759 420,005 409,762 33,997 44,240
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 7,028)
-3,181 11,895 3,765 7,393 -8,085 7,977 7,575 -949 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 25.7 21.4 35.3 43.1 92.5 90.3 7.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
143 116 130 102 123 316 316
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,612
COMMITMENTS
3,194 400 1,000 15,218 17,332 19,412 18,732 200 880
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,540)
210 -100 -450 -1,400 -1,330 -1,640 -1,880 100 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 2.0 5.1 77.6 88.4 99.0 95.5 1.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 1 3 15 16 24 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 263,307
COMMITMENTS
91,116 36,890 44,269 105,339 157,952 240,724 239,111 22,583 24,196
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 9,761)
-3,021 7,279 9,951 2,535 -8,025 9,465 9,205 296 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 14.0 16.8 40.0 60.0 91.4 90.8 8.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
86 43 64 77 91 192 180
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,677,065
COMMITMENTS
490,870 421,662 273,439 753,409 804,135 1517718 1499236 159,347 177,829
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 21,490)
-12,716 -10,039 19,006 17,385 15,811 23,675 24,778 -2,185 -3,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 25.1 16.3 44.9 47.9 90.5 89.4 9.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 835)
203 143 150 276 360 566 591
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 826,269
COMMITMENTS
154,029 220,581 157,043 458,229 361,704 769,301 739,328 56,968 86,941
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 18,125)
516 11,411 3,283 13,360 3,434 17,159 18,128 966 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 26.7 19.0 55.5 43.8 93.1 89.5 6.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
142 190 165 191 208 440 490
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,467
COMMITMENTS
10,078 3,723 134 11 4,757 10,223 8,614 9,244 10,853
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -856)
19 -144 10 0 -720 29 -854 -885 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 19.1 0.7 0.1 24.4 52.5 44.2 47.5 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 8 2 2 13 5 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 564,029
COMMITMENTS
110,332 170,510 140,483 274,770 219,026 525,585 530,019 38,444 34,010
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 35,967)
-1,568 9,866 10,495 26,122 13,416 35,049 33,777 918 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 30.2 24.9 48.7 38.8 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
87 122 108 97 66 256 254
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,744
COMMITMENTS
132,475 179,565 10,043 560,244 476,616 702,762 666,224 141,982 178,520
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -29,870)
14,234 20,947 -11,225 -21,780 -34,584 -18,771 -24,862 -11,099 -5,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 21.3 1.2 66.3 56.4 83.2 78.9 16.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
43 27 21 83 86 132 128
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,031,762
COMMITMENTS
98,280 321,959 28,204 762,676 576,003 889,160 926,166 142,602 105,596
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -23,285)
-6,723 -4,860 -3,396 -6,057 -13,715 -16,176 -21,971 -7,109 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 31.2 2.7 73.9 55.8 86.2 89.8 13.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
20 19 22 72 62 102 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,023
COMMITMENTS
688 1,023 141 912 333 1,741 1,497 282 526
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 27)
73 -21 -23 -27 -105 23 -149 4 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 50.6 7.0 45.1 16.5 86.1 74.0 13.9 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 2 8 5 15 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 528,799
COMMITMENTS
121,261 50,759 107,578 247,642 328,524 476,481 486,861 52,318 41,938
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 6,806)
4,781 -6,880 -717 2,320 14,367 6,384 6,770 422 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 9.6 20.3 46.8 62.1 90.1 92.1 9.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
99 50 105 115 99 271 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,568
COMMITMENTS
1,179 2,716 56 4,956 3,535 6,191 6,307 1,377 1,261
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 284)
41 243 4 215 -44 260 203 24 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 35.9 0.7 65.5 46.7 81.8 83.3 18.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 10 2 17 11 30 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,072,679
COMMITMENTS
425,573 622,701 99,845 1422755 1185704 1948173 1908250 124,506 164,429
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -55,228)
-44,597 4,467 -5,600 2,493 -35,741 -47,704 -36,874 -7,524 -18,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 30.0 4.8 68.6 57.2 94.0 92.1 6.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
64 71 33 148 146 227 235
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,868,648
COMMITMENTS
431,445 1114129 234,610 2790719 2054124 3456774 3402863 411,874 465,785
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -122,504)
6,641 6,568 29,892 -142,943 -140,631 -106,410 -104,171 -16,094 -18,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 28.8 6.1 72.1 53.1 89.4 88.0 10.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
81 102 63 201 200 312 335
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 575,530
COMMITMENTS
77,284 76,919 9,056 392,233 321,285 478,573 407,260 96,957 168,270
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -4,256)
8,691 -3,868 -10,879 7,388 1,324 5,200 -13,423 -9,456 9,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 13.4 1.6 68.2 55.8 83.2 70.8 16.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 14 11 55 57 76 74
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,337,201
COMMITMENTS
536,980 1389548 231,988 3245438 2296667 4014406 3918203 322,795 418,998
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 59,685)
42,609 39,491 -18,005 31,697 19,148 56,301 40,634 3,384 19,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 32.0 5.3 74.8 53.0 92.6 90.3 7.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
56 73 41 151 167 233 255
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,807,782
COMMITMENTS
135,566 196,717 531,395 1108200 1033750 1775161 1761862 32,621 45,920
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -17,589)
-5,905 22,444 -15,832 3,175 549 -18,562 7,161 973 -24,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 10.9 29.4 61.3 57.2 98.2 97.5 1.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
35 37 48 66 68 127 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,437
COMMITMENTS
26,907 7,604 1,782 16,744 36,586 45,432 45,971 9,005 8,466
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 1,291)
924 -338 63 -43 331 944 56 347 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 14.0 3.3 30.8 67.2 83.5 84.4 16.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 22 12 31 30 73 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,873
COMMITMENTS
53,813 15,207 3,563 33,488 73,172 90,864 91,942 18,009 16,931
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 2,581)
1,848 -676 125 -85 662 1,888 111 693 2,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 14.0 3.3 30.8 67.2 83.5 84.4 16.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 22 12 31 30 73 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,651
COMMITMENTS
3,252 461 0 24,883 28,895 28,135 29,356 1,516 295
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 260)
191 0 0 326 483 517 483 -257 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 1.6 0.0 83.9 97.5 94.9 99.0 5.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 11 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 36,990
COMMITMENTS
29,252 19,334 2,017 5,534 15,541 36,803 36,892 187 98
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 3,032)
3,547 -2,918 192 0 5,778 3,739 3,052 -707 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.1 52.3 5.5 15.0 42.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
30 13 4 3 2 34 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,421
COMMITMENTS
16,908 10,997 705 13,750 17,217 31,363 28,919 58 2,502
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 1,189)
-467 -123 493 1,163 929 1,189 1,299 0 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 35.0 2.2 43.8 54.8 99.8 92.0 0.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 10 3 6 18 11 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,164
COMMITMENTS
16,397 7,120 49 3,700 11,010 20,146 18,179 18 1,985
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 217)
280 47 40 -68 -65 252 22 -35 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 35.3 0.2 18.3 54.6 99.9 90.2 0.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 8 2 3 12 9 21
Updated September 14, 2018