WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,650
COMMITMENTS
138,599 149,805 241,016 216,511 197,579 596,125 588,400 39,525 47,251
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 19,837)
-7,920 -1,350 17,282 9,925 2,638 19,287 18,570 549 1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 23.6 37.9 34.1 31.1 93.8 92.6 6.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
133 159 175 97 127 348 367
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,509
COMMITMENTS
87,800 40,179 90,421 120,683 163,994 298,904 294,594 23,605 27,915
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -11,226)
-1,211 -7,296 -1,080 -7,755 -3,669 -10,046 -12,046 -1,180 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 12.5 28.0 37.4 50.8 92.7 91.3 7.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
99 53 90 73 95 217 208
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,323,591
COMMITMENTS
588,351 215,597 632,360 888,929 1185306 2109640 2033262 213,951 290,329
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 173,649)
43,207 -43,917 100,340 31,048 93,001 174,594 149,423 -945 24,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 9.3 27.2 38.3 51.0 90.8 87.5 9.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 904)
261 154 258 357 399 740 715
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,726
COMMITMENTS
2,437 115 152 843 4,339 3,432 4,606 2,294 1,120
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -18)
131 -2 48 -146 -221 33 -176 -51 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 2.0 2.7 14.7 75.8 59.9 80.4 40.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 2 3 4 8 17 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,042,930
COMMITMENTS
289,609 86,561 245,579 450,356 577,915 985,543 910,054 57,387 132,875
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 32,520)
18,125 11,151 8,478 8,254 11,953 34,857 31,582 -2,337 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 8.3 23.5 43.2 55.4 94.5 87.3 5.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
209 176 246 203 281 536 595
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 30,436
COMMITMENTS
22,637 3,230 896 1,085 6,826 24,618 10,952 5,818 19,484
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,770)
1,711 393 3 -71 758 1,643 1,154 127 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 10.6 2.9 3.6 22.4 80.9 36.0 19.1 64.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 7 4 2 13 8 24
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,062
COMMITMENTS
2,521 1,140 1,086 1,179 2,608 4,786 4,835 277 228
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 191)
-294 -359 46 439 552 191 239 -1 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 22.5 21.5 23.3 51.5 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 8 8 6 11 14 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 517,069
COMMITMENTS
134,629 106,373 107,256 237,074 272,870 478,960 486,499 38,109 30,570
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,834)
-3,770 8,139 3,775 4,025 -9,720 4,030 2,194 -1,196 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 20.6 20.7 45.8 52.8 92.6 94.1 7.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
116 107 117 91 83 273 259
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 966,194
COMMITMENTS
195,279 114,939 101,368 535,204 542,822 831,851 759,130 134,343 207,065
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -2,324)
27,644 -38,369 57 -24,272 23,988 3,429 -14,324 -5,753 12,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 11.9 10.5 55.4 56.2 86.1 78.6 13.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
47 33 52 87 86 153 152
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 957,199
COMMITMENTS
53,932 202,165 15,987 750,909 618,416 820,828 836,568 136,371 120,631
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -10,540)
5,920 -16,205 330 -12,847 1,294 -6,598 -14,581 -3,942 4,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 21.1 1.7 78.4 64.6 85.8 87.4 14.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
13 16 16 64 70 85 94
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,967
COMMITMENTS
1,012 438 219 409 1,170 1,640 1,827 327 140
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 52)
106 144 -32 -16 -30 58 82 -6 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 22.3 11.1 20.8 59.5 83.4 92.9 16.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 4 4 6 9 18 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 512,779
COMMITMENTS
171,639 23,423 93,512 200,256 363,154 465,408 480,089 47,372 32,690
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,918)
-6,954 -1,836 5,823 3,325 -2,594 2,194 1,393 -275 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 4.6 18.2 39.1 70.8 90.8 93.6 9.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
121 55 96 99 110 266 221
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,409
COMMITMENTS
896 1,386 631 4,547 4,735 6,073 6,752 2,336 1,657
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -94)
-35 -19 -12 106 -106 58 -137 -153 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.5 7.5 54.1 56.3 72.2 80.3 27.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 9 11 17 13 32 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,962,687
COMMITMENTS
314,202 429,344 156,551 1365623 1188755 1836375 1774649 126,312 188,038
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 55,712)
18,041 41,849 -4,804 44,150 21,844 57,387 58,890 -1,676 -3,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 21.9 8.0 69.6 60.6 93.6 90.4 6.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
61 73 49 145 144 228 244
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,183,017
COMMITMENTS
572,889 817,970 598,047 2678308 2187548 3849244 3603565 333,773 579,451
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -156,268)
-7,870 -73,657 -57,707 -74,910 4,202 -140,487 -127,162 -15,781 -29,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 19.6 14.3 64.0 52.3 92.0 86.1 8.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
87 111 113 197 213 340 381
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 545,430
COMMITMENTS
82,676 83,079 3,718 365,215 290,168 451,609 376,965 93,821 168,465
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -10,486)
8,671 -6,110 -3,972 -16,501 -1,485 -11,802 -11,567 1,316 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.2 0.7 67.0 53.2 82.8 69.1 17.2 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 13 8 52 52 70 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,623,433
COMMITMENTS
518,659 946,353 336,390 2497666 1882341 3352715 3165085 270,719 458,349
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -79,380)
11,655 -20,809 -26,707 -68,618 -34,112 -83,670 -81,628 4,290 2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 26.1 9.3 68.9 51.9 92.5 87.4 7.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
47 86 68 146 167 241 273
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,108,514
COMMITMENTS
316,111 290,947 526,294 1232059 1232147 2074464 2049388 34,050 59,126
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 95,655)
158 16,541 18,877 74,060 58,668 93,096 94,086 2,559 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.8 25.0 58.4 58.4 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
41 50 61 64 71 136 157
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,849
COMMITMENTS
22,744 11,481 3,107 39,786 53,797 65,637 68,386 9,212 6,464
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 14,693)
-587 791 922 14,246 13,079 14,581 14,791 112 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 15.3 4.2 53.2 71.9 87.7 91.4 12.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 17 16 41 38 85 66
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 149,699
COMMITMENTS
45,488 22,963 6,214 79,572 107,595 131,274 136,771 18,425 12,927
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 29,387)
-1,175 1,582 1,844 28,493 26,157 29,162 29,583 225 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 15.3 4.2 53.2 71.9 87.7 91.4 12.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 17 16 41 38 85 66
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 53,560
COMMITMENTS
34,915 52,152 1,360 17,003 0 53,278 53,512 282 48
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,495)
1,223 1,437 1,011 268 0 2,502 2,448 -7 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 97.4 2.5 31.7 0.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
32 8 4 3 0 38 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,177
COMMITMENTS
7,935 6,804 297 26,910 27,960 35,142 35,061 35 116
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -8,263)
-625 -424 -8,919 1,251 1,135 -8,293 -8,208 30 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 19.3 0.8 76.5 79.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 17 2 8 20 14 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,130
COMMITMENTS
26,142 5,980 261 2,676 22,826 29,079 29,067 51 63
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,488)
1,150 183 261 52 1,059 1,463 1,503 25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.7 20.5 0.9 9.2 78.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 13 3 4 14 10 28
Updated March 16, 2018