WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,525
COMMITMENTS
128,315 152,680 228,314 219,333 187,007 575,962 568,002 37,563 45,524
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -22,125)
-10,283 2,875 -12,701 2,822 -10,572 -20,163 -20,398 -1,962 -1,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 24.9 37.2 35.7 30.5 93.9 92.6 6.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
135 147 167 106 122 341 357
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,677
COMMITMENTS
79,226 33,439 76,560 120,135 160,426 275,921 270,424 22,756 28,253
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -23,832)
-8,574 -6,740 -13,861 -548 -3,568 -22,983 -24,170 -849 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 11.2 25.6 40.2 53.7 92.4 90.5 7.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
96 49 87 79 96 213 205
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,310,613
COMMITMENTS
563,465 239,242 617,990 929,248 1162011 2110703 2019244 199,909 291,369
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -12,979)
-24,886 23,645 -14,369 40,319 -23,295 1,063 -14,018 -14,042 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 10.4 26.7 40.2 50.3 91.3 87.4 8.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 895)
257 155 259 365 403 745 714
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,766
COMMITMENTS
1,742 411 195 951 3,516 2,888 4,121 2,879 1,645
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 40)
-695 296 43 108 -823 -545 -484 585 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.1 3.4 16.5 61.0 50.1 71.5 49.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 6 5 7 7 19 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,045,359
COMMITMENTS
272,205 76,118 241,864 476,816 591,780 990,886 909,762 54,474 135,597
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,430)
-17,403 -10,443 -3,714 26,461 13,865 5,343 -292 -2,913 2,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 7.3 23.1 45.6 56.6 94.8 87.0 5.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 711)
221 163 241 210 283 538 590
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 30,953
COMMITMENTS
23,347 3,255 885 909 6,882 25,141 11,022 5,812 19,931
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 517)
710 25 -11 -176 56 523 70 -6 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.4 10.5 2.9 2.9 22.2 81.2 35.6 18.8 64.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 4 1 12 7 23
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,029
COMMITMENTS
2,528 1,127 1,034 1,110 2,651 4,672 4,811 357 218
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -33)
7 -14 -52 -69 43 -113 -23 81 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 22.4 20.6 22.1 52.7 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 8 8 6 12 14 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 526,434
COMMITMENTS
135,047 111,041 116,357 235,432 268,206 486,836 495,605 39,597 30,829
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 9,364)
418 4,668 9,101 -1,642 -4,664 7,876 9,105 1,488 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 21.1 22.1 44.7 50.9 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
113 112 122 92 82 275 272
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 939,692
COMMITMENTS
164,808 115,019 101,948 532,431 530,665 799,188 747,632 140,504 192,060
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -26,502)
-30,471 80 580 -2,772 -12,158 -32,663 -11,498 6,161 -15,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 12.2 10.8 56.7 56.5 85.0 79.6 15.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
45 36 51 89 92 155 158
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 946,617
COMMITMENTS
52,164 199,370 19,248 759,280 613,562 830,691 832,180 115,926 114,437
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -10,582)
-1,768 -2,794 3,261 8,370 -4,854 9,863 -4,388 -20,445 -6,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 21.1 2.0 80.2 64.8 87.8 87.9 12.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
14 18 17 60 70 85 94
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,120
COMMITMENTS
1,208 238 216 340 1,496 1,764 1,950 356 170
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 153)
196 -200 -3 -69 326 124 123 29 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 11.2 10.2 16.0 70.6 83.2 92.0 16.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 2 2 5 11 17 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 507,869
COMMITMENTS
156,641 21,742 100,458 203,908 354,348 461,007 476,548 46,862 31,321
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -4,910)
-14,998 -1,681 6,946 3,652 -8,806 -4,400 -3,541 -510 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 4.3 19.8 40.1 69.8 90.8 93.8 9.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
117 51 98 108 116 269 231
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,427
COMMITMENTS
863 1,424 694 4,504 4,671 6,061 6,789 2,366 1,638
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 18)
-32 38 63 -43 -65 -12 37 30 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 16.9 8.2 53.4 55.4 71.9 80.6 28.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 12 12 17 13 33 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,991,062
COMMITMENTS
292,030 472,133 155,384 1414049 1185077 1861463 1812594 129,600 178,468
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 28,375)
-22,173 42,790 -1,167 48,426 -3,678 25,087 37,945 3,288 -9,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 23.7 7.8 71.0 59.5 93.5 91.0 6.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
61 85 49 138 143 226 250
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,301,344
COMMITMENTS
621,396 904,492 591,177 2740649 2213768 3953221 3709436 348,123 591,908
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 118,327)
48,507 86,521 -6,870 62,341 26,220 103,977 105,871 14,350 12,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.0 13.7 63.7 51.5 91.9 86.2 8.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
79 118 115 198 222 337 395
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 553,389
COMMITMENTS
87,413 83,923 3,616 365,324 297,961 456,353 385,500 97,036 167,889
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 7,959)
4,737 844 -102 109 7,793 4,744 8,535 3,215 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 15.2 0.7 66.0 53.8 82.5 69.7 17.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 14 9 50 52 70 69
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,718,001
COMMITMENTS
568,548 1004162 362,443 2509970 1888155 3440961 3254760 277,040 463,241
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 94,568)
49,889 57,809 26,053 12,304 5,814 88,246 89,676 6,322 4,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 27.0 9.7 67.5 50.8 92.5 87.5 7.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
51 87 67 141 161 237 270
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,286,807
COMMITMENTS
373,108 268,476 600,468 1275030 1353953 2248606 2222897 38,201 63,910
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 178,293)
56,997 -22,471 74,174 42,971 121,806 174,142 173,509 4,152 4,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.7 26.3 55.8 59.2 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
42 42 61 62 72 134 151
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,160
COMMITMENTS
21,845 8,144 1,679 22,397 37,835 45,921 47,658 8,239 6,502
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -20,689)
-898 -3,337 -1,428 -17,389 -15,962 -19,716 -20,727 -973 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 15.0 3.1 41.4 69.9 84.8 88.0 15.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
39 14 12 27 28 71 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,321
COMMITMENTS
43,691 16,288 3,358 44,794 75,670 91,843 95,317 16,478 13,004
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -41,378)
-1,797 -6,675 -2,855 -34,779 -31,925 -39,431 -41,455 -1,947 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 15.0 3.1 41.4 69.9 84.8 88.0 15.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
39 14 12 27 28 71 49
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 57,007
COMMITMENTS
35,960 53,374 3,611 17,198 0 56,769 56,985 238 22
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,447)
1,045 1,222 2,251 195 0 3,491 3,473 -44 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 93.6 6.3 30.2 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
32 9 5 3 0 39 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,689
COMMITMENTS
3,550 6,615 83 25,050 21,875 28,683 28,573 6 116
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -6,488)
-4,385 -189 -214 -1,860 -6,085 -6,459 -6,488 -29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 23.1 0.3 87.3 76.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 1 8 19 14 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,000
COMMITMENTS
17,700 6,683 0 1,270 12,283 18,970 18,966 30 34
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -10,130)
-8,442 703 -261 -1,406 -10,543 -10,109 -10,101 -21 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
93.2 35.2 0.0 6.7 64.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 15 0 4 14 10 29
Updated March 23, 2018