WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 629,801
COMMITMENTS
129,986 170,596 224,945 238,104 189,039 593,035 584,580 36,766 45,221
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 6,162)
-3,068 -2,134 6,444 431 1,684 3,807 5,994 2,355 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 27.1 35.7 37.8 30.0 94.2 92.8 5.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
132 140 165 120 128 351 356
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 315,769
COMMITMENTS
78,339 42,618 83,368 129,550 163,454 291,257 289,440 24,512 26,328
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 11,562)
-191 3,178 5,810 5,066 3,402 10,685 12,389 877 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.5 26.4 41.0 51.8 92.2 91.7 7.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
100 53 89 82 93 224 205
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,403,876
COMMITMENTS
547,858 258,182 662,422 964,034 1190875 2174314 2111479 229,562 292,397
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 88,419)
45,696 -16,477 43,163 -15,919 55,076 72,940 81,762 15,479 6,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 10.7 27.6 40.1 49.5 90.5 87.8 9.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 936)
274 159 288 379 420 788 754
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,078
COMMITMENTS
1,643 1,319 386 1,382 3,410 3,412 5,115 3,667 1,963
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 625)
136 176 -13 268 60 391 224 234 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 18.6 5.5 19.5 48.2 48.2 72.3 51.8 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 13 6 10 9 20 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,101,433
COMMITMENTS
274,128 73,406 259,465 511,760 629,554 1045354 962,425 56,080 139,008
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 44,426)
11,579 -5,396 15,786 13,847 31,823 41,212 42,213 3,214 2,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 6.7 23.6 46.5 57.2 94.9 87.4 5.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
220 147 250 216 284 546 591
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 34,106
COMMITMENTS
26,837 3,770 834 794 8,283 28,465 12,887 5,641 21,219
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 3,085)
3,059 498 -17 -85 921 2,957 1,402 128 1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.7 11.1 2.4 2.3 24.3 83.5 37.8 16.5 62.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 8 4 1 15 8 27
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,106
COMMITMENTS
2,394 712 1,224 1,140 2,948 4,759 4,885 348 221
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -255)
-290 -403 98 2 55 -191 -251 -64 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 13.9 24.0 22.3 57.7 93.2 95.7 6.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 8 7 12 16 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 545,053
COMMITMENTS
137,474 108,525 137,087 231,996 268,603 506,557 514,215 38,496 30,838
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,046)
-115 -12,847 8,652 -8,322 2,680 215 -1,515 -2,260 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 19.9 25.2 42.6 49.3 92.9 94.3 7.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
115 98 126 93 94 285 274
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,184
COMMITMENTS
127,290 109,494 90,565 532,843 504,389 750,697 704,447 151,487 197,737
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -19,291)
-36,974 -6,191 10,730 5,001 -24,397 -21,244 -19,858 1,953 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 12.1 10.0 59.1 55.9 83.2 78.1 16.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
38 35 39 84 89 137 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 938,524
COMMITMENTS
56,081 205,917 16,297 744,322 607,855 816,700 830,069 121,824 108,455
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -12,161)
7,883 5,281 -3,672 -13,674 -11,106 -9,463 -9,496 -2,698 -2,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 21.9 1.7 79.3 64.8 87.0 88.4 13.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
15 17 15 59 67 83 90
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,946
COMMITMENTS
938 60 119 545 1,554 1,602 1,733 344 213
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -64)
-182 -25 4 120 -81 -58 -102 -6 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 3.1 6.1 28.0 79.9 82.3 89.1 17.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 2 1 7 8 18 11
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 534,398
COMMITMENTS
158,863 21,438 114,641 209,768 363,839 483,272 499,918 51,126 34,480
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 16,417)
923 316 13,527 1,549 893 15,998 14,736 419 1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 4.0 21.5 39.3 68.1 90.4 93.5 9.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
121 49 114 105 117 282 244
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,595
COMMITMENTS
791 1,399 791 4,726 4,820 6,308 7,010 2,287 1,585
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 54)
-10 -115 142 -60 16 71 43 -17 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 16.3 9.2 55.0 56.1 73.4 81.6 26.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 9 15 19 13 38 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,969,361
COMMITMENTS
363,023 487,037 132,037 1342340 1179673 1837401 1798747 131,961 170,614
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,997)
7,483 26,320 -13,819 4,782 -7,761 -1,553 4,740 -443 -6,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 24.7 6.7 68.2 59.9 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
64 79 47 143 138 234 237
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,023,792
COMMITMENTS
570,145 895,800 446,353 2634631 2115679 3651129 3457832 372,663 565,960
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -44,771)
-53,210 9,935 497 -4,101 -29,664 -56,814 -19,231 12,043 -25,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 22.3 11.1 65.5 52.6 90.7 85.9 9.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
84 113 107 184 214 318 384
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 553,135
COMMITMENTS
68,519 83,475 2,478 377,456 293,273 448,453 379,226 104,682 173,909
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,870)
-6,883 6,525 357 5,291 -2,561 -1,235 4,321 4,105 -1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 15.1 0.4 68.2 53.0 81.1 68.6 18.9 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 10 7 50 51 67 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,650,094
COMMITMENTS
517,541 1094111 279,547 2593151 1811845 3390239 3185503 259,855 464,592
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 34,881)
-35,313 119,829 4,489 102,388 -79,845 71,563 44,473 -36,682 -9,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 30.0 7.7 71.0 49.6 92.9 87.3 7.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
41 89 59 142 160 227 264
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,327,117
COMMITMENTS
340,659 267,111 628,972 1323378 1370108 2293008 2266190 34,109 60,926
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -136,177)
-32,073 9,684 -39,469 -60,575 -104,004 -132,116 -133,790 -4,060 -2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 11.5 27.0 56.9 58.9 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
35 49 57 57 74 124 155
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,894
COMMITMENTS
18,676 8,921 1,651 22,220 33,121 42,547 43,692 7,347 6,201
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -3,276)
-2,652 1,138 325 -200 -4,635 -2,527 -3,172 -749 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 17.9 3.3 44.5 66.4 85.3 87.6 14.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
39 19 12 26 30 71 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,787
COMMITMENTS
37,353 17,842 3,301 44,440 66,242 85,094 87,385 14,694 12,403
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -6,551)
-5,304 2,276 650 -400 -9,270 -5,054 -6,345 -1,497 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 17.9 3.3 44.5 66.4 85.3 87.6 14.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
39 19 12 26 30 71 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 45,339
COMMITMENTS
34,874 45,083 251 10,006 0 45,131 45,334 208 5
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -6,155)
-222 -6,157 0 -5,935 0 -6,157 -6,157 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 99.4 0.6 22.1 0.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
32 9 2 3 0 36 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,255
COMMITMENTS
2,717 8,467 264 26,272 20,447 29,253 29,178 2 77
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,032)
158 2,093 -34 1,912 13 2,036 2,072 -4 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 28.9 0.9 89.8 69.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 19 1 8 19 13 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,670
COMMITMENTS
17,714 7,069 0 1,952 12,544 19,666 19,613 4 57
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 474)
417 412 0 59 48 476 460 -2 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.1 35.9 0.0 9.9 63.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 14 0 5 13 10 27
Updated April 6, 2018