WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 630,569
COMMITMENTS
137,056 157,481 234,778 223,227 190,448 595,061 582,707 35,507 47,862
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 768)
7,070 -13,115 9,833 -14,876 1,409 2,026 -1,873 -1,258 2,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 25.0 37.2 35.4 30.2 94.4 92.4 5.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
123 156 166 113 127 350 354
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 301,949
COMMITMENTS
77,466 32,699 82,974 115,628 159,141 276,068 274,814 25,881 27,135
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -13,819)
-872 -9,919 -393 -13,923 -4,314 -15,189 -14,626 1,369 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 10.8 27.5 38.3 52.7 91.4 91.0 8.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
91 45 86 85 94 217 196
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,448,431
COMMITMENTS
540,800 222,984 718,314 959,905 1211510 2219019 2152808 229,412 295,623
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 44,555)
-7,058 -35,198 55,892 -4,129 20,634 44,705 41,329 -150 3,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.1 29.3 39.2 49.5 90.6 87.9 9.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 945)
270 154 294 396 425 803 767
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,971
COMMITMENTS
1,563 1,221 324 1,212 3,146 3,098 4,691 3,873 2,280
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -107)
-80 -97 -63 -171 -264 -313 -424 206 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 17.5 4.6 17.4 45.1 44.4 67.3 55.6 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 13 5 9 7 17 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,153,636
COMMITMENTS
270,573 70,424 288,060 534,433 658,149 1093066 1016632 60,570 137,004
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 52,202)
-3,555 -2,982 28,594 22,673 28,595 47,713 54,207 4,490 -2,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 6.1 25.0 46.3 57.0 94.7 88.1 5.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
213 167 253 232 280 572 595
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 35,467
COMMITMENTS
28,199 3,812 825 740 8,958 29,764 13,595 5,703 21,872
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 1,361)
1,362 42 -9 -54 675 1,299 708 62 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.5 10.7 2.3 2.1 25.3 83.9 38.3 16.1 61.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 9 4 1 17 7 30
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,619
COMMITMENTS
2,076 644 1,258 884 2,403 4,218 4,304 401 314
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -487)
-318 -68 33 -256 -545 -541 -580 54 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 13.9 27.2 19.1 52.0 91.3 93.2 8.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 5 5 10 11 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 572,007
COMMITMENTS
140,985 120,645 155,414 237,594 264,074 533,993 540,132 38,015 31,875
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 26,955)
3,511 12,120 18,327 5,598 -4,529 27,436 25,918 -481 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 21.1 27.2 41.5 46.2 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
117 103 136 92 87 294 286
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,471
COMMITMENTS
131,838 101,019 83,539 534,432 512,312 749,809 696,870 148,662 201,601
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -3,713)
4,549 -8,474 -7,025 1,589 7,923 -888 -7,577 -2,825 3,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.2 9.3 59.5 57.0 83.5 77.6 16.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
36 35 39 87 91 139 149
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 953,105
COMMITMENTS
54,625 208,252 15,913 760,466 619,305 831,004 843,469 122,101 109,636
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 14,581)
-1,456 2,334 -384 16,144 11,450 14,304 13,400 277 1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 21.8 1.7 79.8 65.0 87.2 88.5 12.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 16 15 60 67 82 91
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,115
COMMITMENTS
782 341 201 829 1,354 1,812 1,896 303 219
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 169)
-156 281 82 284 -200 210 163 -41 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 16.1 9.5 39.2 64.0 85.7 89.6 14.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 3 7 8 16 14
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 570,068
COMMITMENTS
170,634 25,496 138,880 207,035 371,836 516,548 536,211 53,519 33,856
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 35,670)
11,771 4,058 24,239 -2,733 7,997 33,276 36,293 2,394 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.5 24.4 36.3 65.2 90.6 94.1 9.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
127 53 132 102 115 303 261
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,072
COMMITMENTS
1,133 1,156 770 4,888 5,890 6,791 7,816 2,281 1,257
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 478)
342 -243 -20 162 1,069 484 806 -6 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.7 8.5 53.9 64.9 74.9 86.1 25.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 9 15 18 13 40 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,989,809
COMMITMENTS
422,791 494,255 132,310 1303020 1182328 1858121 1808894 131,688 180,915
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 20,448)
59,767 7,218 273 -39,320 2,656 20,720 10,147 -273 10,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 24.8 6.6 65.5 59.4 93.4 90.9 6.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
58 80 43 144 136 226 235
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,021,631
COMMITMENTS
632,907 915,766 429,435 2595808 2103246 3658150 3448448 363,481 573,183
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -2,161)
62,762 19,966 -16,918 -38,823 -12,433 7,021 -9,384 -9,182 7,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 22.8 10.7 64.5 52.3 91.0 85.7 9.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
82 111 110 191 223 329 388
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 552,453
COMMITMENTS
65,318 90,138 2,445 377,632 296,014 445,395 388,597 107,058 163,856
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -682)
-3,201 6,663 -33 176 2,741 -3,058 9,371 2,376 -10,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 16.3 0.4 68.4 53.6 80.6 70.3 19.4 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 10 7 54 53 70 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,681,360
COMMITMENTS
569,663 1078982 276,956 2572670 1875402 3419289 3231341 262,071 450,019
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 31,266)
52,122 -15,128 -2,591 -20,481 63,557 29,050 45,838 2,215 -14,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 29.3 7.5 69.9 50.9 92.9 87.8 7.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
51 83 62 139 164 228 271
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,372,328
COMMITMENTS
337,580 183,945 681,980 1319726 1443386 2339286 2309311 33,042 63,018
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 45,212)
-3,078 -83,166 53,008 -3,652 73,278 46,278 43,120 -1,067 2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.8 28.7 55.6 60.8 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
30 52 55 57 73 120 154
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,992
COMMITMENTS
17,124 8,264 1,977 23,519 32,880 42,620 43,121 7,372 6,871
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 98)
-1,552 -657 327 1,299 -241 74 -572 25 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 16.5 4.0 47.0 65.8 85.3 86.3 14.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
34 19 11 26 27 64 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,984
COMMITMENTS
34,248 16,527 3,954 47,038 65,760 85,241 86,242 14,743 13,743
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 197)
-3,105 -1,314 653 2,599 -482 147 -1,143 50 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 16.5 4.0 47.0 65.8 85.3 86.3 14.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
34 19 11 26 27 64 53
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 44,133
COMMITMENTS
33,675 43,879 251 9,960 0 43,886 44,130 247 3
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,206)
-1,199 -1,204 0 -46 0 -1,245 -1,204 39 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 99.4 0.6 22.6 0.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
33 8 2 3 0 37 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,427
COMMITMENTS
2,757 8,909 264 26,389 20,176 29,410 29,349 17 78
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: 172)
40 442 0 117 -271 157 171 15 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 30.3 0.9 89.7 68.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 19 1 7 20 12 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,677
COMMITMENTS
16,755 6,873 0 1,889 11,757 18,644 18,630 33 47
CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -993)
-959 -196 0 -63 -787 -1,022 -983 29 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.7 36.8 0.0 10.1 62.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 14 0 5 13 10 27
Updated April 13, 2018