WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 612,147
COMMITMENTS
148,875 152,650 205,075 226,192 208,896 580,142 566,621 32,005 45,525
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 29,564)
13,912 -10,729 14,407 1,036 23,788 29,356 27,466 209 2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 24.9 33.5 37.0 34.1 94.8 92.6 5.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
124 149 152 108 126 330 346
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,030
COMMITMENTS
86,509 36,078 67,631 96,458 144,726 250,598 248,435 22,432 24,595
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -6,005)
-480 1,698 63 -4,956 -4,503 -5,373 -2,742 -632 -3,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 13.2 24.8 35.3 53.0 91.8 91.0 8.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
99 45 78 78 90 210 190
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,318,130
COMMITMENTS
551,730 221,513 652,884 891,270 1162244 2095884 2036641 222,246 281,490
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 58,930)
43,705 -22,914 28,377 -14,726 52,743 57,356 58,206 1,574 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 9.6 28.2 38.4 50.1 90.4 87.9 9.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 975)
280 155 284 393 446 799 785
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,155
COMMITMENTS
1,433 1,356 101 1,103 2,315 2,638 3,772 3,518 2,383
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -167)
33 214 8 -56 -419 -15 -196 -152 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 22.0 1.6 17.9 37.6 42.9 61.3 57.1 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 12 2 10 6 18 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,020,055
COMMITMENTS
269,596 67,175 221,080 470,870 606,244 961,546 894,500 58,509 125,555
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -35,854)
12,743 1,139 -8,051 -41,473 -22,025 -36,782 -28,937 929 -6,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 6.6 21.7 46.2 59.4 94.3 87.7 5.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
224 151 247 227 290 569 597
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,398
COMMITMENTS
15,502 4,087 573 639 7,789 16,714 12,449 14,684 18,949
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -4,847)
-4,843 192 47 -13 -1,045 -4,809 -806 -38 -4,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 13.0 1.8 2.0 24.8 53.2 39.6 46.8 60.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 9 3 1 16 5 28
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,823
COMMITMENTS
2,121 642 1,109 1,201 2,675 4,431 4,425 392 398
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 148)
-79 -17 107 145 43 173 133 -25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 13.3 23.0 24.9 55.5 91.9 91.8 8.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 5 7 12 12 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 532,786
COMMITMENTS
135,580 160,477 118,055 238,335 219,396 491,969 497,927 40,817 34,859
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 14,357)
1,436 24,816 -3,099 12,567 -9,374 10,905 12,343 3,452 2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 30.1 22.2 44.7 41.2 92.3 93.5 7.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
107 114 126 97 85 283 280
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,013,579
COMMITMENTS
138,166 142,946 114,864 612,701 535,880 865,731 793,690 147,848 219,889
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 40,290)
-235 21,720 8,556 38,925 -639 47,247 29,637 -6,957 10,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 14.1 11.3 60.4 52.9 85.4 78.3 14.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
36 41 43 92 91 150 153
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 985,375
COMMITMENTS
64,739 236,626 16,531 779,988 620,893 861,259 874,051 124,116 111,324
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 8,447)
7,989 19,717 -258 -58 -11,222 7,673 8,237 774 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 24.0 1.7 79.2 63.0 87.4 88.7 12.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
16 18 18 71 72 96 99
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,842
COMMITMENTS
493 220 267 715 1,164 1,475 1,651 367 191
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -165)
-334 94 37 109 -280 -188 -149 23 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 11.9 14.5 38.8 63.2 80.1 89.6 19.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 6 3 4 6 13 14
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 587,565
COMMITMENTS
188,259 21,964 131,484 214,960 400,359 534,702 553,806 52,862 33,758
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 31,230)
30,692 -2,963 1,502 -2,787 32,763 29,406 31,301 1,824 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 3.7 22.4 36.6 68.1 91.0 94.3 9.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
149 47 118 98 111 300 243
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,307
COMMITMENTS
1,871 650 712 4,146 6,899 6,729 8,261 2,578 1,046
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -177)
-129 -222 -67 -14 -15 -210 -305 33 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 7.0 7.6 44.5 74.1 72.3 88.8 27.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 6 5 19 15 35 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,080,632
COMMITMENTS
412,586 472,213 164,538 1366814 1262499 1943939 1899250 136,693 181,381
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 8,149)
15,593 9,111 -23,298 9,526 26,724 1,820 12,536 6,329 -4,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 22.7 7.9 65.7 60.7 93.4 91.3 6.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
51 78 45 153 150 233 244
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,389,790
COMMITMENTS
624,351 1034864 546,882 2826913 2190710 3998146 3772457 391,644 617,333
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -24,028)
17,908 -965 6,487 -40,058 -30,624 -15,663 -25,102 -8,366 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 23.6 12.5 64.4 49.9 91.1 85.9 8.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
74 120 101 192 212 320 379
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 531,857
COMMITMENTS
71,538 63,732 6,915 348,211 287,296 426,664 357,943 105,193 173,914
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -7,325)
1,393 6,205 -582 -5,158 -10,711 -4,347 -5,088 -2,978 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 12.0 1.3 65.5 54.0 80.2 67.3 19.8 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
18 11 6 51 53 72 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,988,348
COMMITMENTS
546,382 1123962 361,304 2806110 2038818 3713797 3524084 274,551 464,263
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 143,622)
-7,438 9,344 14,910 131,943 119,618 139,414 143,871 4,208 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 28.2 9.1 70.4 51.1 93.1 88.4 6.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
52 89 64 162 179 255 291
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,172,971
COMMITMENTS
274,739 165,953 626,368 1240909 1321161 2142016 2113481 30,956 59,490
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -261,912)
-146,813 -39,444 -44,377 -64,440 -180,945 -255,630 -264,766 -6,282 2,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 7.6 28.8 57.1 60.8 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 46 54 58 70 118 143
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,285
COMMITMENTS
16,218 15,070 1,138 27,643 30,793 44,999 47,001 8,286 6,284
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,599)
1,065 -225 -708 -1,946 -604 -1,589 -1,537 -10 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 28.3 2.1 51.9 57.8 84.4 88.2 15.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
38 18 12 29 28 71 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,571
COMMITMENTS
32,436 30,140 2,277 55,285 61,585 89,998 94,002 16,572 12,569
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -3,198)
2,129 -450 -1,416 -3,891 -1,209 -3,177 -3,074 -20 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 28.3 2.1 51.9 57.8 84.4 88.2 15.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
38 18 12 29 28 71 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 68,308
COMMITMENTS
58,049 66,434 241 9,776 1,633 68,066 68,308 242 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 16,120)
16,107 16,130 -10 42 0 16,139 16,120 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.0 97.3 0.4 14.3 2.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
31 9 2 3 1 35 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,201
COMMITMENTS
2,129 8,656 264 26,764 20,187 29,157 29,107 44 94
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,419)
-153 -953 0 -1,263 -472 -1,416 -1,425 -3 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 29.6 0.9 91.7 69.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 18 1 8 19 12 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,505
COMMITMENTS
17,085 6,476 0 1,404 11,921 18,489 18,397 16 108
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 139)
516 60 0 -340 30 176 90 -37 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
92.3 35.0 0.0 7.6 64.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 12 0 4 13 12 25
Updated May 4, 2018