WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 699,899
COMMITMENTS
148,933 125,771 260,994 252,531 259,937 662,457 646,702 37,442 53,197
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 12,879)
-58 -875 13,646 -1,937 -4,020 11,651 8,750 1,228 4,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.0 37.3 36.1 37.1 94.7 92.4 5.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
130 153 181 108 130 360 369
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,750
COMMITMENTS
8,870 0 300 12,380 21,350 21,550 21,650 200 100
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,460)
1,010 -380 100 1,400 2,900 2,510 2,620 -50 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 0.0 1.4 56.9 98.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 11 15 17 16
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 318,574
COMMITMENTS
100,088 22,307 83,777 110,409 185,670 294,273 291,754 24,301 26,820
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -12,149)
892 -3,166 -6,673 -7,546 -1,499 -13,327 -11,338 1,177 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 7.0 26.3 34.7 58.3 92.4 91.6 7.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
96 44 93 75 94 213 202
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,566,347
COMMITMENTS
517,101 349,880 765,733 1048362 1170245 2331195 2285857 235,152 280,490
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 8,139)
5,854 66,270 930 -4,433 -51,208 2,351 15,992 5,787 -7,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 13.6 29.8 40.9 45.6 90.8 89.1 9.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 993)
283 165 289 434 440 839 797
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,501
COMMITMENTS
991 1,208 514 1,449 2,021 2,954 3,742 2,547 1,759
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 44)
-186 157 222 491 -138 527 240 -483 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 22.0 9.3 26.3 36.7 53.7 68.0 46.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 4 9 8 16 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,158,517
COMMITMENTS
173,328 132,960 351,218 565,138 558,599 1089685 1042777 68,832 115,740
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 52,885)
-18,447 36,180 56,529 7,339 -38,382 45,421 54,328 7,463 -1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 11.5 30.3 48.8 48.2 94.1 90.0 5.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
238 161 273 227 266 595 599
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,873
COMMITMENTS
15,212 3,077 880 626 8,491 16,718 12,448 15,155 19,425
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -196)
-769 -321 296 0 -302 -473 -327 277 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 9.7 2.8 2.0 26.6 52.5 39.1 47.5 60.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 4 2 19 7 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 533,174
COMMITMENTS
135,875 159,446 126,384 229,851 214,923 492,109 500,753 41,065 32,421
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,571)
811 15,197 -13,523 9,919 -4,963 -2,793 -3,290 1,222 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 29.9 23.7 43.1 40.3 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
94 125 131 92 88 280 292
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,021,793
COMMITMENTS
113,805 110,782 138,656 628,881 580,570 881,342 830,008 140,450 191,784
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 20,446)
17,132 2,137 4,575 6,976 9,048 28,683 15,760 -8,237 4,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 10.8 13.6 61.5 56.8 86.3 81.2 13.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
46 29 47 101 101 164 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,027,346
COMMITMENTS
77,627 270,153 42,012 782,303 617,718 901,942 929,883 125,405 97,464
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,240)
1,632 9,840 1,196 -5,278 -7,009 -2,450 4,027 1,210 -5,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 26.3 4.1 76.1 60.1 87.8 90.5 12.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
17 20 23 70 68 98 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,884
COMMITMENTS
603 456 346 699 779 1,648 1,581 236 303
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 11)
114 206 -59 -26 -173 29 -26 -18 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 24.2 18.4 37.1 41.3 87.5 83.9 12.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 6 5 7 7 20 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 580,300
COMMITMENTS
148,727 29,582 150,927 230,218 361,623 529,871 542,132 50,429 38,168
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,109)
-10,706 2,141 13,055 -1,663 -15,528 686 -332 1,423 2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 5.1 26.0 39.7 62.3 91.3 93.4 8.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
117 54 123 110 111 288 253
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,451
COMMITMENTS
1,166 4,353 2,120 6,989 3,999 10,275 10,473 2,177 1,979
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,015)
191 968 213 489 -117 894 1,064 122 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 35.0 17.0 56.1 32.1 82.5 84.1 17.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 19 15 24 15 47 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,859,226
COMMITMENTS
409,819 415,331 118,015 1205053 1155663 1732887 1689009 126,339 170,216
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -21,054)
-28,687 -6,841 -380 10,654 -15,652 -18,413 -22,873 -2,642 1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 22.3 6.3 64.8 62.2 93.2 90.8 6.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
55 69 46 147 142 227 232
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,292,515
COMMITMENTS
626,552 840,225 613,551 2701904 2268392 3942007 3722168 350,508 570,346
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,531)
26,316 -18,397 42,576 -65,255 -49,377 3,636 -25,198 -5,168 23,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 19.6 14.3 62.9 52.8 91.8 86.7 8.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
77 115 112 214 237 350 405
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 535,746
COMMITMENTS
63,544 50,136 8,017 364,816 300,659 436,377 358,812 99,369 176,934
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 9,774)
2,083 -2,261 2,796 10,334 13,539 15,213 14,074 -5,439 -4,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 9.4 1.5 68.1 56.1 81.5 67.0 18.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
15 11 6 54 56 72 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,160,575
COMMITMENTS
542,927 1069951 439,574 2915152 2223244 3897653 3732768 262,922 427,806
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 112,720)
21,921 14,219 29,193 61,157 48,202 112,272 91,614 449 21,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 25.7 10.6 70.1 53.4 93.7 89.7 6.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
56 68 65 157 179 249 276
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,944,509
COMMITMENTS
296,216 193,240 482,555 1137381 1209822 1916152 1885618 28,358 58,892
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 57,456)
69,184 11,031 15,316 -28,706 23,962 55,794 50,309 1,662 7,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.9 24.8 58.5 62.2 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 41 57 57 72 117 147
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,946
COMMITMENTS
17,507 5,526 3,438 29,319 41,814 50,264 50,778 8,682 8,168
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 8,458)
1,355 -2,025 2,452 4,080 6,613 7,886 7,039 572 1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 9.4 5.8 49.7 70.9 85.3 86.1 14.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 17 18 37 36 85 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,892
COMMITMENTS
35,015 11,051 6,876 58,638 83,628 100,529 101,556 17,363 16,336
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 16,916)
2,709 -4,050 4,903 8,159 13,225 15,772 14,079 1,144 2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 9.4 5.8 49.7 70.9 85.3 86.1 14.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 17 18 37 36 85 63
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 74,110
COMMITMENTS
62,963 71,208 2,885 8,027 0 73,875 74,093 235 17
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,483)
529 -1,034 2,590 -1,593 0 1,526 1,556 -43 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.0 96.1 3.9 10.8 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
30 9 3 2 0 34 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,760
COMMITMENTS
3,308 12,804 12,096 28,276 18,796 43,680 43,696 80 64
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 10,120)
-1,725 -1,260 11,847 -42 -448 10,080 10,139 40 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 29.3 27.6 64.6 43.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 15 2 7 19 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,285
COMMITMENTS
17,385 8,382 1,757 2,127 11,116 21,269 21,255 16 30
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,695)
-803 -441 1,757 736 430 1,690 1,746 5 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.7 39.4 8.3 10.0 52.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 13 2 3 14 11 28
Updated June 15, 2018