WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 589,541
COMMITMENTS
131,538 135,389 192,217 236,521 214,925 560,276 542,531 29,264 47,009
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -63,217)
-2,924 -329 -43,053 -15,442 -18,677 -61,419 -62,059 -1,798 -1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 23.0 32.6 40.1 36.5 95.0 92.0 5.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
119 156 159 110 116 339 339
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,900
COMMITMENTS
9,710 100 300 11,630 21,400 21,640 21,800 260 100
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -40)
-50 100 0 10 -140 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 0.5 1.4 53.1 97.7 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 16 15 17
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,423
COMMITMENTS
85,658 42,223 51,322 106,782 142,966 243,761 236,512 20,661 27,911
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -29,982)
-5,490 13,038 -16,125 -8,056 -26,636 -29,671 -29,723 -312 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 16.0 19.4 40.4 54.1 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
87 51 69 81 86 196 188
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,386,393
COMMITMENTS
494,031 421,085 643,855 1024448 1059091 2162334 2124031 224,059 262,362
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -249,563)
-9,044 38,291 -156,367 -82,082 -121,432 -247,493 -239,508 -2,070 -10,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 17.6 27.0 42.9 44.4 90.6 89.0 9.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 954)
274 158 263 423 424 795 767
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,297
COMMITMENTS
1,051 1,320 184 1,784 2,092 3,019 3,596 2,278 1,701
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -246)
154 56 -289 -72 90 -207 -143 -40 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 24.9 3.5 33.7 39.5 57.0 67.9 43.0 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 9 2 9 9 14 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,020,620
COMMITMENTS
143,889 173,843 275,359 524,626 466,458 943,874 915,660 76,746 104,960
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -179,153)
-12,135 15,933 -103,399 -65,505 -85,845 -181,038 -173,310 1,885 -5,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 17.0 27.0 51.4 45.7 92.5 89.7 7.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
216 166 251 229 251 568 570
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 28,808
COMMITMENTS
12,688 3,415 552 662 7,409 13,902 11,376 14,906 17,432
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -2,479)
-1,780 385 -506 46 -680 -2,240 -801 -239 -1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 11.9 1.9 2.3 25.7 48.3 39.5 51.7 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 9 5 6 20 12 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 524,465
COMMITMENTS
127,112 169,217 116,774 237,175 199,760 481,061 485,751 43,404 38,714
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -38,224)
2,997 -876 -26,440 -19,019 -14,179 -42,462 -41,495 4,238 3,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 32.3 22.3 45.2 38.1 91.7 92.6 8.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
80 112 118 91 79 251 266
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 946,549
COMMITMENTS
99,818 116,025 112,562 578,540 520,775 790,920 749,361 155,629 197,187
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -60,097)
-2,531 603 -22,689 -41,462 -35,952 -66,682 -58,038 6,585 -2,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 12.3 11.9 61.1 55.0 83.6 79.2 16.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
45 29 49 92 90 156 149
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 964,064
COMMITMENTS
83,756 269,524 18,391 730,995 576,675 833,142 864,590 130,922 99,474
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -13,723)
-226 -3,607 -11,655 -9,265 -341 -21,146 -15,603 7,424 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 28.0 1.9 75.8 59.8 86.4 89.7 13.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
19 20 23 68 67 97 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,943
COMMITMENTS
625 623 178 879 801 1,682 1,602 261 341
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -57)
13 155 -110 80 -92 -17 -47 -40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 32.1 9.2 45.2 41.2 86.6 82.4 13.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 3 8 9 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 545,769
COMMITMENTS
127,204 30,498 145,113 223,364 331,752 495,681 507,363 50,088 38,406
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -48,247)
-16,474 1,829 -17,526 -14,424 -34,953 -48,424 -50,649 178 2,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 5.6 26.6 40.9 60.8 90.8 93.0 9.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
107 47 119 115 110 286 248
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,629
COMMITMENTS
1,408 3,157 462 4,815 3,612 6,684 7,231 1,945 1,398
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -3,161)
83 -963 -1,575 -1,607 -373 -3,099 -2,911 -62 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 36.6 5.3 55.8 41.9 77.5 83.8 22.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 14 10 14 11 34 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,908,046
COMMITMENTS
489,256 458,706 106,493 1188033 1166851 1783782 1732049 124,265 175,997
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 26,144)
33,851 17,669 -6,984 -5,064 19,055 21,803 29,740 4,342 -3,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 24.0 5.6 62.3 61.2 93.5 90.8 6.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
65 71 51 140 138 229 236
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,124,198
COMMITMENTS
579,649 864,643 507,366 2671952 2219326 3758967 3591336 365,231 532,862
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -225,552)
-68,342 -3,216 -111,695 -65,654 -92,304 -245,691 -207,214 20,139 -18,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 21.0 12.3 64.8 53.8 91.1 87.1 8.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
81 99 102 203 228 332 381
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 543,463
COMMITMENTS
69,721 52,190 11,645 361,982 306,234 443,348 370,069 100,115 173,394
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 14,543)
7,893 9,438 1,215 67 2,858 9,175 13,511 5,368 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 9.6 2.1 66.6 56.3 81.6 68.1 18.4 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
16 11 8 56 56 77 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,016,138
COMMITMENTS
544,276 1091241 347,376 2860815 2164619 3752467 3603235 263,671 412,902
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -136,380)
-1,136 41,870 -79,691 -56,509 -99,524 -137,337 -137,345 957 966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 27.2 8.6 71.2 53.9 93.4 89.7 6.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
54 77 70 143 179 240 283
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,035,286
COMMITMENTS
360,009 140,938 483,882 1161737 1357024 2005628 1981843 29,658 53,443
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -42,390)
-7,587 -14,754 -12,103 -8,680 -592 -28,369 -27,448 -14,022 -14,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 6.9 23.8 57.1 66.7 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 36 55 59 67 116 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,431
COMMITMENTS
15,138 11,839 1,657 18,135 26,031 34,930 39,527 9,501 4,904
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 215)
-821 2,299 439 62 -1,600 -320 1,138 535 -924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 26.6 3.7 40.8 58.6 78.6 89.0 21.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 16 12 28 34 66 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,862
COMMITMENTS
30,276 23,677 3,315 36,269 52,063 69,860 79,055 19,002 9,807
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 429)
-1,642 4,598 878 124 -3,199 -641 2,277 1,070 -1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 26.6 3.7 40.8 58.6 78.6 89.0 21.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 16 12 28 34 66 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,203
COMMITMENTS
2,378 0 0 23,249 26,432 25,627 26,432 1,576 771
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 85.5 97.2 94.2 97.2 5.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 9 13 9
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 52,025
COMMITMENTS
45,163 51,725 295 6,376 0 51,834 52,020 191 5
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -11,973)
-2,693 -2,787 -9,191 -124 0 -12,008 -11,978 35 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.8 99.4 0.6 12.3 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
33 11 2 2 0 36 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,528
COMMITMENTS
18,490 13,332 229 12,781 17,920 31,500 31,481 28 47
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -656)
-414 -633 -13 -186 9 -613 -637 -43 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 42.3 0.7 40.5 56.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 15 1 9 17 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,838
COMMITMENTS
13,038 8,294 9 3,775 8,479 16,822 16,782 16 56
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 173)
548 176 0 -380 4 168 180 5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.4 49.3 0.1 22.4 50.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 12 1 3 12 11 24
Updated June 29, 2018