WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 595,898
COMMITMENTS
130,896 120,958 205,314 229,781 221,216 565,991 547,488 29,907 48,410
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,357)
-641 -14,431 13,096 -6,741 6,292 5,714 4,957 643 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 20.3 34.5 38.6 37.1 95.0 91.9 5.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
138 130 154 101 122 330 332
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,360
COMMITMENTS
9,770 100 400 12,180 21,700 22,350 22,200 10 160
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 460)
60 0 100 550 300 710 400 -250 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 0.4 1.8 54.5 97.0 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 2 9 16 14 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 270,436
COMMITMENTS
81,388 52,070 56,617 109,741 134,569 247,746 243,257 22,690 27,179
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,013)
-4,270 9,847 5,295 2,959 -8,397 3,985 6,745 2,029 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 19.3 20.9 40.6 49.8 91.6 89.9 8.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
79 56 65 81 88 189 188
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,360,868
COMMITMENTS
468,560 427,543 666,125 1001782 1016148 2136467 2109816 224,400 251,052
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -25,525)
-25,470 6,459 22,269 -22,666 -42,944 -25,867 -14,215 341 -11,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 18.1 28.2 42.4 43.0 90.5 89.4 9.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 966)
259 180 276 411 422 795 777
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,989
COMMITMENTS
1,068 1,272 131 1,600 1,908 2,799 3,312 2,189 1,676
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -308)
17 -47 -53 -184 -184 -220 -284 -89 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 25.5 2.6 32.1 38.3 56.1 66.4 43.9 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 10 2 8 8 13 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,006,046
COMMITMENTS
142,249 181,157 290,158 496,950 431,096 929,358 902,411 76,688 103,634
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -14,574)
-1,639 7,313 14,800 -27,676 -35,362 -14,516 -13,249 -58 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.0 28.8 49.4 42.9 92.4 89.7 7.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
229 172 255 230 253 574 584
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,279
COMMITMENTS
10,559 3,519 377 644 7,522 11,580 11,418 14,699 14,861
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,529)
-2,129 104 -175 -18 113 -2,322 42 -207 -2,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 13.4 1.4 2.5 28.6 44.1 43.4 55.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 9 5 5 20 11 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 520,902
COMMITMENTS
119,384 170,217 115,218 243,895 198,252 478,497 483,687 42,405 37,215
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -3,563)
-7,728 1,000 -1,556 6,721 -1,508 -2,564 -2,064 -999 -1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 32.7 22.1 46.8 38.1 91.9 92.9 8.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
73 133 124 90 79 254 275
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,367
COMMITMENTS
108,337 133,509 119,688 587,679 526,504 815,703 779,701 157,663 193,666
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 26,818)
8,519 17,484 7,126 9,138 5,730 24,784 30,339 2,034 -3,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 13.7 12.3 60.4 54.1 83.8 80.1 16.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
45 33 49 91 93 156 155
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 970,340
COMMITMENTS
79,120 273,614 19,985 735,500 576,866 834,606 870,465 135,734 99,874
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,276)
-4,636 4,090 1,595 4,505 191 1,464 5,875 4,812 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 28.2 2.1 75.8 59.4 86.0 89.7 14.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
17 19 21 67 67 94 97
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,945
COMMITMENTS
762 595 209 692 769 1,663 1,573 282 372
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2)
137 -28 31 -187 -32 -19 -29 21 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 30.6 10.7 35.6 39.5 85.5 80.9 14.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 3 8 9 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 565,599
COMMITMENTS
124,631 31,587 162,695 228,376 331,915 515,702 526,197 49,897 39,402
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 19,830)
-2,574 1,088 17,583 5,012 163 20,021 18,834 -191 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 5.6 28.8 40.4 58.7 91.2 93.0 8.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
106 46 124 113 107 283 250
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,682
COMMITMENTS
1,235 2,595 315 4,601 3,806 6,151 6,716 1,531 966
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -947)
-173 -562 -146 -213 194 -533 -515 -414 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 33.8 4.1 59.9 49.5 80.1 87.4 19.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 12 9 14 13 33 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,948,358
COMMITMENTS
462,582 467,406 126,059 1233973 1182618 1822614 1776083 125,744 172,275
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 40,312)
-26,674 8,701 19,566 45,940 15,767 38,833 44,034 1,480 -3,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 24.0 6.5 63.3 60.7 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
60 77 49 145 137 229 239
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,266,453
COMMITMENTS
501,690 901,961 539,967 2861793 2295208 3903449 3737136 363,004 529,317
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 142,255)
-77,959 37,318 32,601 189,841 75,882 144,482 145,800 -2,227 -3,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 21.1 12.7 67.1 53.8 91.5 87.6 8.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
77 106 106 214 240 345 398
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 549,708
COMMITMENTS
69,221 52,692 10,785 368,185 303,944 448,191 367,421 101,517 182,287
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,245)
-500 502 -860 6,203 -2,290 4,843 -2,648 1,402 8,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.6 2.0 67.0 55.3 81.5 66.8 18.5 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
16 11 7 55 54 76 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,125,287
COMMITMENTS
588,815 1129533 342,328 2929980 2237147 3861123 3709008 264,165 416,279
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 109,149)
44,539 38,292 -5,048 69,165 72,528 108,656 105,772 494 3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 27.4 8.3 71.0 54.2 93.6 89.9 6.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
55 80 68 146 178 244 283
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,913,585
COMMITMENTS
275,871 142,668 475,471 1130604 1237606 1881946 1855746 31,639 57,839
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -121,701)
-84,138 1,731 -8,410 -31,133 -119,418 -123,682 -126,098 1,981 4,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.5 24.8 59.1 64.7 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
26 37 49 59 68 110 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,012
COMMITMENTS
14,636 9,055 2,698 17,171 25,799 34,505 37,552 8,506 5,460
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,419)
-502 -2,784 1,041 -963 -233 -425 -1,976 -995 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 21.1 6.3 39.9 60.0 80.2 87.3 19.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 15 14 27 30 69 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,023
COMMITMENTS
29,271 18,110 5,396 34,343 51,597 69,010 75,104 17,013 10,920
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,839)
-1,005 -5,567 2,081 -1,926 -465 -850 -3,951 -1,989 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 21.1 6.3 39.9 60.0 80.2 87.3 19.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 15 14 27 30 69 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,620
COMMITMENTS
2,696 649 0 25,218 28,210 27,914 28,859 1,706 761
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,417)
318 649 0 1,969 1,778 2,287 2,427 130 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.2 0.0 85.1 95.2 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 12 12 14 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 47,435
COMMITMENTS
35,322 46,961 452 11,504 0 47,278 47,413 157 22
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,590)
-9,841 -4,764 157 5,128 0 -4,556 -4,607 -34 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 99.0 1.0 24.3 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
29 13 2 3 0 33 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,922
COMMITMENTS
16,543 12,647 229 14,115 17,952 30,887 30,828 35 94
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -606)
-1,947 -685 0 1,334 32 -613 -653 7 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 40.9 0.7 45.6 58.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 15 1 9 17 14 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,011
COMMITMENTS
12,175 7,189 9 3,817 8,724 16,001 15,922 10 89
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -827)
-863 -1,105 0 42 245 -821 -860 -6 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 44.9 0.1 23.8 54.5 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 11 1 4 11 11 22
Updated July 6, 2018