WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 610,468
COMMITMENTS
128,720 117,118 210,305 239,026 234,900 578,050 562,322 32,418 48,146
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 11,923)
1,153 -2,884 7,480 1,369 8,378 10,002 12,974 1,921 -1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 19.2 34.4 39.2 38.5 94.7 92.1 5.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
130 137 155 112 128 337 338
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,220
COMMITMENTS
8,670 100 600 12,810 21,040 22,080 21,740 140 480
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 150)
-800 0 100 950 -90 250 10 -100 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 0.5 2.7 57.7 94.7 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 3 11 16 17 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,472
COMMITMENTS
84,245 56,183 67,031 121,176 145,524 272,452 268,738 21,020 24,734
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 9,663)
1,733 3,988 4,420 3,383 3,148 9,535 11,555 128 -1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 19.1 22.8 41.3 49.6 92.8 91.6 7.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
79 57 70 88 93 204 193
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,409,890
COMMITMENTS
424,101 465,562 712,627 1044097 991,573 2180825 2169762 229,065 240,128
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 57,171)
-19,081 14,732 51,107 23,687 1,507 55,712 67,346 1,459 -10,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 19.3 29.6 43.3 41.1 90.5 90.0 9.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 950)
259 177 270 410 410 791 753
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,156
COMMITMENTS
1,209 1,011 198 1,632 2,228 3,039 3,437 2,117 1,719
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 180)
34 -265 66 79 233 179 33 1 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 19.6 3.8 31.7 43.2 58.9 66.7 41.1 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 3 7 9 14 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,091,032
COMMITMENTS
153,836 187,774 337,186 520,076 464,437 1011098 989,397 79,934 101,634
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 51,065)
2,948 5,489 27,091 19,491 18,434 49,529 51,013 1,535 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 17.2 30.9 47.7 42.6 92.7 90.7 7.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
240 174 264 246 254 608 584
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,398
COMMITMENTS
10,548 3,650 486 571 7,586 11,605 11,722 14,793 14,676
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 88)
42 46 92 -63 25 71 163 17 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 13.8 1.8 2.2 28.7 44.0 44.4 56.0 55.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 9 5 5 20 10 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 550,453
COMMITMENTS
111,256 172,877 135,358 260,520 206,202 507,134 514,437 43,319 36,017
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 23,583)
-8,393 8,072 13,257 17,165 3,658 22,028 24,987 1,555 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 31.4 24.6 47.3 37.5 92.1 93.5 7.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
80 130 126 98 84 266 284
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,011,084
COMMITMENTS
140,408 137,382 118,870 585,327 556,455 844,606 812,707 166,478 198,376
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 7,449)
13,776 8,653 -7,617 -3,853 4,743 2,306 5,779 5,144 1,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 13.6 11.8 57.9 55.0 83.5 80.4 16.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
49 35 56 91 93 164 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 997,301
COMMITMENTS
82,619 292,812 13,716 755,846 598,116 852,181 904,645 145,120 92,656
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 18,619)
-1,695 17,373 -3,032 19,327 11,492 14,599 25,832 4,019 -7,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 29.4 1.4 75.8 60.0 85.4 90.7 14.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
18 19 19 68 68 95 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 585,171
COMMITMENTS
124,552 34,297 170,830 236,998 341,841 532,380 546,968 52,791 38,203
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 12,138)
1,965 -393 4,260 4,926 9,601 11,152 13,468 986 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.9 29.2 40.5 58.4 91.0 93.5 9.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
111 47 125 116 106 289 250
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,367
COMMITMENTS
1,677 1,322 521 4,426 5,496 6,624 7,339 1,742 1,028
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 41)
252 -175 157 -449 42 -40 23 81 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 15.8 6.2 52.9 65.7 79.2 87.7 20.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 8 12 15 19 38 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,969,311
COMMITMENTS
475,216 492,885 136,139 1236049 1160137 1847404 1789161 121,907 180,149
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 12,683)
6,149 29,082 12,353 -5,169 -34,516 13,333 6,920 -650 5,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 25.0 6.9 62.8 58.9 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
66 71 49 142 139 227 240
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,452,296
COMMITMENTS
596,460 970,204 603,905 2890850 2341715 4091214 3915824 361,082 536,472
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 64,831)
33,085 60,539 -15,559 45,360 22,819 62,886 67,799 1,945 -2,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 21.8 13.6 64.9 52.6 91.9 88.0 8.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
79 105 114 214 237 351 398
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 578,112
COMMITMENTS
76,381 66,605 19,395 379,904 323,229 475,680 409,229 102,432 168,883
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 8,078)
5,136 3,475 923 -770 12,466 5,289 16,864 2,789 -8,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 11.5 3.4 65.7 55.9 82.3 70.8 17.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
15 16 11 55 57 80 74
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,073,718
COMMITMENTS
537,041 1228010 319,797 2941599 2111531 3798437 3659338 275,280 414,380
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -89,509)
-38,444 63,994 -29,566 -26,254 -121,463 -94,264 -87,035 4,755 -2,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 30.1 7.9 72.2 51.8 93.2 89.8 6.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
56 81 67 146 178 241 287
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,886,639
COMMITMENTS
281,734 154,587 486,730 1086430 1188928 1854893 1830245 31,745 56,394
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -23,696)
-10,933 -9,633 29,143 -41,638 -40,093 -23,428 -20,583 -268 -3,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.2 25.8 57.6 63.0 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
35 33 52 61 70 117 139
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,460
COMMITMENTS
16,416 6,489 2,118 17,208 29,185 35,742 37,793 8,717 6,667
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 955)
1,227 -928 -198 -551 2,116 478 991 477 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 14.6 4.8 38.7 65.6 80.4 85.0 19.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
32 23 11 25 31 61 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,919
COMMITMENTS
32,832 12,978 4,237 34,416 58,370 71,484 75,586 17,435 13,333
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,910)
2,453 -1,855 -395 -1,102 4,232 956 1,982 954 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 14.6 4.8 38.7 65.6 80.4 85.0 19.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
32 23 11 25 31 61 61
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,445
COMMITMENTS
2,715 461 0 23,531 27,561 26,246 28,022 2,199 423
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -1,132)
-244 -140 0 -1,136 -703 -1,380 -843 248 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.6 0.0 82.7 96.9 92.3 98.5 7.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 12 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,827
COMMITMENTS
29,296 35,359 452 5,924 0 35,672 35,811 155 16
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -7,247)
-1,623 -7,236 0 -5,621 0 -7,244 -7,236 -3 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 98.7 1.3 16.5 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
28 15 2 2 0 31 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,613
COMMITMENTS
16,175 13,852 215 15,158 17,478 31,548 31,545 65 68
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 788)
509 1,031 1 257 -183 767 849 21 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 43.8 0.7 47.9 55.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 16 1 9 17 13 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,319
COMMITMENTS
10,491 6,487 9 3,775 7,762 14,275 14,258 44 61
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -560)
-303 -317 0 -286 -253 -589 -570 29 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 45.3 0.1 26.4 54.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 12 1 3 12 9 24
Updated July 20, 2018