WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 599,702
COMMITMENTS
129,456 108,558 201,925 236,429 241,513 567,810 551,996 31,892 47,706
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: -10,766)
736 -8,560 -8,379 -2,597 6,613 -10,240 -10,326 -526 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 18.1 33.7 39.4 40.3 94.7 92.0 5.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
133 141 168 109 128 344 352
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 24,303
COMMITMENTS
8,770 100 1,200 14,153 22,307 24,123 23,607 180 696
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 2,083)
100 0 600 1,343 1,267 2,043 1,867 40 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 0.4 4.9 58.2 91.8 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 4 11 16 18 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,683
COMMITMENTS
85,114 53,797 70,488 125,643 153,410 281,245 277,695 21,439 24,989
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 9,212)
868 -2,386 3,456 4,468 7,886 8,792 8,957 419 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 17.8 23.3 41.5 50.7 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
82 59 78 96 96 219 202
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,470,639
COMMITMENTS
423,541 476,988 756,370 1057615 997,959 2237525 2231316 233,113 239,322
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 60,748)
-560 11,425 43,743 13,518 6,386 56,701 61,554 4,048 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 19.3 30.6 42.8 40.4 90.6 90.3 9.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 969)
265 176 277 420 425 810 776
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,319
COMMITMENTS
1,230 1,120 210 1,686 2,311 3,125 3,641 2,194 1,678
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 163)
20 109 12 54 83 86 204 77 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 21.1 3.9 31.7 43.5 58.8 68.4 41.2 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 8 3 7 9 14 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,090,029
COMMITMENTS
153,071 197,760 340,450 514,785 452,291 1008306 990,501 81,723 99,527
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: -1,003)
-765 9,985 3,265 -5,292 -12,146 -2,792 1,104 1,789 -2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 18.1 31.2 47.2 41.5 92.5 90.9 7.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
227 192 259 238 253 591 587
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,846
COMMITMENTS
10,632 3,446 552 58 7,782 11,242 11,780 14,604 14,066
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: -552)
84 -204 66 -513 196 -363 58 -189 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 13.3 2.1 0.2 30.1 43.5 45.6 56.5 54.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 8 5 4 22 9 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 565,582
COMMITMENTS
106,130 165,301 149,240 268,665 215,820 524,035 530,361 41,547 35,222
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 15,129)
-5,126 -7,577 13,882 8,144 9,618 16,901 15,924 -1,772 -795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 29.2 26.4 47.5 38.2 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
79 131 122 97 86 263 287
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,021,276
COMMITMENTS
132,468 140,173 135,158 594,535 548,719 862,161 824,051 159,115 197,226
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 10,192)
-7,940 2,791 16,288 9,208 -7,736 17,555 11,343 -7,363 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.7 13.2 58.2 53.7 84.4 80.7 15.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
47 37 54 97 100 167 168
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,007,387
COMMITMENTS
88,285 301,420 12,792 762,286 587,922 863,363 902,134 144,024 105,254
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 10,086)
5,666 8,607 -925 6,440 -10,194 11,182 -2,511 -1,095 12,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 29.9 1.3 75.7 58.4 85.7 89.6 14.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
18 20 19 65 64 92 94
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 584,459
COMMITMENTS
123,067 37,333 172,082 236,852 336,529 532,001 545,944 52,458 38,515
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: -712)
-1,485 3,036 1,253 -146 -5,312 -379 -1,024 -333 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.4 29.4 40.5 57.6 91.0 93.4 9.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
117 47 127 117 107 291 255
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,773
COMMITMENTS
2,137 1,183 578 4,398 5,896 7,113 7,657 1,660 1,115
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 406)
459 -139 57 -28 400 488 319 -82 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 13.5 6.6 50.1 67.2 81.1 87.3 18.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 7 12 15 19 41 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,995,535
COMMITMENTS
478,902 527,302 149,532 1242178 1131673 1870612 1808507 124,923 187,028
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 26,225)
3,685 34,417 13,393 6,130 -28,465 23,208 19,345 3,016 6,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 26.4 7.5 62.2 56.7 93.7 90.6 6.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
58 77 50 145 140 231 239
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,523,654
COMMITMENTS
568,445 1031030 609,133 2990780 2333798 4168357 3973960 355,297 549,694
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 71,357)
-28,015 60,825 5,228 99,930 -7,918 77,143 58,136 -5,786 13,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 22.8 13.5 66.1 51.6 92.1 87.8 7.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
73 118 109 215 233 355 393
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,162
COMMITMENTS
75,704 60,191 18,262 385,376 333,872 479,342 412,325 99,820 166,837
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 1,050)
-677 -6,414 -1,133 5,472 10,643 3,662 3,096 -2,612 -2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.4 3.2 66.5 57.6 82.8 71.2 17.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
14 14 12 57 55 81 71
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,159,013
COMMITMENTS
533,294 1223239 337,399 2989606 2151221 3860299 3711860 298,714 447,153
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 85,295)
-3,748 -4,771 17,602 48,007 39,691 61,861 52,522 23,433 32,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 29.4 8.1 71.9 51.7 92.8 89.2 7.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
53 86 65 147 169 239 281
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,936,551
COMMITMENTS
295,085 140,034 502,477 1106396 1233745 1903958 1876256 32,592 60,295
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 49,912)
13,351 -14,554 15,748 19,966 44,817 49,065 46,011 847 3,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 7.2 25.9 57.1 63.7 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
32 37 49 64 70 120 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,086
COMMITMENTS
18,602 8,161 1,972 16,971 29,188 37,544 39,321 8,542 6,765
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 1,627)
2,186 1,672 -147 -237 3 1,802 1,528 -175 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 17.7 4.3 36.8 63.3 81.5 85.3 18.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
34 24 13 27 29 66 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,172
COMMITMENTS
37,204 16,322 3,944 33,941 58,377 75,088 78,642 17,084 13,530
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 3,253)
4,372 3,344 -293 -475 6 3,604 3,057 -351 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 17.7 4.3 36.8 63.3 81.5 85.3 18.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
34 24 13 27 29 66 61
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,015
COMMITMENTS
2,234 664 0 23,621 27,141 25,855 27,805 2,160 210
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: -430)
-481 203 0 90 -420 -391 -217 -39 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.4 0.0 84.3 96.9 92.3 99.3 7.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 12 12 15 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,179
COMMITMENTS
27,745 30,248 452 4,798 2,474 32,995 33,174 184 5
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: -2,648)
-1,551 -5,111 0 -1,126 2,474 -2,677 -2,637 29 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.6 91.2 1.4 14.5 7.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
29 14 2 2 1 32 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,566
COMMITMENTS
16,755 13,826 215 14,525 17,442 31,495 31,483 71 83
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: -47)
580 -26 0 -633 -36 -53 -62 6 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 43.8 0.7 46.0 55.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 14 1 9 17 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 15,063
COMMITMENTS
11,231 6,430 9 3,775 8,563 15,015 15,002 48 61
CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST: 744)
740 -57 0 0 801 740 744 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.6 42.7 0.1 25.1 56.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 12 1 3 12 10 24
Updated July 27, 2018