WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 650,116
COMMITMENTS
149,386 97,747 222,359 240,386 275,391 612,131 595,497 37,984 54,619
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 50,414)
19,930 -10,811 20,433 3,958 33,878 44,321 43,501 6,092 6,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 15.0 34.2 37.0 42.4 94.2 91.6 5.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
143 141 165 99 122 339 341
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 23,529
COMMITMENTS
5,670 100 1,100 16,389 21,714 23,159 22,914 370 615
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -774)
-3,100 0 -100 2,236 -592 -964 -692 190 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.4 4.7 69.7 92.3 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 3 13 15 20 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,538
COMMITMENTS
88,985 42,547 73,738 127,593 172,808 290,315 289,093 22,223 23,445
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 9,855)
3,871 -11,251 3,250 1,949 19,398 9,070 11,398 784 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 13.6 23.6 40.8 55.3 92.9 92.5 7.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
88 65 84 90 104 220 220
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,369,980
COMMITMENTS
460,004 429,224 696,215 982,588 1007394 2138806 2132833 231,174 237,147
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -100,659)
36,463 -47,764 -60,155 -75,027 9,435 -98,719 -98,484 -1,939 -2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 18.1 29.4 41.5 42.5 90.2 90.0 9.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 947)
254 165 273 414 433 793 770
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,349
COMMITMENTS
1,203 1,131 190 1,616 2,150 3,010 3,471 2,340 1,878
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 30)
-27 11 -20 -70 -161 -116 -170 146 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 21.1 3.5 30.2 40.2 56.3 64.9 43.7 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 8 3 8 8 15 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,000,785
COMMITMENTS
156,680 195,603 300,573 462,936 409,147 920,189 905,323 80,596 95,462
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -89,243)
3,609 -2,157 -39,877 -51,849 -43,144 -88,117 -85,178 -1,126 -4,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 19.5 30.0 46.3 40.9 91.9 90.5 8.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713)
209 185 248 217 250 553 578
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,225
COMMITMENTS
10,104 3,996 147 8 6,948 10,259 11,091 13,966 13,134
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -1,621)
-528 550 -405 -50 -834 -983 -689 -638 -932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 16.5 0.6 0.0 28.7 42.3 45.8 57.7 54.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 9 5 2 21 7 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,097
COMMITMENTS
104,902 163,982 133,369 264,266 211,769 502,537 509,119 39,560 32,977
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -23,485)
-1,227 -1,319 -15,871 -4,398 -4,051 -21,497 -21,241 -1,988 -2,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 30.2 24.6 48.7 39.1 92.7 93.9 7.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
85 136 123 97 87 266 288
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 985,514
COMMITMENTS
120,379 144,522 106,916 604,490 539,165 831,784 790,603 153,730 194,912
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -35,762)
-12,089 4,349 -28,242 9,954 -9,554 -30,377 -33,448 -5,385 -2,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 14.7 10.8 61.3 54.7 84.4 80.2 15.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
48 31 52 91 97 159 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,023,446
COMMITMENTS
96,221 319,074 14,467 773,640 589,806 884,328 923,347 139,118 100,099
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 16,059)
7,936 17,654 1,675 11,354 1,884 20,965 21,213 -4,906 -5,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 31.2 1.4 75.6 57.6 86.4 90.2 13.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
18 23 23 67 66 97 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,630
COMMITMENTS
596 614 132 540 609 1,268 1,355 362 275
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 37.7 8.1 33.1 37.4 77.8 83.1 22.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 1 7 7 15 11
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 569,042
COMMITMENTS
127,508 37,591 161,153 227,306 333,837 515,966 532,581 53,076 36,461
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -15,417)
4,441 259 -10,930 -9,546 -2,692 -16,035 -13,363 618 -2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.6 28.3 39.9 58.7 90.7 93.6 9.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
117 46 116 117 104 286 242
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,010
COMMITMENTS
2,354 1,288 442 4,373 6,074 7,169 7,804 1,841 1,206
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 237)
218 105 -136 -25 178 57 146 181 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 14.3 4.9 48.5 67.4 79.6 86.6 20.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 7 10 15 19 39 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,011,998
COMMITMENTS
436,416 536,726 138,848 1313677 1152139 1888941 1827712 123,057 184,286
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 16,463)
-42,485 9,424 -10,685 71,499 20,466 18,329 19,205 -1,866 -2,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 26.7 6.9 65.3 57.3 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
67 73 51 153 140 242 242
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,339,413
COMMITMENTS
488,096 1061082 514,278 2980122 2206883 3982497 3782243 356,916 557,170
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -184,241)
-80,349 30,052 -94,854 -10,657 -126,915 -185,860 -191,717 1,620 7,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 24.5 11.9 68.7 50.9 91.8 87.2 8.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
71 111 101 215 224 347 375
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 583,389
COMMITMENTS
70,602 63,176 16,584 395,728 324,719 482,914 404,479 100,475 178,910
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,227)
-5,102 2,985 -1,678 10,352 -9,153 3,572 -7,846 655 12,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 10.8 2.8 67.8 55.7 82.8 69.3 17.2 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 14 13 56 54 79 71
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,156,590
COMMITMENTS
508,111 1318043 283,305 3076652 2107768 3868068 3709116 288,522 447,473
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -2,423)
-25,183 94,804 -54,094 87,046 -43,453 7,769 -2,743 -10,192 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 31.7 6.8 74.0 50.7 93.1 89.2 6.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
54 77 66 148 166 242 269
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,989,323
COMMITMENTS
288,849 129,782 541,217 1128131 1256411 1958198 1927410 31,125 61,913
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 52,772)
-6,236 -10,252 38,740 21,735 22,666 54,239 51,154 -1,467 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.5 27.2 56.7 63.2 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
34 32 50 63 69 119 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,996
COMMITMENTS
20,340 7,902 1,605 17,338 31,229 39,283 40,736 8,713 7,260
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,910)
1,738 -259 -366 367 2,040 1,739 1,415 171 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 16.5 3.3 36.1 65.1 81.8 84.9 18.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 22 11 25 30 64 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,992
COMMITMENTS
40,680 15,804 3,211 34,675 62,458 78,566 81,473 17,426 14,520
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,820)
3,476 -518 -733 734 4,081 3,477 2,830 343 990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 16.5 3.3 36.1 65.1 81.8 84.9 18.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 22 11 25 30 64 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,768
COMMITMENTS
2,857 461 0 23,019 27,127 25,876 27,588 1,892 180
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -247)
623 -203 0 -602 -14 21 -217 -268 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.7 0.0 82.9 97.7 93.2 99.4 6.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 13 12 16 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 32,728
COMMITMENTS
27,317 29,992 452 4,773 2,254 32,542 32,698 186 30
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -451)
-428 -256 0 -25 -220 -453 -476 2 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 91.6 1.4 14.6 6.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
28 13 2 2 1 31 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,051
COMMITMENTS
18,399 14,242 215 13,338 17,534 31,952 31,991 99 60
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 485)
1,644 416 0 -1,187 92 457 508 28 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 44.4 0.7 41.6 54.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 14 1 8 16 13 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 15,497
COMMITMENTS
11,679 6,562 9 3,775 8,833 15,463 15,404 34 93
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 434)
448 132 0 0 270 448 402 -14 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.4 42.3 0.1 24.4 57.0 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 11 1 3 11 9 22
Updated August 3, 2018