WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 678,322
COMMITMENTS
162,893 99,674 231,143 240,969 292,717 635,005 623,534 43,317 54,788
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 28,206)
13,507 1,927 8,784 583 17,326 22,874 28,037 5,333 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 14.7 34.1 35.5 43.2 93.6 91.9 6.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
149 149 176 112 139 366 371
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,761
COMMITMENTS
3,110 970 1,430 15,091 16,643 19,631 19,043 130 718
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,768)
-2,560 870 330 -1,298 -5,072 -3,528 -3,872 -240 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.9 7.2 76.4 84.2 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 2 5 15 14 25 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,248
COMMITMENTS
95,372 36,553 72,635 123,872 182,832 291,879 292,021 25,369 25,228
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 4,710)
6,388 -5,994 -1,102 -3,721 10,024 1,564 2,928 3,146 1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 11.5 22.9 39.0 57.6 92.0 92.0 8.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
92 53 84 82 105 214 214
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,287,244
COMMITMENTS
436,843 384,639 664,846 965,745 999,078 2067433 2048562 219,811 238,682
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -82,736)
-23,161 -44,585 -31,369 -16,843 -8,316 -71,373 -84,271 -11,363 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 16.8 29.1 42.2 43.7 90.4 89.6 9.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 953)
248 175 273 425 444 799 786
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,708
COMMITMENTS
1,327 536 219 1,259 2,350 2,804 3,105 1,903 1,602
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -642)
124 -595 29 -358 200 -205 -366 -437 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 11.4 4.6 26.7 49.9 59.6 66.0 40.4 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 5 8 8 18 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 989,374
COMMITMENTS
147,681 189,142 293,095 475,152 411,313 915,927 893,550 73,447 95,824
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -11,411)
-9,000 -6,461 -7,478 12,216 2,166 -4,262 -11,773 -7,149 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 19.1 29.6 48.0 41.6 92.6 90.3 7.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
200 199 242 220 250 546 575
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,969
COMMITMENTS
10,171 3,920 172 9 6,939 10,352 11,031 13,617 12,938
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -256)
67 -76 25 1 -9 93 -60 -349 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 16.4 0.7 0.0 28.9 43.2 46.0 56.8 54.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 9 6 1 21 7 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 552,033
COMMITMENTS
107,784 164,289 146,564 258,036 207,613 512,383 518,466 39,650 33,567
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 9,937)
2,881 307 13,195 -6,231 -4,156 9,846 9,347 90 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 29.8 26.5 46.7 37.6 92.8 93.9 7.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
89 127 131 97 88 271 291
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,014,408
COMMITMENTS
131,743 169,763 116,312 613,299 536,308 861,353 822,382 153,055 192,026
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 28,894)
11,364 25,241 9,396 8,809 -2,857 29,569 31,780 -675 -2,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.7 11.5 60.5 52.9 84.9 81.1 15.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
48 32 53 93 95 161 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,858
COMMITMENTS
102,523 322,924 24,380 772,802 586,591 899,705 933,895 135,153 100,963
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 11,412)
6,302 3,850 9,913 -839 -3,215 15,377 10,548 -3,965 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 31.2 2.4 74.7 56.7 86.9 90.2 13.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
19 22 24 70 68 102 101
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 559,065
COMMITMENTS
120,716 38,629 158,298 227,830 325,742 506,844 522,668 52,221 36,397
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -9,977)
-6,791 1,037 -2,855 524 -8,095 -9,122 -9,913 -855 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 6.9 28.3 40.8 58.3 90.7 93.5 9.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
111 47 119 117 104 282 243
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,046
COMMITMENTS
2,273 1,353 786 4,339 5,736 7,398 7,874 1,648 1,172
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 36)
-81 65 344 -34 -338 228 70 -192 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 15.0 8.7 48.0 63.4 81.8 87.0 18.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 9 12 14 17 38 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,994,925
COMMITMENTS
432,791 526,028 133,263 1310374 1157316 1876427 1816607 118,498 178,318
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -17,073)
-3,625 -10,698 -5,585 -3,304 5,178 -12,514 -11,106 -4,559 -5,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 26.4 6.7 65.7 58.0 94.1 91.1 5.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
65 74 52 149 145 239 246
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,377,247
COMMITMENTS
522,942 1085469 505,872 2986647 2231272 4015461 3822612 361,785 554,634
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 37,834)
34,846 24,387 -8,407 6,525 24,389 32,965 40,370 4,869 -2,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 24.8 11.6 68.2 51.0 91.7 87.3 8.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
74 106 101 214 226 345 376
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 572,410
COMMITMENTS
64,003 71,130 13,326 390,495 316,773 467,824 401,229 104,586 171,181
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -10,979)
-6,599 7,954 -3,258 -5,233 -7,946 -15,090 -3,250 4,111 -7,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.4 2.3 68.2 55.3 81.7 70.1 18.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 15 12 59 55 81 73
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,394,957
COMMITMENTS
511,318 1354359 353,606 3234948 2255351 4099872 3963316 295,085 431,642
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 238,368)
3,207 36,315 70,301 158,296 147,583 231,804 254,199 6,564 -15,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 30.8 8.0 73.6 51.3 93.3 90.2 6.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
49 78 66 153 167 246 267
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,779,097
COMMITMENTS
222,027 140,784 480,519 1042657 1097512 1745203 1718815 33,893 60,281
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -210,226)
-66,822 11,003 -60,698 -85,474 -158,899 -212,994 -208,595 2,768 -1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.9 27.0 58.6 61.7 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
32 32 46 61 68 114 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,497
COMMITMENTS
22,850 8,210 1,903 17,877 34,248 42,631 44,361 8,867 7,137
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 3,501)
2,510 308 298 540 3,019 3,348 3,624 153 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 15.9 3.7 34.7 66.5 82.8 86.1 17.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 20 11 27 30 73 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,995
COMMITMENTS
45,701 16,419 3,806 35,755 68,496 85,262 88,721 17,733 14,274
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 7,003)
5,021 615 595 1,080 6,038 6,696 7,249 307 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 15.9 3.7 34.7 66.5 82.8 86.1 17.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 20 11 27 30 73 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,130
COMMITMENTS
2,657 713 0 24,761 28,145 27,418 28,858 1,712 272
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,362)
-200 252 0 1,742 1,018 1,542 1,270 -180 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.4 0.0 85.0 96.6 94.1 99.1 5.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 13 12 16 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 32,343
COMMITMENTS
26,875 28,468 452 4,817 3,394 32,144 32,314 199 29
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -385)
-442 -1,524 0 44 1,140 -398 -384 13 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.1 88.0 1.4 14.9 10.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
26 13 2 2 1 29 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,675
COMMITMENTS
17,482 13,826 208 11,922 15,542 29,612 29,576 63 99
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,376)
-917 -416 -7 -1,416 -1,992 -2,340 -2,415 -36 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 46.6 0.7 40.2 52.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 15 1 7 17 12 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,143
COMMITMENTS
13,297 8,748 9 3,775 8,335 17,081 17,092 62 51
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,646)
1,618 2,186 0 0 -498 1,618 1,688 28 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 51.0 0.1 22.0 48.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 11 1 3 11 9 22
Updated August 10, 2018