WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,239
COMMITMENTS
136,305 98,080 197,335 204,218 233,471 537,858 528,885 39,381 48,354
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 7,460)
-3,924 4,672 22,432 -7,666 -18,247 10,842 8,857 -3,382 -1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 17.0 34.2 35.4 40.4 93.2 91.6 6.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
146 137 175 112 131 355 363
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,247
COMMITMENTS
2,984 500 1,450 16,713 18,680 21,147 20,630 100 617
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -556)
200 200 -300 -406 -458 -506 -558 -50 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.4 6.8 78.7 87.9 99.5 97.1 0.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 3 17 16 26 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,227
COMMITMENTS
91,387 29,659 49,599 108,021 168,686 249,007 247,944 24,221 25,284
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -7,124)
-2,682 1,618 -3,320 -562 -4,028 -6,563 -5,729 -561 -1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 10.9 18.2 39.5 61.7 91.1 90.7 8.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
89 42 77 78 96 205 189
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,058,661
COMMITMENTS
420,470 411,618 554,041 880,084 868,477 1854595 1834136 204,066 224,525
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 9,579)
24,889 25,193 -531 -17,961 -5,523 6,397 19,139 3,182 -9,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 20.0 26.9 42.8 42.2 90.1 89.1 9.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 895)
213 181 218 361 407 687 706
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,076
COMMITMENTS
993 934 292 1,001 2,003 2,286 3,229 1,790 847
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -782)
-192 158 25 -591 -804 -758 -622 -24 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 22.9 7.2 24.6 49.1 56.1 79.2 43.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 8 5 7 7 16 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 986,647
COMMITMENTS
137,820 206,676 285,166 494,747 395,322 917,733 887,164 68,914 99,483
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 2,117)
1,452 15,571 47 1,479 -10,527 2,978 5,091 -862 -2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 20.9 28.9 50.1 40.1 93.0 89.9 7.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
180 201 230 217 227 531 542
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,323
COMMITMENTS
10,059 3,867 124 11 5,477 10,194 9,468 10,129 10,855
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -593)
-212 167 -22 0 -549 -234 -404 -359 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 19.0 0.6 0.1 26.9 50.2 46.6 49.8 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 9 2 2 16 5 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 556,714
COMMITMENTS
104,827 160,987 150,219 263,137 213,169 518,184 524,375 38,530 32,338
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -1,781)
-291 906 -4,935 4,606 4,471 -620 442 -1,161 -2,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 28.9 27.0 47.3 38.3 93.1 94.2 6.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
84 121 118 96 74 259 262
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,019,510
COMMITMENTS
105,730 156,940 105,839 642,317 558,219 853,886 820,997 165,624 198,513
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -30,804)
-18,126 24,069 -3,643 21,667 -38,675 -102 -18,249 -30,701 -12,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 15.4 10.4 63.0 54.8 83.8 80.5 16.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
44 31 49 97 95 160 156
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,055,445
COMMITMENTS
105,003 326,870 31,600 768,733 589,718 905,336 948,188 150,109 107,257
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -57,438)
267 10,568 -9,634 -13,740 -39,530 -23,107 -38,597 -34,330 -18,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 31.0 3.0 72.8 55.9 85.8 89.8 14.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
19 21 23 72 63 102 96
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,996
COMMITMENTS
615 1,044 164 939 438 1,718 1,646 278 350
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -425)
-109 25 9 -278 -413 -378 -379 -47 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 52.3 8.2 47.0 21.9 86.1 82.5 13.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 2 7 7 13 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 576,598
COMMITMENTS
107,479 57,162 150,717 262,463 325,012 520,660 532,891 55,938 43,707
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 13,567)
-3,161 3,097 7,487 5,808 1,298 10,133 11,881 3,434 1,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 9.9 26.1 45.5 56.4 90.3 92.4 9.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
102 63 117 121 108 287 247
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,660
COMMITMENTS
1,082 2,446 267 4,893 3,682 6,242 6,395 1,418 1,266
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 56)
92 -7 33 91 41 217 68 -161 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 31.9 3.5 63.9 48.1 81.5 83.5 18.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 12 7 16 15 31 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,160,912
COMMITMENTS
461,064 619,065 130,648 1436199 1226553 2027911 1976265 133,001 184,647
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -82,856)
-159 5,764 -94,477 14,519 12,794 -80,117 -75,919 -2,738 -6,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 28.6 6.0 66.5 56.8 93.8 91.5 6.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
61 75 45 152 143 236 240
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,489,088
COMMITMENTS
420,124 1076260 467,238 3149760 2435473 4037122 3978971 451,966 510,117
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -118,674)
-135,914 13,490 -9,554 44,210 -23,203 -101,258 -19,267 -17,416 -99,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 24.0 10.4 70.2 54.3 89.9 88.6 10.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
78 97 111 231 231 370 378
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,786
COMMITMENTS
68,593 80,787 19,935 384,845 319,961 473,373 420,683 106,413 159,103
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -64,638)
2,393 -8,954 -2,361 -50,714 -20,706 -50,682 -32,021 -13,956 -32,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 13.9 3.4 66.4 55.2 81.6 72.6 18.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 17 14 59 57 82 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,474,723
COMMITMENTS
481,886 1346402 384,438 3283962 2339072 4150286 4069913 324,437 404,811
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -112,289)
-2,024 91,154 -57,927 35,002 -117,131 -24,948 -83,904 -87,341 -28,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 30.1 8.6 73.4 52.3 92.7 91.0 7.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
57 76 69 166 175 261 282
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,825,807
COMMITMENTS
141,471 174,287 547,438 1105025 1033201 1793934 1754926 31,873 70,881
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -186,666)
-61,264 -18,721 -20,690 -103,187 -155,995 -185,141 -195,406 -1,525 8,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.5 30.0 60.5 56.6 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 34 47 63 65 120 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,610
COMMITMENTS
25,703 7,974 2,471 17,663 36,748 45,837 47,193 8,774 7,417
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 473)
994 -1,153 344 -1,381 1,463 -43 653 517 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 14.6 4.5 32.3 67.3 83.9 86.4 16.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 19 13 30 33 75 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,221
COMMITMENTS
51,405 15,947 4,942 35,326 73,497 91,673 94,386 17,548 14,835
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 946)
1,987 -2,306 688 -2,762 2,925 -87 1,307 1,033 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 14.6 4.5 32.3 67.3 83.9 86.4 16.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 19 13 30 33 75 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,391
COMMITMENTS
3,061 461 0 24,557 28,412 27,618 28,873 1,773 518
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -2,216)
-1,055 -254 0 -1,128 -2,172 -2,183 -2,426 -33 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 1.6 0.0 83.6 96.7 94.0 98.2 6.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 12 12 16 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,958
COMMITMENTS
25,705 22,252 1,825 5,534 9,763 33,064 33,840 894 118
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 2,782)
1,432 -779 -3 664 3,542 2,093 2,760 689 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 65.5 5.4 16.3 28.8 97.4 99.7 2.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
27 14 2 3 2 31 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,232
COMMITMENTS
17,375 11,120 212 12,587 16,288 30,174 27,620 58 2,612
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 126)
6 -2,919 0 100 490 106 -2,429 20 2,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 36.8 0.7 41.6 53.9 99.8 91.4 0.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 10 1 6 17 11 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,947
COMMITMENTS
16,117 7,073 9 3,768 11,075 19,894 18,157 53 1,790
CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 606)
564 -1,811 0 0 711 564 -1,100 42 1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 35.5 0.0 18.9 55.5 99.7 91.0 0.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 8 1 3 12 9 20
Updated September 7, 2018