WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 615,814
COMMITMENTS
146,519 151,155 223,734 206,586 194,940 576,838 569,829 38,976 45,985
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 56,152)
5,380 -22,826 45,081 3,917 33,690 54,378 55,944 1,774 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 24.5 36.3 33.5 31.7 93.7 92.5 6.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
133 156 156 94 127 332 349
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 333,735
COMMITMENTS
89,011 47,475 91,502 128,438 167,663 308,951 306,640 24,784 27,094
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 7,263)
-1,408 -14,616 9,565 -925 10,535 7,231 5,484 32 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 14.2 27.4 38.5 50.2 92.6 91.9 7.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
107 55 91 75 96 227 211
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,149,942
COMMITMENTS
545,144 259,514 532,020 857,881 1092305 1935046 1883839 214,897 266,104
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 163,638)
77,853 -32,545 39,651 47,622 136,243 165,127 143,349 -1,489 20,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 12.1 24.7 39.9 50.8 90.0 87.6 10.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 872)
236 158 231 356 386 711 678
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,744
COMMITMENTS
2,306 117 104 989 4,560 3,399 4,782 2,344 962
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -131)
-82 57 27 -12 -72 -67 13 -64 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 2.0 1.8 17.2 79.4 59.2 83.3 40.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 3 3 5 9 17 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,010,410
COMMITMENTS
271,484 75,410 237,101 442,102 565,961 950,686 878,473 59,724 131,937
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 78,972)
39,255 90 14,422 25,191 54,431 78,867 68,943 105 10,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 7.5 23.5 43.8 56.0 94.1 86.9 5.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 691)
204 157 234 195 283 513 580
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 28,666
COMMITMENTS
20,926 2,837 893 1,156 6,068 22,975 9,798 5,691 18,868
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 9.9 3.1 4.0 21.2 80.1 34.2 19.9 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 6 4 2 12 8 22
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,872
COMMITMENTS
2,814 1,499 1,040 739 2,056 4,594 4,596 277 276
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 1,139)
592 252 414 149 460 1,156 1,126 -18 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 30.8 21.4 15.2 42.2 94.3 94.3 5.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 9 8 5 9 13 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 514,235
COMMITMENTS
138,400 98,233 103,481 233,049 282,591 474,929 484,305 39,306 29,930
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 23,121)
4,425 3,672 8,498 10,963 11,846 23,886 24,016 -765 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 19.1 20.1 45.3 55.0 92.4 94.2 7.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
111 99 115 91 84 270 250
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 968,518
COMMITMENTS
167,635 153,308 101,311 559,476 518,834 828,422 773,454 140,096 195,064
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -18,970)
5,513 14,810 -6,961 3,719 -8,387 2,270 -538 -21,240 -18,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.8 10.5 57.8 53.6 85.5 79.9 14.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
39 42 48 83 88 145 155
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 967,739
COMMITMENTS
48,012 218,369 15,658 763,757 617,123 827,426 851,149 140,313 116,589
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -37,198)
-4,506 7,311 -5,452 -11,951 -32,228 -21,909 -30,369 -15,290 -6,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.6 1.6 78.9 63.8 85.5 88.0 14.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
13 18 19 65 71 88 98
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,915
COMMITMENTS
906 294 251 425 1,200 1,582 1,745 333 170
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 16)
80 -104 -24 -34 139 22 11 -6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 15.4 13.1 22.2 62.7 82.6 91.1 17.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 3 6 8 16 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 510,861
COMMITMENTS
178,594 25,259 87,689 196,932 365,749 463,214 478,696 47,647 32,165
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,784)
3,497 -279 -2,459 3,524 5,357 4,563 2,619 -1,779 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 4.9 17.2 38.5 71.6 90.7 93.7 9.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
121 60 94 96 113 265 225
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,503
COMMITMENTS
931 1,405 643 4,441 4,841 6,015 6,890 2,489 1,614
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,425)
-54 -1,265 216 -1,873 -312 -1,711 -1,361 286 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 16.5 7.6 52.2 56.9 70.7 81.0 29.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 9 11 18 13 33 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,906,975
COMMITMENTS
296,161 387,494 161,354 1321473 1166910 1778988 1715759 127,987 191,216
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -67,028)
-17,810 -29,821 -23,866 7,668 19,619 -34,007 -34,067 -33,021 -32,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 20.3 8.5 69.3 61.2 93.3 90.0 6.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
53 78 46 146 138 225 236
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,339,285
COMMITMENTS
580,759 891,627 655,754 2753219 2183347 3989731 3730727 349,554 608,558
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -181,012)
49,197 64,707 -49,447 -124,417 -101,947 -124,667 -86,688 -56,345 -94,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 20.5 15.1 63.4 50.3 91.9 86.0 8.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
78 122 114 188 209 331 380
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 555,916
COMMITMENTS
74,005 89,189 7,690 381,716 291,653 463,411 388,532 92,505 167,384
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -22,929)
-15,589 -3,886 -5,318 16,438 4,412 -4,469 -4,792 -18,460 -18,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.0 1.4 68.7 52.5 83.4 69.9 16.6 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 11 9 55 56 72 71
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,702,813
COMMITMENTS
507,004 967,162 363,096 2566283 1916454 3436384 3246712 266,429 456,100
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -71,143)
29,520 61,463 4,996 11,068 -59,464 45,584 6,995 -116,727 -78,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 26.1 9.8 69.3 51.8 92.8 87.7 7.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
50 87 67 148 167 244 275
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,012,859
COMMITMENTS
315,953 274,406 507,417 1157999 1173480 1981369 1955302 31,491 57,557
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -241,912)
-478 -27,616 -35,738 -194,082 -170,688 -230,298 -234,041 -11,614 -7,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 13.6 25.2 57.5 58.3 98.4 97.1 1.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
39 46 58 64 74 130 157
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,156
COMMITMENTS
23,331 10,690 2,185 25,540 40,719 51,056 53,594 9,100 6,562
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -607)
1,505 -235 47 -1,309 231 243 43 -850 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 17.8 3.6 42.5 67.7 84.9 89.1 15.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 15 11 34 32 78 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,312
COMMITMENTS
46,663 21,381 4,370 51,079 81,438 102,112 107,188 18,200 13,123
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,214)
3,009 -470 94 -2,617 461 487 85 -1,700 -1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 17.8 3.6 42.5 67.7 84.9 89.1 15.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 15 11 34 32 78 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,065
COMMITMENTS
33,692 50,715 349 16,735 0 50,776 51,064 289 1
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -234)
-221 -332 98 -116 0 -239 -234 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 99.3 0.7 32.8 0.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
33 9 3 3 0 38 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,440
COMMITMENTS
8,560 7,228 9,216 25,659 26,825 43,435 43,269 5 171
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 4,334)
-930 -208 3,143 2,138 1,397 4,351 4,332 -17 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 16.6 21.2 59.1 61.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 16 2 8 20 12 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,642
COMMITMENTS
24,992 5,797 0 2,624 21,767 27,616 27,564 26 78
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 722)
695 116 0 1 572 696 688 26 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.4 21.0 0.0 9.5 78.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 13 0 5 14 8 27
Updated March 9, 2018