WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,582
COMMITMENTS
137,185 163,380 191,553 222,048 184,223 550,786 539,155 31,796 43,427
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -29,903)
-34 5,014 -23,026 -4,696 -8,933 -27,756 -26,945 -2,147 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 28.0 32.9 38.1 31.6 94.5 92.5 5.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
112 159 159 109 115 334 342
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 279,036
COMMITMENTS
91,677 34,381 67,568 96,726 149,229 255,971 251,178 23,065 27,858
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -14,455)
7,949 -2,851 -8,551 -13,768 -4,481 -14,371 -15,883 -84 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 12.3 24.2 34.7 53.5 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
99 45 85 83 88 220 192
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,259,200
COMMITMENTS
514,986 244,426 647,071 876,472 1086937 2038528 1978434 220,672 280,766
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -123,043)
12,526 9,317 -41,688 -93,814 -80,426 -122,976 -112,797 -67 -10,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 10.8 28.6 38.8 48.1 90.2 87.6 9.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 931)
262 153 278 402 419 792 750
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,323
COMMITMENTS
1,642 1,141 94 917 2,734 2,653 3,969 3,670 2,354
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -336)
75 -174 -159 -195 -306 -279 -639 -57 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 18.1 1.5 14.5 43.2 42.0 62.8 58.0 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 10 3 11 8 20 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,055,909
COMMITMENTS
266,478 66,036 230,427 501,423 626,973 998,328 923,437 57,580 132,472
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -118,951)
-8,589 1,335 -55,124 -51,791 -58,074 -115,504 -111,863 -3,447 -7,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.3 21.8 47.5 59.4 94.5 87.5 5.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698)
219 130 252 227 278 568 573
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 36,245
COMMITMENTS
20,345 3,895 526 652 8,834 21,523 13,255 14,722 22,990
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -213)
-940 -77 -263 -19 -457 -1,222 -797 1,009 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 10.7 1.5 1.8 24.4 59.4 36.6 40.6 63.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 9 4 2 16 7 29
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,675
COMMITMENTS
2,200 659 1,001 1,057 2,632 4,258 4,292 416 383
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 31)
200 126 -263 205 174 141 37 -110 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 14.1 21.4 22.6 56.3 91.1 91.8 8.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 5 6 12 11 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 518,430
COMMITMENTS
134,143 136,304 126,912 220,010 222,369 481,064 485,584 37,365 32,845
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -40,366)
829 8,771 -21,729 -15,309 -25,631 -36,209 -38,588 -4,158 -1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 26.3 24.5 42.4 42.9 92.8 93.7 7.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
115 106 129 96 85 286 281
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,290
COMMITMENTS
138,401 121,226 106,308 573,776 536,519 818,484 764,053 154,806 209,237
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 10,735)
-7,145 12,171 207 20,033 -14,485 13,095 -2,106 -2,360 12,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 12.5 10.9 59.0 55.1 84.1 78.5 15.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
40 29 43 91 92 147 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 976,928
COMMITMENTS
56,750 216,909 16,789 780,046 632,116 853,586 865,814 123,342 111,114
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 10,181)
-271 3,228 2,176 11,190 -5,419 13,096 -14 -2,915 10,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 22.2 1.7 79.8 64.7 87.4 88.6 12.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
16 14 17 66 70 89 94
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,007
COMMITMENTS
827 126 230 606 1,444 1,663 1,800 344 207
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 6.3 11.5 30.2 71.9 82.9 89.7 17.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 3 4 7 15 12
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 556,334
COMMITMENTS
160,547 24,927 132,785 211,965 364,794 505,296 522,505 51,038 33,829
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -32,254)
-4,820 2,288 -18,662 -5,606 -14,545 -29,088 -30,919 -3,166 -1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 4.5 23.9 38.1 65.6 90.8 93.9 9.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
123 55 120 108 110 297 249
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,483
COMMITMENTS
2,167 872 779 3,994 6,914 6,939 8,565 2,544 918
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -430)
390 -133 61 -929 -216 -479 -289 49 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 9.2 8.2 42.1 72.9 73.2 90.3 26.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 8 7 17 17 36 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,072,482
COMMITMENTS
396,994 463,102 187,837 1357289 1235775 1942119 1886714 130,363 185,768
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 7,755)
-22,910 -34,680 40,543 -9,125 -1,025 8,508 4,838 -753 2,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 22.3 9.1 65.5 59.6 93.7 91.0 6.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
57 80 48 151 146 239 243
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,413,818
COMMITMENTS
606,443 1035830 540,395 2866971 2221334 4013809 3797559 400,010 616,259
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 305,258)
-36,635 47,791 123,884 189,843 66,463 277,092 238,138 28,166 67,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 23.5 12.2 65.0 50.3 90.9 86.0 9.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
75 119 106 199 208 331 376
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 539,182
COMMITMENTS
70,145 57,527 7,497 353,369 298,007 431,011 363,031 108,171 176,151
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -7,106)
636 -13,974 -426 -7,050 1,535 -6,840 -12,865 -266 5,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.7 1.4 65.5 55.3 79.9 67.3 20.1 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 9 6 53 55 73 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,844,726
COMMITMENTS
553,820 1114618 346,395 2674167 1919200 3574382 3380213 270,344 464,512
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 61,521)
1,329 4,417 46,335 2,380 -5,594 50,045 45,158 11,477 16,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 29.0 9.0 69.6 49.9 93.0 87.9 7.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
57 77 63 161 172 252 278
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,434,884
COMMITMENTS
421,552 205,396 670,745 1305350 1502106 2397646 2378247 37,237 56,637
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 35,537)
41,533 17,865 -4,419 -4,051 26,336 33,064 39,783 2,474 -4,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.4 27.5 53.6 61.7 98.5 97.7 1.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
36 46 57 57 72 124 149
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,884
COMMITMENTS
15,153 15,295 1,846 29,588 31,397 46,588 48,538 8,296 6,346
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,639)
-2,385 6,546 211 4,426 -2,947 2,252 3,810 386 -1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 27.9 3.4 53.9 57.2 84.9 88.4 15.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 24 16 31 27 74 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,768
COMMITMENTS
30,307 30,589 3,693 59,176 62,794 93,176 97,076 16,593 12,693
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 5,277)
-4,770 13,093 422 8,853 -5,895 4,505 7,620 773 -2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 27.9 3.4 53.9 57.2 84.9 88.4 15.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 24 16 31 27 74 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 52,188
COMMITMENTS
41,942 50,304 251 9,734 1,633 51,927 52,188 261 0
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,297)
4,481 4,297 0 -173 0 4,308 4,297 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 96.4 0.5 18.7 3.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
32 8 2 3 1 36 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,620
COMMITMENTS
2,282 9,609 264 28,027 20,659 30,573 30,532 47 88
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 865)
-475 695 0 1,316 172 841 867 24 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 31.4 0.9 91.5 67.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 17 1 8 19 12 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,366
COMMITMENTS
16,569 6,416 0 1,744 11,891 18,313 18,307 53 59
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 147)
241 -345 0 -130 485 111 140 36 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.2 34.9 0.0 9.5 64.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 12 0 5 12 13 24
Updated April 27, 2018