WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,157
COMMITMENTS
141,653 231,046 176,702 223,835 140,706 542,190 548,455 48,967 42,702
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 43,435)
3,875 21,140 23,231 15,326 -1,408 42,433 42,964 1,002 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 39.1 29.9 37.9 23.8 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
166 162 175 116 114 377 370
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,736
COMMITMENTS
77,881 57,832 38,612 97,397 117,598 213,891 214,043 22,845 22,693
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 9,367)
-1,141 9,212 2,026 7,302 -1,615 8,187 9,623 1,180 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 24.4 16.3 41.1 49.7 90.3 90.4 9.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
74 55 63 91 89 194 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,818,223
COMMITMENTS
369,213 331,357 473,499 765,840 778,949 1608552 1583804 209,671 234,418
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 62,843)
-7,480 55,761 41,648 21,126 -36,308 55,294 61,101 7,549 1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 18.2 26.0 42.1 42.8 88.5 87.1 11.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 803)
212 167 237 334 339 668 647
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,021
COMMITMENTS
2,327 981 863 1,382 4,156 4,572 6,000 2,449 1,021
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 127)
339 -24 -2 78 220 416 195 -289 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 14.0 12.3 19.7 59.2 65.1 85.5 34.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 6 6 11 13 33 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,245
COMMITMENTS
185,565 101,342 227,101 413,850 418,434 826,516 746,876 55,730 135,369
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 31,176)
-18,406 16,745 17,103 32,203 -1,683 30,900 32,165 276 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 11.5 25.7 46.9 47.4 93.7 84.7 6.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
181 192 248 197 238 512 566
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,934
COMMITMENTS
8,255 1,553 45 1,310 3,484 9,610 5,082 11,324 15,852
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 52)
38 4 10 8 213 56 227 -4 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 7.4 0.2 6.3 16.6 45.9 24.3 54.1 75.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 2 3 10 10 16
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,050
COMMITMENTS
2,871 1,091 1,581 4,123 5,718 8,575 8,389 474 660
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 516)
-327 -168 209 623 456 506 498 10 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 12.1 17.5 45.6 63.2 94.8 92.7 5.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 8 9 12 18 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 442,204
COMMITMENTS
90,553 107,948 96,294 221,959 208,141 408,805 412,382 33,398 29,821
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 24,070)
-2,014 24,781 3,819 22,674 -6,648 24,479 21,952 -409 2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 24.4 21.8 50.2 47.1 92.4 93.3 7.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
89 102 106 91 85 245 246
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 785,661
COMMITMENTS
83,906 135,031 104,412 453,120 366,193 641,438 605,636 144,223 180,025
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -22,454)
-3,073 -263 -5,453 -16,522 -16,115 -25,048 -21,832 2,594 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 17.2 13.3 57.7 46.6 81.6 77.1 18.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
31 35 47 69 74 126 130
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 712,930
COMMITMENTS
56,556 131,332 3,641 533,972 465,971 594,169 600,944 118,761 111,986
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 10,772)
2,048 -541 -252 5,180 18,487 6,976 17,694 3,796 -6,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 18.4 0.5 74.9 65.4 83.3 84.3 16.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
8 14 7 57 52 68 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,817
COMMITMENTS
3,089 20 564 723 4,084 4,376 4,668 441 149
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 358)
49 20 179 8 139 236 338 122 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 0.4 11.7 15.0 84.8 90.8 96.9 9.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
15 1 4 5 11 21 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 406,913
COMMITMENTS
119,867 37,505 65,022 173,734 268,119 358,623 370,646 48,290 36,267
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 12,707)
2,553 4,818 5,203 3,067 31 10,823 10,051 1,884 2,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.2 16.0 42.7 65.9 88.1 91.1 11.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
89 61 88 89 95 226 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,879
COMMITMENTS
2,237 4,836 727 6,009 4,592 8,973 10,155 2,906 1,724
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 162)
157 6 181 -147 320 191 507 -29 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 40.7 6.1 50.6 38.7 75.5 85.5 24.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 20 10 23 15 48 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,471,153
COMMITMENTS
221,658 380,388 75,787 1064230 849,007 1361675 1305182 109,478 165,971
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 10,987)
15,978 8,200 -8,935 3,205 10,340 10,248 9,605 739 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 25.9 5.2 72.3 57.7 92.6 88.7 7.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
46 64 41 116 121 184 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,696,225
COMMITMENTS
605,721 674,283 414,332 2329096 2032984 3349149 3121599 347,075 574,625
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -140,218)
27,095 -102,294 -43,780 -113,128 8,637 -129,814 -137,438 -10,405 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 18.2 11.2 63.0 55.0 90.6 84.5 9.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
81 105 105 172 188 311 340
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 332,985
COMMITMENTS
54,011 51,160 975 207,794 176,468 262,780 228,603 70,205 104,382
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,011)
-564 -1,723 463 -1,418 3,181 -1,518 1,921 3,529 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 15.4 0.3 62.4 53.0 78.9 68.7 21.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 7 4 34 35 46 43
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,260,519
COMMITMENTS
360,726 647,954 265,086 2373528 1980943 2999340 2893983 261,179 366,536
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -99,801)
14,441 -37,261 -44,201 -86,751 27,225 -116,511 -54,238 16,711 -45,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.9 8.1 72.8 60.8 92.0 88.8 8.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
48 78 74 139 160 232 267
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,659,255
COMMITMENTS
159,022 367,128 339,691 1120785 886,587 1619498 1593406 39,757 65,849
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 90,565)
-467 14,925 11,109 83,296 61,797 93,937 87,831 -3,373 2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 22.1 20.5 67.5 53.4 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 43 51 62 75 122 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,335
COMMITMENTS
39,722 5,317 3,739 13,526 50,627 56,988 59,683 10,347 7,653
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -21,858)
-3,635 -1,310 -568 -16,357 -18,640 -20,561 -20,518 -1,297 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 7.9 5.6 20.1 75.2 84.6 88.6 15.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
50 23 11 25 31 78 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 134,671
COMMITMENTS
79,445 10,634 7,478 27,053 101,253 113,976 119,365 20,695 15,306
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -43,715)
-7,271 -2,620 -1,136 -32,714 -37,279 -41,121 -41,035 -2,594 -2,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 7.9 5.6 20.1 75.2 84.6 88.6 15.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
50 23 11 25 31 78 62
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,150
COMMITMENTS
31,445 34,732 369 3,211 0 35,025 35,101 125 49
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -35,535)
-19,320 -19,284 -9,562 0 0 -28,882 -28,846 -6,653 -6,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.5 98.8 1.0 9.1 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
24 9 1 2 0 27 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,797
COMMITMENTS
18,029 6,466 52 13,663 25,144 31,744 31,662 53 135
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 171)
-1,036 -1 -4 1,221 161 181 156 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 20.3 0.2 43.0 79.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 14 1 8 20 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,704
COMMITMENTS
20,196 4,491 136 7,366 23,016 27,698 27,643 6 61
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,001)
-177 919 -20 1,217 102 1,020 1,001 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 16.2 0.5 26.6 83.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 11 1 6 11 18 23
Updated March 24, 2017