WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 605,728
COMMITMENTS
136,462 244,486 182,917 234,817 132,895 554,196 560,298 51,532 45,430
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,572)
-5,191 13,440 6,215 10,982 -7,811 12,006 11,844 2,566 2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 40.4 30.2 38.8 21.9 91.5 92.5 8.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
150 172 166 116 114 367 363
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 258,540
COMMITMENTS
85,199 78,263 39,286 108,936 116,950 233,421 234,499 25,119 24,041
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 21,804)
7,318 20,430 674 11,539 -648 19,530 20,456 2,273 1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 30.3 15.2 42.1 45.2 90.3 90.7 9.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
80 56 67 91 90 200 195
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,814,115
COMMITMENTS
347,441 390,970 462,623 788,319 730,051 1598383 1583644 215,731 230,471
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -4,108)
-21,772 59,613 -10,876 22,479 -48,898 -10,169 -161 6,061 -3,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 21.6 25.5 43.5 40.2 88.1 87.3 11.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 811)
215 166 238 338 337 681 646
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,250
COMMITMENTS
2,109 885 883 1,622 4,391 4,614 6,159 2,636 1,090
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 229)
-218 -96 20 240 235 42 159 187 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 12.2 12.2 22.4 60.6 63.6 85.0 36.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 4 6 12 13 31 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 900,849
COMMITMENTS
173,305 117,185 232,291 439,528 414,459 845,124 763,935 55,725 136,913
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 18,604)
-12,260 15,844 5,190 25,678 -3,974 18,608 17,059 -5 1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 13.0 25.8 48.8 46.0 93.8 84.8 6.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
185 181 238 202 239 507 559
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,647
COMMITMENTS
3,332 1,568 6 1,386 3,536 4,724 5,110 14,923 14,537
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -1,287)
-4,923 15 -39 76 52 -4,886 28 3,599 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.0 0.0 7.1 18.0 24.0 26.0 76.0 74.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 1 4 10 9 15
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,858
COMMITMENTS
3,053 1,253 1,915 4,384 6,034 9,352 9,202 507 657
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 809)
181 162 334 261 316 776 812 33 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 12.7 19.4 44.5 61.2 94.9 93.3 5.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 8 9 13 18 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 441,972
COMMITMENTS
91,785 104,459 103,077 214,012 202,406 408,874 409,943 33,098 32,029
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -232)
1,232 -3,488 6,783 -7,947 -5,735 68 -2,440 -300 2,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 23.6 23.3 48.4 45.8 92.5 92.8 7.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
88 97 105 90 83 239 242
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,600
COMMITMENTS
95,927 120,251 76,947 420,040 366,167 592,913 563,365 144,687 174,235
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -48,061)
12,020 -14,780 -27,465 -33,080 -26 -48,525 -42,271 464 -5,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.3 10.4 56.9 49.6 80.4 76.4 19.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 32 42 63 69 117 120
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 705,073
COMMITMENTS
40,176 124,931 3,400 542,658 468,566 586,234 596,897 118,839 108,176
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -7,857)
-16,380 -6,401 -241 8,686 2,595 -7,935 -4,047 78 -3,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 17.7 0.5 77.0 66.5 83.1 84.7 16.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
8 13 6 58 53 69 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,135
COMMITMENTS
3,339 26 365 1,082 4,619 4,786 5,010 349 125
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 318)
250 6 -199 359 535 410 342 -92 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 0.5 7.1 21.1 90.0 93.2 97.6 6.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 1 4 10 11 27 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 407,274
COMMITMENTS
101,160 49,891 74,401 185,942 245,345 361,503 369,638 45,771 37,636
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 361)
-18,707 12,386 9,380 12,208 -22,774 2,880 -1,008 -2,519 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 12.3 18.3 45.7 60.2 88.8 90.8 11.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
74 75 93 97 94 228 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,619
COMMITMENTS
2,190 4,519 808 5,645 4,436 8,644 9,763 2,974 1,855
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -261)
-47 -317 81 -364 -156 -329 -392 69 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 38.9 7.0 48.6 38.2 74.4 84.0 25.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 20 11 22 14 47 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,386,538
COMMITMENTS
284,876 310,788 38,107 955,162 884,498 1278146 1233394 108,393 153,145
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -84,615)
63,218 -69,600 -37,679 -109,068 35,490 -83,529 -71,788 -1,085 -12,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 22.4 2.7 68.9 63.8 92.2 89.0 7.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
50 59 39 111 124 181 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,563,814
COMMITMENTS
639,522 690,159 348,049 2212658 1964016 3200229 3002224 363,585 561,590
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -132,411)
33,801 15,875 -66,283 -116,438 -68,968 -148,920 -119,376 16,509 -13,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 19.4 9.8 62.1 55.1 89.8 84.2 10.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
79 98 100 171 184 303 329
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 334,839
COMMITMENTS
56,781 53,980 779 204,899 179,171 262,459 233,930 72,381 100,910
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,854)
2,770 2,820 -197 -2,895 2,703 -321 5,326 2,176 -3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.1 0.2 61.2 53.5 78.4 69.9 21.6 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 7 5 33 34 46 42
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,206,631
COMMITMENTS
420,293 649,782 205,896 2326200 1999372 2952389 2855050 254,242 351,581
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -53,887)
59,567 1,828 -59,190 -47,329 18,429 -46,951 -38,933 -6,937 -14,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 20.3 6.4 72.5 62.4 92.1 89.0 7.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
51 71 70 132 158 225 257
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,666,959
COMMITMENTS
153,550 373,085 316,713 1157434 915,410 1627697 1605208 39,262 61,751
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 7,704)
-5,472 5,957 -22,978 36,649 28,823 8,199 11,802 -495 -4,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 22.4 19.0 69.4 54.9 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
28 43 47 61 75 117 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,096
COMMITMENTS
41,489 4,590 3,724 12,846 52,365 58,059 60,679 10,038 7,417
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 761)
1,766 -727 -15 -681 1,738 1,071 996 -310 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 6.7 5.5 18.9 76.9 85.3 89.1 14.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
55 17 12 27 37 85 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 136,192
COMMITMENTS
82,977 9,179 7,448 25,691 104,730 116,117 121,358 20,075 14,834
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,521)
3,533 -1,454 -30 -1,362 3,477 2,141 1,993 -620 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 6.7 5.5 18.9 76.9 85.3 89.1 14.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
55 17 12 27 37 85 63
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,949
COMMITMENTS
31,296 34,506 369 3,211 0 34,876 34,875 73 74
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -201)
-149 -226 0 0 0 -149 -226 -52 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.5 98.7 1.1 9.2 0.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
24 10 1 2 0 27 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,006
COMMITMENTS
15,843 6,988 92 16,065 24,783 32,000 31,863 6 143
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 209)
-2,186 522 40 2,402 -361 256 201 -47 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 21.8 0.3 50.2 77.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 15 1 10 20 19 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,553
COMMITMENTS
17,217 4,220 180 10,134 23,056 27,531 27,456 22 97
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -151)
-2,979 -271 44 2,768 40 -167 -187 16 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 15.3 0.7 36.8 83.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 2 6 11 17 22
Updated June 6, 2017