WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,717
COMMITMENTS
165,447 142,803 103,548 171,910 183,438 440,905 429,789 29,812 40,928
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,638)
-490 8,369 -4,921 6,958 -1,603 1,547 1,845 91 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 30.3 22.0 36.5 39.0 93.7 91.3 6.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
120 127 131 90 111 294 306
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,640
COMMITMENTS
5,250 700 200 9,090 13,380 14,540 14,280 100 360
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 400)
300 0 0 0 300 300 300 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 4.8 1.4 62.1 91.4 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 8 10 13 13
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,603
COMMITMENTS
90,296 33,937 54,286 97,071 150,341 241,653 238,564 20,950 24,039
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,184)
-4,407 -886 1,653 5,549 1,757 2,795 2,524 389 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 12.9 20.7 37.0 57.3 92.0 90.8 8.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
88 46 72 76 89 200 186
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,831,023
COMMITMENTS
618,180 223,870 320,972 740,706 1052120 1679858 1596962 151,165 234,061
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 38,219)
-5,516 12,327 22,358 12,370 -1,952 29,212 32,733 9,007 5,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 12.2 17.5 40.5 57.5 91.7 87.2 8.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 894)
232 149 184 288 386 617 652
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,584
COMMITMENTS
1,349 1,563 74 1,383 1,916 2,806 3,553 2,778 2,031
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -28)
-81 75 74 369 -46 362 103 -390 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 28.0 1.3 24.8 34.3 50.3 63.6 49.7 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 12 1 11 5 19 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 878,836
COMMITMENTS
245,199 89,551 125,751 458,038 561,400 828,988 776,702 49,848 102,134
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 26,785)
-2,486 14,513 11,873 17,674 4,068 27,061 30,454 -276 -3,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 10.2 14.3 52.1 63.9 94.3 88.4 5.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
190 143 179 196 259 478 513
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 30,853
COMMITMENTS
15,155 3,815 579 629 7,815 16,363 12,209 14,490 18,644
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -307)
-287 -119 14 -8 -23 -281 -128 -26 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 12.4 1.9 2.0 25.3 53.0 39.6 47.0 60.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 9 3 1 16 5 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 512,369
COMMITMENTS
138,256 148,096 117,319 217,981 215,768 473,556 481,183 38,813 31,186
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -2,843)
2,501 -7,716 6,361 -11,072 -75 -2,210 -1,430 -633 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 28.9 22.9 42.5 42.1 92.4 93.9 7.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
102 108 121 89 75 268 265
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,241
COMMITMENTS
148,968 137,114 25,361 567,686 515,746 742,015 678,221 133,226 197,020
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 17,064)
5,699 80 5,359 11,812 9,922 22,870 15,361 -5,806 1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 15.7 2.9 64.9 58.9 84.8 77.5 15.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
43 26 25 92 85 143 129
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,035,496
COMMITMENTS
83,571 271,475 16,885 805,232 626,899 905,688 915,259 129,808 120,237
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 23,697)
16,822 27,289 510 7,323 -11,323 24,655 16,476 -958 7,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 26.2 1.6 77.8 60.5 87.5 88.4 12.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
17 16 19 71 72 97 98
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,829
COMMITMENTS
823 296 306 402 969 1,531 1,571 298 258
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -235)
137 132 -24 -277 -382 -164 -274 -71 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 16.2 16.7 22.0 53.0 83.7 85.9 16.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 5 5 6 5 17 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 523,522
COMMITMENTS
180,326 26,063 87,932 209,186 379,000 477,444 492,995 46,078 30,527
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,752)
-5,186 2,252 4,218 9,678 -244 8,710 6,226 -1,958 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 5.0 16.8 40.0 72.4 91.2 94.2 8.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
130 37 99 96 106 267 225
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,143
COMMITMENTS
1,667 673 693 3,596 5,730 5,956 7,096 2,187 1,047
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -783)
-293 50 -20 -171 -920 -484 -890 -299 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 8.3 8.5 44.2 70.4 73.1 87.1 26.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 6 11 16 14 36 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,230,275
COMMITMENTS
456,847 487,876 168,558 1470148 1390916 2095553 2047350 134,722 182,925
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 142,851)
25,270 2,043 46,670 69,515 93,372 141,455 142,085 1,396 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 21.9 7.6 65.9 62.4 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
58 82 34 146 146 225 241
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,862,526
COMMITMENTS
706,685 1088607 173,477 2602621 1985638 3482783 3247722 379,743 614,804
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 109,886)
9,007 -17,700 27,460 41,215 64,084 77,682 73,844 32,204 36,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 28.2 4.5 67.4 51.4 90.2 84.1 9.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
79 110 68 176 204 289 348
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 547,968
COMMITMENTS
70,712 78,312 4,470 371,094 291,575 446,276 374,357 101,692 173,611
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 9,232)
7,459 1,731 -1,189 7,364 4,247 13,634 4,789 -4,402 4,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 14.3 0.8 67.7 53.2 81.4 68.3 18.6 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 12 7 54 55 73 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,845,338
COMMITMENTS
541,907 1184988 147,983 2878227 2075349 3568117 3408320 277,221 437,018
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 153,339)
-2,543 -16,370 3,626 152,388 154,695 153,471 141,951 -132 11,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 30.8 3.8 74.8 54.0 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
61 79 43 151 174 239 269
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,206,716
COMMITMENTS
288,027 220,912 611,019 1273998 1318618 2173044 2150549 33,672 56,167
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 47,758)
19,557 -870 38,306 -13,551 8,870 44,312 46,306 3,446 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 10.0 27.7 57.7 59.8 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
38 43 60 63 71 133 149
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,111
COMMITMENTS
16,111 11,049 485 25,811 32,714 42,406 44,248 8,705 6,864
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -440)
-665 -4,392 133 -875 3,547 -1,407 -712 967 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 21.6 0.9 50.5 64.0 83.0 86.6 17.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
33 17 6 23 27 61 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,222
COMMITMENTS
32,222 22,098 969 51,621 65,428 84,812 88,495 17,410 13,727
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -879)
-1,329 -8,784 266 -1,750 7,094 -2,813 -1,424 1,934 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 21.6 0.9 50.5 64.0 83.0 86.6 17.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
33 17 6 23 27 61 45
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 73,886
COMMITMENTS
63,699 72,002 251 9,734 1,633 73,684 73,886 202 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -6,541)
-6,622 -6,541 0 100 0 -6,522 -6,541 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.2 97.5 0.3 13.2 2.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
33 10 2 3 1 37 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,343
COMMITMENTS
2,043 8,240 264 27,012 20,732 29,319 29,236 24 107
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -43)
-11 -450 0 14 390 3 -60 -46 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 28.1 0.9 92.1 70.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 18 1 8 19 12 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,937
COMMITMENTS
17,483 6,496 0 1,431 12,369 18,914 18,865 23 72
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 247)
258 36 0 0 226 258 262 -11 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
92.3 34.3 0.0 7.6 65.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 14 0 4 14 11 28
Updated May 18, 2018