WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 498,553
COMMITMENTS
171,266 129,417 123,206 171,125 202,744 465,597 455,367 32,956 43,186
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 27,836)
5,819 -13,386 19,658 -785 19,306 24,692 25,578 3,144 2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 26.0 24.7 34.3 40.7 93.4 91.3 6.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
132 122 130 92 112 305 301
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 17,600
COMMITMENTS
7,060 600 200 10,190 16,590 17,450 17,390 150 210
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,960)
1,810 -100 0 1,100 3,210 2,910 3,110 50 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 3.4 1.1 57.9 94.3 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 8 12 13 15
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 268,541
COMMITMENTS
91,114 32,118 53,764 101,872 158,469 246,750 244,351 21,791 24,190
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 5,938)
818 -1,819 -522 4,801 8,128 5,097 5,787 841 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 12.0 20.0 37.9 59.0 91.9 91.0 8.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
90 47 74 74 89 200 186
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,884,621
COMMITMENTS
632,919 232,581 347,257 747,444 1067754 1727620 1647592 157,001 237,029
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 53,598)
14,739 8,711 26,285 6,738 15,634 47,762 50,630 5,836 2,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 12.3 18.4 39.7 56.7 91.7 87.4 8.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 918)
237 163 203 286 387 637 672
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,248
COMMITMENTS
1,357 1,389 0 1,157 1,856 2,514 3,245 2,734 2,003
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -336)
8 -174 -74 -226 -60 -292 -308 -44 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 26.5 0.0 22.0 35.4 47.9 61.8 52.1 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 10 0 10 5 17 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 897,471
COMMITMENTS
231,529 88,059 130,038 483,470 577,406 845,037 795,503 52,434 101,968
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 18,635)
-13,670 -1,492 4,287 25,432 16,006 16,049 18,801 2,586 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 9.8 14.5 53.9 64.3 94.2 88.6 5.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
204 133 183 194 259 489 509
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 30,828
COMMITMENTS
15,131 3,895 591 626 7,864 16,348 12,350 14,480 18,478
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -25)
-24 80 12 -3 49 -15 141 -10 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 12.6 1.9 2.0 25.5 53.0 40.1 47.0 59.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 10 3 1 16 5 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 515,544
COMMITMENTS
138,504 136,694 121,224 215,690 227,781 475,418 485,699 40,126 29,845
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 3,175)
248 -11,402 3,905 -2,291 12,013 1,862 4,516 1,313 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 26.5 23.5 41.8 44.2 92.2 94.2 7.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
103 101 128 90 76 273 266
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,929
COMMITMENTS
153,092 158,383 38,102 586,660 510,501 777,854 706,986 131,075 201,943
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 33,688)
4,124 21,269 12,741 18,974 -5,245 35,839 28,765 -2,151 4,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 17.4 4.2 64.5 56.2 85.6 77.8 14.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
46 26 29 94 87 149 134
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,050,972
COMMITMENTS
80,649 275,072 21,033 820,487 623,045 922,169 919,150 128,803 131,822
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 15,476)
-2,922 3,597 4,148 15,255 -3,854 16,481 3,891 -1,005 11,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 26.2 2.0 78.1 59.3 87.7 87.5 12.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
17 19 21 75 70 103 99
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,881
COMMITMENTS
405 343 440 690 881 1,535 1,664 346 217
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 52)
-418 47 134 288 -88 4 93 48 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 18.2 23.4 36.7 46.8 81.6 88.5 18.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 4 8 8 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 519,836
COMMITMENTS
173,640 28,173 88,409 208,910 372,041 470,959 488,623 48,877 31,213
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -3,686)
-6,686 2,110 477 -276 -6,959 -6,485 -4,372 2,799 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 5.4 17.0 40.2 71.6 90.6 94.0 9.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
124 43 99 96 103 265 223
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,148
COMMITMENTS
1,869 1,349 692 3,553 4,920 6,114 6,961 2,034 1,187
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 5)
202 676 -1 -43 -810 158 -135 -153 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 16.6 8.5 43.6 60.4 75.0 85.4 25.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 11 11 14 12 37 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,273,024
COMMITMENTS
467,934 463,410 148,180 1509368 1462942 2125482 2074532 147,542 198,492
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 42,749)
11,087 -24,466 -20,378 39,220 72,026 29,929 27,182 12,820 15,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.4 6.5 66.4 64.4 93.5 91.3 6.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
60 75 36 142 148 224 238
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,074,782
COMMITMENTS
710,120 1068747 271,073 2744240 2114027 3725433 3453847 349,349 620,935
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 212,256)
3,435 -19,860 97,596 141,619 128,389 242,650 206,125 -30,394 6,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 26.2 6.7 67.3 51.9 91.4 84.8 8.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
73 110 70 183 216 293 360
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 558,775
COMMITMENTS
59,111 54,592 2,913 383,832 312,833 445,856 370,338 112,919 188,437
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 10,807)
-11,601 -23,720 -1,557 12,738 21,258 -420 -4,019 11,227 14,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 9.8 0.5 68.7 56.0 79.8 66.3 20.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 10 7 52 58 68 72
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,933,642
COMMITMENTS
541,531 1171360 201,512 2903390 2106794 3646433 3479666 287,209 453,976
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 88,304)
-376 -13,628 53,529 25,163 31,445 78,316 71,346 9,988 16,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 29.8 5.1 73.8 53.6 92.7 88.5 7.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
60 78 49 154 173 239 277
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,199,234
COMMITMENTS
304,109 224,304 610,435 1250636 1304954 2165180 2139693 34,054 59,541
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -7,482)
16,082 3,392 -584 -23,362 -13,664 -7,864 -10,856 382 3,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 10.2 27.8 56.9 59.3 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
38 43 59 59 69 130 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,450
COMMITMENTS
15,984 8,865 934 25,369 34,949 42,287 44,748 9,164 6,703
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 339)
-127 -2,184 450 -442 2,235 -120 500 459 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 17.2 1.8 49.3 67.9 82.2 87.0 17.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
33 19 6 26 29 63 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,900
COMMITMENTS
31,968 17,730 1,868 50,737 69,897 84,573 89,495 18,327 13,405
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 678)
-254 -4,368 899 -884 4,469 -239 1,000 917 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 17.2 1.8 49.3 67.9 82.2 87.0 17.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
33 19 6 26 29 63 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 23,012
COMMITMENTS
210 239 0 21,456 22,023 21,666 22,262 1,346 750
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.0 0.0 93.2 95.7 94.2 96.7 5.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 11 9 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 78,801
COMMITMENTS
68,560 76,873 295 9,727 1,633 78,582 78,801 219 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,915)
4,861 4,871 44 -7 0 4,898 4,915 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 97.6 0.4 12.3 2.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
35 8 2 3 1 39 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,672
COMMITMENTS
2,599 9,255 264 26,762 20,041 29,625 29,560 47 112
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 329)
556 1,015 0 -250 -691 306 324 23 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 31.2 0.9 90.2 67.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 17 1 8 19 15 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,573
COMMITMENTS
18,111 8,931 0 1,391 10,594 19,502 19,525 71 48
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 636)
628 2,435 0 -40 -1,775 588 660 48 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
92.5 45.6 0.0 7.1 54.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 15 0 3 13 9 28
Updated May 25, 2018