WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,880
COMMITMENTS
150,453 134,828 111,624 190,246 187,983 452,323 434,435 26,557 44,445
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -13,545)
-9,502 -6,726 570 -3,804 -7,058 -12,736 -13,214 -809 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 28.2 23.3 39.7 39.3 94.5 90.7 5.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
119 130 131 94 106 297 301
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,900
COMMITMENTS
9,710 100 300 11,630 21,400 21,640 21,800 260 100
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -40)
-50 100 0 10 -140 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 0.5 1.4 53.1 97.7 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 16 15 17
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,919
COMMITMENTS
87,220 42,556 40,237 102,977 141,013 230,434 223,806 19,485 26,113
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -22,032)
-5,367 12,134 -10,243 -5,940 -23,802 -21,550 -21,911 -482 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 17.0 16.1 41.2 56.4 92.2 89.6 7.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
86 52 63 77 82 188 182
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,885,804
COMMITMENTS
617,457 436,108 270,206 828,203 964,912 1715866 1671226 169,938 214,578
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -106,365)
-60,945 22,628 -28,326 -18,384 -96,281 -107,655 -101,979 1,290 -4,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 23.1 14.3 43.9 51.2 91.0 88.6 9.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 880)
215 156 179 351 372 659 642
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,084
COMMITMENTS
1,176 1,317 50 1,700 2,059 2,926 3,426 2,158 1,658
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -212)
142 53 -257 -83 67 -198 -137 -14 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 25.9 1.0 33.4 40.5 57.6 67.4 42.4 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 8 2 9 7 14 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 838,292
COMMITMENTS
173,089 171,804 136,852 466,519 437,521 776,460 746,177 61,832 92,115
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -79,253)
-51,576 5,318 -11,721 -18,527 -70,217 -81,824 -76,620 2,571 -2,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.5 16.3 55.7 52.2 92.6 89.0 7.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
169 146 172 206 238 471 499
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 28,808
COMMITMENTS
12,688 3,415 552 662 7,409 13,902 11,376 14,906 17,432
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -2,479)
-1,780 385 -506 46 -680 -2,240 -801 -239 -1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 11.9 1.9 2.3 25.7 48.3 39.5 51.7 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 9 5 6 20 12 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 500,152
COMMITMENTS
132,103 169,293 100,538 226,842 192,790 459,483 462,621 40,669 37,531
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -25,491)
-2,564 -1,566 -16,238 -10,168 -10,510 -28,970 -28,314 3,479 2,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 33.8 20.1 45.4 38.5 91.9 92.5 8.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
83 107 116 90 72 248 257
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 796,382
COMMITMENTS
109,128 119,105 19,538 522,284 472,894 650,950 611,537 145,432 184,845
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -10,199)
-1,177 65 -939 -15,999 -9,533 -18,115 -10,407 7,916 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 15.0 2.5 65.6 59.4 81.7 76.8 18.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
48 19 21 81 78 134 113
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 963,543
COMMITMENTS
83,814 269,531 18,095 730,995 576,675 832,904 864,301 130,639 99,242
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -13,453)
-219 -3,783 -11,436 -9,265 -341 -20,920 -15,560 7,467 2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 28.0 1.9 75.9 59.8 86.4 89.7 13.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
20 19 22 68 67 97 99
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,943
COMMITMENTS
625 623 178 879 801 1,682 1,602 261 341
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -57)
13 155 -110 80 -92 -17 -47 -40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 32.1 9.2 45.2 41.2 86.6 82.4 13.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 3 8 9 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 495,303
COMMITMENTS
136,835 31,096 105,427 206,369 321,797 448,631 458,320 46,672 36,983
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -16,111)
-17,119 -956 3,444 -2,986 -21,476 -16,661 -18,988 550 2,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 6.3 21.3 41.7 65.0 90.6 92.5 9.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
106 40 114 105 102 273 234
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,207
COMMITMENTS
1,669 3,186 73 4,563 3,579 6,305 6,838 1,902 1,369
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -1,945)
-773 -886 -478 -646 -307 -1,897 -1,671 -48 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 38.8 0.9 55.6 43.6 76.8 83.3 23.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 13 4 13 11 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,852,280
COMMITMENTS
491,457 468,006 57,454 1179362 1151800 1728273 1677260 124,007 175,020
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 35,863)
34,663 15,616 -2,118 -1,045 25,393 31,500 38,891 4,363 -3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 25.3 3.1 63.7 62.2 93.3 90.6 6.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
65 69 34 135 136 217 222
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,468,935
COMMITMENTS
535,849 891,173 162,526 2429952 1906600 3128327 2960299 340,608 508,636
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 18,048)
-21,921 -26,060 13,092 8,222 48,037 -607 35,069 18,655 -17,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 25.7 4.7 70.0 55.0 90.2 85.3 9.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
74 96 50 177 203 275 325
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 543,463
COMMITMENTS
69,721 52,190 11,645 361,982 306,234 443,348 370,069 100,115 173,394
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 14,543)
7,893 9,438 1,215 67 2,858 9,175 13,511 5,368 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 9.6 2.1 66.6 56.3 81.6 68.1 18.4 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
16 11 8 56 56 77 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,749,875
COMMITMENTS
559,838 1106064 163,157 2770088 2075849 3493083 3345070 256,792 404,805
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -11,882)
-5,044 27,076 -6,332 -1,824 -33,614 -13,200 -12,870 1,318 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 29.5 4.4 73.9 55.4 93.2 89.2 6.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
51 78 41 131 175 210 266
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,033,397
COMMITMENTS
361,315 140,752 482,280 1160144 1356941 2003739 1979973 29,658 53,424
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -42,493)
-6,875 -14,826 -12,577 -9,162 -235 -28,614 -27,638 -13,879 -14,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 6.9 23.7 57.1 66.7 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 36 55 59 67 116 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,398
COMMITMENTS
15,398 11,797 1,148 17,539 25,635 34,084 38,580 9,314 4,818
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 98)
-792 2,290 376 50 -1,676 -366 990 464 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 27.2 2.6 40.4 59.1 78.5 88.9 21.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 16 9 27 32 63 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,795
COMMITMENTS
30,795 23,594 2,295 35,077 51,270 68,167 77,159 18,628 9,636
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 195)
-1,584 4,579 752 100 -3,352 -732 1,979 927 -1,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 27.2 2.6 40.4 59.1 78.5 88.9 21.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 16 9 27 32 63 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,203
COMMITMENTS
2,378 0 0 23,249 26,432 25,627 26,432 1,576 771
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.0 0.0 85.5 97.2 94.2 97.2 5.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 9 13 9
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 52,025
COMMITMENTS
45,163 51,725 295 6,376 0 51,834 52,020 191 5
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -11,973)
-2,693 -2,787 -9,191 -124 0 -12,008 -11,978 35 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.8 99.4 0.6 12.3 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
33 11 2 2 0 36 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,528
COMMITMENTS
18,490 13,332 229 12,781 17,920 31,500 31,481 28 47
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -656)
-414 -633 -13 -186 9 -613 -637 -43 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 42.3 0.7 40.5 56.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 15 1 9 17 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,838
COMMITMENTS
13,038 8,294 9 3,775 8,479 16,822 16,782 16 56
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 173)
548 176 0 -380 4 168 180 5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.4 49.3 0.1 22.4 50.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 12 1 3 12 11 24
Updated June 29, 2018