WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 473,605
COMMITMENTS
153,893 123,105 113,246 179,369 191,627 446,508 427,978 27,097 45,627
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,275)
3,440 -11,723 1,622 -10,877 3,644 -5,815 -6,457 540 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 26.0 23.9 37.9 40.5 94.3 90.4 5.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
125 113 118 78 112 275 289
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,360
COMMITMENTS
9,770 100 400 12,180 21,700 22,350 22,200 10 160
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 460)
60 0 100 550 300 710 400 -250 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 0.4 1.8 54.5 97.0 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 2 9 16 14 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,656
COMMITMENTS
84,236 52,112 44,230 104,951 132,848 233,417 229,190 21,239 25,466
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,737)
-2,984 9,556 3,993 1,974 -8,165 2,983 5,384 1,754 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 20.5 17.4 41.2 52.2 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
82 53 59 75 84 180 181
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,830,330
COMMITMENTS
597,051 448,699 269,383 794,938 911,118 1661372 1629200 168,958 201,130
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -55,474)
-20,406 12,591 -823 -33,265 -53,794 -54,494 -42,026 -980 -13,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 24.5 14.7 43.4 49.8 90.8 89.0 9.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 891)
207 170 184 306 364 618 649
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,768
COMMITMENTS
1,190 1,266 1 1,511 1,877 2,702 3,144 2,066 1,624
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -316)
14 -51 -49 -189 -182 -224 -282 -92 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 26.6 0.0 31.7 39.4 56.7 65.9 43.3 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 9 1 8 6 13 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 803,511
COMMITMENTS
174,030 178,759 134,843 434,596 399,933 743,469 713,535 60,042 89,976
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -34,781)
941 6,955 -2,009 -31,923 -37,588 -32,991 -32,642 -1,790 -2,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 22.2 16.8 54.1 49.8 92.5 88.8 7.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
176 155 176 195 235 461 511
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,279
COMMITMENTS
10,559 3,519 377 644 7,522 11,580 11,418 14,699 14,861
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,529)
-2,129 104 -175 -18 113 -2,322 42 -207 -2,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 13.4 1.4 2.5 28.6 44.1 43.4 55.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 9 5 5 20 11 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 494,841
COMMITMENTS
124,451 170,320 97,922 232,898 190,697 455,271 458,939 39,570 35,902
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,311)
-7,652 1,027 -2,616 6,056 -2,093 -4,212 -3,682 -1,099 -1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 34.4 19.8 47.1 38.5 92.0 92.7 8.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
79 126 122 90 72 253 266
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 798,849
COMMITMENTS
122,253 138,029 11,668 519,373 470,829 653,294 620,526 145,555 178,323
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,467)
13,125 18,924 -7,870 -2,911 -2,065 2,344 8,989 123 -6,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 17.3 1.5 65.0 58.9 81.8 77.7 18.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
47 25 17 77 86 127 125
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 969,594
COMMITMENTS
79,424 273,623 19,457 735,493 576,866 834,374 869,946 135,220 99,648
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,051)
-4,390 4,092 1,362 4,498 191 1,470 5,645 4,581 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 28.2 2.0 75.9 59.5 86.1 89.7 13.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
18 18 20 67 67 94 96
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,945
COMMITMENTS
762 595 209 692 769 1,663 1,573 282 372
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2)
137 -28 31 -187 -32 -19 -29 21 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 30.6 10.7 35.6 39.5 85.5 80.9 14.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 3 8 9 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 510,794
COMMITMENTS
133,687 31,872 119,884 210,705 321,083 464,276 472,839 46,518 37,955
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 15,491)
-3,148 776 14,457 4,336 -714 15,645 14,519 -154 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 6.2 23.5 41.3 62.9 90.9 92.6 9.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
102 41 118 102 97 268 235
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,270
COMMITMENTS
1,398 2,595 22 4,406 3,722 5,826 6,339 1,444 931
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -937)
-271 -591 -51 -157 143 -479 -499 -458 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 35.7 0.3 60.6 51.2 80.1 87.2 19.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 12 3 13 12 32 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,893,076
COMMITMENTS
464,499 475,542 77,852 1225528 1168391 1767879 1721785 125,197 171,291
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 40,796)
-26,958 7,536 20,398 46,166 16,591 39,606 44,525 1,190 -3,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 25.1 4.1 64.7 61.7 93.4 91.0 6.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
61 74 30 140 134 214 225
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,572,006
COMMITMENTS
456,977 957,053 159,771 2618800 1950332 3235548 3067156 336,458 504,850
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 103,071)
-78,872 65,880 -2,755 188,848 43,732 107,221 106,857 -4,150 -3,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 26.8 4.5 73.3 54.6 90.6 85.9 9.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
74 101 56 180 212 281 342
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 549,708
COMMITMENTS
69,221 52,692 10,785 368,185 303,944 448,191 367,421 101,517 182,287
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,245)
-500 502 -860 6,203 -2,290 4,843 -2,648 1,402 8,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 9.6 2.0 67.0 55.3 81.5 66.8 18.5 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
16 11 7 55 54 76 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,838,219
COMMITMENTS
601,030 1149149 147,018 2833102 2134490 3581150 3430657 257,069 407,562
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 88,344)
41,192 43,085 -16,139 63,014 58,641 88,067 85,587 277 2,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 29.9 3.8 73.8 55.6 93.3 89.4 6.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
54 80 37 131 173 208 267
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,913,210
COMMITMENTS
275,871 142,501 475,424 1130341 1237606 1881636 1855531 31,574 57,679
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -120,187)
-85,444 1,749 -6,856 -29,803 -119,335 -122,103 -124,442 1,916 4,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 7.4 24.8 59.1 64.7 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
26 36 49 59 68 110 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,911
COMMITMENTS
14,866 9,017 2,175 16,557 25,378 33,598 36,569 8,313 5,342
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,487)
-532 -2,781 1,028 -982 -258 -486 -2,011 -1,001 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 21.5 5.2 39.5 60.6 80.2 87.3 19.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 16 11 27 27 67 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,821
COMMITMENTS
29,731 18,033 4,350 33,114 50,755 67,195 73,138 16,626 10,683
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,974)
-1,064 -5,561 2,055 -1,963 -515 -972 -4,021 -2,002 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 21.5 5.2 39.5 60.6 80.2 87.3 19.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 16 11 27 27 67 48
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,620
COMMITMENTS
2,696 649 0 25,218 28,210 27,914 28,859 1,706 761
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,417)
318 649 0 1,969 1,778 2,287 2,427 130 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.2 0.0 85.1 95.2 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 12 12 14 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 47,435
COMMITMENTS
35,322 46,961 452 11,504 0 47,278 47,413 157 22
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,590)
-9,841 -4,764 157 5,128 0 -4,556 -4,607 -34 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 99.0 1.0 24.3 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
29 13 2 3 0 33 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,922
COMMITMENTS
16,543 12,647 229 14,115 17,952 30,887 30,828 35 94
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -606)
-1,947 -685 0 1,334 32 -613 -653 7 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 40.9 0.7 45.6 58.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 15 1 9 17 14 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,011
COMMITMENTS
12,175 7,189 9 3,817 8,724 16,001 15,922 10 89
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -827)
-863 -1,105 0 42 245 -821 -860 -6 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.0 44.9 0.1 23.8 54.5 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 11 1 4 11 11 22
Updated July 6, 2018