WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,071
COMMITMENTS
153,171 122,092 105,811 183,659 195,865 442,641 423,768 27,430 46,303
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,534)
-722 -1,013 -7,435 4,290 4,238 -3,867 -4,210 333 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 26.0 22.5 39.1 41.7 94.2 90.1 5.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
117 120 115 83 113 270 293
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,070
COMMITMENTS
9,470 100 500 11,860 21,130 21,830 21,730 240 340
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -290)
-300 0 100 -320 -570 -520 -470 230 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 0.5 2.3 53.7 95.7 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 10 16 15 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,347
COMMITMENTS
86,205 51,955 48,298 112,374 140,883 246,877 241,136 19,470 25,211
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 11,691)
1,969 -157 4,068 7,423 8,035 13,460 11,946 -1,769 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 19.5 18.1 42.2 52.9 92.7 90.5 7.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
81 54 62 75 85 184 182
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,818,055
COMMITMENTS
584,299 474,979 252,995 807,777 889,052 1645071 1617026 172,984 201,029
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -12,275)
-12,752 26,280 -16,388 12,839 -22,066 -16,301 -12,174 4,026 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 26.1 13.9 44.4 48.9 90.5 88.9 9.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 884)
213 168 182 303 360 618 635
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,748
COMMITMENTS
1,298 1,270 1 1,459 1,964 2,758 3,235 1,990 1,513
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -20)
108 4 0 -52 87 56 91 -76 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 26.7 0.0 30.7 41.4 58.1 68.1 41.9 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 10 1 6 6 12 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 831,732
COMMITMENTS
186,795 181,648 146,053 437,764 415,187 770,612 742,888 61,120 88,844
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 28,221)
12,765 2,889 11,210 3,168 15,254 27,143 29,353 1,078 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 21.8 17.6 52.6 49.9 92.7 89.3 7.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
195 150 183 199 239 485 513
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,310
COMMITMENTS
10,506 3,604 394 634 7,561 11,534 11,559 14,776 14,751
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 31)
-53 85 17 -10 39 -46 141 77 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 13.7 1.5 2.4 28.7 43.8 43.9 56.2 56.1
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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 500,063
COMMITMENTS
126,255 164,742 103,352 231,273 195,744 460,880 463,838 39,183 36,225
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 5,222)
1,804 -5,578 5,430 -1,625 5,047 5,609 4,899 -387 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 32.9 20.7 46.2 39.1 92.2 92.8 7.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
86 127 119 92 72 255 265
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 823,797
COMMITMENTS
140,939 132,564 15,667 516,861 495,335 673,467 643,566 150,330 180,231
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 24,948)
18,686 -5,465 3,999 -2,512 24,506 20,173 23,040 4,775 1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 16.1 1.9 62.7 60.1 81.8 78.1 18.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
52 22 20 77 89 132 128
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 977,915
COMMITMENTS
84,666 275,460 16,182 736,506 586,624 837,354 878,266 140,561 99,649
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 8,321)
5,242 1,837 -3,275 1,013 9,758 2,980 8,320 5,341 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 28.2 1.7 75.3 60.0 85.6 89.8 14.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
19 17 20 66 66 93 95
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 515,717
COMMITMENTS
132,500 34,841 121,398 213,522 321,409 467,420 477,648 48,297 38,069
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 4,923)
-1,187 2,969 1,514 2,817 326 3,144 4,809 1,779 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 6.8 23.5 41.4 62.3 90.6 92.6 9.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
104 44 125 99 99 271 242
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,705
COMMITMENTS
1,350 1,569 34 4,703 5,128 6,087 6,731 1,618 974
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 435)
-48 -1,026 12 297 1,406 261 392 174 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 20.4 0.4 61.0 66.6 79.0 87.4 21.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 11 4 15 17 33 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,904,027
COMMITMENTS
464,980 465,039 87,911 1229454 1177874 1782345 1730824 121,682 173,203
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 10,951)
481 -10,503 10,059 3,926 9,483 14,466 9,039 -3,515 1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 24.4 4.6 64.6 61.9 93.6 90.9 6.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
62 72 29 135 139 208 229
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,633,052
COMMITMENTS
483,038 922,186 202,791 2611966 1997425 3297795 3122402 335,257 510,650
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 61,046)
26,061 -34,867 43,020 -6,834 47,093 62,247 55,246 -1,201 5,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 25.4 5.6 71.9 55.0 90.8 85.9 9.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
75 98 60 176 213 283 339
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 570,034
COMMITMENTS
71,245 63,130 18,472 380,674 310,763 470,391 392,365 99,643 177,669
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 20,326)
2,024 10,438 7,687 12,489 6,819 22,200 24,944 -1,874 -4,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 11.1 3.2 66.8 54.5 82.5 68.8 17.5 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
15 13 10 56 54 78 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,896,430
COMMITMENTS
587,788 1188979 165,704 2880595 2133166 3634087 3487849 262,343 408,581
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 58,211)
-13,242 39,830 18,686 47,493 -1,324 52,937 57,192 5,274 1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 30.5 4.3 73.9 54.7 93.3 89.5 6.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
52 85 41 135 172 214 271
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,910,049
COMMITMENTS
292,667 164,129 457,521 1127920 1229021 1878108 1850671 31,941 59,378
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,161)
16,796 21,628 -17,903 -2,421 -8,585 -3,528 -4,860 367 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 8.6 24.0 59.1 64.3 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
23 37 49 61 69 112 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,365
COMMITMENTS
15,373 7,418 1,761 17,107 26,599 34,240 35,777 8,125 6,588
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 454)
507 -1,599 -415 550 1,221 643 -793 -189 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 17.5 4.2 40.4 62.8 80.8 84.4 19.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 20 8 28 29 64 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,729
COMMITMENTS
30,745 14,835 3,521 34,214 53,197 68,480 71,553 16,249 13,176
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 908)
1,014 -3,198 -829 1,100 2,442 1,285 -1,585 -377 2,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 17.5 4.2 40.4 62.8 80.8 84.4 19.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 20 8 28 29 64 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,577
COMMITMENTS
2,959 601 0 24,667 28,264 27,626 28,865 1,951 712
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -43)
263 -48 0 -551 54 -288 6 245 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 2.0 0.0 83.4 95.6 93.4 97.6 6.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 12 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 43,074
COMMITMENTS
30,919 42,595 452 11,545 0 42,916 43,047 158 27
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -4,361)
-4,403 -4,366 0 41 0 -4,362 -4,366 1 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.8 98.9 1.0 26.8 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
30 15 2 3 0 34 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,825
COMMITMENTS
15,666 12,821 214 14,901 17,661 30,781 30,696 44 129
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -97)
-877 174 -15 786 -291 -106 -132 9 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 41.6 0.7 48.3 57.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 14 1 9 17 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,879
COMMITMENTS
10,794 6,804 9 4,061 8,015 14,864 14,828 15 51
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,132)
-1,381 -385 0 244 -709 -1,137 -1,094 5 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 45.7 0.1 27.3 53.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 12 1 5 11 12 23
Updated July 13, 2018