WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 471,315
COMMITMENTS
158,467 119,908 102,402 181,339 203,844 442,208 426,154 29,107 45,161
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,244)
5,296 -2,184 -3,409 -2,320 7,979 -433 2,386 1,677 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 25.4 21.7 38.5 43.3 93.8 90.4 6.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
123 111 111 88 118 276 289
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,220
COMMITMENTS
8,670 100 600 12,810 21,040 22,080 21,740 140 480
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 150)
-800 0 100 950 -90 250 10 -100 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 0.5 2.7 57.7 94.7 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 3 11 16 17 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,418
COMMITMENTS
88,120 55,774 51,870 115,069 143,374 255,059 251,018 19,359 23,400
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 8,071)
1,915 3,819 3,572 2,695 2,491 8,182 9,882 -111 -1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 20.3 18.9 41.9 52.2 92.9 91.5 7.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
83 53 66 78 88 192 186
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,845,765
COMMITMENTS
584,925 494,120 273,971 812,194 885,161 1671090 1653252 174,675 192,513
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 27,710)
626 19,141 20,976 4,417 -3,891 26,019 36,226 1,691 -8,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 26.8 14.8 44.0 48.0 90.5 89.6 9.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 878)
213 165 176 310 362 628 625
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,904
COMMITMENTS
1,339 1,015 17 1,516 2,197 2,872 3,229 2,032 1,675
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 156)
41 -255 16 57 233 114 -6 42 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 20.7 0.3 30.9 44.8 58.6 65.8 41.4 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 3 6 7 13 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 857,941
COMMITMENTS
188,067 186,917 156,664 450,988 425,802 795,719 769,383 62,222 88,558
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 26,209)
1,272 5,269 10,611 13,224 10,615 25,107 26,495 1,102 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 21.8 18.3 52.6 49.6 92.7 89.7 7.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
183 156 176 208 239 483 506
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,398
COMMITMENTS
10,548 3,650 486 571 7,586 11,605 11,722 14,793 14,676
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 88)
42 46 92 -63 25 71 163 17 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 13.8 1.8 2.2 28.7 44.0 44.4 56.0 55.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 9 5 5 20 10 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 517,119
COMMITMENTS
119,344 173,255 112,020 245,398 196,861 476,762 482,136 40,357 34,983
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 17,056)
-6,911 8,513 8,668 14,125 1,117 15,882 18,298 1,174 -1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 33.5 21.7 47.5 38.1 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
85 124 121 96 75 261 271
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 838,041
COMMITMENTS
158,309 141,331 9,737 516,078 504,280 684,124 655,348 153,917 182,693
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 14,244)
17,370 8,767 -5,930 -783 8,945 10,657 11,782 3,587 2,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 16.9 1.2 61.6 60.2 81.6 78.2 18.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
53 24 20 78 82 136 121
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 996,588
COMMITMENTS
82,919 292,828 13,205 755,833 598,116 851,957 904,149 144,631 92,439
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 18,673)
-1,747 17,368 -2,977 19,327 11,492 14,603 25,883 4,070 -7,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 29.4 1.3 75.8 60.0 85.5 90.7 14.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
19 18 17 68 68 94 96
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 522,450
COMMITMENTS
135,026 34,726 120,022 218,052 331,016 473,100 485,764 49,350 36,686
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 6,733)
2,526 -115 -1,376 4,530 9,607 5,680 8,116 1,053 -1,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 6.6 23.0 41.7 63.4 90.6 93.0 9.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
107 40 119 104 95 274 233
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,675
COMMITMENTS
1,550 1,426 168 4,273 5,098 5,991 6,692 1,684 983
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -30)
200 -143 134 -430 -30 -96 -39 66 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 18.6 2.2 55.7 66.4 78.1 87.2 21.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 10 8 14 18 35 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,920,270
COMMITMENTS
472,761 491,904 102,217 1224314 1146984 1799292 1741105 120,978 179,165
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 16,243)
7,781 26,865 14,306 -5,140 -30,890 16,947 10,281 -704 5,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 25.6 5.3 63.8 59.7 93.7 90.7 6.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
60 74 31 136 135 210 226
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,688,390
COMMITMENTS
518,429 987,567 188,842 2646072 1998397 3353343 3174806 335,047 513,584
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 55,338)
35,391 65,381 -13,949 34,106 972 55,548 52,404 -210 2,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 26.8 5.1 71.7 54.2 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
79 97 60 181 207 291 333
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 578,112
COMMITMENTS
76,381 66,605 19,395 379,904 323,229 475,680 409,229 102,432 168,883
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 8,078)
5,136 3,475 923 -770 12,466 5,289 16,864 2,789 -8,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 11.5 3.4 65.7 55.9 82.3 70.8 17.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
15 16 11 55 57 80 74
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,837,162
COMMITMENTS
551,727 1250682 164,706 2853165 2014861 3569598 3430249 267,564 406,913
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -59,268)
-36,061 61,703 -998 -27,430 -118,305 -64,489 -57,600 5,221 -1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 32.6 4.3 74.4 52.5 93.0 89.4 7.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
50 85 38 129 173 205 270
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,886,290
COMMITMENTS
281,734 154,498 486,633 1086276 1188928 1854643 1830059 31,647 56,231
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -23,759)
-10,933 -9,631 29,112 -41,644 -40,093 -23,465 -20,612 -294 -3,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 8.2 25.8 57.6 63.0 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
35 33 52 61 70 117 139
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,209
COMMITMENTS
16,602 6,438 1,503 16,500 28,710 34,605 36,651 8,604 6,558
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 844)
1,229 -980 -258 -607 2,111 365 874 480 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 14.9 3.5 38.2 66.4 80.1 84.8 19.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 22 6 24 30 58 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,417
COMMITMENTS
33,203 12,876 3,006 33,000 57,419 69,209 73,301 17,208 13,116
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,688)
2,458 -1,959 -515 -1,214 4,222 729 1,748 959 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 14.9 3.5 38.2 66.4 80.1 84.8 19.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 22 6 24 30 58 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,445
COMMITMENTS
2,715 461 0 23,531 27,561 26,246 28,022 2,199 423
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -1,132)
-244 -140 0 -1,136 -703 -1,380 -843 248 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 1.6 0.0 82.7 96.9 92.3 98.5 7.7 1.5
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 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,827
COMMITMENTS
29,296 35,359 452 5,924 0 35,672 35,811 155 16
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -7,247)
-1,623 -7,236 0 -5,621 0 -7,244 -7,236 -3 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 98.7 1.3 16.5 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
28 15 2 2 0 31 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,613
COMMITMENTS
16,175 13,852 215 15,158 17,478 31,548 31,545 65 68
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 788)
509 1,031 1 257 -183 767 849 21 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 43.8 0.7 47.9 55.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 16 1 9 17 13 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/17/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,319
COMMITMENTS
10,491 6,487 9 3,775 7,762 14,275 14,258 44 61
CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -560)
-303 -317 0 -286 -253 -589 -570 29 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.3 45.3 0.1 26.4 54.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 12 1 3 12 9 24
Updated July 20, 2018