WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 492,285
COMMITMENTS
188,048 105,237 106,868 158,304 234,579 453,220 446,684 39,065 45,601
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -5,375)
2,899 6,616 5,396 -13,968 -14,870 -5,673 -2,858 298 -2,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 21.4 21.7 32.2 47.7 92.1 90.7 7.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
151 111 149 99 128 323 335
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 20,712
COMMITMENTS
3,160 1,600 1,600 15,842 16,844 20,602 20,044 110 668
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,042)
50 630 170 842 214 1,062 1,014 -20 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 7.7 7.7 76.5 81.3 99.5 96.8 0.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 2 4 15 14 25 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,801
COMMITMENTS
104,134 36,504 41,212 113,629 179,760 258,975 257,476 22,826 24,325
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -4,054)
7,250 -607 -6,908 -3,713 2,324 -3,371 -5,191 -683 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 13.0 14.6 40.3 63.8 91.9 91.4 8.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
89 49 74 76 98 201 199
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,717,134
COMMITMENTS
513,207 390,501 286,016 755,622 850,300 1554845 1526817 162,289 190,317
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -43,366)
-10,331 -11,722 379 -28,209 -29,876 -38,161 -41,219 -5,205 -2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 22.7 16.7 44.0 49.5 90.5 88.9 9.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 887)
196 170 189 345 390 656 664
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,872
COMMITMENTS
1,645 660 109 1,386 2,981 3,140 3,750 1,732 1,122
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 386)
261 109 10 174 698 445 817 -59 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 13.5 2.2 28.4 61.2 64.4 77.0 35.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 3 8 7 20 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 800,037
COMMITMENTS
155,177 190,938 156,664 430,892 368,526 742,733 716,128 57,304 83,909
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 10,210)
-11,745 5,338 7,500 16,217 -2,133 11,972 10,705 -1,762 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 23.9 19.6 53.9 46.1 92.8 89.5 7.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
141 177 162 200 233 444 498
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,502
COMMITMENTS
10,252 3,730 157 10 6,342 10,419 10,229 12,083 12,273
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,467)
81 -190 -15 1 -597 67 -802 -1,534 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 16.6 0.7 0.0 28.2 46.3 45.5 53.7 54.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 8 5 1 19 6 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 541,123
COMMITMENTS
114,676 168,926 135,412 254,138 202,510 504,226 506,848 36,897 34,275
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 16,388)
4,178 4,553 6,171 7,177 3,927 17,526 14,651 -1,138 1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 31.2 25.0 47.0 37.4 93.2 93.7 6.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
92 114 128 100 75 272 275
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 848,369
COMMITMENTS
142,422 168,917 16,929 542,172 489,464 701,523 675,310 146,846 173,059
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 3,712)
3,775 -1,673 2,688 -7,699 8,906 -1,236 9,921 4,948 -6,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 19.9 2.0 63.9 57.7 82.7 79.6 17.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
52 23 31 84 84 146 128
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,070,098
COMMITMENTS
94,523 335,006 26,988 805,685 606,091 927,196 968,085 142,902 102,013
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 35,659)
-8,273 12,103 2,946 32,891 19,501 27,564 34,550 8,095 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 31.3 2.5 75.3 56.6 86.6 90.5 13.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
20 21 24 70 67 102 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 516,696
COMMITMENTS
138,236 38,160 113,662 214,711 330,434 466,609 482,256 50,087 34,440
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 9,301)
9,072 -813 -3,988 2,860 14,669 7,944 9,868 1,357 -567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 7.4 22.0 41.6 64.0 90.3 93.3 9.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
112 46 113 112 98 283 230
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,746
COMMITMENTS
1,751 1,517 158 4,189 4,809 6,098 6,484 1,648 1,262
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -795)
-684 199 -248 85 -869 -847 -918 52 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 19.6 2.0 54.1 62.1 78.7 83.7 21.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 9 5 12 14 31 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,037,652
COMMITMENTS
475,920 562,766 68,782 1380724 1227868 1925426 1859416 112,226 178,236
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 87,131)
42,222 35,486 -29,598 80,203 80,002 92,827 85,890 -5,696 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 27.6 3.4 67.8 60.3 94.5 91.3 5.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
67 77 35 150 148 235 242
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,965,130
COMMITMENTS
485,815 1184009 224,189 2897230 2053973 3607234 3462171 357,896 502,959
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 185,288)
-7,982 103,913 39,206 136,902 67,673 168,126 210,792 17,162 -25,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 29.9 5.7 73.1 51.8 91.0 87.3 9.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
69 110 69 190 208 303 343
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,316
COMMITMENTS
73,933 89,851 10,715 407,904 330,823 492,552 431,389 103,764 164,927
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 23,906)
9,930 18,721 -2,611 17,409 14,050 24,728 30,160 -822 -6,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 15.1 1.8 68.4 55.5 82.6 72.3 17.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
15 17 12 60 58 84 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,229,925
COMMITMENTS
562,210 1364760 233,901 3135074 2231861 3931185 3830522 298,740 399,403
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 45,592)
42,735 -22,271 19,053 -28,296 72,482 33,492 69,264 12,100 -23,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 32.3 5.5 74.1 52.8 92.9 90.6 7.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
59 71 47 147 165 234 255
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,904,497
COMMITMENTS
239,355 180,404 523,006 1111126 1140803 1873487 1844213 31,010 60,284
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 125,589)
17,308 39,620 42,591 68,469 43,291 128,368 125,502 -2,779 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 9.5 27.5 58.3 59.9 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 36 46 65 69 119 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,010
COMMITMENTS
21,599 8,486 1,380 16,392 32,013 39,370 41,878 9,640 7,133
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,118)
-1,365 410 64 -713 -1,755 -2,014 -1,281 897 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 17.3 2.8 33.4 65.3 80.3 85.4 19.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
34 14 7 25 30 61 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,020
COMMITMENTS
43,197 16,971 2,759 32,784 64,025 78,740 83,755 19,280 14,265
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -2,235)
-2,730 820 127 -1,425 -3,509 -4,028 -2,562 1,793 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 17.3 2.8 33.4 65.3 80.3 85.4 19.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
34 14 7 25 30 61 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,742
COMMITMENTS
2,905 667 0 25,098 28,855 28,003 29,522 1,739 220
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 612)
248 -46 0 337 710 585 664 27 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 2.2 0.0 84.4 97.0 94.2 99.3 5.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 13 12 16 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,424
COMMITMENTS
27,965 27,004 453 4,817 5,962 33,235 33,419 189 5
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,081)
1,090 -1,464 1 0 2,568 1,091 1,105 -10 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.7 80.8 1.4 14.4 17.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
29 13 3 2 2 32 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,081
COMMITMENTS
16,368 13,493 208 13,471 16,332 30,047 30,033 34 48
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 406)
-1,114 -333 0 1,549 790 435 457 -29 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 44.9 0.7 44.8 54.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 15 1 7 16 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,298
COMMITMENTS
13,492 8,753 9 3,775 8,437 17,276 17,199 22 99
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 155)
195 5 0 0 102 195 107 -40 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 50.6 0.1 21.8 48.8 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 10 1 3 11 9 21
Updated August 17, 2018