WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 623,639
COMMITMENTS
133,054 172,730 218,501 237,673 187,355 589,228 578,586 34,411 45,053
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 10,114)
4,739 20,049 -9,813 18,340 348 13,266 10,584 -3,152 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 27.7 35.0 38.1 30.0 94.5 92.8 5.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
128 161 171 117 125 352 370
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 304,207
COMMITMENTS
78,530 39,441 77,558 124,485 160,052 280,572 277,051 23,635 27,156
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,530)
-697 6,002 998 4,350 -373 4,651 6,627 879 -1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 13.0 25.5 40.9 52.6 92.2 91.1 7.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
98 50 88 81 92 216 206
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,315,457
COMMITMENTS
502,162 274,659 619,259 979,954 1135799 2101374 2029717 214,083 285,740
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,845)
-61,303 35,417 1,268 50,706 -26,212 -9,329 10,474 14,174 -5,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 11.9 26.7 42.3 49.1 90.8 87.7 9.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 911)
242 168 278 377 410 758 743
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,453
COMMITMENTS
1,507 1,142 399 1,114 3,350 3,020 4,891 3,433 1,562
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 687)
-235 731 204 163 -166 133 770 554 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 17.7 6.2 17.3 51.9 46.8 75.8 53.2 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 11 7 8 8 20 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,057,007
COMMITMENTS
262,550 78,802 243,680 497,913 597,731 1004142 920,212 52,866 136,795
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 11,648)
-9,655 2,684 1,815 21,096 5,951 13,256 10,450 -1,608 1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 7.5 23.1 47.1 56.5 95.0 87.1 5.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
208 148 240 208 280 524 574
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,021
COMMITMENTS
23,778 3,272 851 879 7,362 25,508 11,485 5,513 19,536
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 68)
431 17 -34 -30 480 367 463 -299 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 10.5 2.7 2.8 23.7 82.2 37.0 17.8 63.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 7 4 2 14 8 25
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,361
COMMITMENTS
2,684 1,115 1,127 1,138 2,893 4,950 5,135 412 226
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 332)
156 -11 93 28 243 278 324 54 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 20.8 21.0 21.2 54.0 92.3 95.8 7.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 8 6 12 15 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 547,098
COMMITMENTS
137,590 121,372 128,435 240,318 265,923 506,342 515,730 40,756 31,368
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 20,665)
2,542 10,332 12,077 4,886 -2,284 19,506 20,125 1,159 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 22.2 23.5 43.9 48.6 92.6 94.3 7.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
105 104 122 99 88 278 275
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 921,475
COMMITMENTS
164,264 115,685 79,834 527,842 528,785 771,940 724,305 149,535 197,170
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -18,217)
-544 666 -22,114 -4,589 -1,879 -27,248 -23,327 9,030 5,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 12.6 8.7 57.3 57.4 83.8 78.6 16.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 37 39 89 94 146 152
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 950,685
COMMITMENTS
48,198 200,636 19,969 757,996 618,961 826,162 839,566 124,522 111,119
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,068)
-3,966 1,266 721 -1,284 5,399 -4,529 7,386 8,597 -3,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 21.1 2.1 79.7 65.1 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
16 16 18 61 67 85 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,010
COMMITMENTS
1,120 85 115 425 1,635 1,660 1,835 350 175
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -110)
-88 -153 -101 85 139 -104 -115 -6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 4.2 5.7 21.1 81.3 82.6 91.3 17.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 2 1 5 9 16 12
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 517,981
COMMITMENTS
157,940 21,121 101,115 208,219 362,946 467,274 485,182 50,707 32,799
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 10,112)
1,299 -621 656 4,312 8,598 6,267 8,634 3,845 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 4.1 19.5 40.2 70.1 90.2 93.7 9.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
120 46 100 100 113 262 228
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,541
COMMITMENTS
801 1,514 649 4,786 4,804 6,237 6,967 2,304 1,573
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 114)
-62 90 -45 282 133 175 178 -61 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 17.7 7.6 56.0 56.2 73.0 81.6 27.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 11 14 18 13 36 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,971,358
COMMITMENTS
355,540 460,717 145,857 1337557 1187433 1838954 1794007 132,404 177,351
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -19,704)
63,511 -11,416 -9,528 -76,492 2,357 -22,508 -18,587 2,804 -1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 23.4 7.4 67.8 60.2 93.3 91.0 6.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
68 80 46 140 142 236 240
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,068,563
COMMITMENTS
623,354 885,865 445,856 2638733 2145343 3707943 3477063 360,620 591,500
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -232,781)
1,958 -18,627 -145,321 -101,916 -68,425 -245,278 -232,373 12,497 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 21.8 11.0 64.9 52.7 91.1 85.5 8.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
77 111 102 180 210 309 371
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 550,265
COMMITMENTS
75,402 76,950 2,121 372,165 295,834 449,688 374,905 100,577 175,360
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -3,124)
-12,011 -6,973 -1,495 6,841 -2,127 -6,665 -10,595 3,541 7,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 14.0 0.4 67.6 53.8 81.7 68.1 18.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 11 7 49 49 67 63
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,615,214
COMMITMENTS
552,854 974,282 275,059 2490763 1891690 3318676 3141030 296,537 474,183
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -102,788)
-15,694 -29,881 -87,384 -19,207 3,534 -122,284 -113,730 19,497 10,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 26.9 7.6 68.9 52.3 91.8 86.9 8.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
51 76 57 136 160 221 259
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,463,293
COMMITMENTS
372,731 257,427 668,441 1383952 1474112 2425124 2399980 38,169 63,313
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 176,486)
-377 -11,049 67,973 108,922 120,159 176,518 177,082 -32 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 10.5 27.1 56.2 59.8 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
37 47 57 61 76 128 156
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,169
COMMITMENTS
21,328 7,783 1,326 22,420 37,756 45,074 46,865 8,095 6,304
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -991)
-517 -361 -353 23 -79 -847 -794 -144 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 14.6 2.5 42.2 71.0 84.8 88.1 15.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
42 16 12 26 29 72 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,339
COMMITMENTS
42,656 15,566 2,651 44,840 75,512 90,148 93,730 16,191 12,609
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,982)
-1,034 -722 -707 46 -158 -1,695 -1,587 -287 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 14.6 2.5 42.2 71.0 84.8 88.1 15.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
42 16 12 26 29 72 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 21,819
COMMITMENTS
500 1,598 0 19,917 19,450 20,417 21,048 1,402 771
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.3 0.0 91.3 89.1 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 7 11 8 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,494
COMMITMENTS
35,096 51,240 251 15,941 0 51,288 51,491 206 3
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -5,513)
-864 -2,134 -3,360 -1,257 0 -5,481 -5,494 -32 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 99.5 0.5 31.0 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
31 9 2 3 0 35 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,223
COMMITMENTS
2,559 6,374 298 24,360 20,434 27,217 27,106 6 117
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,466)
-991 -241 215 -690 -1,441 -1,466 -1,467 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 23.4 1.1 89.5 75.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 18 1 8 19 13 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,196
COMMITMENTS
17,297 6,657 0 1,893 12,496 19,190 19,153 6 43
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 196)
-403 -26 0 623 213 220 187 -24 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.1 34.7 0.0 9.9 65.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 15 0 5 13 11 28
Updated March 30, 2018