WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,968
COMMITMENTS
148,631 132,252 217,460 213,340 217,183 579,431 566,895 32,537 45,073
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -179)
-244 -20,398 12,386 -12,852 8,286 -710 274 532 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 21.6 35.5 34.9 35.5 94.7 92.6 5.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
122 149 164 106 127 339 347
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 14,240
COMMITMENTS
4,950 700 200 9,090 13,080 14,240 13,980 0 260
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 4.9 1.4 63.8 91.9 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 8 10 13 13
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,330
COMMITMENTS
92,455 33,730 69,662 97,907 153,602 260,023 256,994 22,307 25,336
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 9,300)
5,945 -2,348 2,031 1,449 8,876 9,425 8,559 -126 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 11.9 24.7 34.7 54.4 92.1 91.0 7.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
96 44 77 81 97 211 193
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,362,419
COMMITMENTS
552,125 201,123 668,869 927,592 1203439 2148586 2073431 213,833 288,988
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 44,289)
395 -20,390 15,986 36,322 41,195 52,702 36,791 -8,413 7,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 8.5 28.3 39.3 50.9 90.9 87.8 9.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 982)
261 181 286 392 446 797 795
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,833
COMMITMENTS
1,331 1,490 120 1,053 1,995 2,505 3,606 3,329 2,228
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -322)
-102 134 19 -50 -320 -133 -167 -189 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 25.5 2.1 18.1 34.2 42.9 61.8 57.1 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 12 2 10 7 18 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,034,304
COMMITMENTS
237,431 73,522 235,783 502,288 599,510 975,502 908,815 58,802 125,489
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 14,249)
-32,165 6,347 14,703 31,417 -6,735 13,956 14,315 294 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 7.1 22.8 48.6 58.0 94.3 87.9 5.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 718)
228 156 251 228 278 566 589
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,160
COMMITMENTS
15,442 3,934 565 637 7,838 16,644 12,337 14,516 18,823
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -238)
-60 -153 -8 -2 49 -70 -112 -168 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 12.6 1.8 2.0 25.2 53.4 39.6 46.6 60.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 9 3 1 16 5 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 538,981
COMMITMENTS
131,687 155,617 125,925 240,388 223,777 498,000 505,319 40,981 33,662
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 6,195)
-3,892 -4,860 7,871 2,053 4,381 6,031 7,392 164 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 28.9 23.4 44.6 41.5 92.4 93.8 7.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
106 112 129 99 83 285 281
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,030,672
COMMITMENTS
137,825 131,909 117,072 623,482 568,186 878,379 817,167 152,293 213,505
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 17,093)
-341 -11,037 2,208 10,781 32,307 12,648 23,477 4,445 -6,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.8 11.4 60.5 55.1 85.2 79.3 14.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
38 39 47 95 95 157 157
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,012,491
COMMITMENTS
66,626 244,307 16,720 797,909 638,222 881,255 899,250 131,235 113,241
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 27,116)
1,887 7,681 189 17,921 17,329 19,996 25,199 7,119 1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 24.1 1.7 78.8 63.0 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
17 15 19 73 70 98 96
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,064
COMMITMENTS
686 164 330 679 1,351 1,695 1,845 369 219
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 222)
193 -56 63 -36 187 220 194 2 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 7.9 16.0 32.9 65.5 82.1 89.4 17.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 3 6 7 15 14
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 580,661
COMMITMENTS
180,622 20,395 128,293 219,887 399,444 528,802 548,132 51,859 32,529
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -6,904)
-7,636 -1,569 -3,191 4,927 -915 -5,900 -5,675 -1,003 -1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 3.5 22.1 37.9 68.8 91.1 94.4 8.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
142 39 114 105 112 290 240
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,343
COMMITMENTS
1,740 608 1,003 4,063 6,745 6,806 8,356 2,538 988
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 37)
-132 -42 291 -83 -154 77 95 -40 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 6.5 10.7 43.5 72.2 72.8 89.4 27.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 5 11 19 15 41 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,185,630
COMMITMENTS
435,723 487,917 182,593 1433103 1330492 2051420 2001002 134,211 184,628
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 104,999)
23,137 15,704 18,055 66,289 67,993 107,481 101,752 -2,482 3,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 22.3 8.4 65.6 60.9 93.9 91.6 6.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
56 77 50 154 149 241 245
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,483,849
COMMITMENTS
697,939 1069906 555,753 2854885 2243305 4108577 3868964 375,272 614,884
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 94,059)
73,588 35,042 8,871 27,972 52,595 110,431 96,508 -16,372 -2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 23.9 12.4 63.7 50.0 91.6 86.3 8.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
85 114 108 198 214 338 381
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 538,736
COMMITMENTS
63,253 76,581 5,659 363,730 287,328 432,642 369,568 106,094 169,168
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 6,879)
-8,285 12,849 -1,256 15,519 32 5,978 11,625 901 -4,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.2 1.1 67.5 53.3 80.3 68.6 19.7 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
15 12 6 52 53 71 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,005,148
COMMITMENTS
528,147 1158346 355,528 2835442 2052612 3719118 3566486 286,030 438,662
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 16,800)
-18,235 34,384 -5,776 29,332 13,794 5,321 42,401 11,479 -25,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 28.9 8.9 70.8 51.2 92.9 89.0 7.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
53 82 63 159 175 251 281
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,159,413
COMMITMENTS
268,470 222,037 572,716 1288001 1309748 2129187 2104501 30,226 54,912
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -13,558)
-6,269 56,085 -53,651 47,092 -11,413 -12,828 -8,980 -730 -4,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.3 26.5 59.6 60.7 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
30 49 57 62 71 126 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,875
COMMITMENTS
16,803 15,501 848 27,248 29,792 44,899 46,141 7,976 6,734
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -410)
585 431 -290 -394 -1,001 -100 -860 -310 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 29.3 1.6 51.5 56.3 84.9 87.3 15.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 19 8 30 27 67 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,750
COMMITMENTS
33,605 31,002 1,696 54,497 59,583 89,798 92,281 15,952 13,469
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -821)
1,169 862 -581 -789 -2,002 -200 -1,720 -620 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 29.3 1.6 51.5 56.3 84.9 87.3 15.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 19 8 30 27 67 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 21,442
COMMITMENTS
0 444 0 20,183 20,244 20,183 20,688 1,259 754
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 94.1 94.4 94.1 96.5 5.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 9 11 9 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 80,427
COMMITMENTS
70,321 78,543 251 9,634 1,633 80,206 80,427 221 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 12,119)
12,272 12,109 10 -142 0 12,140 12,119 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.4 97.7 0.3 12.0 2.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
33 9 2 3 1 37 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,386
COMMITMENTS
2,054 8,690 264 26,998 20,342 29,316 29,296 70 90
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 185)
-75 34 0 234 155 159 189 26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 29.6 0.9 91.9 69.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 16 1 8 19 12 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,690
COMMITMENTS
17,225 6,460 0 1,431 12,143 18,656 18,603 34 87
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 185)
140 -16 0 27 222 167 206 18 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
92.2 34.6 0.0 7.7 65.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 0 4 14 10 26
Updated May 11, 2018