WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,504
COMMITMENTS
149,036 131,040 242,119 225,105 231,650 616,260 604,809 36,244 47,696
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 46,950)
147 -9,510 33,830 9,485 19,160 43,462 43,480 3,487 3,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 20.1 37.1 34.5 35.5 94.4 92.7 5.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
134 145 164 111 126 351 346
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 17,600
COMMITMENTS
7,060 600 200 10,190 16,590 17,450 17,390 150 210
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,960)
1,810 -100 0 1,100 3,210 2,910 3,110 50 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 3.4 1.1 57.9 94.3 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 8 12 13 15
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 294,034
COMMITMENTS
89,041 30,486 72,863 108,799 164,697 270,703 268,046 23,330 25,987
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 9,919)
857 -2,143 2,422 5,572 9,677 8,851 9,955 1,068 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 10.4 24.8 37.0 56.0 92.1 91.2 7.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
95 46 85 79 94 214 197
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,488,853
COMMITMENTS
559,423 225,261 738,707 959,269 1226973 2257399 2190941 231,454 297,912
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 82,692)
14,191 8,852 47,243 13,749 23,067 75,183 79,163 7,508 3,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.1 29.7 38.5 49.3 90.7 88.0 9.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 993)
284 175 293 399 445 816 803
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,469
COMMITMENTS
1,264 1,391 119 1,169 1,862 2,552 3,372 2,917 2,097
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -328)
9 -172 -70 -251 -89 -312 -331 -16 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 25.4 2.2 21.4 34.0 46.7 61.7 53.3 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 11 2 10 6 17 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,094,121
COMMITMENTS
213,492 85,669 267,377 551,111 621,603 1031980 974,650 62,141 119,471
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 24,967)
-18,708 -2,035 11,201 29,136 17,165 21,629 26,331 3,338 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 7.8 24.4 50.4 56.8 94.3 89.1 5.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
237 158 266 229 272 587 589
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 30,828
COMMITMENTS
15,131 3,895 591 626 7,864 16,348 12,350 14,480 18,478
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -25)
-24 80 12 -3 49 -15 141 -10 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 12.6 1.9 2.0 25.5 53.0 40.1 47.0 59.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 10 3 1 16 5 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,209
COMMITMENTS
133,377 136,289 138,570 228,913 236,360 500,860 511,219 41,349 30,990
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 5,832)
-1,113 -11,569 6,269 -658 12,339 4,498 7,039 1,334 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 25.1 25.6 42.2 43.6 92.4 94.3 7.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
98 110 137 96 85 285 281
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,137,172
COMMITMENTS
146,187 147,819 168,962 674,963 598,442 990,111 915,223 147,061 221,949
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 32,910)
3,701 19,507 10,470 24,287 616 38,457 30,593 -5,547 2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.0 14.9 59.4 52.6 87.1 80.5 12.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
47 33 53 102 103 169 170
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,052,453
COMMITMENTS
80,296 275,245 21,924 820,487 623,045 922,707 920,214 129,746 132,239
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 15,739)
-3,046 3,554 4,404 15,255 -3,854 16,613 4,104 -874 11,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 26.2 2.1 78.0 59.2 87.7 87.4 12.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
16 20 22 75 70 103 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,881
COMMITMENTS
405 343 440 690 881 1,535 1,664 346 217
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 52)
-418 47 134 288 -88 4 93 48 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 18.2 23.4 36.7 46.8 81.6 88.5 18.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 4 8 8 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 584,648
COMMITMENTS
168,244 25,354 133,233 230,149 392,555 531,626 551,142 53,022 33,506
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -3,964)
-6,547 1,756 997 -1,420 -7,230 -6,970 -4,478 3,006 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 4.3 22.8 39.4 67.1 90.9 94.3 9.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
134 49 114 109 110 290 244
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,066
COMMITMENTS
1,213 1,402 1,447 4,355 5,002 7,015 7,851 2,051 1,215
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 161)
74 682 144 104 -808 323 18 -161 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 15.5 16.0 48.0 55.2 77.4 86.6 22.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 13 15 16 13 39 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,373,411
COMMITMENTS
470,746 466,772 206,198 1547867 1499210 2224811 2172180 148,600 201,231
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 37,171)
7,989 -26,934 -22,566 38,725 70,762 24,147 21,261 13,024 15,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 19.7 8.7 65.2 63.2 93.7 91.5 6.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
55 81 52 148 149 236 250
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,993,705
COMMITMENTS
681,782 1041592 794,065 3137937 2501200 4613783 4336857 379,922 656,849
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 168,440)
-4,907 -20,399 87,461 127,663 111,260 210,217 178,322 -41,776 -9,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 20.9 15.9 62.8 50.1 92.4 86.8 7.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
76 115 113 218 230 354 399
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 558,775
COMMITMENTS
59,111 54,592 2,913 383,832 312,833 445,856 370,338 112,919 188,437
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 10,807)
-11,601 -23,720 -1,557 12,738 21,258 -420 -4,019 11,227 14,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.8 0.5 68.7 56.0 79.8 66.3 20.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 10 7 52 58 68 72
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,323,772
COMMITMENTS
502,948 1109773 486,600 3037185 2259762 4026733 3856135 297,039 467,636
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 64,065)
-12,043 -22,613 52,415 16,788 20,357 57,161 50,159 6,904 13,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 25.7 11.3 70.2 52.3 93.1 89.2 6.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
58 84 71 164 178 264 293
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,200,263
COMMITMENTS
304,186 224,651 610,767 1251169 1304954 2166122 2140372 34,141 59,891
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -6,978)
16,158 3,443 -255 -23,350 -13,664 -7,447 -10,475 469 3,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 10.2 27.8 56.9 59.3 98.4 97.3 1.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
38 43 59 59 69 130 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,736
COMMITMENTS
15,875 8,854 1,556 26,022 35,473 43,453 45,884 9,283 6,852
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 275)
-211 -2,249 527 -407 2,182 -92 460 367 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 16.8 3.0 49.3 67.3 82.4 87.0 17.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
37 19 11 29 29 71 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,471
COMMITMENTS
31,749 17,709 3,113 52,044 70,947 86,906 91,768 18,565 13,703
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 551)
-423 -4,498 1,053 -814 4,365 -183 920 734 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 16.8 3.0 49.3 67.3 82.4 87.0 17.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
37 19 11 29 29 71 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 23,012
COMMITMENTS
210 239 0 21,456 22,023 21,666 22,262 1,346 750
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.0 93.2 95.7 94.2 96.7 5.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 11 9 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 78,801
COMMITMENTS
68,560 76,873 295 9,727 1,633 78,582 78,801 219 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,915)
4,861 4,871 44 -7 0 4,898 4,915 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.0 97.6 0.4 12.3 2.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
35 8 2 3 1 39 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,672
COMMITMENTS
2,599 9,255 264 26,762 20,041 29,625 29,560 47 112
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 329)
556 1,015 0 -250 -691 306 324 23 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 31.2 0.9 90.2 67.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 17 1 8 19 15 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,573
COMMITMENTS
18,111 8,931 0 1,391 10,594 19,502 19,525 71 48
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 636)
628 2,435 0 -40 -1,775 588 660 48 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
92.5 45.6 0.0 7.1 54.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 15 0 3 13 9 28
Updated May 25, 2018