WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 696,143
COMMITMENTS
157,586 130,322 254,260 247,661 260,322 659,507 644,905 36,636 51,239
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 43,639)
8,550 -718 12,142 22,556 28,673 43,248 40,096 392 3,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 18.7 36.5 35.6 37.4 94.7 92.6 5.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
134 153 186 113 133 367 375
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,950
COMMITMENTS
7,810 750 200 10,790 17,790 18,800 18,740 150 210
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,350)
750 150 0 600 1,200 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 4.0 1.1 56.9 93.9 99.2 98.9 0.8 1.1
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 318,314
COMMITMENTS
93,657 27,016 82,811 118,829 181,496 295,297 291,323 23,017 26,991
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 24,280)
4,616 -3,470 9,948 10,030 16,798 24,594 23,276 -314 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 8.5 26.0 37.3 57.0 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
101 46 86 80 96 219 199
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,511,087
COMMITMENTS
544,412 227,436 726,730 1015142 1259838 2286283 2214004 224,804 297,083
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 22,234)
-15,012 2,175 -11,977 55,872 32,865 28,884 23,063 -6,650 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 9.1 28.9 40.4 50.2 91.0 88.2 9.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 1,001)
279 184 300 409 451 829 814
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,209
COMMITMENTS
1,185 1,234 254 1,064 2,149 2,503 3,637 2,706 1,572
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -261)
-79 -157 135 -105 287 -50 264 -211 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 23.7 4.9 20.4 41.3 48.1 69.8 51.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 10 4 9 8 17 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,096,288
COMMITMENTS
219,125 87,389 267,673 550,031 621,065 1036828 976,127 59,459 120,161
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,167)
5,633 1,720 296 -1,080 -538 4,848 1,477 -2,681 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.0 24.4 50.2 56.7 94.6 89.0 5.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
235 160 265 234 276 590 600
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 32,221
COMMITMENTS
16,226 4,015 579 626 8,535 17,431 13,129 14,790 19,092
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,393)
1,095 120 -12 0 671 1,083 779 310 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 12.5 1.8 1.9 26.5 54.1 40.7 45.9 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 10 4 2 18 7 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 536,461
COMMITMENTS
133,759 137,086 136,195 225,773 231,430 495,727 504,711 40,734 31,750
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -5,748)
382 797 -2,375 -3,141 -4,930 -5,133 -6,508 -615 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 25.6 25.4 42.1 43.1 92.4 94.1 7.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
93 116 138 93 87 285 280
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,108,808
COMMITMENTS
98,500 129,357 156,425 682,245 595,680 937,169 881,462 171,639 227,346
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -28,364)
-47,687 -18,462 -12,537 7,282 -2,762 -52,942 -33,761 24,578 5,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 11.7 14.1 61.5 53.7 84.5 79.5 15.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 36 46 104 100 162 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,099,809
COMMITMENTS
82,088 271,652 39,854 828,659 656,309 950,601 967,815 149,208 131,994
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 47,356)
1,792 -3,593 17,930 8,172 33,264 27,894 47,601 19,462 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 24.7 3.6 75.3 59.7 86.4 88.0 13.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
19 19 24 81 72 110 105
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,207
COMMITMENTS
656 351 411 834 1,251 1,901 2,013 306 194
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 326)
251 8 -29 144 370 366 349 -40 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 15.9 18.6 37.8 56.7 86.1 91.2 13.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 4 10 8 22 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 591,836
COMMITMENTS
170,387 26,637 133,285 234,787 398,857 538,460 558,779 53,377 33,057
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 7,188)
2,143 1,283 53 4,638 6,302 6,834 7,637 354 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 4.5 22.5 39.7 67.4 91.0 94.4 9.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
143 45 108 114 116 299 244
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,073
COMMITMENTS
996 1,955 1,547 5,644 4,585 8,187 8,088 1,886 1,986
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,007)
-217 553 101 1,289 -417 1,172 236 -166 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 19.4 15.4 56.0 45.5 81.3 80.3 18.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 18 11 20 12 40 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,192,866
COMMITMENTS
502,068 434,301 279,437 1243333 1269495 2024838 1983233 168,027 209,633
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -180,545)
31,322 -32,471 73,240 -304,535 -229,715 -199,972 -188,947 19,428 8,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 19.8 12.7 56.7 57.9 92.3 90.4 7.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
59 70 55 148 158 237 253
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,821,555
COMMITMENTS
659,505 965,402 691,130 3041349 2509477 4391985 4166009 429,571 655,546
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -172,150)
-22,277 -76,191 -102,934 -96,587 8,277 -221,798 -170,847 49,648 -1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 20.0 14.3 63.1 52.0 91.1 86.4 8.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
80 111 112 207 221 348 384
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,887
COMMITMENTS
53,541 52,348 8,871 392,147 319,409 454,559 380,628 125,328 199,259
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 21,112)
-5,570 -2,244 5,958 8,315 6,576 8,703 10,290 12,409 10,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 9.0 1.5 67.6 55.1 78.4 65.6 21.6 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
13 10 8 56 55 72 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,288,883
COMMITMENTS
593,151 1016563 456,228 2895769 2290107 3945148 3762898 343,735 525,985
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -34,889)
90,203 -93,209 -30,372 -141,416 30,344 -81,585 -93,238 46,696 58,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 23.7 10.6 67.5 53.4 92.0 87.7 8.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
61 74 71 156 177 259 280
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,158,497
COMMITMENTS
405,559 221,898 496,454 1206950 1360086 2108963 2078437 49,534 80,059
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -41,766)
101,373 -2,753 -114,313 -44,219 55,132 -57,159 -61,935 15,393 20,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 10.3 23.0 55.9 63.0 97.7 96.3 2.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 44 56 53 71 114 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,153
COMMITMENTS
15,993 9,647 1,902 27,007 35,790 44,902 47,338 9,251 6,814
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,417)
119 792 346 984 316 1,449 1,454 -32 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 17.8 3.5 49.9 66.1 82.9 87.4 17.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 20 18 30 31 75 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,306
COMMITMENTS
31,987 19,294 3,804 54,013 71,579 89,803 94,677 18,502 13,629
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,834)
238 1,585 691 1,969 633 2,898 2,909 -63 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 17.8 3.5 49.9 66.1 82.9 87.4 17.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 20 18 30 31 75 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 78,013
COMMITMENTS
67,830 77,677 295 9,663 0 77,788 77,972 225 41
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -788)
-730 804 0 -64 -1,633 -794 -829 6 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.9 99.6 0.4 12.4 0.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
32 9 2 3 0 36 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,210
COMMITMENTS
4,491 13,136 264 28,390 19,710 33,145 33,110 65 100
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3,538)
1,892 3,881 0 1,628 -331 3,520 3,550 18 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 39.6 0.8 85.5 59.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 16 1 8 19 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,227
COMMITMENTS
17,785 8,788 0 1,391 10,390 19,176 19,178 51 49
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -346)
-326 -143 0 0 -204 -326 -347 -20 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
92.5 45.7 0.0 7.2 54.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 13 0 3 13 11 26
Updated June 1, 2018