WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 687,020
COMMITMENTS
148,991 126,646 247,348 254,468 263,957 650,806 637,952 36,214 49,069
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -9,123)
-8,595 -3,676 -6,912 6,806 3,635 -8,701 -6,953 -422 -2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 18.4 36.0 37.0 38.4 94.7 92.9 5.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
130 143 187 115 126 365 360
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,290
COMMITMENTS
7,860 380 200 10,980 18,450 19,040 19,030 250 260
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 340)
50 -370 0 190 660 240 290 100 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 2.0 1.0 56.9 95.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 1 9 13 14 15
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,723
COMMITMENTS
99,196 25,474 90,449 117,955 187,169 307,600 303,092 23,124 27,631
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 12,409)
5,539 -1,543 7,638 -875 5,674 12,302 11,769 107 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 7.7 27.3 35.7 56.6 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
97 55 96 80 95 222 212
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,558,208
COMMITMENTS
511,247 283,610 764,802 1052794 1221453 2328844 2269865 229,364 288,343
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 47,121)
-33,165 56,174 38,073 37,653 -38,385 42,561 55,861 4,560 -8,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 11.1 29.9 41.2 47.7 91.0 88.7 9.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 998)
282 174 301 424 444 836 813
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,457
COMMITMENTS
1,177 1,051 292 959 2,159 2,427 3,502 3,030 1,955
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 249)
-8 -183 38 -105 10 -75 -134 324 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 19.3 5.4 17.6 39.6 44.5 64.2 55.5 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 8 3 6 8 13 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,105,632
COMMITMENTS
191,775 96,779 294,689 557,799 596,981 1044263 988,449 61,369 117,183
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 9,344)
-27,350 9,390 27,016 7,769 -24,084 7,435 12,323 1,909 -2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.8 26.7 50.5 54.0 94.4 89.4 5.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
235 155 266 226 273 582 602
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 32,069
COMMITMENTS
15,981 3,398 584 626 8,793 17,191 12,775 14,878 19,294
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -152)
-245 -617 5 0 258 -240 -354 88 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 10.6 1.8 2.0 27.4 53.6 39.8 46.4 60.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 4 2 19 7 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 534,745
COMMITMENTS
135,064 144,250 139,907 219,932 219,887 494,902 504,043 39,843 30,703
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,715)
1,304 7,164 3,711 -5,841 -11,543 -825 -668 -890 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 27.0 26.2 41.1 41.1 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
96 118 136 93 88 281 284
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,347
COMMITMENTS
96,672 108,645 134,081 621,906 571,522 852,659 814,248 148,687 187,099
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -107,461)
-1,827 -20,712 -22,344 -60,339 -24,158 -84,510 -67,214 -22,951 -40,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 10.8 13.4 62.1 57.1 85.2 81.3 14.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
42 29 45 103 103 163 159
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,028,586
COMMITMENTS
75,995 260,313 40,816 787,581 624,727 904,392 925,856 124,194 102,730
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -71,222)
-6,094 -11,339 962 -41,078 -31,582 -46,209 -41,959 -25,013 -29,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 25.3 4.0 76.6 60.7 87.9 90.0 12.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
18 22 26 71 67 101 104
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,873
COMMITMENTS
489 250 405 725 952 1,619 1,607 254 266
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -334)
-167 -101 -6 -109 -299 -282 -406 -52 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 13.3 21.6 38.7 50.8 86.4 85.8 13.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 3 5 7 7 20 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 578,191
COMMITMENTS
159,433 27,442 137,871 231,880 377,151 529,185 542,464 49,007 35,727
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -13,645)
-10,954 805 4,586 -2,907 -21,706 -9,275 -16,315 -4,370 2,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.7 23.8 40.1 65.2 91.5 93.8 8.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
134 44 123 113 114 299 253
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,436
COMMITMENTS
974 3,385 1,907 6,500 4,116 9,381 9,409 2,055 2,027
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,363)
-22 1,431 360 855 -469 1,194 1,321 169 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 29.6 16.7 56.8 36.0 82.0 82.3 18.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 21 12 23 14 43 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,880,280
COMMITMENTS
438,505 422,172 118,395 1194399 1171316 1751299 1711882 128,981 168,398
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -312,586)
-63,563 -12,129 -161,042 -48,934 -98,179 -273,539 -271,351 -39,047 -41,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 22.5 6.3 63.5 62.3 93.1 91.0 6.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
54 72 47 146 141 227 233
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,294,046
COMMITMENTS
600,236 858,622 570,975 2767159 2317769 3938370 3747366 355,676 546,680
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -527,509)
-59,269 -106,780 -120,155 -274,191 -191,708 -453,614 -418,643 -73,895 -108,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 20.0 13.3 64.4 54.0 91.7 87.3 8.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
77 115 107 215 238 348 404
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 525,972
COMMITMENTS
61,461 52,397 5,221 354,482 287,120 421,164 344,738 104,808 181,234
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -53,915)
7,920 49 -3,650 -37,665 -32,289 -33,395 -35,890 -20,520 -18,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 10.0 1.0 67.4 54.6 80.1 65.5 19.9 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 11 6 53 54 70 68
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,047,855
COMMITMENTS
521,006 1055732 410,380 2853995 2175042 3785381 3641154 262,473 406,700
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -241,028)
-72,145 39,169 -45,848 -41,774 -115,065 -159,766 -121,744 -81,262 -119,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 26.1 10.1 70.5 53.7 93.5 90.0 6.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
61 71 72 160 176 258 282
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,887,053
COMMITMENTS
227,032 182,209 467,239 1166087 1185861 1860357 1835309 26,696 51,745
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -271,443)
-178,527 -39,688 -29,215 -40,863 -174,225 -248,605 -243,128 -22,838 -28,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 9.7 24.8 61.8 62.8 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
31 38 53 59 72 117 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,488
COMMITMENTS
16,153 7,551 987 25,239 35,201 42,379 43,739 8,110 6,750
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,665)
159 -2,096 -915 -1,767 -588 -2,523 -3,600 -1,141 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 15.0 2.0 50.0 69.7 83.9 86.6 16.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 15 12 31 29 73 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,976
COMMITMENTS
32,306 15,101 1,973 50,478 70,403 84,757 87,477 16,219 13,499
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -7,329)
319 -4,192 -1,830 -3,535 -1,177 -5,046 -7,200 -2,283 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 15.0 2.0 50.0 69.7 83.9 86.6 16.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 15 12 31 29 73 50
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 72,627
COMMITMENTS
62,434 72,242 295 9,620 0 72,349 72,537 278 90
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -5,386)
-5,396 -5,435 0 -43 0 -5,439 -5,435 53 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.0 99.5 0.4 13.2 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
30 9 2 3 0 34 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,640
COMMITMENTS
5,033 14,064 249 28,318 19,244 33,600 33,557 40 83
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 430)
542 928 -15 -72 -466 455 447 -25 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 41.8 0.7 84.2 57.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 17 1 8 18 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,590
COMMITMENTS
18,188 8,823 0 1,391 10,686 19,579 19,509 11 81
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 363)
403 35 0 0 296 403 331 -40 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
92.8 45.0 0.0 7.1 54.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 13 0 3 13 10 26
Updated June 8, 2018