WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,757
COMMITMENTS
134,461 135,718 235,271 251,963 233,602 621,695 604,590 31,062 48,167
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -47,142)
-14,471 9,947 -25,723 -567 -26,335 -40,762 -42,111 -6,380 -5,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 20.8 36.0 38.6 35.8 95.2 92.6 4.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
136 140 175 115 126 355 358
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,940
COMMITMENTS
9,760 0 300 11,620 21,540 21,680 21,840 260 100
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 190)
890 0 0 -760 190 130 190 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 0.0 1.4 53.0 98.2 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 12 15 16 16
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 294,405
COMMITMENTS
91,148 29,185 67,447 114,837 169,602 273,432 266,235 20,973 28,170
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -24,169)
-8,940 6,878 -16,330 4,429 -16,067 -20,841 -25,519 -3,328 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 9.9 22.9 39.0 57.6 92.9 90.4 7.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
89 47 72 80 96 202 191
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,635,956
COMMITMENTS
503,074 382,794 800,222 1106530 1180523 2409827 2363539 226,129 272,417
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 69,609)
-14,026 32,914 34,490 58,169 10,278 78,632 77,682 -9,023 -8,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 14.5 30.4 42.0 44.8 91.4 89.7 8.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 982)
267 171 289 444 440 839 798
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,543
COMMITMENTS
897 1,264 473 1,856 2,002 3,226 3,739 2,318 1,804
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 42)
-94 56 -41 406 -18 272 -3 -229 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 22.8 8.5 33.5 36.1 58.2 67.5 41.8 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 8 4 9 8 16 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,199,773
COMMITMENTS
156,024 157,910 378,757 590,131 552,303 1124912 1088970 74,861 110,803
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 41,257)
-17,304 24,951 27,539 24,993 -6,296 35,227 46,193 6,029 -4,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.2 31.6 49.2 46.0 93.8 90.8 6.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721)
231 166 257 223 257 586 573
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 31,287
COMMITMENTS
14,468 3,030 1,058 616 8,089 16,142 12,177 15,145 19,110
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -586)
-744 -47 178 -10 -402 -576 -271 -10 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 9.7 3.4 2.0 25.9 51.6 38.9 48.4 61.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 8 4 3 20 8 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 562,689
COMMITMENTS
124,115 170,093 143,214 256,194 213,939 523,523 527,246 39,166 35,443
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 29,515)
-11,760 10,647 16,830 26,343 -985 31,414 26,493 -1,899 3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 30.2 25.5 45.5 38.0 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
85 123 133 95 86 273 286
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,006,646
COMMITMENTS
102,349 115,422 135,251 620,002 556,727 857,602 807,399 149,044 199,247
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -15,147)
-11,456 4,640 -3,406 -8,879 -23,843 -23,740 -22,609 8,594 7,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.5 13.4 61.6 55.3 85.2 80.2 14.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 36 52 97 93 165 156
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 977,786
COMMITMENTS
83,982 273,131 30,046 740,260 577,016 854,288 880,193 123,498 97,593
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -49,560)
6,355 2,978 -11,966 -42,043 -40,702 -47,654 -49,690 -1,906 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 27.9 3.1 75.7 59.0 87.4 90.0 12.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
19 22 23 68 67 98 101
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,000
COMMITMENTS
612 468 288 799 893 1,699 1,649 301 351
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 116)
9 12 -58 100 114 51 68 65 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 23.4 14.4 40.0 44.7 85.0 82.5 15.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 5 7 7 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 594,016
COMMITMENTS
143,678 28,669 162,639 237,788 366,705 544,105 558,012 49,911 36,003
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 13,715)
-5,048 -914 11,712 7,570 5,082 14,234 15,880 -519 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 4.8 27.4 40.0 61.7 91.6 93.9 8.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
116 51 133 121 113 307 263
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,790
COMMITMENTS
1,325 4,120 2,037 6,421 3,985 9,783 10,142 2,007 1,649
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -661)
159 -234 -83 -568 -14 -492 -331 -169 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 34.9 17.3 54.5 33.8 83.0 86.0 17.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 17 14 21 13 44 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,881,902
COMMITMENTS
455,405 441,036 113,477 1193097 1147796 1761979 1702309 119,923 179,592
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 22,676)
45,586 25,705 -4,538 -11,956 -7,867 29,092 13,300 -6,416 9,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 23.4 6.0 63.4 61.0 93.6 90.5 6.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
58 71 48 144 136 226 231
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,349,750
COMMITMENTS
647,991 867,859 619,061 2737606 2311630 4004658 3798550 345,092 551,200
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 57,235)
21,439 27,634 5,510 35,703 43,238 62,651 76,382 -5,416 -19,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 20.0 14.2 62.9 53.1 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
76 114 108 216 239 351 402
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 528,920
COMMITMENTS
61,828 42,752 10,430 361,915 303,376 434,173 356,558 94,747 172,362
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -6,826)
-1,716 -7,384 2,413 -2,901 2,717 -2,204 -2,254 -4,622 -4,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.1 2.0 68.4 57.4 82.1 67.4 17.9 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
14 10 8 57 56 76 69
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,152,517
COMMITMENTS
545,412 1049371 427,067 2917324 2264143 3889804 3740581 262,713 411,937
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -8,057)
2,485 -20,580 -12,506 2,173 40,899 -7,849 7,812 -208 -15,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 25.3 10.3 70.3 54.5 93.7 90.1 6.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
60 72 73 151 185 252 289
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,077,676
COMMITMENTS
367,596 155,692 495,984 1170416 1357615 2033997 2009292 43,680 68,385
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 133,167)
71,381 -37,548 13,429 33,035 147,793 117,845 123,674 15,322 9,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 7.5 23.9 56.3 65.3 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 36 56 59 71 120 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,216
COMMITMENTS
15,959 9,539 1,218 18,073 27,631 35,250 38,389 8,966 5,827
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -14,729)
-1,548 4,014 -2,220 -11,246 -14,183 -15,014 -12,389 285 -2,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 21.6 2.8 40.9 62.5 79.7 86.8 20.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 19 12 24 30 59 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,433
COMMITMENTS
31,918 19,079 2,437 36,145 55,262 70,501 76,778 17,932 11,655
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -29,459)
-3,096 8,028 -4,439 -22,492 -28,366 -30,028 -24,778 569 -4,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 21.6 2.8 40.9 62.5 79.7 86.8 20.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 19 12 24 30 59 58
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 63,998
COMMITMENTS
47,856 54,512 9,486 6,500 0 63,842 63,998 156 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -10,112)
-15,107 -16,696 6,601 -1,527 0 -10,033 -10,095 -79 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 85.2 14.8 10.2 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
32 10 5 2 0 38 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,184
COMMITMENTS
18,904 13,965 242 12,967 17,911 32,113 32,118 71 66
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -11,576)
15,596 1,161 -11,854 -15,309 -885 -11,567 -11,578 -9 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 43.4 0.8 40.3 55.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 14 1 9 17 15 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,665
COMMITMENTS
12,490 8,118 9 4,155 8,475 16,654 16,602 11 63
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -4,620)
-4,895 -264 -1,748 2,028 -2,641 -4,615 -4,653 -5 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.9 48.7 0.1 24.9 50.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 14 1 4 11 11 25
Updated June 22, 2018