WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 598,545
COMMITMENTS
127,567 120,001 202,824 237,656 226,523 568,047 549,348 30,497 49,197
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 2,647)
-3,329 -957 -2,490 7,876 5,306 2,057 1,860 590 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 20.0 33.9 39.7 37.8 94.9 91.8 5.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
126 143 154 107 124 330 338
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,070
COMMITMENTS
9,470 100 500 11,860 21,130 21,830 21,730 240 340
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -290)
-300 0 100 -320 -570 -520 -470 230 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 0.5 2.3 53.7 95.7 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 10 16 15 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,809
COMMITMENTS
82,513 52,195 62,612 117,792 142,375 262,917 257,183 20,892 26,626
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 13,373)
1,125 125 5,995 8,051 7,806 15,171 13,926 -1,798 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 18.4 22.1 41.5 50.2 92.6 90.6 7.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
77 58 65 82 89 192 188
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,352,719
COMMITMENTS
443,182 450,830 661,520 1020410 990,066 2125113 2102416 227,607 250,303
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -8,148)
-25,378 23,287 -4,604 18,628 -26,082 -11,355 -7,399 3,206 -749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 19.2 28.1 43.4 42.1 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 958)
259 179 275 407 417 791 768
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,976
COMMITMENTS
1,176 1,276 132 1,553 1,996 2,860 3,404 2,116 1,572
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -12)
108 4 1 -47 87 61 92 -73 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 25.6 2.7 31.2 40.1 57.5 68.4 42.5 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 2 6 8 12 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,039,967
COMMITMENTS
150,888 182,286 310,095 500,585 446,003 961,569 938,384 78,398 101,583
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 33,921)
8,639 1,129 19,937 3,635 14,907 32,211 35,972 1,710 -2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.5 29.8 48.1 42.9 92.5 90.2 7.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 736)
242 171 266 232 252 594 590
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,310
COMMITMENTS
10,506 3,604 394 634 7,561 11,534 11,559 14,776 14,751
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 31)
-53 85 17 -10 39 -46 141 77 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 13.7 1.5 2.4 28.7 43.8 43.9 56.2 56.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 9 5 6 20 12 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 526,870
COMMITMENTS
119,649 164,805 122,101 243,356 202,544 485,106 489,449 41,765 37,421
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 5,968)
265 -5,412 6,883 -540 4,292 6,609 5,762 -640 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 31.3 23.2 46.2 38.4 92.1 92.9 7.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
80 136 121 94 79 259 274
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,003,635
COMMITMENTS
126,633 128,730 126,487 589,180 551,712 842,300 806,929 161,334 196,706
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 30,268)
18,295 -4,779 6,800 1,502 25,208 26,597 27,228 3,671 3,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 12.8 12.6 58.7 55.0 83.9 80.4 16.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
49 32 56 92 98 164 163
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 978,682
COMMITMENTS
84,314 275,440 16,749 736,518 586,624 837,582 878,812 141,100 99,870
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 8,343)
5,194 1,826 -3,237 1,018 9,758 2,976 8,347 5,366 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 28.1 1.7 75.3 59.9 85.6 89.8 14.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
19 17 21 66 66 93 96
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 573,033
COMMITMENTS
122,586 34,690 166,570 232,072 332,240 521,228 533,500 51,805 39,533
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 7,434)
-2,044 3,104 3,874 3,696 325 5,526 7,303 1,908 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.1 29.1 40.5 58.0 91.0 93.1 9.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
106 50 131 111 107 287 255
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,326
COMMITMENTS
1,425 1,497 365 4,875 5,454 6,665 7,315 1,661 1,011
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 644)
190 -1,098 49 274 1,648 513 599 130 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 18.0 4.4 58.5 65.5 80.0 87.9 20.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 9 9 16 18 36 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,956,627
COMMITMENTS
469,067 463,803 123,786 1241218 1194653 1834071 1782242 122,556 174,386
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 8,269)
6,485 -3,603 -2,274 7,245 12,035 11,457 6,158 -3,188 2,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 23.7 6.3 63.4 61.1 93.7 91.1 6.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
63 74 48 141 142 225 243
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,387,465
COMMITMENTS
563,374 909,665 619,464 2845490 2318896 4028328 3848025 359,137 539,440
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 121,012)
61,685 7,704 79,497 -16,303 23,688 124,878 110,889 -3,867 10,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 20.7 14.1 64.9 52.9 91.8 87.7 8.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
75 108 108 214 238 346 397
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 570,034
COMMITMENTS
71,245 63,130 18,472 380,674 310,763 470,391 392,365 99,643 177,669
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 20,326)
2,024 10,438 7,687 12,489 6,819 22,200 24,944 -1,874 -4,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.1 3.2 66.8 54.5 82.5 68.8 17.5 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
15 13 10 56 54 78 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,163,227
COMMITMENTS
575,485 1164016 349,363 2967853 2232993 3892701 3746373 270,526 416,854
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 37,940)
-13,330 34,483 7,035 37,873 -4,153 31,579 37,365 6,361 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 28.0 8.4 71.3 53.6 93.5 90.0 6.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
52 86 72 150 178 252 286
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,910,335
COMMITMENTS
292,667 164,220 457,587 1128068 1229021 1878322 1850828 32,014 59,507
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,250)
16,796 21,552 -17,885 -2,536 -8,585 -3,624 -4,918 375 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 8.6 24.0 59.1 64.3 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
23 38 49 61 69 112 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,504
COMMITMENTS
15,189 7,417 2,316 17,759 27,069 35,264 36,802 8,240 6,702
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 493)
554 -1,638 -382 587 1,270 759 -750 -266 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 17.0 5.3 40.8 62.2 81.1 84.6 18.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
34 20 12 29 30 67 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,009
COMMITMENTS
30,378 14,834 4,632 35,518 54,138 70,528 73,604 16,481 13,405
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 985)
1,107 -3,276 -764 1,175 2,541 1,518 -1,500 -532 2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 17.0 5.3 40.8 62.2 81.1 84.6 18.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
34 20 12 29 30 67 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,577
COMMITMENTS
2,959 601 0 24,667 28,264 27,626 28,865 1,951 712
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -43)
263 -48 0 -551 54 -288 6 245 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.0 0.0 83.4 95.6 93.4 97.6 6.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 12 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 43,074
COMMITMENTS
30,919 42,595 452 11,545 0 42,916 43,047 158 27
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -4,361)
-4,403 -4,366 0 41 0 -4,362 -4,366 1 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 98.9 1.0 26.8 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
30 15 2 3 0 34 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,825
COMMITMENTS
15,666 12,821 214 14,901 17,661 30,781 30,696 44 129
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -97)
-877 174 -15 786 -291 -106 -132 9 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 41.6 0.7 48.3 57.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 14 1 9 17 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,879
COMMITMENTS
10,794 6,804 9 4,061 8,015 14,864 14,828 15 51
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,132)
-1,381 -385 0 244 -709 -1,137 -1,094 5 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 45.7 0.1 27.3 53.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 12 1 5 11 12 23
Updated July 13, 2018