WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 661,149
COMMITMENTS
160,701 100,109 231,964 225,150 278,133 617,815 610,206 43,334 50,943
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -17,173)
-2,192 435 821 -15,819 -14,584 -17,190 -13,328 17 -3,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 15.1 35.1 34.1 42.1 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
152 144 192 116 136 373 385
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 20,800
COMMITMENTS
3,160 1,600 1,600 15,930 16,862 20,690 20,062 110 737
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,038)
50 630 170 838 219 1,058 1,019 -20 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 7.7 7.7 76.6 81.1 99.5 96.5 0.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 2 4 15 15 25 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,705
COMMITMENTS
101,570 36,023 62,690 120,120 183,767 284,380 282,481 24,324 26,224
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -8,543)
6,197 -530 -9,945 -3,751 935 -7,499 -9,540 -1,045 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 11.7 20.3 38.9 59.5 92.1 91.5 7.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
89 51 83 81 102 213 207
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,227,303
COMMITMENTS
414,907 365,729 662,052 942,963 961,851 2019922 1989633 207,380 237,670
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -59,942)
-21,936 -18,910 -2,793 -22,781 -37,226 -47,511 -58,929 -12,431 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.4 29.7 42.3 43.2 90.7 89.3 9.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 948)
236 181 269 425 445 791 786
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,117
COMMITMENTS
1,596 621 243 1,420 3,079 3,260 3,944 1,857 1,172
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 409)
269 85 25 162 729 455 839 -46 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 12.1 4.8 27.8 60.2 63.7 77.1 36.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 4 8 9 20 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 995,560
COMMITMENTS
140,180 194,245 296,245 488,493 408,454 924,917 898,943 70,643 96,617
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 6,186)
-7,501 5,103 3,150 13,341 -2,859 8,990 5,393 -2,804 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.5 29.8 49.1 41.0 92.9 90.3 7.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695)
180 199 230 230 251 540 566
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,502
COMMITMENTS
10,252 3,730 157 10 6,342 10,419 10,229 12,083 12,273
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,467)
81 -190 -15 1 -597 67 -802 -1,534 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 16.6 0.7 0.0 28.2 46.3 45.5 53.7 54.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 8 5 1 19 6 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 571,765
COMMITMENTS
108,208 169,058 156,397 268,617 210,966 533,222 536,421 38,543 35,345
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 19,732)
425 4,769 9,833 10,581 3,353 20,839 17,954 -1,107 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 29.6 27.4 47.0 36.9 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
88 119 136 102 87 278 292
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,048,014
COMMITMENTS
121,910 166,900 140,508 626,486 553,651 888,904 861,059 159,110 186,954
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 33,606)
-9,832 -2,862 24,196 13,187 17,343 27,551 38,677 6,055 -5,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.9 13.4 59.8 52.8 84.8 82.2 15.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
46 35 55 93 93 162 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,070,551
COMMITMENTS
94,265 335,032 27,332 805,690 606,093 927,288 968,457 143,264 102,094
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 35,693)
-8,258 12,108 2,952 32,889 19,502 27,583 34,562 8,111 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 31.3 2.6 75.3 56.6 86.6 90.5 13.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
19 22 25 70 68 102 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 571,753
COMMITMENTS
130,270 37,364 157,233 230,509 341,115 518,012 535,712 53,741 36,041
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 12,688)
9,554 -1,264 -1,065 2,678 15,373 11,168 13,044 1,520 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 6.5 27.5 40.3 59.7 90.6 93.7 9.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
118 50 121 120 108 298 247
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,712
COMMITMENTS
1,281 1,601 882 4,825 4,844 6,988 7,328 1,724 1,385
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -334)
-993 248 97 487 -892 -409 -546 76 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 18.4 10.1 55.4 55.6 80.2 84.1 19.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 11 10 14 16 35 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,096,621
COMMITMENTS
474,180 558,388 122,446 1387191 1236535 1983816 1917369 112,805 179,252
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 101,696)
41,389 32,360 -10,817 76,817 79,219 107,389 100,762 -5,693 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 26.6 5.8 66.2 59.0 94.6 91.5 5.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
72 74 53 155 151 247 258
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,607,508
COMMITMENTS
497,710 1108769 587,450 3141186 2383187 4226346 4079406 381,161 528,102
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 230,261)
-25,232 23,300 81,578 154,538 151,915 210,885 256,794 19,376 -26,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 24.1 12.7 68.2 51.7 91.7 88.5 8.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
78 109 109 222 237 363 392
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,316
COMMITMENTS
73,933 89,851 10,715 407,904 330,823 492,552 431,389 103,764 164,927
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 23,906)
9,930 18,721 -2,611 17,409 14,050 24,728 30,160 -822 -6,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 15.1 1.8 68.4 55.5 82.6 72.3 17.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
15 17 12 60 58 84 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,469,718
COMMITMENTS
535,737 1340512 401,846 3223903 2316566 4161486 4058924 308,232 410,794
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 74,761)
24,419 -13,847 48,240 -11,045 61,215 61,614 95,608 13,147 -20,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 30.0 9.0 72.1 51.8 93.1 90.8 6.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
50 80 66 158 168 251 271
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,904,674
COMMITMENTS
239,323 180,404 523,110 1111126 1140803 1873559 1844317 31,114 60,356
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 125,577)
17,296 39,620 42,591 68,469 43,291 128,356 125,502 -2,779 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.5 27.5 58.3 59.9 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 36 46 65 69 119 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,410
COMMITMENTS
21,452 8,574 2,020 17,160 32,509 40,632 43,103 9,778 7,307
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,087)
-1,398 364 117 -717 -1,739 -1,999 -1,258 911 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 17.0 4.0 34.0 64.5 80.6 85.5 19.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 17 12 26 31 65 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,820
COMMITMENTS
42,904 17,148 4,040 34,321 65,017 81,265 86,205 19,555 14,615
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -2,175)
-2,797 729 234 -1,434 -3,479 -3,997 -2,516 1,822 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 17.0 4.0 34.0 64.5 80.6 85.5 19.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 17 12 26 31 65 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,742
COMMITMENTS
2,905 667 0 25,098 28,855 28,003 29,522 1,739 220
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 612)
248 -46 0 337 710 585 664 27 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.2 0.0 84.4 97.0 94.2 99.3 5.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 13 12 16 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,424
COMMITMENTS
27,965 27,004 453 4,817 5,962 33,235 33,419 189 5
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,081)
1,090 -1,464 1 0 2,568 1,091 1,105 -10 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 80.8 1.4 14.4 17.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
29 13 3 2 2 32 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,081
COMMITMENTS
16,368 13,493 208 13,471 16,332 30,047 30,033 34 48
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 406)
-1,114 -333 0 1,549 790 435 457 -29 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 44.9 0.7 44.8 54.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 15 1 7 16 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,298
COMMITMENTS
13,492 8,753 9 3,775 8,437 17,276 17,199 22 99
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 155)
195 5 0 0 102 195 107 -40 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 50.6 0.1 21.8 48.8 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 10 1 3 11 9 21
Updated August 17, 2018