WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 660,739
COMMITMENTS
158,266 101,659 229,268 228,075 279,782 615,609 610,709 45,130 50,030
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -410)
-2,435 1,550 -2,696 2,925 1,649 -2,206 503 1,795 -913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 15.4 34.7 34.5 42.3 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
153 142 185 115 137 374 378
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,099
COMMITMENTS
2,734 500 2,000 16,215 17,855 20,949 20,355 150 744
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 299)
-426 -1,100 400 285 993 259 293 40 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 2.4 9.5 76.9 84.6 99.3 96.5 0.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 4 15 14 24 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 313,197
COMMITMENTS
102,581 35,346 63,954 120,683 187,292 287,218 286,592 25,978 26,605
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,492)
1,012 -677 1,263 563 3,525 2,838 4,111 1,654 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 11.3 20.4 38.5 59.8 91.7 91.5 8.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
90 46 81 79 98 210 197
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,207,245
COMMITMENTS
409,457 350,350 641,736 952,581 975,264 2003774 1967350 203,472 239,896
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -20,057)
-5,450 -15,380 -20,316 9,617 13,413 -16,148 -22,283 -3,909 2,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.9 29.1 43.2 44.2 90.8 89.1 9.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 936)
231 180 255 416 438 770 769
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,243
COMMITMENTS
1,491 511 266 1,567 3,191 3,324 3,968 1,918 1,274
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 126)
-104 -110 23 146 112 65 24 61 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 9.8 5.1 29.9 60.9 63.4 75.7 36.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 4 5 8 8 20 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 991,658
COMMITMENTS
141,809 174,870 294,927 487,665 424,264 924,400 894,062 67,257 97,596
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -3,902)
1,629 -19,374 -1,318 -828 15,810 -517 -4,882 -3,385 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 17.6 29.7 49.2 42.8 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 693)
199 178 243 226 250 550 566
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,173
COMMITMENTS
10,304 3,568 171 8 6,266 10,483 10,005 11,690 12,168
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -329)
52 -162 14 -2 -76 64 -224 -393 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 16.1 0.8 0.0 28.3 47.3 45.1 52.7 54.9
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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 572,391
COMMITMENTS
101,965 164,453 162,905 267,116 209,874 531,986 537,232 40,406 35,159
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 626)
-6,244 -4,604 6,508 -1,501 -1,092 -1,236 812 1,863 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 28.7 28.5 46.7 36.7 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
86 113 130 102 81 273 273
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,106,006
COMMITMENTS
125,704 151,514 151,610 660,304 616,092 937,618 919,216 168,388 186,790
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 57,992)
3,794 -15,386 11,102 33,818 62,441 48,714 58,156 9,278 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.7 13.7 59.7 55.7 84.8 83.1 15.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
43 35 54 96 102 164 166
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,092,780
COMMITMENTS
101,400 326,120 44,709 795,265 612,074 941,374 982,903 151,406 109,877
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 22,228)
7,135 -8,912 17,376 -10,425 5,981 14,086 14,446 8,142 7,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 29.8 4.1 72.8 56.0 86.1 89.9 13.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
19 23 28 69 64 103 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,421
COMMITMENTS
845 907 145 1,090 945 2,080 1,997 341 424
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 37.5 6.0 45.0 39.0 85.9 82.5 14.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 2 8 6 15 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 556,148
COMMITMENTS
125,384 35,520 143,252 235,718 341,271 504,354 520,044 51,794 36,105
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -15,605)
-4,886 -1,844 -13,980 5,210 156 -13,657 -15,669 -1,947 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 6.4 25.8 42.4 61.4 90.7 93.5 9.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
111 57 126 124 109 301 254
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,948
COMMITMENTS
1,127 1,972 937 5,149 4,630 7,214 7,539 1,734 1,409
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 236)
-153 370 55 324 -214 226 212 10 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 22.0 10.5 57.5 51.7 80.6 84.3 19.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 13 11 13 15 33 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,170,749
COMMITMENTS
475,081 585,714 126,725 1444021 1281725 2045826 1994164 124,922 176,585
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 74,128)
901 27,326 4,279 56,830 45,189 62,010 76,795 12,118 -2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 27.0 5.8 66.5 59.0 94.2 91.9 5.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
68 77 54 158 153 248 262
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,850,176
COMMITMENTS
507,245 1073243 687,146 3261205 2543480 4455596 4303869 394,580 546,306
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 242,668)
9,535 -35,526 99,696 120,019 160,293 229,250 224,464 13,419 18,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 22.1 14.2 67.2 52.4 91.9 88.7 8.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
87 112 120 230 231 386 394
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,194
COMMITMENTS
72,275 100,647 20,897 422,097 329,817 515,269 451,361 101,925 165,833
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 20,878)
-1,658 10,796 10,182 14,193 -1,006 22,717 19,972 -1,839 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 16.3 3.4 68.4 53.4 83.5 73.1 16.5 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 18 15 64 60 89 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,569,486
COMMITMENTS
536,305 1294451 442,311 3290022 2413475 4268638 4150237 300,848 419,249
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 99,768)
568 -46,060 40,465 66,120 96,908 107,153 91,313 -7,385 8,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 28.3 9.7 72.0 52.8 93.4 90.8 6.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
48 82 69 159 172 253 277
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,924,621
COMMITMENTS
234,735 213,449 488,137 1167113 1161786 1889985 1863372 34,636 61,249
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 19,948)
-4,588 33,045 -34,973 55,987 20,983 16,426 19,055 3,522 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.1 25.4 60.6 60.4 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
33 34 42 66 70 116 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,581
COMMITMENTS
22,698 8,923 2,481 18,545 33,421 43,723 44,824 8,857 7,757
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,171)
1,246 349 461 1,385 912 3,091 1,722 -920 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 17.0 4.7 35.3 63.6 83.2 85.2 16.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
37 17 10 29 32 70 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,162
COMMITMENTS
45,396 17,846 4,961 37,090 66,841 87,447 89,649 17,715 15,513
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,342)
2,492 698 921 2,769 1,824 6,182 3,443 -1,841 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 17.0 4.7 35.3 63.6 83.2 85.2 16.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
37 17 10 29 32 70 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 30,128
COMMITMENTS
3,406 461 0 24,876 29,368 28,282 29,829 1,846 299
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 386)
501 -206 0 -222 513 279 307 107 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.5 0.0 82.6 97.5 93.9 99.0 6.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 13 12 16 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 29,033
COMMITMENTS
22,085 22,273 1,826 4,919 4,838 28,830 28,937 203 96
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -4,391)
-5,880 -4,731 1,373 102 -1,124 -4,405 -4,482 14 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 76.7 6.3 16.9 16.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
29 14 3 3 2 33 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,084
COMMITMENTS
16,583 13,725 213 13,232 16,077 30,028 30,015 56 69
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3)
215 232 5 -239 -255 -19 -18 22 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 45.6 0.7 44.0 53.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 12 1 6 17 12 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,594
COMMITMENTS
14,793 8,688 9 3,775 9,792 18,577 18,489 17 105
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,296)
1,301 -65 0 0 1,355 1,301 1,290 -5 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.6 46.7 0.0 20.3 52.7 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 10 1 3 12 10 22
Updated August 24, 2018