WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,779
COMMITMENTS
140,229 93,408 174,903 211,884 251,718 527,016 520,029 42,764 49,751
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -90,959)
-18,037 -8,251 -54,365 -16,191 -28,063 -88,593 -90,680 -2,366 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 16.4 30.7 37.2 44.2 92.5 91.3 7.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
136 134 166 115 137 349 354
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,804
COMMITMENTS
2,784 300 1,750 17,120 19,139 21,654 21,189 150 615
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 705)
50 -200 -250 905 1,284 705 834 0 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.4 8.0 78.5 87.8 99.3 97.2 0.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 4 16 16 25 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 280,351
COMMITMENTS
94,068 28,041 52,918 108,583 172,714 255,570 253,673 24,781 26,678
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -32,846)
-8,513 -7,305 -11,036 -12,100 -14,578 -31,649 -32,919 -1,197 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 10.0 18.9 38.7 61.6 91.2 90.5 8.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
93 44 85 79 97 213 198
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,049,082
COMMITMENTS
395,582 386,426 554,572 898,045 874,000 1848199 1814998 200,883 234,084
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -158,164)
-13,875 36,076 -87,164 -54,536 -101,264 -155,575 -152,352 -2,588 -5,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 18.9 27.1 43.8 42.7 90.2 88.6 9.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 898)
215 170 230 402 421 731 726
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,859
COMMITMENTS
1,186 776 267 1,591 2,808 3,044 3,851 1,814 1,007
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -384)
-306 265 1 25 -384 -280 -117 -104 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 16.0 5.5 32.8 57.8 62.7 79.3 37.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 6 8 7 18 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 984,531
COMMITMENTS
136,368 191,104 285,120 493,267 405,850 914,755 882,073 69,776 102,457
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -7,127)
-5,441 16,234 -9,807 5,603 -18,415 -9,645 -11,988 2,519 4,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 19.4 29.0 50.1 41.2 92.9 89.6 7.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
176 189 233 222 235 529 550
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,916
COMMITMENTS
10,271 3,700 146 11 6,026 10,428 9,872 10,488 11,044
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -1,257)
-33 132 -25 3 -240 -55 -133 -1,202 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 17.7 0.7 0.1 28.8 49.9 47.2 50.1 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 9 5 2 18 7 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 558,494
COMMITMENTS
105,118 160,082 155,154 258,531 208,697 518,804 523,934 39,691 34,561
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -13,897)
3,154 -4,372 -7,751 -8,585 -1,177 -13,182 -13,299 -715 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 28.7 27.8 46.3 37.4 92.9 93.8 7.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
89 112 122 98 80 265 266
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,050,314
COMMITMENTS
123,856 132,871 109,482 620,650 596,893 853,988 839,246 196,326 211,068
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -55,692)
-1,848 -18,643 -42,128 -39,654 -19,199 -83,630 -79,970 27,938 24,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.7 10.4 59.1 56.8 81.3 79.9 18.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
42 28 46 90 88 152 142
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,112,883
COMMITMENTS
104,736 316,302 41,235 782,473 629,248 928,444 986,785 184,439 126,098
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 20,103)
3,336 -9,818 -3,474 -12,792 17,174 -12,930 3,882 33,033 16,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 28.4 3.7 70.3 56.5 83.4 88.7 16.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
20 20 27 74 67 106 102
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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
724 1,019 155 1,217 851 2,096 2,025 325 396
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
-121 112 10 127 -94 16 28 -16 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 42.1 6.4 50.3 35.2 86.6 83.6 13.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 2 9 7 15 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 563,031
COMMITMENTS
110,641 54,065 143,230 256,656 323,714 510,526 521,009 52,504 42,021
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 6,883)
-14,743 18,545 -22 20,937 -17,557 6,172 966 711 5,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 9.6 25.4 45.6 57.5 90.7 92.5 9.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
103 66 117 123 110 288 253
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,605
COMMITMENTS
990 2,453 234 4,802 3,641 6,025 6,327 1,579 1,278
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -1,343)
-138 481 -703 -348 -990 -1,189 -1,212 -154 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 32.3 3.1 63.1 47.9 79.2 83.2 20.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 14 6 15 13 29 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,243,768
COMMITMENTS
461,224 613,301 225,125 1421680 1213758 2108029 2052185 135,740 191,584
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 73,020)
-13,857 27,587 98,400 -22,341 -67,967 62,202 58,021 10,817 14,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 27.3 10.0 63.4 54.1 94.0 91.5 6.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
62 76 48 154 148 239 250
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,607,762
COMMITMENTS
556,038 1062770 476,792 3105550 2458676 4138380 3998237 469,382 609,524
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -242,414)
48,793 -10,473 -210,354 -155,655 -84,805 -317,216 -305,632 74,802 63,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 23.1 10.3 67.4 53.4 89.8 86.8 10.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
85 99 114 228 228 376 378
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 644,424
COMMITMENTS
66,200 89,741 22,296 435,559 340,667 524,055 452,704 120,369 191,720
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 27,230)
-6,075 -10,906 1,399 13,462 10,850 8,786 1,343 18,444 25,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.9 3.5 67.6 52.9 81.3 70.2 18.7 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 17 14 61 59 83 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,587,013
COMMITMENTS
483,910 1255248 442,365 3248960 2456203 4175235 4153817 411,778 433,196
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 17,527)
-52,395 -39,203 54 -41,062 42,729 -93,403 3,579 110,930 13,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 27.4 9.6 70.8 53.5 91.0 90.6 9.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
50 74 73 163 175 257 278
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,012,473
COMMITMENTS
202,735 193,008 568,128 1208212 1189196 1979075 1950332 33,398 62,141
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 87,852)
-32,000 -20,441 79,991 41,099 27,410 89,090 86,960 -1,238 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 9.6 28.2 60.0 59.1 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 35 45 66 70 121 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,137
COMMITMENTS
24,709 9,127 2,127 19,044 35,286 45,880 46,540 8,257 7,598
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,557)
2,011 204 -353 499 1,865 2,157 1,716 -600 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 16.9 3.9 35.2 65.2 84.7 86.0 15.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
39 20 12 32 32 76 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,275
COMMITMENTS
49,418 18,254 4,254 38,087 70,571 91,760 93,080 16,515 15,195
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,113)
4,023 408 -707 997 3,730 4,313 3,431 -1,200 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 16.9 3.9 35.2 65.2 84.7 86.0 15.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
39 20 12 32 32 76 59
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,607
COMMITMENTS
4,116 715 0 25,685 30,584 29,801 31,299 1,806 308
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,479)
710 254 0 809 1,216 1,519 1,470 -40 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 2.3 0.0 81.3 96.8 94.3 99.0 5.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 12 13 15 15
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,176
COMMITMENTS
24,273 23,031 1,828 4,870 6,221 30,971 31,080 205 96
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,143)
2,188 758 2 -49 1,383 2,141 2,143 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 73.9 5.9 15.6 20.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
27 15 3 2 2 30 19
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,106
COMMITMENTS
17,369 14,039 212 12,487 15,798 30,068 30,049 38 57
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 22)
786 314 -1 -745 -279 40 34 -18 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.7 46.6 0.7 41.5 52.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 12 1 6 16 12 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,341
COMMITMENTS
15,553 8,884 9 3,768 10,364 19,330 19,257 11 84
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 747)
760 196 0 -7 572 753 768 -6 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 45.9 0.0 19.5 53.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 9 1 3 12 9 21
Updated August 31, 2018