WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,033
COMMITMENTS
161,798 128,869 110,490 173,972 198,583 446,260 437,942 35,773 44,091
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 6,036)
313 2,529 1,318 4,623 1,589 6,254 5,436 -218 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 26.7 22.9 36.1 41.2 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
135 110 129 110 124 320 305
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,968
COMMITMENTS
3,624 940 400 14,494 16,968 18,518 18,308 450 660
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,230)
-420 200 -200 -2,360 -2,160 -2,980 -2,160 -250 -1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 5.0 2.1 76.4 89.5 97.6 96.5 2.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 3 18 17 24 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,454
COMMITMENTS
94,927 54,693 55,914 108,466 149,409 259,307 260,016 24,147 23,438
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 3,455)
-1,181 1,056 6,295 -2,587 -3,770 2,527 3,581 928 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 19.3 19.7 38.3 52.7 91.5 91.7 8.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
84 54 65 81 96 194 195
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,649,056
COMMITMENTS
441,122 375,187 290,912 751,314 797,957 1483348 1464056 165,708 185,000
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -34,220)
-12,212 -21,982 -5,761 -15,606 -11,851 -33,579 -39,594 -641 5,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 22.8 17.6 45.6 48.4 90.0 88.8 10.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 827)
184 158 178 284 355 577 614
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,351
COMMITMENTS
1,922 1,385 194 1,204 2,442 3,320 4,021 2,031 1,330
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,032)
700 363 -50 15 424 665 737 367 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 25.9 3.6 22.5 45.6 62.0 75.1 38.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 7 2 7 8 21 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 847,629
COMMITMENTS
156,086 197,380 180,650 452,017 380,834 788,753 758,864 58,876 88,765
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -14,123)
-6,218 -3,951 3,401 -13,708 -15,580 -16,525 -16,130 2,402 2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 23.3 21.3 53.3 44.9 93.1 89.5 6.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
137 180 180 190 214 449 492
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 536,554
COMMITMENTS
110,424 115,468 132,570 254,435 258,182 497,429 506,220 39,125 30,334
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -17,384)
-4,668 -11,873 -5,500 -6,637 2,565 -16,805 -14,808 -579 -2,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 21.5 24.7 47.4 48.1 92.7 94.3 7.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
98 90 109 88 71 255 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 944,352
COMMITMENTS
136,538 274,920 15,937 645,652 457,712 798,127 748,569 146,225 195,783
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 58,234)
19,164 37,738 -334 47,752 5,917 66,582 43,321 -8,348 14,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 29.1 1.7 68.4 48.5 84.5 79.3 15.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
42 38 24 85 84 135 138
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,055,458
COMMITMENTS
107,208 333,363 15,725 792,598 575,608 915,531 924,696 139,927 130,762
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 6,730)
15,167 585 -526 -7,368 -3,832 7,273 -3,773 -543 10,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 31.6 1.5 75.1 54.5 86.7 87.6 13.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
16 25 21 65 66 92 101
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,237
COMMITMENTS
511 1,192 63 1,395 535 1,969 1,790 268 447
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -143)
-9 63 -134 34 -131 -109 -202 -34 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 53.3 2.8 62.4 23.9 88.0 80.0 12.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 10 1 9 6 15 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 518,625
COMMITMENTS
122,545 43,582 99,166 241,563 335,797 463,274 478,545 55,351 40,080
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 2,652)
5,573 -8,262 4,686 -9,632 6,954 627 3,378 2,025 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 8.4 19.1 46.6 64.7 89.3 92.3 10.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
98 46 102 114 103 267 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,168
COMMITMENTS
1,227 3,510 243 5,097 2,836 6,567 6,589 1,601 1,579
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -854)
-132 -864 -127 -381 217 -640 -774 -214 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 43.0 3.0 62.4 34.7 80.4 80.7 19.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 12 7 17 13 33 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,231,833
COMMITMENTS
486,355 729,919 69,379 1541743 1250733 2097477 2050031 134,356 181,802
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 47,416)
31,338 -18,116 3,126 13,602 60,802 48,066 45,812 -650 1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 32.7 3.1 69.1 56.0 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
62 73 27 157 144 232 231
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,126,136
COMMITMENTS
544,866 1167288 243,403 2934844 2207493 3723113 3618184 403,023 507,952
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 147,309)
118,607 837 12,058 32,507 117,480 163,172 130,375 -15,863 16,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 28.3 5.9 71.1 53.5 90.2 87.7 9.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
76 95 58 187 211 292 335
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,906
COMMITMENTS
60,532 81,453 11,039 440,787 361,311 512,358 453,803 105,548 164,103
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,851)
-2,767 -3,880 -1,069 2,584 6,353 -1,252 1,404 -599 -3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 13.2 1.8 71.3 58.5 82.9 73.4 17.1 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
10 17 9 60 58 78 76
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,448,802
COMMITMENTS
556,118 1416058 152,892 3443729 2425582 4152739 3994532 296,063 454,270
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 43,248)
-3,625 30,356 -17,112 80,222 31,537 59,485 44,781 -16,237 -1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 31.8 3.4 77.4 54.5 93.3 89.8 6.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
52 79 36 152 176 226 269
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,756,746
COMMITMENTS
206,803 219,578 429,274 1081673 1051472 1717750 1700324 38,996 56,422
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -9,212)
36,724 16,972 -13,358 -34,763 -13,291 -11,397 -9,677 2,185 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 12.5 24.4 61.6 59.9 97.8 96.8 2.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 38 45 65 65 122 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,344
COMMITMENTS
28,484 5,933 2,599 12,470 37,050 43,552 45,582 8,792 6,762
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -4,838)
-4,886 -52 800 -1,186 -5,071 -5,272 -4,322 434 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 11.3 5.0 23.8 70.8 83.2 87.1 16.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
39 20 8 30 31 70 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,688
COMMITMENTS
56,967 11,866 5,198 24,939 74,100 87,104 91,164 17,584 13,524
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -9,675)
-9,772 -103 1,600 -2,371 -10,141 -10,543 -8,644 868 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 11.3 5.0 23.8 70.8 83.2 87.1 16.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
39 20 8 30 31 70 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,421
COMMITMENTS
3,310 454 0 24,760 28,415 28,070 28,869 1,351 552
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -21)
82 -352 0 259 21 341 -331 -362 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 1.5 0.0 84.2 96.6 95.4 98.1 4.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 11 11 14 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,195
COMMITMENTS
17,861 29,697 4,185 11,938 189 33,984 34,071 211 124
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 4,304)
-3,346 8,306 1,883 5,789 -5,877 4,326 4,312 -22 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 86.8 12.2 34.9 0.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
23 13 2 4 2 28 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,035
COMMITMENTS
17,299 10,605 212 11,461 16,195 28,972 27,012 63 2,023
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 97)
-78 335 -2 153 -130 73 203 24 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 36.5 0.7 39.5 55.8 99.8 93.0 0.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 11 1 5 15 11 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,035
COMMITMENTS
14,364 8,435 9 2,648 6,988 17,021 15,432 14 1,603
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 521)
638 1,097 0 -125 -555 513 542 8 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.3 49.5 0.1 15.5 41.0 99.9 90.6 0.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 11 1 3 11 9 22
Updated October 12, 2018