WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,407
COMMITMENTS
161,042 128,157 112,432 178,171 204,458 451,645 445,047 36,762 43,360
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 6,374)
-756 -712 1,942 4,199 5,875 5,385 7,105 989 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 26.2 23.0 36.5 41.9 92.5 91.1 7.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
139 103 128 105 127 312 309
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,133
COMMITMENTS
3,824 1,040 400 14,559 17,083 18,783 18,523 350 610
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 165)
200 100 0 65 115 265 215 -100 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 5.4 2.1 76.1 89.3 98.2 96.8 1.8 3.2
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,107
COMMITMENTS
95,385 54,228 61,896 111,408 153,447 268,689 269,571 24,418 23,536
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 9,653)
458 -465 5,982 2,942 4,038 9,382 9,555 271 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 18.5 21.1 38.0 52.4 91.7 92.0 8.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
77 58 68 79 95 192 197
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,622,531
COMMITMENTS
425,419 315,808 290,503 738,523 825,214 1454445 1431525 168,086 191,006
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -26,525)
-15,703 -59,379 -409 -12,791 27,257 -28,903 -32,531 2,378 6,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 19.5 17.9 45.5 50.9 89.6 88.2 10.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 817)
186 152 170 289 362 576 607
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,403
COMMITMENTS
2,449 1,715 216 1,260 2,944 3,925 4,875 2,478 1,528
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,052)
527 330 22 56 502 605 854 447 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 26.8 3.4 19.7 46.0 61.3 76.1 38.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 10 3 8 9 23 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 856,882
COMMITMENTS
154,900 184,674 185,228 459,253 396,275 799,381 766,177 57,501 90,705
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 9,253)
-1,186 -12,706 4,578 7,236 15,441 10,628 7,313 -1,375 1,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 21.6 21.6 53.6 46.2 93.3 89.4 6.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
138 178 190 187 213 460 492
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 530,702
COMMITMENTS
110,436 107,816 130,179 252,746 261,034 493,361 499,029 37,341 31,673
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -5,852)
12 -7,652 -2,391 -1,689 2,852 -4,068 -7,191 -1,784 1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 20.3 24.5 47.6 49.2 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
100 88 109 91 70 259 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 927,355
COMMITMENTS
144,936 248,873 17,654 630,685 474,436 793,275 740,963 134,080 186,392
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -16,997)
8,398 -26,047 1,717 -14,967 16,724 -4,852 -7,606 -12,145 -9,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 26.8 1.9 68.0 51.2 85.5 79.9 14.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
51 30 23 85 86 144 131
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,086,657
COMMITMENTS
97,082 342,057 16,322 832,915 599,728 946,319 958,107 140,338 128,550
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 31,199)
-10,126 8,694 597 40,317 24,120 30,788 33,411 411 -2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 31.5 1.5 76.6 55.2 87.1 88.2 12.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
15 25 21 67 66 94 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,197
COMMITMENTS
340 1,160 50 1,421 459 1,811 1,669 386 528
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -40)
-171 -32 -13 26 -76 -158 -121 118 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 52.8 2.3 64.7 20.9 82.4 76.0 17.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 2 9 7 14 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 527,587
COMMITMENTS
123,043 40,701 106,435 241,953 341,674 471,431 488,810 56,156 38,777
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 8,962)
498 -2,881 7,269 390 5,877 8,157 10,265 805 -1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 7.7 20.2 45.9 64.8 89.4 92.7 10.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
93 51 107 110 99 261 225
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,044
COMMITMENTS
1,319 2,470 300 5,037 3,873 6,656 6,643 1,388 1,401
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -124)
92 -1,040 57 -60 1,037 89 54 -213 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 30.7 3.7 62.6 48.1 82.7 82.6 17.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 10 9 16 12 34 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,221,827
COMMITMENTS
516,076 775,792 52,611 1522823 1222880 2091510 2051283 130,317 170,544
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -10,006)
29,721 45,873 -16,768 -18,920 -27,853 -5,967 1,252 -4,039 -11,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 34.9 2.4 68.5 55.0 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
60 74 28 160 143 234 231
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,134,772
COMMITMENTS
555,950 1171920 233,908 2947229 2245569 3737087 3651397 397,685 483,375
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 8,636)
11,084 4,632 -9,495 12,385 38,076 13,974 33,213 -5,338 -24,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 28.3 5.7 71.3 54.3 90.4 88.3 9.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
74 91 60 205 215 307 338
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 627,913
COMMITMENTS
66,517 89,625 6,227 443,321 362,129 516,065 457,981 111,848 169,932
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 10,007)
5,985 8,172 -4,812 2,534 818 3,707 4,178 6,300 5,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 14.3 1.0 70.6 57.7 82.2 72.9 17.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
13 16 11 61 59 82 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,518,373
COMMITMENTS
583,109 1402950 155,599 3473156 2518946 4211864 4077495 306,509 440,878
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 69,571)
26,991 -13,108 2,707 29,427 93,364 59,125 82,963 10,446 -13,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 31.0 3.4 76.9 55.7 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
55 74 33 152 174 227 261
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,823,878
COMMITMENTS
193,891 223,874 464,956 1121302 1069199 1780149 1758029 43,729 65,849
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 67,132)
-12,912 4,296 35,682 39,629 17,727 62,399 57,705 4,733 9,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 12.3 25.5 61.5 58.6 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
34 39 45 66 68 121 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 46,361
COMMITMENTS
20,338 7,160 2,784 14,356 29,027 37,477 38,970 8,885 7,391
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -5,983)
-8,146 1,227 185 1,886 -8,023 -6,076 -6,612 93 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 15.4 6.0 31.0 62.6 80.8 84.1 19.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 24 8 29 27 67 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,722
COMMITMENTS
40,675 14,319 5,567 28,711 58,054 74,953 77,940 17,769 14,782
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -11,966)
-16,292 2,453 369 3,772 -16,046 -12,151 -13,224 185 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 15.4 6.0 31.0 62.6 80.8 84.1 19.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 24 8 29 27 67 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,113
COMMITMENTS
3,149 454 0 23,679 27,456 26,828 27,910 1,285 203
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,308)
-161 0 0 -1,081 -959 -1,242 -959 -66 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 1.6 0.0 84.2 97.7 95.4 99.3 4.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 11 10 14 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,055
COMMITMENTS
17,973 27,878 4,514 10,376 626 32,863 33,018 192 37
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,140)
112 -1,819 329 -1,562 437 -1,121 -1,053 -19 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 84.3 13.7 31.4 1.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 12 2 5 1 31 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,350
COMMITMENTS
17,539 10,829 212 11,526 16,511 29,277 27,552 73 1,798
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 315)
240 224 0 65 316 305 540 10 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.8 36.9 0.7 39.3 56.3 99.8 93.9 0.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 11 1 5 15 10 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,120
COMMITMENTS
14,426 8,406 9 2,652 7,235 17,087 15,650 33 1,470
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 85)
62 -29 0 4 247 66 218 19 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.3 49.1 0.1 15.5 42.3 99.8 91.4 0.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 12 1 3 11 9 23
Updated October 19, 2018