WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 502,850
COMMITMENTS
158,214 137,886 119,210 187,626 201,630 465,050 458,726 37,800 44,124
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 14,443)
-2,828 9,729 6,778 9,455 -2,828 13,405 13,679 1,038 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 27.4 23.7 37.3 40.1 92.5 91.2 7.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
138 109 128 112 129 322 310
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 20,713
COMMITMENTS
3,974 1,640 1,450 14,979 17,113 20,403 20,203 310 510
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,580)
150 600 1,050 420 30 1,620 1,680 -40 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 7.9 7.0 72.3 82.6 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 4 19 17 26 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 301,551
COMMITMENTS
96,150 59,271 60,753 119,564 156,607 276,467 276,631 25,084 24,920
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 8,444)
765 5,043 -1,143 8,156 3,160 7,778 7,060 666 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 19.7 20.1 39.6 51.9 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
81 57 66 82 93 193 196
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,655,068
COMMITMENTS
432,025 308,745 309,252 746,527 836,313 1487804 1454310 167,264 200,758
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 32,537)
6,606 -7,063 18,749 8,004 11,099 33,359 22,785 -822 9,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 18.7 18.7 45.1 50.5 89.9 87.9 10.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808)
179 144 169 289 365 570 607
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,061
COMMITMENTS
2,855 1,795 342 1,332 3,242 4,529 5,379 2,532 1,682
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 658)
406 80 126 72 298 604 504 54 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 25.4 4.8 18.9 45.9 64.1 76.2 35.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 9 5 9 10 30 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 840,910
COMMITMENTS
154,913 186,452 178,645 450,152 382,199 783,710 747,296 57,200 93,614
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -15,972)
13 1,778 -6,583 -9,101 -14,076 -15,671 -18,881 -301 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 22.2 21.2 53.5 45.5 93.2 88.9 6.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
132 180 191 196 207 459 486
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 533,050
COMMITMENTS
107,764 108,277 131,498 256,807 261,856 496,069 501,631 36,981 31,419
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,348)
-2,672 461 1,319 4,061 822 2,708 2,602 -360 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 20.3 24.7 48.2 49.1 93.1 94.1 6.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
92 95 106 90 73 250 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 918,210
COMMITMENTS
129,156 216,971 18,562 634,956 496,935 782,674 732,468 135,536 185,742
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -9,145)
-15,780 -31,902 908 4,271 22,499 -10,601 -8,495 1,456 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 23.6 2.0 69.2 54.1 85.2 79.8 14.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
48 32 26 86 89 143 138
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,069,759
COMMITMENTS
95,466 334,951 20,392 810,116 591,246 925,974 946,589 143,785 123,170
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -16,898)
-1,616 -7,106 4,070 -22,799 -8,482 -20,345 -11,518 3,447 -5,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 31.3 1.9 75.7 55.3 86.6 88.5 13.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
17 23 21 63 64 91 97
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,536
COMMITMENTS
251 1,358 102 1,710 622 2,063 2,082 473 454
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 339)
-89 198 52 289 163 252 413 87 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 53.5 4.0 67.4 24.5 81.3 82.1 18.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 10 2 9 8 13 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 527,167
COMMITMENTS
119,271 42,982 109,561 245,777 335,931 474,609 488,474 52,558 38,693
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -420)
-3,772 2,281 3,126 3,824 -5,743 3,178 -336 -3,598 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 8.2 20.8 46.6 63.7 90.0 92.7 10.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
89 59 99 111 98 252 224
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,594
COMMITMENTS
1,504 2,300 377 5,336 4,573 7,217 7,250 1,377 1,344
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 550)
185 -170 77 299 700 561 607 -11 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 26.8 4.4 62.1 53.2 84.0 84.4 16.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 10 11 16 13 36 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,271,520
COMMITMENTS
493,614 810,368 71,130 1578694 1223427 2143438 2104925 128,082 166,595
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 49,693)
-22,462 34,576 18,519 55,871 547 51,928 53,642 -2,235 -3,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 35.7 3.1 69.5 53.9 94.4 92.7 5.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
61 79 31 166 139 245 231
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,244,930
COMMITMENTS
592,547 1136580 244,224 3014181 2379152 3850952 3759956 393,978 484,974
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 110,158)
36,597 -35,340 10,316 66,952 133,583 113,865 108,559 -3,707 1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 26.8 5.8 71.0 56.0 90.7 88.6 9.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
80 89 58 207 222 311 345
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 648,232
COMMITMENTS
69,625 88,891 6,561 459,604 376,627 535,790 472,079 112,442 176,153
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 20,319)
3,108 -734 334 16,283 14,498 19,725 14,098 594 6,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 13.7 1.0 70.9 58.1 82.7 72.8 17.3 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
13 17 11 60 57 82 76
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,579,572
COMMITMENTS
609,829 1383468 201,271 3453079 2564943 4264179 4149682 315,393 429,890
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 61,199)
26,720 -19,482 45,672 -20,077 45,997 52,315 72,187 8,884 -10,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 30.2 4.4 75.4 56.0 93.1 90.6 6.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
56 73 43 155 178 237 268
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,842,172
COMMITMENTS
170,343 227,005 478,273 1155279 1077326 1803895 1782604 38,277 59,568
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 18,294)
-23,548 3,131 13,317 33,977 8,127 23,746 24,575 -5,452 -6,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 12.3 26.0 62.7 58.5 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 38 50 66 70 128 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,831
COMMITMENTS
19,892 7,720 2,719 13,694 28,184 36,304 38,622 8,527 6,210
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,530)
-446 560 -65 -662 -844 -1,173 -349 -358 -1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 17.2 6.1 30.5 62.9 81.0 86.1 19.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 18 10 28 26 66 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,662
COMMITMENTS
39,783 15,439 5,437 27,388 56,367 72,608 77,243 17,054 12,419
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -3,060)
-892 1,120 -130 -1,323 -1,687 -2,345 -697 -715 -2,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 17.2 6.1 30.5 62.9 81.0 86.1 19.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 18 10 28 26 66 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,886
COMMITMENTS
2,522 454 0 22,745 26,154 25,267 26,608 1,619 278
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,227)
-627 0 0 -934 -1,302 -1,561 -1,302 334 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 1.7 0.0 84.6 97.3 94.0 99.0 6.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 11 12 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,124
COMMITMENTS
18,207 27,817 2,676 10,045 626 30,928 31,119 196 5
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,931)
234 -61 -1,838 -331 0 -1,935 -1,899 4 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 89.4 8.6 32.3 2.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
25 15 2 5 1 32 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,209
COMMITMENTS
18,119 11,271 212 11,805 16,769 30,136 28,252 73 1,957
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 859)
580 442 0 279 258 859 700 0 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.0 37.3 0.7 39.1 55.5 99.8 93.5 0.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 13 1 5 15 10 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,412
COMMITMENTS
13,703 7,006 9 2,652 8,083 16,364 15,098 48 1,314
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -708)
-723 -1,400 0 0 848 -723 -552 15 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.5 42.7 0.1 16.2 49.3 99.7 92.0 0.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 13 1 3 11 9 24
Updated October 26, 2018