WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 493,814
COMMITMENTS
158,298 136,917 132,192 167,515 179,078 458,005 448,187 35,809 45,627
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -54,099)
-1,052 -12,574 -10,110 -39,271 -29,972 -50,433 -52,656 -3,666 -1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 27.7 26.8 33.9 36.3 92.7 90.8 7.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
138 111 139 106 131 320 318
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,870
COMMITMENTS
5,174 1,335 504 13,782 17,361 19,460 19,200 410 670
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -150)
650 -485 -370 -430 605 -150 -250 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 6.7 2.5 69.4 87.4 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 3 18 16 24 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,717
COMMITMENTS
95,632 77,977 62,887 143,090 162,790 301,609 303,654 28,108 26,063
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -5,902)
-4,349 6,241 -6,118 2,700 -5,930 -7,767 -5,807 1,865 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 23.6 19.1 43.4 49.4 91.5 92.1 8.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
85 59 69 94 95 210 201
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,760,527
COMMITMENTS
404,310 287,318 379,421 804,443 892,753 1588174 1559492 172,353 201,035
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 49,500)
-14,141 -793 21,581 41,516 26,529 48,956 47,317 544 2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 16.3 21.6 45.7 50.7 90.2 88.6 9.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 826)
188 143 187 314 363 611 621
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,688
COMMITMENTS
2,626 1,226 107 1,525 3,799 4,258 5,132 2,430 1,556
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -247)
-25 -147 -218 89 243 -154 -122 -93 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 18.3 1.6 22.8 56.8 63.7 76.7 36.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 8 6 6 9 25 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 747,077
COMMITMENTS
135,147 177,105 149,638 408,010 331,024 692,795 657,767 54,282 89,310
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -2,624)
-361 7,584 -15,599 13,648 4,859 -2,312 -3,156 -312 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 23.7 20.0 54.6 44.3 92.7 88.0 7.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
126 156 151 169 208 400 438
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 570,844
COMMITMENTS
111,501 133,635 150,901 271,193 254,762 533,595 539,298 37,249 31,546
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 17,848)
-506 10,764 9,667 9,696 -1,409 18,857 19,022 -1,009 -1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 23.4 26.4 47.5 44.6 93.5 94.5 6.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
96 101 119 99 68 269 248
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 917,952
COMMITMENTS
102,190 175,455 18,330 659,860 531,555 780,380 725,340 137,572 192,612
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -7,829)
-8,416 -6,382 243 -499 -3,284 -8,672 -9,423 843 1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.1 2.0 71.9 57.9 85.0 79.0 15.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
32 35 29 89 86 132 139
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,146,600
COMMITMENTS
100,035 380,893 38,328 853,088 611,001 991,451 1030222 155,149 116,378
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 75,236)
1,975 22,884 21,084 43,908 34,045 66,967 78,013 8,269 -2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 33.2 3.3 74.4 53.3 86.5 89.9 13.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
17 25 26 71 65 105 99
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,598
COMMITMENTS
264 1,233 137 1,815 824 2,216 2,194 382 404
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 311)
-114 62 136 217 96 239 294 72 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 47.5 5.3 69.9 31.7 85.3 84.4 14.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 12 4 9 11 17 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 508,053
COMMITMENTS
104,763 62,257 99,167 248,041 306,484 451,971 467,908 56,082 40,145
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -8,715)
-5,613 14,880 -5,610 -596 -19,342 -11,819 -10,072 3,104 1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 12.3 19.5 48.8 60.3 89.0 92.1 11.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
86 68 93 117 96 257 221
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,515
COMMITMENTS
1,162 2,397 211 5,979 4,958 7,352 7,566 1,163 949
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 134)
-148 -93 17 337 229 206 153 -72 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 28.2 2.5 70.2 58.2 86.3 88.9 13.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 8 6 15 15 32 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,604,531
COMMITMENTS
441,734 804,108 289,434 1729271 1333387 2460439 2426929 144,092 177,602
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 129,806)
-9,581 19,313 80,018 53,836 26,209 124,273 125,540 5,533 4,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 30.9 11.1 66.4 51.2 94.5 93.2 5.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
63 78 42 160 136 245 234
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,250,537
COMMITMENTS
666,291 999,486 258,758 2941990 2499824 3867039 3758068 383,498 492,469
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -9,461)
79,328 -126,663 -8,697 -99,749 108,765 -29,118 -26,595 19,657 17,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 23.5 6.1 69.2 58.8 91.0 88.4 9.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
81 77 60 194 223 305 330
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 682,015
COMMITMENTS
75,730 91,578 5,362 494,571 416,578 575,663 513,518 106,352 168,497
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 14,725)
-2,799 7,678 -1,586 22,173 13,063 17,788 19,155 -3,063 -4,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 13.4 0.8 72.5 61.1 84.4 75.3 15.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 16 11 60 61 82 79
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,844,662
COMMITMENTS
595,644 1166186 335,660 3606498 2955665 4537802 4457511 306,860 387,151
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 40,894)
-24,675 -10,512 54,587 21,931 12,793 51,843 56,868 -10,949 -15,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 24.1 6.9 74.4 61.0 93.7 92.0 6.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
52 78 56 156 173 242 273
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,784,665
COMMITMENTS
193,414 225,904 513,509 1043768 995,316 1750691 1734729 33,974 49,936
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -18,937)
30,218 -245 -13,477 -31,780 978 -15,039 -12,744 -3,898 -6,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 12.7 28.8 58.5 55.8 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 35 49 66 70 126 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 42,482
COMMITMENTS
18,759 3,857 1,317 14,898 30,483 34,973 35,656 7,509 6,826
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 901)
621 -3,264 506 -897 4,100 231 1,342 670 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 9.1 3.1 35.1 71.8 82.3 83.9 17.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
30 15 10 27 31 61 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,964
COMMITMENTS
37,518 7,713 2,633 29,795 60,966 69,946 71,312 15,018 13,652
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,801)
1,242 -6,528 1,012 -1,793 8,199 461 2,683 1,340 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 9.1 3.1 35.1 71.8 82.3 83.9 17.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
30 15 10 27 31 61 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,359
COMMITMENTS
3,202 785 0 24,212 27,138 27,414 27,923 945 436
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,284)
409 127 0 815 1,169 1,224 1,296 60 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 2.8 0.0 85.4 95.7 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 0 11 10 15 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,144
COMMITMENTS
28,057 8,386 2,844 6,044 25,888 36,945 37,118 199 26
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,251)
2,355 -339 0 -67 2,585 2,288 2,246 -37 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 22.6 7.7 16.3 69.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
30 13 3 3 2 36 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,770
COMMITMENTS
21,701 11,594 212 9,817 16,901 31,730 28,707 40 3,063
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -307)
453 81 0 -697 -538 -244 -457 -63 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.3 36.5 0.7 30.9 53.2 99.9 90.4 0.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 12 1 5 15 12 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,999
COMMITMENTS
14,292 6,561 9 2,652 8,930 16,953 15,500 46 1,499
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 55)
75 124 0 0 -98 75 26 -20 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 38.6 0.1 15.6 52.5 99.7 91.2 0.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 12 1 3 10 9 22
Updated November 16, 2018