WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,208
COMMITMENTS
130,727 146,296 116,003 173,100 147,246 419,830 409,545 37,378 47,663
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -23,751)
-26,153 -745 -4,613 8,533 -19,432 -22,233 -24,790 -1,518 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 32.0 25.4 37.9 32.2 91.8 89.6 8.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
128 106 127 103 120 304 296
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,040
COMMITMENTS
7,054 925 764 12,712 18,233 20,530 19,922 510 1,118
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 530)
850 -190 190 -410 390 630 390 -100 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 4.4 3.6 60.4 86.7 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 4 15 15 22 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 300,600
COMMITMENTS
96,446 91,781 55,188 121,561 129,652 273,195 276,621 27,405 23,979
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -13,128)
-1,582 8,013 -3,436 -7,136 -15,499 -12,154 -10,922 -974 -2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 30.5 18.4 40.4 43.1 90.9 92.0 9.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
89 57 73 101 94 218 202
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,653,425
COMMITMENTS
336,010 293,988 328,529 805,806 843,177 1470345 1465694 183,080 187,731
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -86,975)
-52,262 4,811 -23,298 -16,352 -63,346 -91,912 -81,833 4,937 -5,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 17.8 19.9 48.7 51.0 88.9 88.6 11.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 799)
170 139 172 330 352 608 590
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,032
COMMITMENTS
2,751 858 16 1,027 4,058 3,794 4,932 2,238 1,100
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -895)
-368 -128 -51 -98 -244 -517 -423 -378 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 14.2 0.3 17.0 67.3 62.9 81.8 37.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 5 1 5 9 21 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 740,891
COMMITMENTS
139,055 178,901 139,533 407,217 335,214 685,805 653,648 55,086 87,243
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 4,612)
3,526 1,025 -1,785 4,154 5,629 5,895 4,869 -1,283 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 24.1 18.8 55.0 45.2 92.6 88.2 7.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
126 152 166 177 213 418 448
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,649
COMMITMENTS
96,765 140,946 142,291 263,982 227,064 503,038 510,301 39,611 32,348
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -27,662)
-12,454 -182 -18,019 1,994 -9,506 -28,479 -27,707 817 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 26.0 26.2 48.6 41.8 92.7 94.0 7.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
84 107 109 100 69 257 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,145,547
COMMITMENTS
88,499 181,296 158,205 729,768 578,979 976,472 918,480 169,075 227,067
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 207,464)
-11,981 -4,147 135,589 53,168 44,916 176,776 176,358 30,688 31,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 15.8 13.8 63.7 50.5 85.2 80.2 14.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
33 30 24 89 87 130 134
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,138,844
COMMITMENTS
84,388 365,167 29,964 857,295 614,913 971,647 1010044 167,197 128,800
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -5,419)
-3,286 2,711 -9,740 -11,062 -12,686 -24,088 -19,715 18,669 14,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 32.1 2.6 75.3 54.0 85.3 88.7 14.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
16 19 19 73 64 99 92
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,625
COMMITMENTS
417 1,185 72 1,725 1,001 2,214 2,258 411 367
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -48)
162 7 -85 -147 65 -70 -13 22 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 45.1 2.7 65.7 38.1 84.3 86.0 15.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 11 3 8 11 15 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 482,698
COMMITMENTS
88,554 61,794 95,397 242,291 286,082 426,242 443,273 56,456 39,425
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -21,855)
-10,856 1,525 -6,448 -4,504 -18,817 -21,808 -23,740 -47 1,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 12.8 19.8 50.2 59.3 88.3 91.8 11.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
75 65 96 116 97 252 224
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,015
COMMITMENTS
906 2,051 222 5,607 4,698 6,735 6,971 1,280 1,044
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -112)
-182 49 62 -91 -218 -211 -107 99 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 25.6 2.8 70.0 58.6 84.0 87.0 16.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 10 9 12 14 29 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,774,898
COMMITMENTS
479,572 770,958 158,355 1970807 1636052 2608734 2565365 166,164 209,533
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -127,284)
-55,585 -125,256 -107,867 9,615 75,724 -153,837 -157,399 26,553 30,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 27.8 5.7 71.0 59.0 94.0 92.4 6.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
62 71 44 162 147 249 238
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,320,357
COMMITMENTS
581,130 865,353 317,571 2993971 2573049 3892672 3755973 427,685 564,384
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -50,788)
-33,711 -116,753 -7,009 -41,206 -1,513 -81,926 -125,275 31,138 74,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 20.0 7.4 69.3 59.6 90.1 86.9 9.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
76 73 60 191 196 296 300
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,997
COMMITMENTS
75,685 95,973 10,172 504,342 430,269 590,199 536,414 147,798 201,583
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 13,592)
-1,046 434 -17,779 -6,255 6,793 -25,080 -10,552 38,672 24,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 13.0 1.4 68.3 58.3 80.0 72.7 20.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
12 16 11 60 61 80 80
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,016,080
COMMITMENTS
676,828 1002369 287,719 3666272 3317620 4630819 4607708 385,261 408,372
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -30,002)
-15,683 -136,328 8,991 -80,683 73,125 -87,375 -54,212 57,373 24,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 20.0 5.7 73.1 66.1 92.3 91.9 7.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
57 72 64 156 182 246 286
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,957,407
COMMITMENTS
177,920 260,886 587,090 1149103 1049162 1914113 1897138 43,294 60,269
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 44,125)
28,913 20,748 -12,005 25,919 33,303 42,827 42,046 1,298 2,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 13.3 30.0 58.7 53.6 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 41 49 68 74 120 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 39,163
COMMITMENTS
13,643 3,613 2,147 15,038 26,882 30,828 32,642 8,335 6,521
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 263)
430 -251 -453 -326 398 -349 -305 612 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 9.2 5.5 38.4 68.6 78.7 83.3 21.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
34 15 8 28 28 65 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,325
COMMITMENTS
27,286 7,225 4,294 30,075 53,764 61,655 65,283 16,670 13,042
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 526)
860 -501 -905 -652 796 -697 -610 1,223 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 9.2 5.5 38.4 68.6 78.7 83.3 21.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
34 15 8 28 28 65 48
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,280
COMMITMENTS
2,928 454 0 24,085 27,569 27,013 28,023 1,267 257
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -360)
20 0 0 -481 -240 -461 -240 101 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 1.6 0.0 85.2 97.5 95.5 99.1 4.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 13 11 17 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,968
COMMITMENTS
29,355 17,350 2,392 6,044 18,172 37,791 37,914 177 54
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 9,547)
9,856 -1,563 -284 0 11,368 9,572 9,521 -25 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 45.7 6.3 15.9 47.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
30 13 2 3 2 35 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,321
COMMITMENTS
20,362 11,632 209 9,716 15,639 30,287 27,480 34 2,841
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 633)
46 249 -5 581 294 622 538 11 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 38.4 0.7 32.0 51.6 99.9 90.6 0.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 12 1 5 15 10 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,926
COMMITMENTS
14,229 6,722 12 2,652 8,614 16,893 15,348 33 1,578
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 429)
433 114 0 0 -86 433 28 -4 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 39.7 0.1 15.7 50.9 99.8 90.7 0.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 11 1 3 10 10 21
Updated November 30, 2018