WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 441,686
COMMITMENTS
136,227 138,319 112,343 160,897 148,085 409,467 398,747 32,219 42,939
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -15,522)
5,500 -7,977 -3,660 -12,203 839 -10,363 -10,798 -5,159 -4,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 31.3 25.4 36.4 33.5 92.7 90.3 7.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
128 103 118 85 115 283 279
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,465
COMMITMENTS
6,214 500 424 12,427 17,223 19,065 18,147 400 1,318
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,575)
-840 -425 -340 -285 -1,010 -1,465 -1,775 -110 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 2.6 2.2 63.8 88.5 97.9 93.2 2.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 15 14 21 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,969
COMMITMENTS
97,645 87,757 51,973 108,463 122,545 258,081 262,275 25,888 21,694
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -16,631)
1,199 -4,024 -3,215 -13,098 -7,107 -15,114 -14,346 -1,517 -2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 30.9 18.3 38.2 43.2 90.9 92.4 9.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
93 55 70 78 91 200 192
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,566,078
COMMITMENTS
392,602 268,873 290,312 714,088 831,723 1397002 1390908 169,076 175,170
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -87,347)
56,592 -25,115 -38,217 -91,718 -11,454 -73,343 -74,786 -14,004 -12,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 17.2 18.5 45.6 53.1 89.2 88.8 10.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 789)
172 130 162 293 358 558 584
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,855
COMMITMENTS
2,650 724 28 1,129 3,963 3,807 4,715 2,048 1,140
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -177)
-101 -134 12 102 -95 13 -217 -190 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 12.4 0.5 19.3 67.7 65.0 80.5 35.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 3 1 7 8 23 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 741,450
COMMITMENTS
154,886 145,935 144,932 385,314 363,135 685,132 654,002 56,318 87,448
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 559)
15,831 -32,966 5,399 -21,903 27,921 -673 354 1,232 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 19.7 19.5 52.0 49.0 92.4 88.2 7.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
152 134 166 175 221 422 448
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 532,993
COMMITMENTS
106,549 125,703 143,611 245,739 232,577 495,899 501,891 37,094 31,102
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -9,656)
9,784 -15,243 1,320 -18,243 5,513 -7,139 -8,410 -2,517 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 23.6 26.9 46.1 43.6 93.0 94.2 7.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
93 99 119 93 69 261 243
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 962,016
COMMITMENTS
101,877 174,462 25,375 700,471 574,466 827,723 774,303 134,293 187,713
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -183,531)
13,378 -6,834 -132,830 -29,297 -4,513 -148,749 -144,177 -34,782 -39,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 18.1 2.6 72.8 59.7 86.0 80.5 14.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 33 20 81 82 121 128
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,082,700
COMMITMENTS
75,829 370,530 23,598 839,869 585,385 939,296 979,513 143,404 103,187
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -56,144)
-8,559 5,363 -6,366 -17,426 -29,528 -32,351 -30,531 -23,793 -25,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 34.2 2.2 77.6 54.1 86.8 90.5 13.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
17 18 20 80 64 108 91
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,569
COMMITMENTS
414 1,027 186 1,616 979 2,216 2,192 353 377
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -56)
-3 -158 114 -109 -22 2 -66 -58 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 40.0 7.2 62.9 38.1 86.3 85.3 13.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 10 3 9 12 17 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 467,453
COMMITMENTS
88,793 59,755 97,567 227,707 274,207 414,067 431,529 53,386 35,924
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -15,245)
239 -2,039 2,170 -14,584 -11,875 -12,175 -11,744 -3,070 -3,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 12.8 20.9 48.7 58.7 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
80 58 95 113 89 250 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,978
COMMITMENTS
890 1,749 322 5,537 4,748 6,749 6,819 1,229 1,159
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -37)
-16 -302 100 -70 50 14 -152 -51 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 21.9 4.0 69.4 59.5 84.6 85.5 15.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 11 10 13 15 31 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,645,015
COMMITMENTS
447,511 809,071 90,289 1956819 1569307 2494619 2468667 150,396 176,348
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -129,883)
-32,061 38,113 -68,066 -13,988 -66,745 -114,115 -96,698 -15,768 -33,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 30.6 3.4 74.0 59.3 94.3 93.3 5.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
59 67 31 162 140 241 218
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,259,897
COMMITMENTS
657,199 950,385 271,839 2924183 2546876 3853221 3769100 406,676 490,797
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -60,460)
76,069 85,032 -45,732 -69,788 -26,173 -39,451 13,127 -21,009 -73,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 22.3 6.4 68.6 59.8 90.5 88.5 9.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
83 76 48 196 199 298 304
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,205
COMMITMENTS
78,339 93,031 9,206 490,743 430,565 578,288 532,802 112,917 158,403
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -46,792)
2,654 -2,942 -966 -13,599 296 -11,911 -3,612 -34,881 -43,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 13.5 1.3 71.0 62.3 83.7 77.1 16.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
14 14 13 61 64 83 83
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,748,891
COMMITMENTS
696,000 1043941 178,026 3560511 3164779 4434537 4386746 314,354 362,145
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -267,189)
19,172 41,572 -109,693 -105,761 -152,841 -196,282 -220,962 -70,907 -46,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 22.0 3.7 75.0 66.6 93.4 92.4 6.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
60 68 37 153 180 229 269
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,886,326
COMMITMENTS
150,187 244,974 553,317 1145219 1021981 1848723 1820272 37,603 66,054
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -71,081)
-27,733 -15,912 -33,773 -3,884 -27,181 -65,390 -76,866 -5,691 5,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 13.0 29.3 60.7 54.2 98.0 96.5 2.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 41 51 68 75 125 147
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 38,536
COMMITMENTS
15,490 3,335 438 15,182 27,487 31,110 31,260 7,426 7,276
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -627)
1,847 -278 -1,709 145 605 283 -1,382 -910 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 8.7 1.1 39.4 71.3 80.7 81.1 19.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 16 6 30 28 64 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,071
COMMITMENTS
30,980 6,669 876 30,364 54,974 62,220 62,519 14,851 14,552
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,254)
3,694 -556 -3,418 289 1,210 565 -2,764 -1,819 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 8.7 1.1 39.4 71.3 80.7 81.1 19.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 16 6 30 28 64 46
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,327
COMMITMENTS
2,909 454 0 25,138 28,563 28,047 29,017 1,280 310
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,047)
-19 0 0 1,053 994 1,034 994 13 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 1.5 0.0 85.7 97.4 95.6 98.9 4.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 12 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,733
COMMITMENTS
25,384 18,277 2,570 6,575 13,833 34,529 34,680 204 53
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -3,235)
-3,971 927 178 531 -4,339 -3,262 -3,234 27 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.1 52.6 7.4 18.9 39.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
31 13 3 4 3 37 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,848
COMMITMENTS
19,144 11,711 163 10,505 14,801 29,812 26,675 36 3,173
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -473)
-1,218 79 -46 789 -838 -475 -805 2 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 39.2 0.5 35.2 49.6 99.9 89.4 0.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 12 1 6 14 11 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,529
COMMITMENTS
14,967 8,057 12 3,534 8,798 18,513 16,867 16 1,662
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,603)
738 1,335 0 882 184 1,620 1,519 -17 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.8 43.5 0.1 19.1 47.5 99.9 91.0 0.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 11 1 4 10 11 21
Updated December 10, 2018