WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 585,740
COMMITMENTS
122,225 119,866 203,704 219,433 212,255 545,363 535,825 40,377 49,915
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -30,954)
4,284 5,393 -30,825 -5,435 -7,678 -31,976 -33,109 1,022 2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 20.5 34.8 37.5 36.2 93.1 91.5 6.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
138 142 170 119 129 358 355
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 20,784
COMMITMENTS
3,763 700 700 16,122 18,558 20,584 19,958 200 826
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -485)
755 -200 -300 -740 150 -285 -350 -200 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 3.4 3.4 77.6 89.3 99.0 96.0 1.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 2 3 17 17 26 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 294,772
COMMITMENTS
88,029 47,366 69,325 112,232 151,615 269,586 268,306 25,186 26,466
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -1,853)
-203 2,498 -55 -2,127 -4,977 -2,385 -2,534 532 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 16.1 23.5 38.1 51.4 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
87 50 78 84 97 207 201
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,127,915
COMMITMENTS
386,514 438,846 587,994 938,799 879,161 1913307 1906001 214,608 221,914
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -34,238)
10,711 -23,177 -19,843 -21,397 18,856 -30,529 -24,164 -3,709 -10,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 20.6 27.6 44.1 41.3 89.9 89.6 10.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 890)
197 193 229 372 394 702 704
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,572
COMMITMENTS
975 877 470 1,567 2,063 3,012 3,410 1,560 1,162
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 250)
127 -191 80 133 471 340 360 -89 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 19.2 10.3 34.3 45.1 65.9 74.6 34.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 8 7 9 9 20 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,033,689
COMMITMENTS
146,577 211,013 299,495 517,150 423,994 963,223 934,502 70,466 99,187
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -37,728)
3,933 -14,118 -28,976 -11,943 9,553 -36,985 -33,540 -743 -4,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 20.4 29.0 50.0 41.0 93.2 90.4 6.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 687)
180 194 252 224 229 556 554
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 617,858
COMMITMENTS
105,513 156,813 181,650 291,033 246,980 578,195 585,443 39,663 32,415
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -20,797)
3,460 -23,014 -4,160 -19,655 8,813 -20,355 -18,362 -442 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 25.4 29.4 47.1 40.0 93.6 94.8 6.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
96 121 132 101 82 286 280
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,063,053
COMMITMENTS
105,710 218,100 132,299 661,461 507,563 899,470 857,962 163,583 205,091
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -12,107)
-1,116 29,667 -17,058 5,180 -30,723 -12,994 -18,114 887 6,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 20.5 12.4 62.2 47.7 84.6 80.7 15.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
39 41 54 91 89 157 157
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,048,756
COMMITMENTS
91,391 325,763 18,727 792,859 588,400 902,977 932,890 145,779 115,866
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 8,297)
271 4,117 -5,413 13,674 8,250 8,532 6,954 -235 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 31.1 1.8 75.6 56.1 86.1 89.0 13.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
17 21 22 67 66 95 98
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,396
COMMITMENTS
607 1,134 227 1,248 643 2,082 2,004 314 392
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 264)
-201 57 88 320 181 207 326 57 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 47.3 9.5 52.1 26.8 86.9 83.6 13.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 9 2 7 8 14 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 566,081
COMMITMENTS
102,878 51,511 136,513 271,854 334,547 511,245 522,571 54,836 43,510
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -25,372)
-4,099 -7,403 -10,372 -9,137 -4,653 -23,608 -22,428 -1,764 -2,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 9.1 24.1 48.0 59.1 90.3 92.3 9.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
101 62 113 125 111 286 247
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,964
COMMITMENTS
837 3,845 649 5,486 2,877 6,972 7,371 1,992 1,593
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 644)
-116 897 175 96 -552 155 519 489 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 42.9 7.2 61.2 32.1 77.8 82.2 22.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 14 10 15 15 31 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,279,834
COMMITMENTS
463,286 762,650 133,965 1538344 1202965 2135595 2099580 144,239 180,254
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 23,668)
29,230 82,103 -23,852 6,263 -33,511 11,641 24,740 12,027 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 33.5 5.9 67.5 52.8 93.7 92.1 6.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
59 77 43 156 143 240 238
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,740,290
COMMITMENTS
469,714 1228204 586,465 3250996 2396601 4307175 4211270 433,115 529,021
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -17,300)
-12,445 56,883 -42,223 34,919 -72,913 -19,749 -58,254 2,449 40,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 25.9 12.4 68.6 50.6 90.9 88.8 9.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
81 102 104 226 234 363 384
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 608,107
COMMITMENTS
68,302 85,025 11,060 422,339 342,674 501,701 438,759 106,406 169,348
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -1,025)
-4,439 -1,086 -2,543 631 1,806 -6,351 -1,823 5,326 798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 14.0 1.8 69.5 56.4 82.5 72.2 17.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
11 16 11 57 57 77 75
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,632,901
COMMITMENTS
546,021 1381275 338,898 3422161 2460213 4307080 4180386 325,821 452,515
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -96,205)
-8,122 17,324 -74,240 -21,639 -50,984 -104,002 -107,900 7,797 11,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 29.8 7.3 73.9 53.1 93.0 90.2 7.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
61 75 68 156 173 249 284
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,842,397
COMMITMENTS
182,553 220,945 466,587 1156895 1102600 1806035 1790132 36,362 52,265
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 46,348)
55,845 18,834 -11,450 -971 36,400 43,424 43,784 2,924 2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 12.0 25.3 62.8 59.8 98.0 97.2 2.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
30 39 49 66 67 124 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,634
COMMITMENTS
30,808 5,827 2,575 12,201 39,670 45,584 48,073 9,050 6,561
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -11,548)
4,024 -685 -2,383 -11,701 -5,785 -10,060 -8,853 -1,487 -2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 10.7 4.7 22.3 72.6 83.4 88.0 16.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
43 20 14 26 30 75 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,267
COMMITMENTS
61,616 11,654 5,151 24,401 79,341 91,168 96,145 18,099 13,122
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -23,095)
8,048 -1,369 -4,765 -23,403 -11,571 -20,121 -17,705 -2,975 -5,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 10.7 4.7 22.3 72.6 83.4 88.0 16.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
43 20 14 26 30 75 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,105
COMMITMENTS
3,342 674 0 21,142 25,198 24,484 25,872 1,621 233
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -13,388)
-202 213 0 -12,198 -12,416 -12,400 -12,203 -988 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.6 0.0 81.0 96.5 93.8 99.1 6.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 10 10 14 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 25,242
COMMITMENTS
19,062 11,438 490 5,481 13,211 25,033 25,139 209 103
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -11,436)
-9,939 -7,951 -1,373 -113 -2,115 -11,425 -11,439 -11 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 45.3 1.9 21.7 52.3 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 15 2 3 3 28 19
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,600
COMMITMENTS
19,200 11,279 214 11,166 16,862 30,580 28,355 20 2,245
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -819)
-34 -141 2 -770 -599 -802 -738 -17 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 36.9 0.7 36.5 55.1 99.9 92.7 0.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 12 1 7 15 12 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,966
COMMITMENTS
14,283 7,142 9 2,648 8,019 16,940 15,170 26 1,796
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 196)
176 17 0 0 294 176 311 20 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.2 42.1 0.1 15.6 47.3 99.8 89.4 0.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 9 1 3 10 8 19
Updated September 29, 2018