WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 621,138
COMMITMENTS
120,017 127,974 224,367 236,149 221,631 580,533 573,972 40,604 47,166
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 7,755)
-1,843 814 5,095 4,841 1,574 8,094 7,483 -339 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 20.6 36.1 38.0 35.7 93.5 92.4 6.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
153 125 170 126 135 366 355
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,469
COMMITMENTS
3,726 940 400 14,831 17,302 18,958 18,642 511 827
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,171)
-449 200 -200 -2,274 -2,181 -2,923 -2,181 -248 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.8 2.1 76.2 88.9 97.4 95.8 2.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 3 19 17 25 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,794
COMMITMENTS
88,848 54,532 77,302 116,361 152,041 282,511 283,875 26,283 24,920
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 3,249)
-1,109 1,061 5,956 -2,484 -3,635 2,363 3,381 886 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 17.7 25.0 37.7 49.2 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
87 55 78 90 98 210 205
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,069,913
COMMITMENTS
379,554 359,062 583,151 896,856 897,297 1859561 1839510 210,351 230,403
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -31,138)
-3,272 -20,036 -11,731 -14,900 -5,657 -29,903 -37,424 -1,234 6,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 17.3 28.2 43.3 43.3 89.8 88.9 10.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 883)
205 178 246 371 397 711 712
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,845
COMMITMENTS
1,936 1,377 535 1,233 2,532 3,705 4,444 2,140 1,401
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,122)
683 284 80 -5 441 758 805 364 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 23.6 9.2 21.1 43.3 63.4 76.0 36.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 10 6 7 8 23 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,023,172
COMMITMENTS
141,204 184,039 316,218 495,930 421,272 953,352 921,529 69,820 101,642
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -13,291)
-6,112 -7,885 5,268 -13,776 -13,492 -14,619 -16,109 1,329 2,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 18.0 30.9 48.5 41.2 93.2 90.1 6.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 683)
173 200 255 220 228 548 563
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 569,608
COMMITMENTS
105,776 115,083 155,449 268,333 267,959 529,558 538,491 40,051 31,118
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -17,459)
-5,106 -12,009 -5,326 -6,467 2,370 -16,898 -14,965 -561 -2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 20.2 27.3 47.1 47.0 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
100 90 120 91 79 264 242
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,234,758
COMMITMENTS
110,494 253,304 212,701 748,686 555,220 1071881 1021224 162,878 213,534
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 143,282)
11,724 21,502 72,633 63,191 32,450 147,548 126,584 -4,266 16,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 20.5 17.2 60.6 45.0 86.8 82.7 13.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
46 42 61 98 101 168 180
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,056,898
COMMITMENTS
107,208 333,517 16,357 792,616 575,677 916,180 925,551 140,718 131,348
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 7,620)
15,167 644 -119 -7,353 -3,791 7,695 -3,266 -75 10,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 31.6 1.5 75.0 54.5 86.7 87.6 13.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
16 25 22 66 67 94 102
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,237
COMMITMENTS
511 1,192 63 1,395 535 1,969 1,790 268 447
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -143)
-9 63 -134 34 -131 -109 -202 -34 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 53.3 2.8 62.4 23.9 88.0 80.0 12.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 10 1 9 6 15 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 572,200
COMMITMENTS
112,140 44,484 141,372 259,746 344,577 513,258 530,433 58,942 41,767
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 6,018)
3,390 -8,983 8,569 -7,749 7,121 4,210 6,707 1,808 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 7.8 24.7 45.4 60.2 89.7 92.7 10.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
102 52 108 121 113 279 243
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,013
COMMITMENTS
996 3,327 919 5,373 3,110 7,287 7,356 1,725 1,657
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -761)
-20 -972 -26 -537 326 -583 -672 -178 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 36.9 10.2 59.6 34.5 80.9 81.6 19.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 12 11 17 15 35 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,275,831
COMMITMENTS
476,117 729,691 104,290 1558565 1258103 2138972 2092085 136,859 183,747
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 53,377)
29,660 -19,774 10,062 13,049 60,700 52,771 50,988 606 2,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 32.1 4.6 68.5 55.3 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
55 80 41 162 147 241 244
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,048,029
COMMITMENTS
530,247 1177902 706,793 3375114 2612916 4612154 4497610 435,875 550,419
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 407,468)
108,096 5,563 154,296 157,492 222,785 419,885 382,644 -12,416 24,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 23.3 14.0 66.9 51.8 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
83 100 104 228 244 366 393
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,906
COMMITMENTS
60,532 81,453 11,039 440,787 361,311 512,358 453,803 105,548 164,103
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,851)
-2,767 -3,880 -1,069 2,584 6,353 -1,252 1,404 -599 -3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 13.2 1.8 71.3 58.5 82.9 73.4 17.1 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
10 17 9 60 58 78 76
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,733,861
COMMITMENTS
512,663 1378803 374,139 3541163 2511465 4427965 4264407 305,895 469,454
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 121,118)
-14,877 17,722 46,400 105,067 49,796 136,590 113,918 -15,472 7,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 29.1 7.9 74.8 53.1 93.5 90.1 6.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
52 81 64 167 181 256 289
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,757,171
COMMITMENTS
206,728 219,578 429,524 1081673 1051472 1717925 1700574 39,246 56,597
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -9,243)
36,649 16,916 -13,308 -34,763 -13,291 -11,422 -9,683 2,179 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.5 24.4 61.6 59.8 97.8 96.8 2.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 38 45 65 65 122 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,453
COMMITMENTS
28,344 5,886 3,167 12,998 37,456 44,508 46,509 8,945 6,944
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -4,656)
-4,880 -21 866 -1,103 -5,009 -5,117 -4,164 461 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 11.0 5.9 24.3 70.1 83.3 87.0 16.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 19 11 30 33 73 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,906
COMMITMENTS
56,687 11,772 6,333 25,996 74,912 89,016 93,017 17,889 13,888
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -9,313)
-9,761 -41 1,731 -2,205 -10,018 -10,235 -8,328 922 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 11.0 5.9 24.3 70.1 83.3 87.0 16.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 19 11 30 33 73 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,421
COMMITMENTS
3,310 454 0 24,760 28,415 28,070 28,869 1,351 552
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -21)
82 -352 0 259 21 341 -331 -362 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.5 0.0 84.2 96.6 95.4 98.1 4.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 11 11 14 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,195
COMMITMENTS
17,861 29,697 4,185 11,938 189 33,984 34,071 211 124
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 4,304)
-3,346 8,306 1,883 5,789 -5,877 4,326 4,312 -22 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 86.8 12.2 34.9 0.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
23 13 2 4 2 28 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,035
COMMITMENTS
17,299 10,605 212 11,461 16,195 28,972 27,012 63 2,023
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 97)
-78 335 -2 153 -130 73 203 24 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 36.5 0.7 39.5 55.8 99.8 93.0 0.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 11 1 5 15 11 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,035
COMMITMENTS
14,364 8,435 9 2,648 6,988 17,021 15,432 14 1,603
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 521)
638 1,097 0 -125 -555 513 542 8 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.3 49.5 0.1 15.5 41.0 99.9 90.6 0.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 11 1 3 11 9 22
Updated October 12, 2018