WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 630,259
COMMITMENTS
122,505 128,011 225,232 241,404 230,479 589,141 583,723 41,118 46,536
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 9,121)
2,487 37 865 5,255 8,849 8,607 9,751 514 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 20.3 35.7 38.3 36.6 93.5 92.6 6.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
158 115 174 122 138 364 358
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,609
COMMITMENTS
3,930 1,040 400 14,875 17,391 19,205 18,831 403 777
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 140)
203 100 0 44 89 247 189 -108 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 5.3 2.0 75.9 88.7 97.9 96.0 2.1 4.0
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 318,996
COMMITMENTS
89,561 53,965 83,420 119,294 156,590 292,275 293,974 26,721 25,022
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 10,202)
713 -567 6,118 2,934 4,549 9,764 10,099 438 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 16.9 26.2 37.4 49.1 91.6 92.2 8.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
81 58 80 86 98 208 206
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,063,836
COMMITMENTS
384,250 300,417 586,007 879,177 940,579 1849434 1827003 214,402 236,834
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -6,077)
4,696 -58,645 2,855 -17,679 43,282 -10,127 -12,507 4,051 6,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 14.6 28.4 42.6 45.6 89.6 88.5 10.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 866)
199 171 241 373 406 704 706
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,904
COMMITMENTS
2,500 1,643 550 1,280 3,081 4,329 5,273 2,574 1,630
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,059)
563 266 14 47 549 625 830 434 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 23.8 8.0 18.5 44.6 62.7 76.4 37.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 11 6 8 9 25 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,038,852
COMMITMENTS
142,530 169,434 325,492 501,843 440,037 969,866 934,963 68,987 103,889
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 15,681)
1,326 -14,606 9,274 5,913 18,765 16,514 13,434 -833 2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.3 31.3 48.3 42.4 93.4 90.0 6.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682)
167 204 265 219 228 559 563
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 565,711
COMMITMENTS
106,992 107,870 153,786 266,675 271,524 527,453 533,179 38,257 32,531
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -3,898)
1,216 -7,213 -1,663 -1,658 3,564 -2,104 -5,311 -1,793 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 19.1 27.2 47.1 48.0 93.2 94.2 6.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
97 93 118 94 78 267 242
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,189,222
COMMITMENTS
112,042 230,966 195,016 733,077 561,647 1040135 987,629 149,087 201,592
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -45,537)
1,548 -22,337 -17,685 -15,609 6,427 -31,746 -33,595 -13,791 -11,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 19.4 16.4 61.6 47.2 87.5 83.0 12.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
49 39 56 99 100 168 175
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,088,077
COMMITMENTS
97,082 342,312 16,929 832,923 599,770 946,933 959,011 141,144 129,067
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 31,179)
-10,126 8,795 572 40,307 24,093 30,753 33,460 426 -2,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 31.5 1.6 76.5 55.1 87.0 88.1 13.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
15 26 22 67 67 95 102
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,197
COMMITMENTS
340 1,160 50 1,421 459 1,811 1,669 386 528
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -40)
-171 -32 -13 26 -76 -158 -121 118 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 52.8 2.3 64.7 20.9 82.4 76.0 17.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 2 9 7 14 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 581,835
COMMITMENTS
112,872 41,429 149,465 259,562 350,468 521,900 541,362 59,935 40,473
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 9,635)
732 -3,056 8,094 -184 5,890 8,642 10,928 993 -1,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 7.1 25.7 44.6 60.2 89.7 93.0 10.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
100 50 114 118 110 273 244
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,954
COMMITMENTS
1,033 2,396 994 5,462 4,104 7,489 7,494 1,465 1,460
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -59)
37 -931 75 89 994 201 138 -260 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 26.8 11.1 61.0 45.8 83.6 83.7 16.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 9 13 17 15 36 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,256,288
COMMITMENTS
510,607 777,626 79,006 1534802 1227808 2124415 2084440 131,873 171,849
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -19,543)
34,490 47,934 -25,284 -23,762 -30,295 -14,557 -7,645 -4,986 -11,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 34.5 3.5 68.0 54.4 94.2 92.4 5.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
58 76 42 165 145 244 242
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,020,625
COMMITMENTS
524,396 1163175 691,240 3375982 2645357 4591618 4499772 429,007 520,853
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -27,403)
-5,851 -14,726 -15,553 868 32,441 -20,535 2,162 -6,868 -29,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 23.2 13.8 67.2 52.7 91.5 89.6 8.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 477)
81 94 104 246 252 380 397
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 627,913
COMMITMENTS
66,517 89,625 6,227 443,321 362,129 516,065 457,981 111,848 169,932
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 10,007)
5,985 8,172 -4,812 2,534 818 3,707 4,178 6,300 5,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 14.3 1.0 70.6 57.7 82.2 72.9 17.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
13 16 11 61 59 82 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,803,947
COMMITMENTS
535,864 1379465 370,023 3583212 2606208 4489099 4355696 314,848 448,252
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 70,087)
23,201 662 -4,116 42,049 94,743 61,134 91,289 8,953 -21,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 28.7 7.7 74.6 54.3 93.4 90.7 6.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
50 82 63 167 182 256 288
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,824,239
COMMITMENTS
193,836 223,874 465,164 1121302 1069199 1780302 1758237 43,937 66,002
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 67,068)
-12,892 4,296 35,640 39,629 17,727 62,377 57,663 4,691 9,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 12.3 25.5 61.5 58.6 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
34 39 45 66 68 121 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,703
COMMITMENTS
20,164 7,173 3,479 14,953 29,506 38,596 40,158 9,107 7,545
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -5,750)
-8,179 1,287 312 1,955 -7,950 -5,912 -6,351 162 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 15.0 7.3 31.3 61.9 80.9 84.2 19.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
36 24 12 31 28 73 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,406
COMMITMENTS
40,329 14,345 6,958 29,905 59,013 77,192 80,316 18,214 15,090
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -11,500)
-16,358 2,573 624 3,909 -15,899 -11,825 -12,702 325 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 15.0 7.3 31.3 61.9 80.9 84.2 19.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
36 24 12 31 28 73 58
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,113
COMMITMENTS
3,149 454 0 23,679 27,456 26,828 27,910 1,285 203
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,308)
-161 0 0 -1,081 -959 -1,242 -959 -66 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.6 0.0 84.2 97.7 95.4 99.3 4.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 11 10 14 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,055
COMMITMENTS
17,973 27,878 4,514 10,376 626 32,863 33,018 192 37
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,140)
112 -1,819 329 -1,562 437 -1,121 -1,053 -19 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 84.3 13.7 31.4 1.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 12 2 5 1 31 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,350
COMMITMENTS
17,539 10,829 212 11,526 16,511 29,277 27,552 73 1,798
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 315)
240 224 0 65 316 305 540 10 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 36.9 0.7 39.3 56.3 99.8 93.9 0.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 11 1 5 15 10 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,120
COMMITMENTS
14,426 8,406 9 2,652 7,235 17,087 15,650 33 1,470
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 85)
62 -29 0 4 247 66 218 19 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.3 49.1 0.1 15.5 42.3 99.8 91.4 0.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 12 1 3 11 9 23
Updated October 19, 2018