WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 636,495
COMMITMENTS
119,543 134,961 227,946 247,047 226,699 594,536 589,607 41,959 46,889
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 6,236)
-2,962 6,950 2,714 5,643 -3,780 5,395 5,884 841 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 21.2 35.8 38.8 35.6 93.4 92.6 6.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
155 123 179 129 139 375 363
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,052
COMMITMENTS
4,064 1,640 1,450 15,221 17,231 20,735 20,321 317 732
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,444)
134 600 1,050 346 -161 1,530 1,489 -86 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 7.8 6.9 72.3 81.8 98.5 96.5 1.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 4 20 17 27 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,365
COMMITMENTS
89,242 59,016 80,962 127,870 158,968 298,074 298,947 27,292 26,419
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 6,369)
-319 5,051 -2,458 8,576 2,379 5,799 4,973 570 1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 18.1 24.9 39.3 48.9 91.6 91.9 8.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
85 58 76 89 95 208 204
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,080,617
COMMITMENTS
381,133 293,838 599,105 887,878 941,912 1868116 1834855 212,502 245,762
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 16,781)
-3,117 -6,578 13,098 8,701 1,333 18,682 7,853 -1,900 8,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.1 28.8 42.7 45.3 89.8 88.2 10.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 859)
196 162 238 372 406 697 703
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,539
COMMITMENTS
2,898 1,702 671 1,396 3,412 4,964 5,785 2,575 1,754
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 636)
398 59 121 116 331 635 512 1 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 22.6 8.9 18.5 45.3 65.8 76.7 34.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 10 6 9 10 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,007,499
COMMITMENTS
142,862 176,215 302,829 494,495 421,624 940,186 900,668 67,313 106,831
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -31,353)
332 6,781 -22,663 -7,349 -18,413 -29,680 -34,295 -1,673 2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.5 30.1 49.1 41.8 93.3 89.4 6.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
170 203 263 222 222 557 555
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 564,666
COMMITMENTS
104,741 107,585 153,730 268,166 271,102 526,638 532,417 38,029 32,250
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,044)
-2,251 -285 -56 1,491 -422 -815 -763 -229 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 19.1 27.2 47.5 48.0 93.3 94.3 6.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
92 96 115 93 81 259 246
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,178,733
COMMITMENTS
106,803 202,227 188,589 734,626 586,333 1030018 977,149 148,716 201,585
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -10,488)
-5,239 -28,739 -6,427 1,549 24,685 -10,117 -10,481 -371 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 17.2 16.0 62.3 49.7 87.4 82.9 12.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
50 39 56 106 103 174 180
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,071,262
COMMITMENTS
95,442 335,257 21,029 810,125 591,279 926,595 947,565 144,668 123,698
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -16,815)
-1,640 -7,055 4,100 -22,798 -8,491 -20,339 -11,446 3,524 -5,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 31.3 2.0 75.6 55.2 86.5 88.5 13.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
16 24 23 63 65 91 100
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,536
COMMITMENTS
251 1,358 102 1,710 622 2,063 2,082 473 454
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 339)
-89 198 52 289 163 252 413 87 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 53.5 4.0 67.4 24.5 81.3 82.1 18.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 10 2 9 8 13 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 581,101
COMMITMENTS
109,875 43,426 151,642 263,268 345,547 524,786 540,615 56,315 40,485
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -734)
-2,997 1,998 2,177 3,706 -4,920 2,886 -746 -3,620 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 7.5 26.1 45.3 59.5 90.3 93.0 9.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
87 69 107 118 106 265 239
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,410
COMMITMENTS
1,244 2,244 1,012 5,721 4,748 7,977 8,005 1,433 1,406
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 456)
211 -151 18 259 645 488 511 -32 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 23.9 10.8 60.8 50.5 84.8 85.1 15.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 12 13 17 17 37 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,313,719
COMMITMENTS
492,470 811,040 98,463 1593517 1235929 2184450 2145431 129,269 168,288
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 57,431)
-18,136 33,414 19,457 58,714 8,121 60,035 60,992 -2,604 -3,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 35.1 4.3 68.9 53.4 94.4 92.7 5.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
59 81 44 172 144 258 242
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,193,265
COMMITMENTS
556,083 1145427 721,553 3493090 2801643 4770727 4668624 422,538 524,641
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 172,639)
31,687 -17,748 30,314 117,108 156,286 179,109 168,852 -6,469 3,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 22.1 13.9 67.3 53.9 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
80 102 105 248 254 385 404
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 648,232
COMMITMENTS
69,625 88,891 6,561 459,604 376,627 535,790 472,079 112,442 176,153
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 20,319)
3,108 -734 334 16,283 14,498 19,725 14,098 594 6,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 13.7 1.0 70.9 58.1 82.7 72.8 17.3 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
13 17 11 60 57 82 76
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,886,803
COMMITMENTS
557,414 1362395 432,804 3571423 2654456 4561640 4449656 325,163 437,147
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 82,856)
21,549 -17,069 62,781 -11,789 48,248 72,541 93,960 10,315 -11,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 27.9 8.9 73.1 54.3 93.3 91.1 6.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
50 82 69 169 184 263 291
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,842,478
COMMITMENTS
170,245 227,005 478,475 1155279 1077326 1803999 1782806 38,479 59,672
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 18,238)
-23,591 3,131 13,311 33,977 8,127 23,697 24,569 -5,458 -6,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 12.3 26.0 62.7 58.5 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 38 50 66 70 128 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 46,175
COMMITMENTS
19,838 7,815 3,321 14,199 28,702 37,358 39,838 8,817 6,337
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,528)
-326 643 -158 -753 -804 -1,238 -320 -290 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 16.9 7.2 30.8 62.2 80.9 86.3 19.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 18 14 29 28 71 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,349
COMMITMENTS
39,676 15,631 6,641 28,399 57,404 74,716 79,676 17,634 12,673
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -3,057)
-653 1,286 -317 -1,506 -1,608 -2,476 -640 -581 -2,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 16.9 7.2 30.8 62.2 80.9 86.3 19.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 18 14 29 28 71 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,886
COMMITMENTS
2,522 454 0 22,745 26,154 25,267 26,608 1,619 278
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,227)
-627 0 0 -934 -1,302 -1,561 -1,302 334 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.7 0.0 84.6 97.3 94.0 99.0 6.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 11 12 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,124
COMMITMENTS
18,207 27,817 2,676 10,045 626 30,928 31,119 196 5
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,931)
234 -61 -1,838 -331 0 -1,935 -1,899 4 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 89.4 8.6 32.3 2.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
25 15 2 5 1 32 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,209
COMMITMENTS
18,119 11,271 212 11,805 16,769 30,136 28,252 73 1,957
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 859)
580 442 0 279 258 859 700 0 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 37.3 0.7 39.1 55.5 99.8 93.5 0.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 13 1 5 15 10 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,412
COMMITMENTS
13,703 7,006 9 2,652 8,083 16,364 15,098 48 1,314
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -708)
-723 -1,400 0 0 848 -723 -552 15 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 42.7 0.1 16.2 49.3 99.7 92.0 0.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 13 1 3 11 9 24
Updated October 26, 2018