WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,492
COMMITMENTS
118,640 147,759 250,739 269,165 234,087 638,543 632,585 43,949 49,907
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,616)
-625 -2,284 4,220 -6,914 -4,043 -3,319 -2,107 -1,297 -2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.6 36.7 39.4 34.3 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
148 128 184 129 137 375 368
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 20,334
COMMITMENTS
4,575 1,820 874 14,471 16,821 19,920 19,515 414 818
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,112)
-710 140 -176 -2,324 -3,157 -3,209 -3,193 97 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.0 4.3 71.2 82.7 98.0 96.0 2.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 4 18 17 25 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,999
COMMITMENTS
92,088 71,269 89,766 149,530 171,306 331,384 332,340 28,615 27,658
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 10,182)
1,328 -1,927 3,757 5,934 8,341 11,019 10,171 -836 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 19.8 24.9 41.5 47.6 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
89 54 83 96 103 221 214
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,139,071
COMMITMENTS
371,056 281,242 642,939 903,169 970,362 1917163 1894542 221,908 244,529
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 69,244)
8,780 -5,461 50,213 1,920 32,066 60,912 76,819 8,332 -7,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 13.1 30.1 42.2 45.4 89.6 88.6 10.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 866)
208 153 240 388 407 725 695
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,463
COMMITMENTS
2,726 1,311 648 1,518 3,745 4,892 5,705 2,571 1,758
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -111)
-138 -151 -81 142 84 -77 -147 -34 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 17.6 8.7 20.3 50.2 65.6 76.4 34.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 9 7 9 9 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 863,966
COMMITMENTS
129,654 165,206 249,405 421,626 349,630 800,684 764,240 63,281 99,725
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 6,838)
1,929 -31,267 14,803 -10,152 23,276 6,579 6,811 258 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 19.1 28.9 48.8 40.5 92.7 88.5 7.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
140 195 219 206 221 491 504
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 590,032
COMMITMENTS
101,723 123,158 168,794 280,142 264,961 550,659 556,914 39,372 33,118
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 10,722)
-2,481 -1,311 14,908 -1,630 -2,455 10,797 11,142 -75 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 20.9 28.6 47.5 44.9 93.3 94.4 6.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
97 98 126 97 83 272 261
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,183,708
COMMITMENTS
107,834 168,675 173,044 750,851 635,898 1031729 977,617 151,979 206,091
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 71,120)
6,243 -3,108 27,213 35,649 36,101 69,105 60,205 2,015 10,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 14.2 14.6 63.4 53.7 87.2 82.6 12.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 37 53 105 105 166 177
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,072,444
COMMITMENTS
97,517 358,119 17,967 809,268 576,984 924,752 953,071 147,692 119,373
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 4,789)
-2,622 7,210 -629 4,241 -1,249 990 5,332 3,800 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 33.4 1.7 75.5 53.8 86.2 88.9 13.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
17 24 21 70 65 99 98
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,287
COMMITMENTS
378 1,171 1 1,598 728 1,977 1,900 310 387
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -298)
22 -150 1 -303 -98 -280 -247 -18 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 51.2 0.0 69.9 31.8 86.4 83.1 13.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 10 1 8 9 13 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 568,861
COMMITMENTS
99,776 47,265 145,727 266,314 335,177 511,817 528,169 57,044 40,692
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -24,391)
-7,222 -5,398 -8,486 -10,020 -8,695 -25,728 -22,579 1,337 -1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 8.3 25.6 46.8 58.9 90.0 92.8 10.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
93 59 106 122 104 269 232
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,020
COMMITMENTS
1,063 2,493 694 5,991 4,829 7,748 8,016 1,272 1,005
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -116)
-95 110 -11 -53 59 -159 158 42 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 27.6 7.7 66.4 53.5 85.9 88.9 14.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 8 11 17 16 34 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,506,898
COMMITMENTS
450,979 781,615 232,076 1684526 1318197 2367581 2331888 139,316 175,010
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 26,384)
-40,836 -33,510 76,824 -11,357 -18,082 24,631 25,232 1,753 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 31.2 9.3 67.2 52.6 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
57 81 46 163 141 249 239
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,455,747
COMMITMENTS
584,632 1030305 937,631 3541080 2971144 5063343 4939080 392,404 516,667
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 395,060)
5,246 -13,297 223,305 215,893 196,863 444,444 406,871 -49,385 -11,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 18.9 17.2 64.9 54.5 92.8 90.5 7.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493)
87 98 117 249 258 397 412
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 667,290
COMMITMENTS
78,529 83,900 6,948 472,398 403,515 557,875 494,363 109,415 172,927
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 16,470)
5,641 2,210 475 7,963 13,626 14,079 16,311 2,391 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.6 1.0 70.8 60.5 83.6 74.1 16.4 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
14 15 10 62 58 85 74
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,187,309
COMMITMENTS
583,122 1170573 492,975 3786276 3112824 4862373 4776372 324,936 410,937
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 175,468)
4,325 38,714 63,128 97,505 68,348 164,959 170,190 10,509 5,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 22.6 9.5 73.0 60.0 93.7 92.1 6.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
53 79 71 172 179 265 289
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,803,865
COMMITMENTS
163,155 226,074 527,194 1075548 994,338 1765897 1747606 37,967 56,259
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -173,791)
-5,586 -12,491 -15,312 -156,428 -143,531 -177,326 -171,334 3,535 -2,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.5 29.2 59.6 55.1 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 41 49 63 70 122 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 42,974
COMMITMENTS
17,953 7,052 1,584 16,437 26,915 35,973 35,551 7,000 7,423
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,206)
325 -1,417 -2,118 718 288 -1,075 -3,246 -1,131 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 16.4 3.7 38.2 62.6 83.7 82.7 16.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
33 23 11 36 28 75 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,948
COMMITMENTS
35,906 14,104 3,167 32,874 53,829 71,947 71,101 14,001 14,846
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,413)
651 -2,833 -4,236 1,435 577 -2,150 -6,492 -2,263 2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 16.4 3.7 38.2 62.6 83.7 82.7 16.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
33 23 11 36 28 75 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,075
COMMITMENTS
2,793 658 0 23,397 25,969 26,190 26,627 885 448
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 2)
145 204 0 634 -6 779 198 -777 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.4 0.0 86.4 95.9 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 10 10 14 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,893
COMMITMENTS
25,702 8,725 2,844 6,111 23,303 34,657 34,872 236 21
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 4,855)
5,539 -7,089 0 -700 11,964 4,839 4,875 16 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 25.0 8.2 17.5 66.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
27 14 3 3 2 33 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,077
COMMITMENTS
21,248 11,513 212 10,514 17,439 31,974 29,164 103 2,913
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 414)
2,054 46 0 -1,647 258 407 304 7 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 35.9 0.7 32.8 54.4 99.7 90.9 0.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 12 1 5 15 10 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,944
COMMITMENTS
14,217 6,437 9 2,652 9,028 16,878 15,474 66 1,470
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 309)
301 54 0 0 339 301 393 8 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.9 38.0 0.1 15.7 53.3 99.6 91.3 0.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 13 1 3 11 9 24
Updated November 9, 2018