WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 623,342
COMMITMENTS
118,420 131,549 237,796 226,992 205,327 583,208 574,672 40,134 48,670
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -59,150)
-220 -16,210 -12,942 -42,172 -28,761 -55,335 -57,913 -3,815 -1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 21.1 38.1 36.4 32.9 93.6 92.2 6.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
153 124 185 128 139 375 367
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 20,212
COMMITMENTS
5,214 1,335 504 14,080 17,413 19,798 19,252 413 959
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -122)
639 -485 -370 -391 592 -121 -263 -1 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.6 2.5 69.7 86.2 98.0 95.3 2.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 3 18 16 24 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 353,489
COMMITMENTS
87,028 77,580 82,733 153,352 165,592 323,113 325,906 30,375 27,583
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -6,510)
-5,059 6,312 -7,032 3,821 -5,714 -8,271 -6,435 1,761 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 21.9 23.4 43.4 46.8 91.4 92.2 8.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
86 61 79 99 99 220 212
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,154,088
COMMITMENTS
353,090 273,549 645,053 937,601 989,338 1935744 1907940 218,345 246,148
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 15,017)
-17,965 -7,693 2,114 34,432 18,977 18,581 13,398 -3,564 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.7 29.9 43.5 45.9 89.9 88.6 10.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 882)
221 148 247 395 405 741 706
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,173
COMMITMENTS
2,696 1,158 415 1,590 3,973 4,701 5,546 2,472 1,627
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -290)
-30 -153 -233 71 227 -192 -159 -98 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 16.1 5.8 22.2 55.4 65.5 77.3 34.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 7 6 8 9 27 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 862,245
COMMITMENTS
127,197 172,191 235,017 436,942 354,983 799,157 762,191 63,088 100,054
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,720)
-2,457 6,985 -14,387 15,316 5,353 -1,528 -2,049 -193 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 20.0 27.3 50.7 41.2 92.7 88.4 7.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
138 185 215 208 222 489 504
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 610,322
COMMITMENTS
97,688 133,477 181,703 292,274 263,239 571,664 578,418 38,658 31,904
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 20,290)
-4,035 10,319 12,908 12,132 -1,723 21,005 21,504 -715 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 21.9 29.8 47.9 43.1 93.7 94.8 6.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
91 110 132 101 81 277 272
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,144,256
COMMITMENTS
98,025 170,107 154,498 741,584 613,069 994,107 937,674 150,149 206,582
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -39,452)
-9,809 1,431 -18,546 -9,268 -22,828 -37,622 -39,943 -1,830 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.9 13.5 64.8 53.6 86.9 81.9 13.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
35 40 51 102 101 160 169
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,147,677
COMMITMENTS
99,583 381,048 38,948 853,332 611,019 991,862 1031015 155,815 116,662
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 75,233)
2,066 22,929 20,981 44,064 34,035 67,110 77,944 8,123 -2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 33.2 3.4 74.4 53.2 86.4 89.8 13.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
16 26 27 71 66 105 101
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,598
COMMITMENTS
264 1,233 137 1,815 824 2,216 2,194 382 404
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 311)
-114 62 136 217 96 239 294 72 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 47.5 5.3 69.9 31.7 85.3 84.4 14.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 12 4 9 11 17 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 559,928
COMMITMENTS
92,982 61,344 140,360 266,253 315,921 499,596 517,626 60,332 42,302
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -8,933)
-6,793 14,079 -5,367 -61 -19,255 -12,221 -10,543 3,289 1,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.0 25.1 47.6 56.4 89.2 92.4 10.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
90 71 104 126 105 273 238
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,133
COMMITMENTS
975 2,397 675 6,282 5,073 7,933 8,145 1,200 988
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 112)
-87 -96 -20 291 244 184 129 -72 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 26.2 7.4 68.8 55.5 86.9 89.2 13.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 9 11 16 16 33 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,627,940
COMMITMENTS
438,839 804,311 306,175 1737992 1338879 2483007 2449364 144,933 178,576
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 121,042)
-12,140 22,696 74,099 53,466 20,682 115,425 117,477 5,617 3,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 30.6 11.7 66.1 50.9 94.5 93.2 5.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
62 79 52 165 141 256 243
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,192,249
COMMITMENTS
646,826 1004076 825,693 3311968 2842135 4784487 4671904 407,762 520,345
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -263,498)
62,194 -26,229 -111,938 -229,112 -129,010 -278,856 -267,176 15,358 3,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 19.3 15.9 63.8 54.7 92.1 90.0 7.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
88 83 107 232 248 370 388
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 682,015
COMMITMENTS
75,730 91,578 5,362 494,571 416,578 575,663 513,518 106,352 168,497
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 14,725)
-2,799 7,678 -1,586 22,173 13,063 17,788 19,155 -3,063 -4,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 13.4 0.8 72.5 61.1 84.4 75.3 15.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 16 11 60 61 82 79
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,179,060
COMMITMENTS
568,618 1160736 529,675 3768079 3095454 4866372 4785866 312,689 393,195
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -8,249)
-14,504 -9,836 36,700 -18,197 -17,370 3,999 9,494 -12,247 -17,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 22.4 10.2 72.8 59.8 94.0 92.4 6.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
51 82 71 171 181 265 291
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,784,933
COMMITMENTS
193,368 225,819 513,730 1043768 995,316 1750866 1734865 34,067 50,068
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -18,932)
30,212 -255 -13,464 -31,780 978 -15,032 -12,741 -3,900 -6,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.7 28.8 58.5 55.8 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 35 49 66 70 126 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,030
COMMITMENTS
18,887 4,106 1,862 15,583 31,040 36,332 37,008 7,698 7,022
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,056)
935 -2,946 278 -854 4,125 359 1,457 697 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 9.3 4.2 35.4 70.5 82.5 84.1 17.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 15 13 30 33 67 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,060
COMMITMENTS
37,775 8,213 3,723 31,166 62,080 72,665 74,016 15,396 14,044
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,113)
1,869 -5,892 556 -1,707 8,250 718 2,915 1,395 -802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 9.3 4.2 35.4 70.5 82.5 84.1 17.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 15 13 30 33 67 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,359
COMMITMENTS
3,202 785 0 24,212 27,138 27,414 27,923 945 436
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,284)
409 127 0 815 1,169 1,224 1,296 60 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.8 0.0 85.4 95.7 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 0 11 10 15 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,144
COMMITMENTS
28,057 8,386 2,844 6,044 25,888 36,945 37,118 199 26
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,251)
2,355 -339 0 -67 2,585 2,288 2,246 -37 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 22.6 7.7 16.3 69.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
30 13 3 3 2 36 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,770
COMMITMENTS
21,701 11,594 212 9,817 16,901 31,730 28,707 40 3,063
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -307)
453 81 0 -697 -538 -244 -457 -63 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 36.5 0.7 30.9 53.2 99.9 90.4 0.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 12 1 5 15 12 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,999
COMMITMENTS
14,292 6,561 9 2,652 8,930 16,953 15,500 46 1,499
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 55)
75 124 0 0 -98 75 26 -20 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 38.6 0.1 15.6 52.5 99.7 91.2 0.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 12 1 3 10 9 22
Updated November 16, 2018