WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,702
COMMITMENTS
119,598 143,756 218,807 222,207 191,745 560,612 554,309 43,089 49,393
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -19,641)
1,178 12,207 -18,989 -4,785 -13,581 -22,596 -20,363 2,955 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 23.8 36.2 36.8 31.8 92.9 91.8 7.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
154 131 181 123 132 370 360
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 20,859
COMMITMENTS
6,246 1,115 574 13,426 17,897 20,246 19,586 613 1,273
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 647)
1,032 -220 70 -655 483 448 333 200 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.3 2.8 64.4 85.8 97.1 93.9 2.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 4 15 14 22 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 340,569
COMMITMENTS
87,786 83,569 80,546 141,309 148,584 309,641 312,699 30,927 27,870
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -12,920)
758 5,989 -2,188 -12,042 -17,008 -13,472 -13,207 552 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 24.5 23.7 41.5 43.6 90.9 91.8 9.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
89 58 80 95 100 216 210
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,138,019
COMMITMENTS
325,042 276,734 621,155 968,271 1004112 1914468 1902000 223,551 236,018
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -16,070)
-28,049 3,185 -23,898 30,671 14,773 -21,276 -5,940 5,206 -10,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 12.9 29.1 45.3 47.0 89.5 89.0 10.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 877)
216 145 244 404 406 747 699
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,521
COMMITMENTS
3,166 894 456 1,218 4,497 4,840 5,847 2,680 1,674
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 347)
470 -264 41 -372 524 139 301 208 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 11.9 6.1 16.2 59.8 64.4 77.7 35.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 9 6 6 9 28 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 858,578
COMMITMENTS
124,899 173,424 232,210 435,870 354,690 792,980 760,324 65,598 98,254
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -3,667)
-2,297 1,233 -2,807 -1,072 -293 -6,177 -1,867 2,510 -1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 20.2 27.0 50.8 41.3 92.4 88.6 7.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
150 180 225 204 227 495 515
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 611,161
COMMITMENTS
96,155 141,177 190,929 283,686 246,277 570,770 578,383 40,391 32,778
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 839)
-1,533 7,700 9,227 -8,588 -16,961 -894 -35 1,734 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 23.1 31.2 46.4 40.3 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
92 108 129 101 82 274 270
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,180,895
COMMITMENTS
89,641 169,691 172,553 767,466 628,916 1029660 971,160 151,235 209,736
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 36,639)
-8,384 -416 18,055 25,882 15,846 35,553 33,485 1,086 3,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 14.4 14.6 65.0 53.3 87.2 82.2 12.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
31 41 48 98 96 154 161
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,145,454
COMMITMENTS
87,318 362,607 40,248 868,769 627,622 996,335 1030477 149,119 114,976
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,224)
-12,265 -18,441 1,300 15,437 16,603 4,472 -538 -6,696 -1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 31.7 3.5 75.8 54.8 87.0 90.0 13.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
14 24 23 74 69 103 101
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,673
COMMITMENTS
255 1,178 157 1,872 936 2,284 2,271 389 402
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 75)
-9 -55 20 57 112 68 77 7 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 44.1 5.9 70.0 35.0 85.4 85.0 14.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 12 3 9 11 16 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 554,804
COMMITMENTS
87,248 58,588 143,456 263,531 313,316 494,236 515,361 60,568 39,443
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -5,124)
-5,735 -2,756 3,096 -2,721 -2,605 -5,360 -2,265 236 -2,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 10.6 25.9 47.5 56.5 89.1 92.9 10.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
90 68 110 120 99 271 238
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,703
COMMITMENTS
848 2,011 620 6,013 4,986 7,481 7,617 1,221 1,085
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -430)
-127 -386 -54 -270 -87 -451 -527 21 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 23.1 7.1 69.1 57.3 86.0 87.5 14.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 10 14 16 30 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,935,999
COMMITMENTS
530,973 893,278 290,183 1974485 1571389 2795641 2754851 140,358 181,148
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 308,059)
92,134 88,967 -15,992 236,493 232,511 312,634 305,486 -4,575 2,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 30.4 9.9 67.3 53.5 95.2 93.8 4.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
65 79 54 162 151 261 251
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,588,056
COMMITMENTS
611,272 960,108 1079420 3469838 3032139 5160529 5071667 427,527 516,389
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 395,806)
-35,554 -43,968 253,727 157,869 190,004 376,042 399,763 19,765 -3,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 17.2 19.3 62.1 54.3 92.3 90.8 7.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
91 77 102 236 240 369 377
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,405
COMMITMENTS
76,731 95,539 27,951 510,597 423,476 615,279 546,966 109,126 177,439
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 42,390)
1,001 3,961 22,589 16,026 6,898 39,616 33,448 2,774 8,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 13.2 3.9 70.5 58.5 84.9 75.5 15.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
13 17 12 64 61 87 80
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,491,200
COMMITMENTS
665,794 1115060 555,131 3932233 3427062 5153157 5097253 338,042 393,946
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 312,139)
97,175 -45,676 25,456 164,155 331,608 286,786 311,388 25,353 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 20.3 10.1 71.6 62.4 93.8 92.8 6.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
54 81 70 176 189 271 299
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,913,588
COMMITMENTS
148,945 240,030 599,360 1123184 1015859 1871489 1855249 42,099 58,339
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 128,655)
-44,423 14,211 85,630 79,416 20,543 120,623 120,384 8,032 8,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.5 31.3 58.7 53.1 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
30 41 49 68 75 122 146
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,680
COMMITMENTS
13,418 4,276 3,173 16,136 27,123 32,727 34,572 7,954 6,108
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -3,350)
-5,470 169 1,311 553 -3,917 -3,606 -2,436 256 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 10.5 7.8 39.7 66.7 80.4 85.0 19.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
35 17 10 30 25 69 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,361
COMMITMENTS
26,835 8,551 6,346 32,272 54,246 65,453 69,144 15,907 12,217
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -6,700)
-10,940 339 2,623 1,106 -7,834 -7,211 -4,872 512 -1,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 10.5 7.8 39.7 66.7 80.4 85.0 19.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
35 17 10 30 25 69 48
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,640
COMMITMENTS
2,908 454 0 24,566 27,809 27,474 28,263 1,166 377
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 281)
-294 -331 0 354 671 60 340 221 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.6 0.0 85.8 97.1 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 13 11 16 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 28,421
COMMITMENTS
19,499 18,913 2,676 6,044 6,804 28,219 28,393 202 28
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -8,723)
-8,558 10,527 -168 0 -19,084 -8,726 -8,725 3 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 66.5 9.4 21.3 23.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
26 15 2 3 2 31 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,688
COMMITMENTS
20,316 11,383 214 9,135 15,345 29,665 26,942 23 2,746
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,082)
-1,385 -211 2 -682 -1,556 -2,065 -1,765 -17 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 38.3 0.7 30.8 51.7 99.9 90.8 0.1 9.2
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 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,497
COMMITMENTS
13,796 6,608 12 2,652 8,700 16,460 15,320 37 1,177
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -502)
-496 47 3 0 -230 -493 -180 -9 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.6 40.1 0.1 16.1 52.7 99.8 92.9 0.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 12 1 3 10 9 22
Updated November 23, 2018