WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 528,844
COMMITMENTS
114,316 147,602 169,282 204,453 162,347 488,051 479,231 40,793 49,613
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -74,858)
-5,282 3,846 -49,526 -17,754 -29,398 -72,562 -75,078 -2,296 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 27.9 32.0 38.7 30.7 92.3 90.6 7.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
138 120 153 115 127 333 330
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,948
COMMITMENTS
7,102 925 764 12,990 18,870 20,855 20,559 1,093 1,389
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,089)
855 -190 190 -436 974 609 974 480 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.2 3.5 59.2 86.0 95.0 93.7 5.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 4 15 15 22 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 314,082
COMMITMENTS
94,155 92,090 63,937 127,271 132,962 285,363 288,990 28,718 25,092
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -26,487)
6,369 8,521 -16,608 -14,039 -15,621 -24,278 -23,709 -2,209 -2,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 29.3 20.4 40.5 42.3 90.9 92.0 9.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
90 59 80 107 101 226 215
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,918,320
COMMITMENTS
317,833 289,842 484,865 893,632 919,989 1696331 1694695 221,989 223,625
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -219,699)
-7,208 13,108 -136,289 -74,639 -84,123 -218,137 -207,305 -1,562 -12,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 15.1 25.3 46.6 48.0 88.4 88.3 11.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 830)
186 145 218 380 386 684 661
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,160
COMMITMENTS
2,750 860 90 1,067 4,095 3,906 5,044 2,254 1,116
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,361)
-416 -35 -366 -152 -402 -934 -803 -427 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 14.0 1.5 17.3 66.5 63.4 81.9 36.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 5 4 6 10 23 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 863,843
COMMITMENTS
129,050 176,976 226,625 443,192 362,526 798,867 766,128 64,975 97,715
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 5,265)
4,151 3,552 -5,584 7,322 7,836 5,888 5,804 -623 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 20.5 26.2 51.3 42.0 92.5 88.7 7.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
140 176 217 214 228 498 508
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 565,612
COMMITMENTS
95,752 140,357 155,936 272,871 236,193 524,559 532,486 41,053 33,126
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -45,549)
-402 -820 -34,993 -10,815 -10,084 -46,211 -45,897 662 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 24.8 27.6 48.2 41.8 92.7 94.1 7.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
85 106 115 102 79 261 259
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,292,983
COMMITMENTS
90,167 173,533 238,545 783,861 642,799 1112573 1054877 180,410 238,106
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 112,088)
527 3,843 65,992 16,395 13,883 82,914 83,718 29,175 28,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.4 18.4 60.6 49.7 86.0 81.6 14.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 39 46 97 95 150 156
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,138,870
COMMITMENTS
84,391 365,161 29,978 857,295 614,914 971,665 1010054 167,205 128,816
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -6,584)
-2,927 2,554 -10,270 -11,474 -12,708 -24,670 -20,423 18,086 13,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 32.1 2.6 75.3 54.0 85.3 88.7 14.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
17 18 19 73 65 99 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,625
COMMITMENTS
417 1,185 72 1,725 1,001 2,214 2,258 411 367
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -48)
162 7 -85 -147 65 -70 -13 22 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 45.1 2.7 65.7 38.1 84.3 86.0 15.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 11 3 8 11 15 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 511,839
COMMITMENTS
82,427 63,011 115,205 253,968 292,436 451,600 470,652 60,239 41,188
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -42,965)
-4,821 4,423 -28,252 -9,563 -20,880 -42,635 -44,709 -329 1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 12.3 22.5 49.6 57.1 88.2 92.0 11.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
72 72 102 120 103 259 236
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,432
COMMITMENTS
818 2,017 549 5,735 4,792 7,103 7,358 1,329 1,073
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -271)
-30 7 -72 -278 -194 -379 -259 108 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 23.9 6.5 68.0 56.8 84.2 87.3 15.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 10 11 15 17 32 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,794,688
COMMITMENTS
477,132 772,206 170,689 1980118 1640768 2627939 2583663 166,749 211,025
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -141,311)
-53,841 -121,072 -119,494 5,633 69,378 -167,701 -171,188 26,391 29,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 27.6 6.1 70.9 58.7 94.0 92.4 6.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
60 73 51 164 148 254 243
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,075,140
COMMITMENTS
605,421 834,157 793,700 3224212 2860203 4623333 4488060 451,807 587,080
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -512,915)
-5,851 -125,951 -285,720 -245,626 -171,936 -537,196 -583,607 24,281 70,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 16.4 15.6 63.5 56.4 91.1 88.4 8.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
90 66 93 212 211 337 335
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,997
COMMITMENTS
75,685 95,973 10,172 504,342 430,269 590,199 536,414 147,798 201,583
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 13,592)
-1,046 434 -17,779 -6,255 6,793 -25,080 -10,552 38,672 24,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.0 1.4 68.3 58.3 80.0 72.7 20.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
12 16 11 60 61 80 80
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,324,402
COMMITMENTS
668,730 996,323 463,136 3798599 3446897 4930466 4906356 393,936 418,046
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -166,798)
2,936 -118,738 -91,994 -133,634 19,835 -222,692 -190,897 55,894 24,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 18.7 8.7 71.3 64.7 92.6 92.1 7.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
53 77 80 170 187 272 296
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,957,695
COMMITMENTS
177,859 260,782 587,342 1149103 1049162 1914304 1897286 43,391 60,409
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 44,107)
28,915 20,752 -12,018 25,919 33,303 42,815 42,037 1,291 2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 13.3 30.0 58.7 53.6 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 41 49 68 74 120 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,836
COMMITMENTS
13,826 3,965 2,714 15,735 27,480 32,276 34,159 8,560 6,677
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 156)
409 -311 -459 -401 357 -451 -413 607 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 9.7 6.6 38.5 67.3 79.0 83.6 21.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 15 10 31 29 71 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,672
COMMITMENTS
27,653 7,930 5,427 31,471 54,960 64,551 68,317 17,121 13,355
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 311)
818 -622 -919 -802 714 -902 -827 1,214 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 9.7 6.6 38.5 67.3 79.0 83.6 21.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 15 10 31 29 71 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,280
COMMITMENTS
2,928 454 0 24,085 27,569 27,013 28,023 1,267 257
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -360)
20 0 0 -481 -240 -461 -240 101 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 1.6 0.0 85.2 97.5 95.5 99.1 4.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 13 11 17 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,968
COMMITMENTS
29,355 17,350 2,392 6,044 18,172 37,791 37,914 177 54
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 9,547)
9,856 -1,563 -284 0 11,368 9,572 9,521 -25 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.3 45.7 6.3 15.9 47.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
30 13 2 3 2 35 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,321
COMMITMENTS
20,362 11,632 209 9,716 15,639 30,287 27,480 34 2,841
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 633)
46 249 -5 581 294 622 538 11 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 38.4 0.7 32.0 51.6 99.9 90.6 0.1 9.4
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,926
COMMITMENTS
14,229 6,722 12 2,652 8,614 16,893 15,348 33 1,578
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 429)
433 114 0 0 -86 433 28 -4 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 39.7 0.1 15.7 50.9 99.8 90.7 0.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 11 1 3 10 10 21
Updated November 30, 2018