WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 523,682
COMMITMENTS
120,222 137,895 173,824 193,949 166,781 487,995 478,500 35,687 45,183
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -5,162)
5,907 -9,707 4,542 -10,504 4,434 -56 -731 -5,106 -4,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 26.3 33.2 37.0 31.8 93.2 91.4 6.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
137 113 151 103 121 320 314
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 19,997
COMMITMENTS
6,680 500 424 12,478 17,705 19,581 18,629 416 1,369
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,951)
-422 -425 -340 -512 -1,166 -1,274 -1,931 -677 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 2.5 2.1 62.4 88.5 97.9 93.2 2.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 15 14 21 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,403
COMMITMENTS
96,038 88,120 62,303 113,534 126,096 271,875 276,518 27,527 22,884
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -14,679)
1,882 -3,970 -1,634 -13,736 -6,867 -13,488 -12,471 -1,191 -2,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 29.4 20.8 37.9 42.1 90.8 92.4 9.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
96 57 77 88 97 213 204
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,883,246
COMMITMENTS
382,179 274,879 474,371 812,134 921,066 1668684 1670316 214,562 212,930
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -35,074)
64,345 -14,963 -10,494 -81,498 1,077 -27,647 -24,380 -7,427 -10,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 14.6 25.2 43.1 48.9 88.6 88.7 11.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 826)
193 140 202 358 392 654 650
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,058
COMMITMENTS
2,627 745 146 1,220 4,010 3,993 4,901 2,065 1,158
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -102)
-123 -115 57 154 -85 87 -144 -189 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 12.3 2.4 20.1 66.2 65.9 80.9 34.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 6 4 9 9 26 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 887,846
COMMITMENTS
143,044 137,073 253,406 423,646 397,400 820,096 787,879 67,750 99,967
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 24,004)
13,994 -39,903 26,780 -19,546 34,874 21,228 21,751 2,775 2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.4 28.5 47.7 44.8 92.4 88.7 7.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
166 159 224 214 235 502 508
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 554,819
COMMITMENTS
104,680 125,125 157,602 254,544 240,143 516,827 522,870 37,992 31,950
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -10,793)
8,928 -15,232 1,666 -18,326 3,950 -7,732 -9,617 -3,060 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 22.6 28.4 45.9 43.3 93.2 94.2 6.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
88 104 125 98 78 268 256
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,197,440
COMMITMENTS
91,273 159,065 161,052 792,186 674,037 1044511 994,154 152,928 203,286
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -95,544)
1,106 -14,469 -77,493 8,325 31,238 -68,062 -60,724 -27,482 -34,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.3 13.4 66.2 56.3 87.2 83.0 12.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
35 37 47 94 93 150 156
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,082,797
COMMITMENTS
75,821 370,535 23,647 839,909 585,413 939,377 979,596 143,420 103,202
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -56,072)
-8,570 5,374 -6,331 -17,386 -29,501 -32,287 -30,458 -23,785 -25,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 34.2 2.2 77.6 54.1 86.8 90.5 13.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
17 18 21 80 65 108 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,569
COMMITMENTS
414 1,027 186 1,616 979 2,216 2,192 353 377
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -56)
-3 -158 114 -109 -22 2 -66 -58 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 40.0 7.2 62.9 38.1 86.3 85.3 13.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 10 3 9 12 17 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 497,877
COMMITMENTS
83,410 60,374 118,834 238,549 281,354 440,793 460,562 57,084 37,316
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -13,962)
983 -2,637 3,629 -15,419 -11,082 -10,807 -10,090 -3,155 -3,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.1 23.9 47.9 56.5 88.5 92.5 11.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
79 63 99 117 98 256 222
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,464
COMMITMENTS
812 1,696 745 5,647 4,849 7,204 7,290 1,260 1,173
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 32)
-6 -321 196 -88 57 102 -68 -69 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 20.0 8.8 66.7 57.3 85.1 86.1 14.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 12 12 16 17 34 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,662,458
COMMITMENTS
445,937 809,230 103,681 1960738 1572356 2510356 2485268 152,102 177,191
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -132,230)
-31,195 37,024 -67,008 -19,381 -68,412 -117,583 -98,395 -14,646 -33,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 30.4 3.9 73.6 59.1 94.3 93.3 5.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
58 69 41 164 142 246 228
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,179,943
COMMITMENTS
629,382 877,552 788,183 3323808 2984637 4741373 4650372 438,570 529,571
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 104,803)
23,961 43,396 -5,517 99,596 124,434 118,040 162,312 -13,237 -57,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 16.9 15.2 64.2 57.6 91.5 89.8 8.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
94 73 95 221 222 351 354
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,206
COMMITMENTS
78,339 93,032 9,206 490,744 430,565 578,289 532,803 112,917 158,403
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -46,791)
2,654 -2,941 -966 -13,598 296 -11,910 -3,611 -34,881 -43,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.5 1.3 71.0 62.3 83.7 77.1 16.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
14 14 13 61 64 83 83
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,059,753
COMMITMENTS
683,071 1032162 369,788 3685335 3286588 4738194 4688538 321,559 371,215
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -264,649)
14,341 35,839 -93,349 -113,264 -160,309 -192,272 -217,818 -72,377 -46,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 20.4 7.3 72.8 65.0 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
57 73 66 167 187 259 291
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,886,615
COMMITMENTS
150,113 244,860 553,583 1145219 1021981 1848915 1820424 37,700 66,191
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -71,080)
-27,747 -15,922 -33,759 -3,884 -27,181 -65,389 -76,862 -5,691 5,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.0 29.3 60.7 54.2 98.0 96.5 2.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 41 51 68 75 125 147
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,246
COMMITMENTS
15,521 3,537 1,175 15,896 28,059 32,591 32,770 7,655 7,476
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -590)
1,695 -428 -1,539 160 579 316 -1,389 -905 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 8.8 2.9 39.5 69.7 81.0 81.4 19.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 17 10 32 30 69 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,493
COMMITMENTS
31,042 7,073 2,349 31,791 56,117 65,182 65,540 15,310 14,953
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,179)
3,389 -856 -3,078 320 1,157 631 -2,777 -1,810 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 8.8 2.9 39.5 69.7 81.0 81.4 19.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 17 10 32 30 69 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,327
COMMITMENTS
2,909 454 0 25,138 28,563 28,047 29,017 1,280 310
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,047)
-19 0 0 1,053 994 1,034 994 13 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.5 0.0 85.7 97.4 95.6 98.9 4.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 12 12 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,733
COMMITMENTS
25,384 18,277 2,570 6,575 13,833 34,529 34,680 204 53
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -3,235)
-3,971 927 178 531 -4,339 -3,262 -3,234 27 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 52.6 7.4 18.9 39.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
31 13 3 4 3 37 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,848
COMMITMENTS
19,144 11,711 163 10,505 14,801 29,812 26,675 36 3,173
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -473)
-1,218 79 -46 789 -838 -475 -805 2 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 39.2 0.5 35.2 49.6 99.9 89.4 0.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 12 1 6 14 11 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,529
COMMITMENTS
14,967 8,057 12 3,534 8,798 18,513 16,867 16 1,662
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,603)
738 1,335 0 882 184 1,620 1,519 -17 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 43.5 0.1 19.1 47.5 99.9 91.0 0.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 11 1 4 10 11 21
Updated December 10, 2018