WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,577
COMMITMENTS
121,987 133,781 174,852 188,287 164,008 485,126 472,642 33,451 45,935
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,105)
1,765 -4,114 1,028 -5,662 -2,773 -2,869 -5,858 -2,236 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 25.8 33.7 36.3 31.6 93.5 91.1 6.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
133 119 149 105 123 319 320
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,758
COMMITMENTS
5,750 500 250 12,196 17,008 18,196 17,758 562 999
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,240)
-930 0 -174 -281 -696 -1,385 -870 146 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 2.7 1.3 65.0 90.7 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 3 14 15 20 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 307,773
COMMITMENTS
99,674 89,133 65,372 115,328 131,858 280,374 286,363 27,398 21,410
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 8,370)
3,637 1,014 3,069 1,794 5,762 8,499 9,845 -129 -1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 29.0 21.2 37.5 42.8 91.1 93.0 8.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
91 61 77 93 94 214 204
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,900,969
COMMITMENTS
389,854 232,670 476,741 821,951 973,620 1688545 1683031 212,424 217,938
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 17,724)
7,675 -42,209 2,369 9,817 52,555 19,862 12,715 -2,138 5,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 12.2 25.1 43.2 51.2 88.8 88.5 11.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
197 142 206 367 407 667 670
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,158
COMMITMENTS
2,557 898 167 1,351 3,991 4,074 5,056 2,083 1,101
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 100)
-70 154 21 131 -18 81 156 19 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 14.6 2.7 21.9 64.8 66.2 82.1 33.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 5 4 9 9 26 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 883,438
COMMITMENTS
135,019 127,774 247,768 434,302 403,072 817,089 778,614 66,348 104,823
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -4,408)
-8,025 -9,299 -5,638 10,656 5,672 -3,006 -9,265 -1,402 4,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 14.5 28.0 49.2 45.6 92.5 88.1 7.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
143 171 211 215 239 484 508
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 533,381
COMMITMENTS
103,930 110,355 154,492 235,998 236,901 494,420 501,748 38,961 31,634
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -21,438)
-750 -14,769 -3,111 -18,546 -3,242 -22,407 -21,122 969 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 20.7 29.0 44.2 44.4 92.7 94.1 7.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
87 80 121 96 81 253 245
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,931
COMMITMENTS
88,369 131,870 190,601 816,419 743,566 1095388 1066037 159,543 188,894
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 57,491)
-2,904 -27,194 29,549 24,232 69,528 50,877 71,883 6,614 -14,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 10.5 15.2 65.1 59.3 87.3 84.9 12.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
39 37 54 99 98 162 165
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,084,024
COMMITMENTS
66,387 349,522 17,820 855,854 620,637 940,062 987,979 143,962 96,045
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 1,227)
-9,434 -21,013 -5,827 15,945 35,224 684 8,384 542 -7,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 32.2 1.6 79.0 57.3 86.7 91.1 13.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
15 19 23 75 66 103 95
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,915
COMMITMENTS
460 1,000 166 1,915 1,342 2,541 2,508 374 407
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 346)
46 -27 -20 299 363 325 316 21 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 34.3 5.7 65.7 46.0 87.2 86.0 12.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 9 4 8 12 16 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 488,389
COMMITMENTS
79,074 63,075 116,958 235,333 269,502 431,364 449,535 57,024 38,854
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -9,488)
-4,337 2,701 -1,876 -3,216 -11,852 -9,429 -11,026 -60 1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.9 23.9 48.2 55.2 88.3 92.0 11.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
75 64 99 116 94 250 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,251
COMMITMENTS
899 1,749 580 5,645 4,487 7,124 6,817 1,126 1,434
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -213)
87 53 -165 -2 -362 -80 -474 -133 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 21.2 7.0 68.4 54.4 86.3 82.6 13.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 10 11 16 14 34 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,575,044
COMMITMENTS
346,246 767,797 127,730 1939899 1506167 2413876 2401695 161,168 173,349
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -87,415)
-99,691 -41,433 24,049 -20,838 -66,188 -96,481 -83,573 9,066 -3,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 29.8 5.0 75.3 58.5 93.7 93.3 6.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
50 75 44 159 143 240 231
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,245,562
COMMITMENTS
564,383 857,025 860,683 3366478 3038064 4791544 4755771 454,018 489,791
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 65,618)
-64,999 -20,528 72,500 42,670 53,427 50,171 105,399 15,447 -39,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 16.3 16.4 64.2 57.9 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
90 78 99 216 226 349 360
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 711,189
COMMITMENTS
87,594 107,588 7,630 495,974 440,741 591,198 555,959 119,991 155,230
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 19,984)
9,255 14,556 -1,576 5,231 10,176 12,910 23,156 7,074 -3,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.1 1.1 69.7 62.0 83.1 78.2 16.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
14 13 11 62 61 83 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,091,434
COMMITMENTS
716,912 989,864 381,952 3665372 3349174 4764236 4720990 327,198 370,444
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 31,681)
33,841 -42,298 12,164 -19,963 62,586 26,042 32,452 5,639 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.4 7.5 72.0 65.8 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
59 66 65 167 192 258 291
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,036,901
COMMITMENTS
177,073 225,196 559,848 1265641 1187357 2002562 1972401 34,339 64,501
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 150,286)
26,960 -19,665 6,265 120,422 165,376 153,648 151,977 -3,361 -1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.1 27.5 62.1 58.3 98.3 96.8 1.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
31 47 54 74 76 135 152
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 39,045
COMMITMENTS
14,202 3,209 2,181 15,874 27,578 32,257 32,968 6,788 6,077
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,202)
-1,319 -328 1,006 -21 -480 -334 198 -868 -1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 8.2 5.6 40.7 70.6 82.6 84.4 17.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 18 11 33 29 65 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,090
COMMITMENTS
28,404 6,417 4,362 31,749 55,157 64,515 65,935 13,575 12,154
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,403)
-2,638 -656 2,012 -42 -961 -668 395 -1,735 -2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 8.2 5.6 40.7 70.6 82.6 84.4 17.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 18 11 33 29 65 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,999
COMMITMENTS
3,503 454 0 27,205 29,831 30,708 30,285 1,291 1,714
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 2,672)
594 0 0 2,067 1,268 2,661 1,268 11 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 1.4 0.0 85.0 93.2 96.0 94.6 4.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 11 12 14 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,195
COMMITMENTS
24,099 29,753 6,245 6,653 1,153 36,997 37,151 198 44
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 2,462)
-1,285 11,476 3,675 78 -12,680 2,468 2,471 -6 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 80.0 16.8 17.9 3.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
25 16 4 4 1 33 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,630
COMMITMENTS
18,443 10,927 172 10,002 14,509 28,617 25,608 13 3,022
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,218)
-701 -784 9 -503 -292 -1,195 -1,067 -23 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 38.2 0.6 34.9 50.7 100.0 89.4 0.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 10 3 5 14 12 25
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,609
COMMITMENTS
14,264 6,294 40 3,276 9,312 17,580 15,646 29 1,963
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -920)
-703 -1,763 28 -258 514 -933 -1,221 13 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 35.7 0.2 18.6 52.9 99.8 88.9 0.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 10 4 3 10 11 22
Updated December 14, 2018