WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,634
COMMITMENTS
131,111 125,419 188,353 183,033 178,937 502,496 492,709 36,138 45,926
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 20,057)
9,123 -8,362 13,501 -5,254 14,928 17,370 20,067 2,687 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 23.3 35.0 34.0 33.2 93.3 91.5 6.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
131 117 149 106 121 323 310
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 18,736
COMMITMENTS
6,550 500 100 11,505 17,178 18,155 17,778 580 958
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -22)
801 0 -150 -691 169 -41 19 19 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 2.7 0.5 61.4 91.7 96.9 94.9 3.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 1 14 14 19 16
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 309,503
COMMITMENTS
95,466 80,219 70,039 115,102 137,100 280,607 287,358 28,897 22,145
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,731)
-4,208 -8,914 4,668 -227 5,242 232 995 1,498 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 25.9 22.6 37.2 44.3 90.7 92.8 9.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
87 58 77 88 94 211 198
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,903,441
COMMITMENTS
404,698 215,106 481,921 810,009 986,558 1696629 1683586 206,812 219,854
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,471)
14,844 -17,564 5,181 -11,941 12,938 8,083 555 -5,612 1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 11.3 25.3 42.6 51.8 89.1 88.4 10.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 849)
205 142 220 366 398 681 672
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,080
COMMITMENTS
2,605 749 163 1,270 4,089 4,038 5,001 2,042 1,079
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -78)
49 -149 -4 -81 98 -36 -56 -42 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 12.3 2.7 20.9 67.3 66.4 82.3 33.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 4 4 9 10 26 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 876,677
COMMITMENTS
133,359 116,246 245,015 431,525 412,919 809,899 774,181 66,777 102,496
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -6,761)
-1,660 -11,528 -2,753 -2,777 9,847 -7,190 -4,434 429 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.3 27.9 49.2 47.1 92.4 88.3 7.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
151 165 230 222 243 508 531
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 508,126
COMMITMENTS
98,960 109,076 145,563 225,503 223,479 470,026 478,119 38,100 30,007
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -25,256)
-4,970 -1,279 -8,928 -10,495 -13,422 -24,394 -23,629 -862 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 21.5 28.6 44.4 44.0 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
85 87 116 98 80 253 242
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,274,651
COMMITMENTS
87,567 123,445 202,362 823,740 770,589 1113669 1096395 160,983 178,256
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 19,720)
-802 -8,426 11,761 7,322 27,023 18,281 30,358 1,440 -10,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 9.7 15.9 64.6 60.5 87.4 86.0 12.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
42 33 54 97 99 161 164
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,088,634
COMMITMENTS
71,563 346,955 17,238 856,647 628,496 945,448 992,689 143,185 95,945
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,610)
5,176 -2,567 -583 793 7,858 5,387 4,709 -777 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 31.9 1.6 78.7 57.7 86.8 91.2 13.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
18 19 21 71 64 99 94
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,792
COMMITMENTS
390 985 69 1,985 1,288 2,444 2,342 348 450
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -123)
-70 -15 -97 70 -54 -97 -166 -26 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 35.3 2.5 71.1 46.1 87.5 83.9 12.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 9 3 10 12 17 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 470,693
COMMITMENTS
79,983 59,604 105,056 228,933 267,252 413,972 431,912 56,722 38,781
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -17,696)
910 -3,471 -11,903 -6,400 -2,250 -17,393 -17,623 -303 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 12.7 22.3 48.6 56.8 87.9 91.8 12.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
80 66 95 113 94 250 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,282
COMMITMENTS
830 2,286 574 5,507 3,974 6,910 6,834 1,372 1,447
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 31)
-70 537 -6 -138 -513 -214 18 245 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 27.6 6.9 66.5 48.0 83.4 82.5 16.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 15 11 13 12 29 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,654,155
COMMITMENTS
427,169 754,450 134,491 1926948 1604012 2488607 2492952 165,548 161,203
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 79,112)
80,923 -13,347 6,760 -12,952 97,844 74,731 91,258 4,380 -12,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 28.4 5.1 72.6 60.4 93.8 93.9 6.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
56 75 47 153 147 237 241
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,239,420
COMMITMENTS
596,947 837,468 904,083 3286636 3026340 4787666 4767891 451,754 471,529
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -6,142)
32,563 -19,557 43,401 -79,842 -11,723 -3,878 12,120 -2,264 -18,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 16.0 17.3 62.7 57.8 91.4 91.0 8.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
95 73 98 218 230 350 364
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 699,450
COMMITMENTS
86,213 120,738 5,149 483,017 413,961 574,379 539,848 125,071 159,602
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -11,739)
-1,381 13,150 -2,481 -12,957 -26,780 -16,819 -16,111 5,080 4,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 17.3 0.7 69.1 59.2 82.1 77.2 17.9 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 14 10 59 56 79 74
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,144,786
COMMITMENTS
707,179 962,425 417,023 3687354 3377448 4811556 4756896 333,231 387,890
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 53,352)
-9,733 -27,439 35,071 21,982 28,274 47,320 35,906 6,032 17,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.7 8.1 71.7 65.6 93.5 92.5 6.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
49 78 70 163 187 259 288
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,281,169
COMMITMENTS
355,145 354,112 594,807 1288754 1263207 2238707 2212126 42,462 69,043
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 244,267)
178,072 128,916 34,959 23,113 75,850 236,144 239,725 8,123 4,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 15.5 26.1 56.5 55.4 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
37 45 51 76 79 138 156
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 50,214
COMMITMENTS
15,909 4,187 3,013 23,020 37,237 41,942 44,437 8,272 5,777
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 11,169)
1,707 978 832 7,145 9,659 9,684 11,469 1,485 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 8.3 6.0 45.8 74.2 83.5 88.5 16.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 16 14 32 33 70 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,428
COMMITMENTS
31,818 8,374 6,025 46,040 74,475 83,883 88,874 16,545 11,554
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 22,339)
3,414 1,957 1,664 14,291 19,318 19,369 22,939 2,970 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 8.3 6.0 45.8 74.2 83.5 88.5 16.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 16 14 32 33 70 56
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 44,468
COMMITMENTS
2,183 805 0 40,865 42,946 43,048 43,751 1,420 717
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 12,469)
-1,320 351 0 13,660 13,115 12,340 13,466 129 -997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.8 0.0 91.9 96.6 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 15 15 17 17
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 49,255
COMMITMENTS
28,022 33,876 12,962 8,035 2,372 49,019 49,210 236 45
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 12,060)
3,923 4,123 6,717 1,382 1,219 12,022 12,059 38 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 68.8 26.3 16.3 4.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
25 16 6 6 3 34 22
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,640
COMMITMENTS
15,342 10,814 140 10,143 11,665 25,625 22,619 15 3,021
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -2,990)
-3,101 -113 -32 141 -2,844 -2,992 -2,989 2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 42.2 0.5 39.6 45.5 99.9 88.2 0.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 11 1 5 13 12 24
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 13,383
COMMITMENTS
12,063 5,303 17 1,277 5,848 13,357 11,168 26 2,215
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -4,226)
-2,201 -991 -23 -1,999 -3,464 -4,223 -4,478 -3 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.1 39.6 0.1 9.5 43.7 99.8 83.4 0.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 2 2 9 9 20
Updated December 20, 2018