WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 480,959
COMMITMENTS
156,880 147,041 120,616 164,567 166,678 442,063 434,335 38,896 46,624
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -12,855)
-1,418 10,124 -11,576 -2,948 -12,400 -15,942 -13,852 3,087 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 30.6 25.1 34.2 34.7 91.9 90.3 8.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
134 117 136 104 125 317 310
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY 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: 20,510
COMMITMENTS
6,204 1,115 574 13,122 17,843 19,900 19,532 610 978
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 640)
1,030 -220 70 -660 482 440 332 200 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 5.4 2.8 64.0 87.0 97.0 95.2 3.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 4 15 14 22 19
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY 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: 313,728
COMMITMENTS
98,028 83,768 58,624 128,697 145,151 285,349 287,543 28,379 26,185
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -15,989)
2,396 5,791 -4,263 -14,393 -17,639 -16,260 -16,111 271 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 26.7 18.7 41.0 46.3 91.0 91.7 9.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
87 58 70 90 96 207 199
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,740,400
COMMITMENTS
388,272 289,177 351,827 822,158 906,523 1562257 1547527 178,143 192,873
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -20,127)
-16,038 1,859 -27,594 17,715 13,770 -25,917 -11,965 5,790 -8,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 16.6 20.2 47.2 52.1 89.8 88.9 10.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 823)
180 144 182 328 367 619 617
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 6,927
COMMITMENTS
3,119 986 67 1,125 4,302 4,311 5,355 2,616 1,572
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 239)
493 -240 -40 -400 503 53 223 186 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 14.2 1.0 16.2 62.1 62.2 77.3 37.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 8 5 4 9 25 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 736,279
COMMITMENTS
135,529 177,876 141,318 403,063 329,585 679,910 648,779 56,369 87,500
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -10,798)
382 771 -8,320 -4,947 -1,439 -12,885 -8,988 2,087 -1,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 24.2 19.2 54.7 44.8 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
129 152 157 166 209 402 437
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY 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: 570,311
COMMITMENTS
109,219 141,128 160,310 261,988 236,570 531,517 538,008 38,794 32,303
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -533)
-2,282 7,493 9,409 -9,205 -18,192 -2,078 -1,290 1,545 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 24.7 28.1 45.9 41.5 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
98 102 120 99 70 270 251
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 938,083
COMMITMENTS
100,480 185,443 22,616 676,600 534,063 799,696 742,122 138,387 195,961
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 20,131)
-1,710 9,988 4,286 16,740 2,508 19,316 16,782 815 3,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 19.8 2.4 72.1 56.9 85.2 79.1 14.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 35 29 87 87 132 141
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY 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: 1,144,263
COMMITMENTS
87,674 362,456 39,704 868,357 627,599 995,735 1029759 148,528 114,504
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,337)
-12,361 -18,437 1,376 15,269 16,598 4,284 -463 -6,621 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 31.7 3.5 75.9 54.8 87.0 90.0 13.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
15 22 21 74 68 103 97
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 504,553
COMMITMENTS
99,410 60,269 101,845 246,795 304,899 448,050 467,013 56,503 37,540
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -3,500)
-5,353 -1,988 2,678 -1,246 -1,585 -3,921 -895 421 -2,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 11.9 20.2 48.9 60.4 88.8 92.6 11.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
87 65 100 112 90 259 220
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 8,127
COMMITMENTS
1,088 2,002 160 5,698 4,916 6,946 7,078 1,181 1,049
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -388)
-74 -395 -51 -281 -42 -406 -488 18 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 24.6 2.0 70.1 60.5 85.5 87.1 14.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 8 6 13 15 29 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 2,902,182
COMMITMENTS
535,157 896,214 266,222 1961192 1560328 2762571 2722764 139,611 179,418
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 297,651)
93,423 92,106 -23,212 231,921 226,941 302,132 295,835 -4,481 1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 30.9 9.2 67.6 53.8 95.2 93.8 4.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
67 77 47 159 147 254 244
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 4,371,145
COMMITMENTS
614,841 982,106 324,580 3035177 2574562 3974598 3881248 396,547 489,897
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 120,608)
-51,450 -17,380 65,822 93,187 74,738 107,559 123,180 13,049 -2,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 22.5 7.4 69.4 58.9 90.9 88.8 9.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
74 84 70 200 215 310 334
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 5,046,082
COMMITMENTS
692,511 1138697 278,728 3746955 3244495 4718194 4661920 327,888 384,162
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 201,420)
96,867 -27,489 -56,932 140,457 288,830 180,392 204,409 21,028 -2,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 22.6 5.5 74.3 64.3 93.5 92.4 6.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
53 81 53 162 180 244 285
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 1,913,282
COMMITMENTS
149,007 240,138 599,095 1123184 1015859 1871286 1855092 41,996 58,190
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 128,617)
-44,407 14,234 85,586 79,416 20,543 120,595 120,363 8,022 8,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 12.6 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+
FUTURES ONLY 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: 38,900
COMMITMENTS
13,213 3,863 2,600 15,364 26,484 31,176 32,947 7,724 5,953
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -3,583)
-5,546 7 1,283 466 -3,999 -3,797 -2,710 215 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 9.9 6.7 39.5 68.1 80.1 84.7 19.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 17 7 28 24 65 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 77,799
COMMITMENTS
26,426 7,726 5,199 30,727 52,968 62,352 65,893 15,447 11,906
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -7,165)
-11,092 13 2,566 932 -7,998 -7,594 -5,419 429 -1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 9.9 6.7 39.5 68.1 80.1 84.7 19.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 17 7 28 24 65 45
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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