WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 432,837
COMMITMENTS
145,960 128,366 110,239 143,874 151,093 400,073 389,698 32,764 43,139
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,266)
8,490 -7,444 1,904 -10,458 8,410 -64 2,870 2,330 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 29.7 25.5 33.2 34.9 92.4 90.0 7.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
126 103 110 82 114 276 270
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY 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: 18,176
COMMITMENTS
6,084 500 100 11,427 16,696 17,611 17,296 565 880
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -10)
820 0 -150 -700 190 -30 40 20 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 2.8 0.6 62.9 91.9 96.9 95.2 3.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 1 14 14 18 16
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY 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: 288,160
COMMITMENTS
97,877 79,791 55,191 108,011 132,280 261,079 267,262 27,081 20,898
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -2,750)
-4,201 -8,811 1,436 -1,337 3,996 -4,102 -3,379 1,352 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 27.7 19.2 37.5 45.9 90.6 92.7 9.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
90 51 69 76 86 196 183
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,576,445
COMMITMENTS
420,949 217,821 290,477 706,412 889,702 1417838 1398000 158,607 178,445
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -1,997)
16,559 -14,859 1,462 -13,051 11,556 4,970 -1,841 -6,967 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 13.8 18.4 44.8 56.4 89.9 88.7 10.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 810)
184 133 176 295 369 576 609
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 5,900
COMMITMENTS
2,646 747 41 1,183 4,048 3,870 4,836 2,030 1,064
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -51)
51 -147 10 -76 105 -15 -32 -36 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 12.7 0.7 20.1 68.6 65.6 82.0 34.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 3 1 7 9 23 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 738,470
COMMITMENTS
145,157 130,626 137,303 398,949 380,039 681,409 647,968 57,061 90,502
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -756)
348 -8,252 -2,570 2 11,650 -2,220 828 1,464 -1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 17.7 18.6 54.0 51.5 92.3 87.7 7.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
137 146 175 180 231 425 477
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY 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: 486,452
COMMITMENTS
100,974 111,132 130,203 218,051 215,841 449,228 457,176 37,224 29,276
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -24,071)
-4,733 -1,229 -9,084 -9,326 -12,103 -23,143 -22,416 -928 -1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 22.8 26.8 44.8 44.4 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
81 89 111 94 68 246 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 977,626
COMMITMENTS
109,089 161,375 16,184 705,897 634,544 831,170 812,103 146,456 165,523
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 243)
3,390 -6,518 -621 -2,122 19,221 647 12,082 -404 -11,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 16.5 1.7 72.2 64.9 85.0 83.1 15.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
33 34 18 82 83 121 129
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY 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: 1,088,505
COMMITMENTS
71,585 346,961 17,169 856,577 628,445 945,331 992,575 143,174 95,930
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,636)
5,191 -2,566 -580 790 7,876 5,401 4,730 -765 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 125)
18 18 18 71 63 97 91
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 439,963
COMMITMENTS
86,226 58,527 83,349 217,251 260,670 386,826 402,546 53,137 37,417
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -18,580)
1,652 -3,288 -12,779 -7,122 -2,508 -18,249 -18,575 -331 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 13.3 18.9 49.4 59.2 87.9 91.5 12.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
85 60 87 108 90 242 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 7,866
COMMITMENTS
959 2,293 263 5,351 3,923 6,573 6,479 1,293 1,387
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 29)
-30 531 -5 -166 -501 -201 25 230 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 29.2 3.3 68.0 49.9 83.6 82.4 16.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 12 8 11 11 27 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 2,607,810
COMMITMENTS
434,413 755,428 93,508 1915842 1599308 2443763 2448244 164,047 159,566
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 63,637)
84,577 -11,645 -10,816 -14,066 98,791 59,695 76,330 3,942 -12,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 29.0 3.6 73.5 61.3 93.7 93.9 6.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
57 71 32 148 144 224 228
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 4,136,554
COMMITMENTS
627,172 1007951 266,611 2817749 2420409 3711532 3694971 425,022 441,583
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -88,281)
23,223 10,200 10,329 -115,698 -98,858 -82,146 -78,329 -6,135 -9,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 24.4 6.4 68.1 58.5 89.7 89.3 10.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
79 80 48 187 203 288 309
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 4,722,435
COMMITMENTS
751,082 1000374 132,068 3513866 3212700 4397016 4345142 325,419 377,293
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 7,589)
13,992 -22,809 -7,687 -5,285 20,629 1,020 -9,867 6,569 17,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 21.2 2.8 74.4 68.0 93.1 92.0 6.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
57 66 35 148 178 224 260
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 2,280,767
COMMITMENTS
355,231 354,297 594,429 1288754 1263207 2238414 2211933 42,353 68,834
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 244,205)
178,080 128,953 34,900 23,113 75,850 236,093 239,703 8,112 4,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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+
FUTURES ONLY 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: 47,207
COMMITMENTS
16,192 4,504 1,115 21,959 35,978 39,265 41,596 7,942 5,611
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 10,396)
1,691 1,088 409 6,870 9,197 8,969 10,693 1,427 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 9.5 2.4 46.5 76.2 83.2 88.1 16.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 16 11 29 32 64 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 94,413
COMMITMENTS
32,384 9,007 2,229 43,917 71,955 78,530 83,191 15,883 11,222
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 20,791)
3,381 2,175 817 13,739 18,394 17,937 21,386 2,854 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 9.5 2.4 46.5 76.2 83.2 88.1 16.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 16 11 29 32 64 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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