WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,694
COMMITMENTS
117,941 114,473 234,529 224,869 219,933 577,339 568,935 39,355 47,759
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 23,975)
-8,141 6,818 22,301 9,276 -5,312 23,435 23,807 540 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 18.6 38.0 36.5 35.7 93.6 92.3 6.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
147 148 184 121 130 379 364
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,269
COMMITMENTS
3,007 900 1,000 16,862 18,409 20,869 20,309 400 961
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,551)
-187 500 0 1,538 1,044 1,351 1,544 200 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.2 4.7 79.3 86.5 98.1 95.5 1.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 2 3 17 16 26 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 296,625
COMMITMENTS
88,232 44,868 69,380 114,359 156,592 271,971 270,840 24,654 25,785
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 11,610)
859 8,019 7,471 3,336 -3,833 11,666 11,657 -56 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 15.1 23.4 38.6 52.8 91.7 91.3 8.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
96 47 85 87 100 217 209
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,162,153
COMMITMENTS
375,803 462,022 607,837 960,195 860,305 1943836 1930165 218,317 231,988
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 77,038)
-34,612 57,848 36,684 58,983 -26,222 61,055 68,310 15,983 8,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.4 28.1 44.4 39.8 89.9 89.3 10.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 897)
224 172 222 379 396 712 698
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,322
COMMITMENTS
848 1,068 391 1,434 1,591 2,672 3,050 1,650 1,273
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 24.7 9.0 33.2 36.8 61.8 70.6 38.2 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 5 9 8 16 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,071,417
COMMITMENTS
142,644 225,131 328,471 529,093 414,441 1000208 968,043 71,209 103,374
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 54,513)
5,264 9,896 30,354 18,020 12,067 53,637 52,317 876 2,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 21.0 30.7 49.4 38.7 93.4 90.4 6.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 696)
181 201 263 222 229 560 571
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,331
COMMITMENTS
10,085 2,991 152 21 4,640 10,258 7,783 8,073 10,548
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -1,136)
7 -732 18 10 -117 35 -831 -1,171 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 16.3 0.8 0.1 25.3 56.0 42.5 44.0 57.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 3 2 12 5 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 638,655
COMMITMENTS
102,053 179,827 185,810 310,687 238,168 598,550 603,805 40,105 34,850
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 42,044)
-987 9,335 22,128 20,634 10,449 41,775 41,913 269 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 28.2 29.1 48.6 37.3 93.7 94.5 6.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
92 125 132 99 77 279 281
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,075,160
COMMITMENTS
106,826 188,433 149,356 656,281 538,286 912,464 876,076 162,696 199,084
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 60,544)
-12,085 13,478 36,553 31,238 6,890 55,705 56,920 4,838 3,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 17.5 13.9 61.0 50.1 84.9 81.5 15.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
47 29 49 99 95 161 158
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,460
COMMITMENTS
91,120 321,646 24,140 779,185 580,150 894,445 925,937 146,014 114,523
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,125)
-6,893 -415 -4,403 16,509 4,147 5,213 -670 2,912 8,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 30.9 2.3 74.9 55.8 86.0 89.0 14.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
18 21 23 66 63 96 95
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,132
COMMITMENTS
808 1,077 139 928 462 1,875 1,678 257 454
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 109)
120 54 -2 16 129 134 181 -25 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 50.5 6.5 43.5 21.7 87.9 78.7 12.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 2 8 8 17 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 591,453
COMMITMENTS
106,977 58,914 146,885 280,991 339,200 534,852 544,999 56,600 46,454
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,421)
-4,146 8,304 -4,194 16,487 1,392 8,147 5,502 274 2,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 10.0 24.8 47.5 57.4 90.4 92.1 9.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
93 70 115 125 110 286 249
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,320
COMMITMENTS
954 2,948 475 5,389 3,429 6,818 6,851 1,503 1,469
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 198)
-48 301 32 177 -290 161 43 36 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 35.4 5.7 64.8 41.2 81.9 82.3 18.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 14 8 19 17 34 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,256,166
COMMITMENTS
434,056 680,548 157,817 1532081 1236476 2123954 2074841 132,212 181,325
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 143,548)
24,514 57,828 24,908 87,558 44,905 136,980 127,641 6,568 15,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 30.2 7.0 67.9 54.8 94.1 92.0 5.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
63 71 44 153 143 238 236
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,757,590
COMMITMENTS
482,159 1171321 628,689 3216076 2469514 4326924 4269523 430,666 488,067
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 317,637)
72,890 91,644 91,845 161,202 144,559 325,936 328,048 -8,299 -10,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 24.6 13.2 67.6 51.9 90.9 89.7 9.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
85 100 110 235 237 379 389
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 609,132
COMMITMENTS
72,741 86,111 13,603 421,708 340,868 508,052 440,582 101,080 168,550
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 33,602)
-4,543 9,192 4,547 29,475 19,583 29,479 33,322 4,123 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 14.1 2.2 69.2 56.0 83.4 72.3 16.6 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
12 17 13 57 59 79 79
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,729,106
COMMITMENTS
554,143 1363951 413,138 3443801 2511196 4411082 4288286 318,024 440,820
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 132,418)
34,439 -4,335 -3,016 111,956 125,194 143,379 117,842 -10,961 14,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 28.8 8.7 72.8 53.1 93.3 90.7 6.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
62 72 71 160 175 255 285
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,796,048
COMMITMENTS
126,708 202,111 478,037 1157866 1066200 1762611 1746348 33,438 49,701
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -12,129)
-8,858 5,365 -53,542 49,666 32,450 -12,734 -15,726 605 3,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.3 26.6 64.5 59.4 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 33 49 68 68 128 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,181
COMMITMENTS
26,784 6,512 4,958 23,902 45,456 55,644 56,925 10,537 9,256
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 10,202)
201 -1,114 2,379 6,219 8,341 8,799 9,606 1,403 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 9.8 7.5 36.1 68.7 84.1 86.0 15.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 19 19 37 34 84 64
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,362
COMMITMENTS
53,568 13,023 9,916 47,804 90,911 111,289 113,851 21,074 18,511
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 20,404)
402 -2,228 4,758 12,439 16,682 17,598 19,211 2,806 1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 9.8 7.5 36.1 68.7 84.1 86.0 15.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 19 19 37 34 84 64
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,493
COMMITMENTS
3,544 461 0 33,340 37,614 36,884 38,075 2,609 1,418
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 9,842)
292 0 0 8,457 8,719 8,749 8,719 1,093 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.2 0.0 84.4 95.2 93.4 96.4 6.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 13 13 17 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 36,678
COMMITMENTS
29,001 19,389 1,863 5,594 15,326 36,458 36,578 220 100
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -312)
-251 55 -154 60 -215 -345 -314 33 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 52.9 5.1 15.3 41.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
30 13 4 4 4 35 20
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,419
COMMITMENTS
19,234 11,420 212 11,936 17,461 31,382 29,093 37 2,326
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -2)
2,326 423 -493 -1,814 244 19 174 -21 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 36.3 0.7 38.0 55.6 99.9 92.6 0.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 11 1 6 16 11 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,770
COMMITMENTS
14,107 7,125 9 2,648 7,725 16,764 14,859 6 1,911
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -3,394)
-2,290 5 -40 -1,052 -3,285 -3,382 -3,320 -12 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 42.5 0.1 15.8 46.1 100.0 88.6 0.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 9 1 3 11 8 20
Updated September 21, 2018