WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,383
COMMITMENTS
121,860 127,160 219,272 231,307 220,057 572,440 566,489 40,943 46,894
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 27,643)
-365 7,294 15,568 11,874 7,802 27,076 30,664 566 -3,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 20.7 35.7 37.7 35.9 93.3 92.4 6.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
139 142 174 123 136 367 361
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,639
COMMITMENTS
4,175 740 600 17,105 19,483 21,880 20,823 759 1,817
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,855)
412 40 -100 984 924 1,296 864 559 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.3 2.7 75.6 86.1 96.6 92.0 3.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 3 4 19 18 27 23
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,546
COMMITMENTS
89,958 53,471 71,346 118,844 155,676 280,148 280,494 25,397 25,052
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 10,774)
1,929 6,106 2,022 6,613 4,061 10,563 12,188 211 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 17.5 23.4 38.9 51.0 91.7 91.8 8.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
83 57 80 87 98 208 207
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,101,050
COMMITMENTS
382,826 379,098 594,883 911,756 902,954 1889465 1876934 211,586 224,116
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -26,865)
-3,688 -59,748 6,888 -27,043 23,793 -23,842 -29,067 -3,022 2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 18.0 28.3 43.4 43.0 89.9 89.3 10.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 877)
204 175 235 372 393 703 696
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,723
COMMITMENTS
1,254 1,093 455 1,238 2,091 2,947 3,639 1,776 1,084
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 151)
279 216 -15 -329 28 -65 229 216 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 23.1 9.6 26.2 44.3 62.4 77.0 37.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 7 7 7 20 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,036,462
COMMITMENTS
147,316 191,924 310,950 509,706 434,764 967,972 937,638 68,491 98,824
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 2,773)
738 -19,089 11,455 -7,444 10,770 4,749 3,136 -1,976 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 18.5 30.0 49.2 41.9 93.4 90.5 6.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
199 190 261 227 231 575 565
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 587,068
COMMITMENTS
110,882 127,092 160,774 274,799 265,590 546,456 553,456 40,612 33,612
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -30,790)
5,369 -29,721 -20,875 -16,233 18,609 -31,739 -31,987 949 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 21.6 27.4 46.8 45.2 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
95 107 130 96 80 280 259
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,091,477
COMMITMENTS
98,770 231,802 140,068 685,495 522,770 924,332 894,640 167,144 196,837
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 28,424)
-6,941 13,701 7,769 24,034 15,207 24,862 36,678 3,562 -8,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 21.2 12.8 62.8 47.9 84.7 82.0 15.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
44 41 57 94 94 160 170
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,278
COMMITMENTS
92,041 332,872 16,476 799,968 579,469 908,485 928,817 140,793 120,461
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 521)
650 7,109 -2,252 7,109 -8,931 5,508 -4,074 -4,986 4,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 31.7 1.6 76.2 55.2 86.6 88.5 13.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
16 24 23 69 65 98 99
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,380
COMMITMENTS
520 1,129 197 1,361 666 2,078 1,992 302 388
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -16)
-87 -5 -30 113 23 -4 -12 -12 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 47.4 8.3 57.2 28.0 87.3 83.7 12.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 10 3 7 7 15 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 566,182
COMMITMENTS
108,750 53,467 132,803 267,495 337,456 509,048 523,727 57,134 42,456
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 102)
5,873 1,956 -3,710 -4,359 2,909 -2,196 1,156 2,298 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 9.4 23.5 47.2 59.6 89.9 92.5 10.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
105 57 108 116 108 274 242
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,774
COMMITMENTS
1,016 4,299 945 5,909 2,784 7,870 8,028 1,903 1,746
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 809)
178 454 296 424 -93 898 657 -88 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 44.0 9.7 60.5 28.5 80.5 82.1 19.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 14 12 18 15 38 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,222,454
COMMITMENTS
446,457 749,466 94,228 1545516 1197403 2086201 2041097 136,253 181,357
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -57,380)
-16,829 -13,184 -39,737 7,171 -5,562 -49,394 -58,483 -7,986 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 33.7 4.2 69.5 53.9 93.9 91.8 6.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
54 77 42 158 145 235 241
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,640,560
COMMITMENTS
422,151 1172339 552,496 3217622 2390130 4192269 4114966 448,291 525,595
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -99,730)
-47,563 -55,865 -33,969 -33,374 -6,470 -114,906 -96,304 15,176 -3,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 25.3 11.9 69.3 51.5 90.3 88.7 9.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
72 108 102 231 234 366 381
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,757
COMMITMENTS
63,299 85,333 12,108 438,203 354,958 513,610 452,399 106,147 167,358
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 11,650)
-5,003 308 1,048 15,864 12,284 11,909 13,640 -259 -1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 13.8 2.0 70.7 57.3 82.9 73.0 17.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
10 17 10 60 59 79 77
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,612,743
COMMITMENTS
527,541 1361081 327,739 3436096 2461669 4291375 4150489 321,368 462,254
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -20,158)
-18,480 -20,194 -11,159 13,934 1,456 -15,705 -29,897 -4,453 9,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 29.5 7.1 74.5 53.4 93.0 90.0 7.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
55 78 66 157 173 249 280
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,766,414
COMMITMENTS
170,079 202,662 442,832 1116436 1064763 1729347 1710257 37,067 56,157
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -75,982)
-12,474 -18,283 -23,755 -40,459 -37,837 -76,688 -79,874 706 3,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.5 25.1 63.2 60.3 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
33 34 48 65 65 123 126
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,109
COMMITMENTS
33,224 5,907 2,301 14,101 42,465 49,626 50,673 8,484 7,437
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,476)
2,416 80 -274 1,900 2,794 4,041 2,600 -566 876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 10.2 4.0 24.3 73.1 85.4 87.2 14.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
46 19 14 29 32 80 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,219
COMMITMENTS
66,448 11,813 4,602 28,201 84,930 99,251 101,345 16,968 14,873
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 6,951)
4,832 159 -549 3,800 5,589 8,083 5,200 -1,131 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 10.2 4.0 24.3 73.1 85.4 87.2 14.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
46 19 14 29 32 80 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,442
COMMITMENTS
3,228 806 0 24,501 28,394 27,729 29,200 1,713 242
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,337)
-114 132 0 3,359 3,196 3,245 3,328 92 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.7 0.0 83.2 96.4 94.2 99.2 5.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 12 11 15 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 29,891
COMMITMENTS
21,207 21,391 2,302 6,149 6,066 29,658 29,759 233 132
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 4,649)
2,145 9,953 1,812 668 -7,145 4,625 4,620 24 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 71.6 7.7 20.6 20.3 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 14 2 3 3 27 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,938
COMMITMENTS
17,377 10,270 214 11,308 16,325 28,899 26,809 39 2,129
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,662)
-1,823 -1,009 0 142 -537 -1,681 -1,546 19 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 35.5 0.7 39.1 56.4 99.9 92.6 0.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 12 1 7 15 12 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,514
COMMITMENTS
13,726 7,338 9 2,773 7,543 16,508 14,890 6 1,624
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -452)
-557 196 0 125 -476 -432 -280 -20 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.1 44.4 0.1 16.8 45.7 100.0 90.2 0.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 11 1 4 10 9 21
Updated October 5, 2018