WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 687,108
COMMITMENTS
119,264 150,043 246,519 276,079 238,131 641,862 634,693 45,246 52,416
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 50,613)
-279 15,082 18,572 29,032 11,432 47,326 45,086 3,287 5,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.8 35.9 40.2 34.7 93.4 92.4 6.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
154 130 187 130 135 381 370
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 23,446
COMMITMENTS
5,285 1,680 1,050 16,794 19,979 23,129 22,709 317 737
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,393)
1,221 40 -400 1,573 2,748 2,394 2,388 -1 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 7.2 4.5 71.6 85.2 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 3 20 17 27 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 349,816
COMMITMENTS
90,759 73,196 86,009 143,597 162,965 320,365 322,170 29,451 27,647
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 24,451)
1,518 14,179 5,047 15,727 3,997 22,291 23,223 2,159 1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 20.9 24.6 41.0 46.6 91.6 92.1 8.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
79 65 78 91 98 209 211
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,069,827
COMMITMENTS
362,276 286,703 592,726 901,249 938,295 1856251 1817723 213,576 252,103
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -10,790)
-18,857 -7,136 -6,379 13,371 -3,617 -11,865 -17,132 1,075 6,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 13.9 28.6 43.5 45.3 89.7 87.8 10.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 848)
196 155 230 369 402 689 688
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,575
COMMITMENTS
2,863 1,462 729 1,377 3,661 4,969 5,852 2,605 1,722
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 35)
-34 -240 58 -19 249 5 67 30 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 19.3 9.6 18.2 48.3 65.6 77.3 34.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 10 7 9 10 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 857,128
COMMITMENTS
127,725 196,473 234,602 431,778 326,354 794,105 757,429 63,023 99,699
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -150,371)
-15,137 20,258 -68,227 -62,716 -95,270 -146,081 -143,239 -4,291 -7,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 22.9 27.4 50.4 38.1 92.6 88.4 7.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
135 180 214 198 207 481 496
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 579,309
COMMITMENTS
104,204 124,469 153,886 281,772 267,416 539,862 545,772 39,447 33,537
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 14,643)
-537 16,885 156 13,606 -3,685 13,225 13,355 1,418 1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 21.5 26.6 48.6 46.2 93.2 94.2 6.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
94 98 118 97 83 263 256
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,112,588
COMMITMENTS
101,591 171,784 145,831 715,203 599,797 962,624 917,412 149,964 195,176
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -66,145)
-5,212 -30,444 -42,758 -19,423 13,464 -67,394 -59,737 1,248 -6,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 15.4 13.1 64.3 53.9 86.5 82.5 13.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
40 40 52 99 98 160 169
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,067,655
COMMITMENTS
100,139 350,910 18,596 805,028 578,233 923,763 947,739 143,892 119,916
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -3,607)
4,697 15,652 -2,432 -5,097 -13,046 -2,832 174 -775 -3,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 32.9 1.7 75.4 54.2 86.5 88.8 13.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
17 23 20 66 65 94 97
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,585
COMMITMENTS
356 1,321 0 1,901 826 2,257 2,147 328 438
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 49)
105 -37 -102 191 204 194 65 -145 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 51.1 0.0 73.5 32.0 87.3 83.1 12.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 10 0 9 10 14 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 593,252
COMMITMENTS
106,998 52,663 154,214 276,334 343,872 537,545 550,748 55,707 42,503
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 12,151)
-2,878 9,237 2,571 13,065 -1,675 12,759 10,133 -608 2,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.9 26.0 46.6 58.0 90.6 92.8 9.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
91 63 109 120 100 266 235
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,137
COMMITMENTS
1,158 2,383 705 6,044 4,770 7,907 7,858 1,230 1,279
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -273)
-86 138 -307 323 21 -70 -147 -204 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 26.1 7.7 66.2 52.2 86.5 86.0 13.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 10 11 16 16 34 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,480,513
COMMITMENTS
491,815 815,125 155,252 1695884 1336279 2342950 2306656 137,563 173,858
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 166,794)
-656 4,085 56,789 102,367 100,350 158,500 161,225 8,294 5,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 32.9 6.3 68.4 53.9 94.5 93.0 5.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
61 76 49 161 142 248 241
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,060,687
COMMITMENTS
579,386 1043602 714,326 3325187 2774281 4618899 4532209 441,788 528,478
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -132,577)
23,302 -101,826 -7,227 -167,903 -27,362 -151,828 -136,415 19,251 3,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 20.6 14.1 65.7 54.8 91.3 89.6 8.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471)
85 88 109 238 248 375 393
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 650,820
COMMITMENTS
72,888 81,690 6,473 464,435 389,889 543,796 478,052 107,024 172,768
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,588)
3,263 -7,201 -88 4,831 13,262 8,006 5,973 -5,418 -3,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.6 1.0 71.4 59.9 83.6 73.5 16.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
13 15 10 61 58 83 74
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,011,841
COMMITMENTS
578,797 1131858 429,847 3688771 3044476 4697415 4606181 314,427 405,660
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 125,038)
21,383 -230,537 -2,957 117,349 390,020 135,774 156,526 -10,736 -31,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 22.6 8.6 73.6 60.7 93.7 91.9 6.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
56 79 72 163 182 261 291
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,977,656
COMMITMENTS
168,742 238,565 542,506 1231976 1137869 1943223 1918940 34,433 58,716
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 135,179)
-1,503 11,560 64,031 76,697 60,543 139,225 136,134 -4,046 -955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 12.1 27.4 62.3 57.5 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
39 37 55 68 70 134 140
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 45,180
COMMITMENTS
17,628 8,469 3,702 15,719 26,626 37,048 38,797 8,132 6,383
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -995)
-2,211 653 381 1,520 -2,076 -310 -1,041 -685 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 18.7 8.2 34.8 58.9 82.0 85.9 18.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
38 18 11 29 26 72 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 90,360
COMMITMENTS
35,255 16,938 7,403 31,438 53,253 74,097 77,594 16,264 12,766
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -1,989)
-4,421 1,307 762 3,040 -4,152 -619 -2,082 -1,370 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 18.7 8.2 34.8 58.9 82.0 85.9 18.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
38 18 11 29 26 72 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,073
COMMITMENTS
2,648 454 0 22,763 25,975 25,411 26,429 1,662 644
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 187)
126 0 0 18 -179 144 -179 43 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 1.7 0.0 84.1 95.9 93.9 97.6 6.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 10 12 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 30,038
COMMITMENTS
20,163 15,814 2,844 6,811 11,339 29,818 29,997 220 41
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -1,086)
1,956 -12,003 168 -3,234 10,713 -1,110 -1,122 24 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 52.6 9.5 22.7 37.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
26 13 3 4 2 33 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,663
COMMITMENTS
19,194 11,467 212 12,161 17,181 31,567 28,860 96 2,803
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,454)
1,075 196 0 356 412 1,431 608 23 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.6 36.2 0.7 38.4 54.3 99.7 91.1 0.3 8.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,635
COMMITMENTS
13,916 6,383 9 2,652 8,689 16,577 15,081 58 1,554
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 223)
213 -623 0 0 606 213 -17 10 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 38.4 0.1 15.9 52.2 99.7 90.7 0.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 12 1 3 11 9 23
Updated November 2, 2018