BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,185
COMMITMENTS
366 1,343 248 4,949 3,948 5,563 5,539 622 646
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,017)
-419 9 -67 -565 -791 -1,051 -849 34 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 21.7 4.0 80.0 63.8 89.9 89.6 10.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 9 8 16 18 26 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,749
COMMITMENTS
14,690 8,614 958 11,402 12,786 27,050 22,358 1,699 6,391
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,909)
-1,260 -51 -112 -596 -1,451 -1,968 -1,614 59 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 30.0 3.3 39.7 44.5 94.1 77.8 5.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 26 13 18 22 38 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,091
COMMITMENTS
1,106 1,050 180 4,158 4,350 5,444 5,580 647 511
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -921)
-132 -290 -60 -655 -538 -847 -888 -74 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 17.2 3.0 68.3 71.4 89.4 91.6 10.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 8 6 20 16 30 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,776
COMMITMENTS
67,755 58,681 50,157 83,921 77,909 201,833 186,747 18,943 34,029
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,173)
-4,896 -2,662 -1,500 1,226 -811 -5,170 -4,973 -3 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 26.6 22.7 38.0 35.3 91.4 84.6 8.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
82 98 115 58 79 221 233
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 353,057
COMMITMENTS
119,002 43,375 70,663 133,169 197,069 322,834 311,107 30,223 41,950
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 8,292)
-785 2,910 2,834 3,864 3,256 5,913 9,000 2,379 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 12.3 20.0 37.7 55.8 91.4 88.1 8.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
126 78 140 117 157 318 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,350
COMMITMENTS
1,043 1,688 314 1,785 1,194 3,142 3,196 1,208 1,154
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -247)
138 54 -205 -42 -66 -109 -217 -138 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 38.8 7.2 41.0 27.4 72.2 73.5 27.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 18 7 12 12 25 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,475
COMMITMENTS
19,196 20,995 6,752 15,027 9,187 40,975 36,934 8,500 12,541
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 543)
-1,141 313 738 916 -235 513 816 30 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 42.4 13.6 30.4 18.6 82.8 74.7 17.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
52 54 56 40 41 132 120
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,181
COMMITMENTS
589 3,061 67 2,553 885 3,209 4,013 972 168
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -522)
-56 -491 -8 -351 -9 -415 -508 -107 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 73.2 1.6 61.1 21.2 76.8 96.0 23.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 4 11 4 17 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,323
COMMITMENTS
3,505 13,963 549 19,609 8,750 23,663 23,262 660 1,061
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,590)
-983 -2,225 18 -2,571 -1,289 -3,536 -3,496 -54 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 57.4 2.3 80.6 36.0 97.3 95.6 2.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 20 9 23 16 41 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,698
COMMITMENTS
17,197 12,639 0 13,754 18,390 30,951 31,029 1,747 1,669
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,880)
2,596 610 0 -695 977 1,901 1,587 -21 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 38.7 0.0 42.1 56.2 94.7 94.9 5.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 9 0 3 7 12 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 116,284
COMMITMENTS
33,753 36,385 1,002 49,033 48,112 83,788 85,499 32,496 30,785
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,224)
4,317 -2,706 -1,765 -7,024 527 -4,472 -3,944 2,248 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 31.3 0.9 42.2 41.4 72.1 73.5 27.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 34 8 22 30 45 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,205
COMMITMENTS
16,747 36,695 128 53,543 12,849 70,418 49,672 6,787 27,533
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,370)
-2,104 3,322 -596 5,629 -213 2,929 2,513 -1,559 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 47.5 0.2 69.4 16.6 91.2 64.3 8.8 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 20 2 13 12 24 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,085
COMMITMENTS
67,588 60,552 1,839 109,111 117,752 178,538 180,143 5,547 3,942
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,245)
-26,056 717 1,339 17,150 -9,627 -7,567 -7,571 -678 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 32.9 1.0 59.3 64.0 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
51 50 12 15 22 72 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,514
COMMITMENTS
31,670 88,469 7,818 163,402 93,533 202,890 189,820 24,624 37,694
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,825)
-4,108 209 -897 -3,596 -1,295 -8,601 -1,983 2,776 -3,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 38.9 3.4 71.8 41.1 89.2 83.4 10.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 45 16 34 45 71 95
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 209,453
COMMITMENTS
33,060 122,182 3,157 152,591 39,149 188,808 164,488 20,645 44,965
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 6,340)
4,206 1,708 -854 4,851 -1,129 8,203 -275 -1,863 6,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 58.3 1.5 72.9 18.7 90.1 78.5 9.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 40 14 37 37 69 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 510,193
COMMITMENTS
148,973 195,816 10,691 261,621 240,069 421,285 446,576 88,908 63,617
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 5,735)
-8,718 5,463 1,003 8,078 1,131 363 7,597 5,372 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 38.4 2.1 51.3 47.1 82.6 87.5 17.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
83 74 40 78 80 172 183
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,239
COMMITMENTS
13,915 4,834 268 8,524 27,036 22,707 32,138 14,532 5,101
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 318)
1,077 -245 64 -1,338 -30 -197 -211 515 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 13.0 0.7 22.9 72.6 61.0 86.3 39.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 3 9 9 21 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,590
COMMITMENTS
8,306 3,930 236 12,351 17,936 20,893 22,102 6,697 5,488
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,137)
918 696 -1 919 712 1,836 1,407 -699 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 14.2 0.9 44.8 65.0 75.7 80.1 24.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 1 11 11 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 10,333
COMMITMENTS
7,876 4,276 82 418 4,335 8,376 8,693 1,957 1,640
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -30,046)
99 -19,158 -160 -30,167 -10,945 -30,228 -30,263 182 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.2 41.4 0.8 4.0 42.0 81.1 84.1 18.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 10 1 1 8 15 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,288
COMMITMENTS
10,434 36,160 601 37,808 8,556 48,843 45,317 2,445 5,971
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,430)
1,478 -7,827 -406 -9,692 154 -8,620 -8,079 190 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 70.5 1.2 73.7 16.7 95.2 88.4 4.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 42 7 12 9 39 54
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,441,220
COMMITMENTS
1082454 3549455 3320331 9426968 6199330 13829753 13069116 611,467 1372104
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,860)
66,997 19,874 14,742 -77,185 -50,839 4,554 -16,223 -15,414 5,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 24.6 23.0 65.3 42.9 95.8 90.5 4.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
43 115 133 112 129 250 294
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,913
COMMITMENTS
2,248 2,458 0 0 167 2,248 2,625 665 288
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 305)
275 425 -82 0 0 193 343 112 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 84.4 0.0 0.0 5.7 77.2 90.1 22.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 17 0 0 1 22 18
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 22,332
COMMITMENTS
1,822 713 9,965 10,426 11,549 22,213 22,227 119 105
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 3,257)
535 232 2,139 568 902 3,242 3,273 15 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 3.2 44.6 46.7 51.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 6 13 6 7 23 20
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 22,643
COMMITMENTS
4,939 1,545 4,715 12,501 15,943 22,155 22,203 488 440
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,032)
4,374 304 -4,561 -5,851 -1,644 -6,038 -5,901 6 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 6.8 20.8 55.2 70.4 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 8 12 12 10 29 25
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 642,723
COMMITMENTS
96,904 55,204 21,853 451,239 504,650 569,996 581,707 72,727 61,016
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,412)
-15,475 -1,761 -506 7,920 -10,350 -8,061 -12,617 -351 4,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 8.6 3.4 70.2 78.5 88.7 90.5 11.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
143 99 85 267 248 444 398
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 54,638
COMMITMENTS
3,884 1,788 286 34,419 39,614 38,589 41,688 16,049 12,950
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,141)
-1,648 -931 286 3,121 -3,080 1,759 -3,725 -618 4,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 3.3 0.5 63.0 72.5 70.6 76.3 29.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 6 1 14 14 21 21
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 13,450
COMMITMENTS
600 0 0 10,814 12,812 11,414 12,812 2,036 638
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,440)
-46 0 0 1,795 1,584 1,749 1,584 -309 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.0 80.4 95.3 84.9 95.3 15.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 11 12 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,940,426
COMMITMENTS
468,954 270,932 103,984 2084098 2325179 2657036 2700095 283,390 240,331
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -47,764)
-83,848 -18,862 10,754 23,994 -36,352 -49,100 -44,460 1,336 -3,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.2 3.5 70.9 79.1 90.4 91.8 9.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
142 100 80 261 245 436 392
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 29,350
COMMITMENTS
1,666 0 0 25,773 28,041 27,439 28,041 1,911 1,309
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 444)
-44 -269 0 1,080 669 1,036 400 -592 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 87.8 95.5 93.5 95.5 6.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 8 11 11 11
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 15,274
COMMITMENTS
2,517 370 0 10,940 14,111 13,457 14,481 1,817 793
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -842)
-439 27 0 -63 -1,383 -502 -1,356 -340 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 2.4 0.0 71.6 92.4 88.1 94.8 11.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 0 11 10 16 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 15,760
COMMITMENTS
692 0 0 12,990 14,128 13,682 14,128 2,078 1,632
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 420)
0 0 0 334 -85 334 -85 86 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 0.0 82.4 89.6 86.8 89.6 13.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 13 12 13
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 219,007
COMMITMENTS
0 21,500 0 219,007 197,107 219,007 218,607 0 400
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 2,000)
0 0 0 2,000 2,000 2,000 2,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.8 0.0 100.0 90.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 16 16 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,608
COMMITMENTS
12,887 3,071 1,282 43,216 56,179 57,385 60,532 8,223 5,076
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -9,741)
-3,138 816 426 -6,243 -8,255 -8,955 -7,013 -786 -2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 4.7 2.0 65.9 85.6 87.5 92.3 12.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 7 5 44 38 57 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,663
COMMITMENTS
10,533 10,651 997 31,306 30,071 42,837 41,719 5,826 6,943
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -990)
-1,681 487 78 1,349 -733 -254 -168 -737 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.9 2.0 64.3 61.8 88.0 85.7 12.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
54 76 20 85 98 147 186
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 243,313
COMMITMENTS
52,664 53,256 4,987 156,532 150,354 214,183 208,597 29,130 34,716
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,952)
-8,404 2,436 391 6,744 -3,666 -1,269 -839 -3,683 -4,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.9 2.0 64.3 61.8 88.0 85.7 12.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
54 76 20 85 98 147 186
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 150,565
COMMITMENTS
20,825 87,270 1,947 107,738 23,914 130,510 113,131 20,055 37,434
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -14,275)
-1,554 -5,521 -1,471 -11,076 -1,498 -14,101 -8,490 -174 -5,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 58.0 1.3 71.6 15.9 86.7 75.1 13.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 39 12 22 21 46 64
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 472,437
COMMITMENTS
69,420 116,363 11,321 373,105 324,947 453,846 452,631 18,591 19,806
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,505)
-9,920 3,988 -1,525 3,602 -14,439 -7,843 -11,976 -2,662 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 24.6 2.4 79.0 68.8 96.1 95.8 3.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
53 56 24 129 106 190 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,057
COMMITMENTS
6,886 14,920 374 15,685 10,395 22,945 25,689 6,112 3,368
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 31)
-486 580 1 958 -631 473 -50 -442 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 51.3 1.3 54.0 35.8 79.0 88.4 21.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 6 4 14 7 30 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,001
COMMITMENTS
23,299 5,092 1,025 27,158 30,029 51,482 36,146 6,519 21,855
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,077)
468 -1,903 180 -8,165 6,050 -7,517 4,327 -560 -12,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 8.8 1.8 46.8 51.8 88.8 62.3 11.2 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 10 6 29 24 50 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 115,974
COMMITMENTS
5,773 5,890 250 109,439 109,616 115,462 115,756 512 218
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,030)
200 0 0 355 1,055 555 1,055 475 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 5.1 0.2 94.4 94.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 1 16 18 22 20
Updated November 9, 2018