BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,623
COMMITMENTS
193 1,455 390 5,494 4,064 6,077 5,909 546 714
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 438)
-173 112 142 545 116 514 370 -76 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 22.0 5.9 83.0 61.4 91.8 89.2 8.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 10 9 19 18 29 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,876
COMMITMENTS
14,851 9,108 1,160 11,997 12,897 28,008 23,165 1,868 6,711
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,127)
161 494 202 595 111 958 807 169 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 30.5 3.9 40.2 43.2 93.7 77.5 6.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 29 16 19 21 41 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,252
COMMITMENTS
1,234 1,082 180 4,163 4,443 5,577 5,705 675 547
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 161)
128 32 0 5 93 133 125 28 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 17.3 2.9 66.6 71.1 89.2 91.3 10.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 9 6 20 16 30 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,054
COMMITMENTS
65,422 57,754 60,763 93,969 87,009 220,154 205,526 20,900 35,528
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 20,278)
-2,333 -927 10,606 10,048 9,100 18,321 18,779 1,957 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 24.0 25.2 39.0 36.1 91.3 85.3 8.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
82 100 122 57 79 228 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,792
COMMITMENTS
111,003 43,361 71,946 126,479 183,204 309,428 298,511 28,364 39,281
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -15,265)
-7,999 -14 1,283 -6,690 -13,865 -13,406 -12,596 -1,859 -2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 12.8 21.3 37.4 54.2 91.6 88.4 8.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
122 79 136 121 158 316 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,203
COMMITMENTS
1,210 1,568 287 1,552 1,202 3,049 3,057 1,154 1,146
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -147)
167 -120 -27 -233 8 -93 -139 -54 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 37.3 6.8 36.9 28.6 72.5 72.7 27.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 17 7 10 12 27 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,128
COMMITMENTS
18,101 20,965 7,888 15,103 8,927 41,092 37,780 8,036 11,348
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -347)
-1,095 -30 1,136 76 -260 117 846 -464 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 42.7 16.1 30.7 18.2 83.6 76.9 16.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
53 61 52 43 44 134 128
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,224
COMMITMENTS
594 3,097 64 2,579 898 3,237 4,059 987 165
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 43)
5 36 -3 26 13 28 46 15 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 73.3 1.5 61.1 21.3 76.6 96.1 23.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 4 11 4 17 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,089
COMMITMENTS
3,572 14,246 569 20,244 9,249 24,385 24,064 704 1,025
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 766)
67 283 20 635 499 722 802 44 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 56.8 2.3 80.7 36.9 97.2 95.9 2.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 20 12 24 18 43 45
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,478
COMMITMENTS
15,447 5,451 6 12,551 22,186 28,004 27,643 1,474 1,835
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -3,220)
-1,750 -7,188 6 -1,203 3,796 -2,947 -3,386 -273 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 18.5 0.0 42.6 75.3 95.0 93.8 5.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 10 1 4 6 15 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,999
COMMITMENTS
36,773 39,564 1,817 53,110 47,212 91,700 88,593 30,299 33,406
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 5,715)
3,020 3,179 815 4,077 -900 7,912 3,094 -2,197 2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 32.4 1.5 43.5 38.7 75.2 72.6 24.8 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
21 39 11 25 29 51 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,629
COMMITMENTS
15,841 34,443 411 53,439 14,946 69,691 49,800 7,938 27,829
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 424)
-906 -2,252 283 -104 2,097 -727 128 1,151 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 44.4 0.5 68.8 19.3 89.8 64.2 10.2 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 19 2 13 14 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 186,246
COMMITMENTS
69,888 62,601 2,533 108,198 116,400 180,619 181,534 5,627 4,712
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,161)
2,300 2,049 694 -913 -1,352 2,081 1,391 80 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 33.6 1.4 58.1 62.5 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
50 47 7 16 20 69 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 229,052
COMMITMENTS
38,606 85,713 6,955 159,325 102,203 204,886 194,871 24,166 34,181
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,538)
6,936 -2,756 -863 -4,077 8,670 1,996 5,051 -458 -3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 37.4 3.0 69.6 44.6 89.4 85.1 10.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 41 17 33 46 72 95
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,730
COMMITMENTS
40,192 142,486 1,902 167,316 40,964 209,410 185,352 22,320 46,378
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 22,277)
7,132 20,304 -1,255 14,725 1,815 20,602 20,864 1,675 1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 61.5 0.8 72.2 17.7 90.4 80.0 9.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 48 12 40 35 72 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 520,240
COMMITMENTS
161,860 198,879 10,473 268,439 244,051 440,772 453,403 79,468 66,837
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 10,047)
12,887 3,063 -218 6,818 3,982 19,487 6,827 -9,440 3,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 38.2 2.0 51.6 46.9 84.7 87.2 15.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
94 72 39 85 78 191 177
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,624
COMMITMENTS
13,940 4,884 268 9,750 26,707 23,958 31,859 13,666 5,765
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 385)
25 50 0 1,226 -329 1,251 -279 -866 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 13.0 0.7 25.9 71.0 63.7 84.7 36.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 5 4 11 10 23 17
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,205
COMMITMENTS
9,107 4,109 236 12,523 18,197 21,866 22,542 6,339 5,663
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 615)
801 179 0 172 261 973 440 -358 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 14.6 0.8 44.4 64.5 77.5 79.9 22.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 3 1 11 11 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 10,917
COMMITMENTS
8,431 5,217 96 437 3,990 8,964 9,303 1,953 1,614
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 584)
555 941 14 19 -345 588 610 -4 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 47.8 0.9 4.0 36.5 82.1 85.2 17.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 10 2 1 7 16 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,015
COMMITMENTS
11,138 32,006 663 35,471 11,478 47,272 44,147 2,743 5,868
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,273)
704 -4,154 62 -2,337 2,922 -1,571 -1,170 298 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 64.0 1.3 70.9 22.9 94.5 88.3 5.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 35 7 9 13 35 51
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,073,721
COMMITMENTS
1079595 3674994 2848253 9545892 6155540 13473740 12678787 599,981 1394934
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -367,499)
-2,859 125,539 -472,078 118,924 -43,790 -356,013 -390,329 -11,486 22,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 26.1 20.2 67.8 43.7 95.7 90.1 4.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
41 115 130 115 131 254 290
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,530
COMMITMENTS
2,892 3,055 1 0 167 2,893 3,223 637 307
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 617)
644 597 1 0 0 645 598 -28 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.9 86.5 0.0 0.0 4.7 82.0 91.3 18.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 22 1 0 1 22 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 23,969
COMMITMENTS
1,945 669 11,576 10,372 11,655 23,893 23,900 76 69
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,637)
123 -44 1,611 -54 106 1,680 1,673 -43 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 2.8 48.3 43.3 48.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 7 14 6 8 24 22
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 25,314
COMMITMENTS
4,498 1,365 5,529 14,799 17,257 24,826 24,151 488 1,163
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,671)
-441 -180 814 2,298 1,314 2,671 1,948 0 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 5.4 21.8 58.5 68.2 98.1 95.4 1.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 11 15 12 12 30 30
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 648,679
COMMITMENTS
98,843 56,358 21,379 457,063 509,559 577,285 587,296 71,394 61,383
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 5,956)
1,938 1,154 -474 5,825 4,909 7,289 5,589 -1,333 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 8.7 3.3 70.5 78.6 89.0 90.5 11.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
146 95 86 268 258 445 408
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 55,269
COMMITMENTS
4,098 1,896 200 36,740 41,004 41,038 43,100 14,231 12,169
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 631)
214 108 -86 2,321 1,390 2,449 1,412 -1,818 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 3.4 0.4 66.5 74.2 74.3 78.0 25.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 6 1 17 16 24 23
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,146
COMMITMENTS
1,849 0 0 9,560 12,600 11,409 12,600 1,737 546
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 0.0 0.0 72.7 95.8 86.8 95.8 13.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 7 11 10 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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: 13,851
COMMITMENTS
384 0 0 11,269 13,109 11,653 13,109 2,198 742
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 401)
-216 0 0 455 297 239 297 162 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 81.4 94.6 84.1 94.6 15.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 12 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,967,052
COMMITMENTS
485,689 284,277 93,930 2101617 2342774 2681236 2720981 285,816 246,071
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 26,626)
16,735 13,345 -10,054 17,519 17,595 24,200 20,886 2,426 5,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 9.6 3.2 70.8 79.0 90.4 91.7 9.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
144 97 81 262 255 437 402
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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: 17,855
COMMITMENTS
2,567 370 0 13,602 16,717 16,169 17,087 1,686 768
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,581)
50 0 0 2,662 2,606 2,712 2,606 -131 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 2.1 0.0 76.2 93.6 90.6 95.7 9.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 0 12 11 17 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 16,737
COMMITMENTS
0 316 0 15,903 15,691 15,903 16,007 834 730
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 0.0 95.0 93.8 95.0 95.6 5.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 11 9 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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: 15,914
COMMITMENTS
720 738 32 13,339 13,473 14,091 14,243 1,823 1,671
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 154)
28 738 32 349 -655 409 115 -255 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 4.6 0.2 83.8 84.7 88.5 89.5 11.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 11 12 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,790
COMMITMENTS
12,705 2,710 797 41,552 55,068 55,054 58,575 8,736 5,215
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,818)
-182 -361 -485 -1,664 -1,111 -2,331 -1,957 513 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 4.2 1.2 65.1 86.3 86.3 91.8 13.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 4 5 42 37 54 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,733
COMMITMENTS
8,969 10,049 1,204 33,283 30,602 43,456 41,855 6,277 7,877
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,070)
-1,564 -602 207 1,977 531 619 136 451 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 20.2 2.4 66.9 61.5 87.4 84.2 12.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
52 71 22 86 93 146 178
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 248,663
COMMITMENTS
44,843 50,245 6,021 166,416 153,011 217,280 209,277 31,383 39,386
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 5,350)
-7,821 -3,011 1,034 9,884 2,657 3,097 680 2,253 4,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 20.2 2.4 66.9 61.5 87.4 84.2 12.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
52 71 22 86 93 146 178
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,295
COMMITMENTS
18,800 78,580 3,315 102,833 26,861 124,948 108,756 21,347 37,539
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -4,270)
-2,025 -8,690 1,368 -4,905 2,947 -5,562 -4,375 1,292 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 53.7 2.3 70.3 18.4 85.4 74.3 14.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 38 15 19 21 40 66
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 463,340
COMMITMENTS
67,894 100,532 12,442 363,520 330,950 443,856 443,924 19,484 19,416
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -9,097)
-1,526 -15,831 1,121 -9,585 6,003 -9,990 -8,707 893 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 21.7 2.7 78.5 71.4 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
55 48 26 123 113 186 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,552
COMMITMENTS
7,579 13,909 383 16,895 12,402 24,857 26,694 5,695 3,858
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,495)
693 -1,011 9 1,210 2,007 1,912 1,005 -417 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 45.5 1.3 55.3 40.6 81.4 87.4 18.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 7 4 15 7 32 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,845
COMMITMENTS
23,597 7,332 836 28,467 33,044 52,900 41,212 6,945 18,633
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,844)
298 2,240 -189 1,309 3,015 1,418 5,066 426 -3,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 12.3 1.4 47.6 55.2 88.4 68.9 11.6 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 13 6 31 24 52 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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: 113,262
COMMITMENTS
6,033 5,802 250 106,942 106,967 113,225 113,019 37 243
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -2,712)
260 -88 0 -2,497 -2,649 -2,237 -2,737 -475 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 5.1 0.2 94.4 94.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 1 15 18 21 20
Updated November 16, 2018