MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,496
COMMITMENTS
1,860 5,216 164 18,472 15,116 20,496 20,496 0 0
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -864)
0 -560 0 -846 -196 -846 -756 -18 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 25.4 0.8 90.1 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 10 1 7 8 10 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,429
COMMITMENTS
1,443 621 1,402 5,947 6,886 8,792 8,908 637 521
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 251)
6 -194 38 149 362 192 206 58 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.6 14.9 63.1 73.0 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 13 25 21 38 39
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,480
COMMITMENTS
15,929 4,766 12,728 11,686 15,178 40,343 32,672 4,137 11,808
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,324)
1,505 943 -208 534 973 1,832 1,708 -508 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 10.7 28.6 26.3 34.1 90.7 73.5 9.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
30 18 35 33 33 74 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,489
COMMITMENTS
1,295 144 2,088 6,429 7,617 9,812 9,850 678 639
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 56)
3 10 21 21 -16 44 14 12 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.4 19.9 61.3 72.6 93.5 93.9 6.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 6 10 25 23 37 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 305,776
COMMITMENTS
79,759 87,334 110,907 95,852 73,368 286,517 271,609 19,258 34,167
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -10,367)
-903 -782 -3,620 -2,996 -5,139 -7,519 -9,542 -2,848 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 28.6 36.3 31.3 24.0 93.7 88.8 6.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
103 118 135 77 78 257 265
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,508
COMMITMENTS
105,718 32,012 66,930 132,974 192,077 305,622 291,018 32,886 47,490
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -123)
-2,671 -240 -1,312 2,547 1,756 -1,437 204 1,313 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 9.5 19.8 39.3 56.7 90.3 86.0 9.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
121 90 140 128 147 326 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,059
COMMITMENTS
1,528 1,374 503 1,800 2,321 3,831 4,199 1,228 861
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -518)
-202 48 -78 -91 -376 -370 -405 -147 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 27.2 9.9 35.6 45.9 75.7 83.0 24.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 12 11 12 13 33 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,888
COMMITMENTS
14,675 12,012 17,216 19,859 14,027 51,751 43,255 8,137 16,633
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -5,391)
-961 -460 -2,901 -1,236 -1,342 -5,097 -4,703 -293 -688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 20.1 28.7 33.2 23.4 86.4 72.2 13.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
57 59 67 60 58 156 153
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,946
COMMITMENTS
0 3,318 169 3,689 1,065 3,858 4,552 1,088 395
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 202)
0 105 0 144 77 144 182 58 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 67.1 3.4 74.6 21.5 78.0 92.0 22.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 5 15 6 20 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,666
COMMITMENTS
2,546 12,942 4,544 24,867 11,879 31,958 29,365 708 3,301
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -396)
-68 197 11 -319 -394 -375 -186 -21 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 39.6 13.9 76.1 36.4 97.8 89.9 2.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 20 14 29 29 50 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,030
COMMITMENTS
7,070 1,815 4 11,132 16,470 18,206 18,289 1,824 1,741
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -5,399)
-6,316 -3,910 0 957 -1,980 -5,359 -5,890 -40 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 9.1 0.0 55.6 82.2 90.9 91.3 9.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 7 1 5 6 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 163,008
COMMITMENTS
28,548 55,857 14,141 88,472 56,600 131,161 126,598 31,847 36,410
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -172)
-2,537 -1,423 -273 1,657 182 -1,154 -1,515 981 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 34.3 8.7 54.3 34.7 80.5 77.7 19.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
22 42 22 29 30 61 84
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 92,868
COMMITMENTS
5,424 51,852 1,107 79,794 13,158 86,325 66,117 6,543 26,751
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -148)
-304 -598 444 -414 -42 -274 -197 126 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 55.8 1.2 85.9 14.2 93.0 71.2 7.0 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 27 4 14 16 23 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 207,701
COMMITMENTS
113,029 81,779 1,067 85,996 121,472 200,092 204,318 7,609 3,383
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 8,888)
4,899 7,061 -405 4,206 3,506 8,700 10,162 188 -1,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 39.4 0.5 41.4 58.5 96.3 98.4 3.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
71 34 10 14 23 90 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 296,096
COMMITMENTS
58,488 120,405 30,075 179,279 95,421 267,843 245,901 28,253 50,195
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 38,599)
14,522 17,706 7,470 16,134 7,088 38,126 32,264 473 6,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 40.7 10.2 60.5 32.2 90.5 83.0 9.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
29 53 24 31 39 72 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 214,157
COMMITMENTS
45,197 108,322 21,453 124,806 39,873 191,456 169,648 22,700 44,508
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -690)
2,629 -2,002 998 -5,516 509 -1,889 -494 1,199 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 50.6 10.0 58.3 18.6 89.4 79.2 10.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
30 48 29 41 35 86 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 627,884
COMMITMENTS
185,862 190,787 64,470 286,404 296,122 536,737 551,379 91,147 76,504
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 52,915)
9,676 23,725 17,184 22,175 7,108 49,036 48,017 3,879 4,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 30.4 10.3 45.6 47.2 85.5 87.8 14.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
98 89 65 86 78 208 209
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,427
COMMITMENTS
11,009 9,174 524 8,789 23,593 20,322 33,291 16,105 3,136
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,512)
-247 2,281 -8 40 -461 -215 1,812 1,727 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 25.2 1.4 24.1 64.8 55.8 91.4 44.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 8 3 9 9 21 18
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,986
COMMITMENTS
12,443 1,956 648 8,547 18,766 21,638 21,370 6,348 6,616
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 2,088)
1,605 651 -1 83 -35 1,687 615 401 1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 7.0 2.3 30.5 67.1 77.3 76.4 22.7 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 3 10 7 18 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,400
COMMITMENTS
7,661 24,787 4 22,204 4,036 29,869 28,827 1,531 2,573
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 504)
224 145 1 260 79 485 225 19 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 78.9 0.0 70.7 12.9 95.1 91.8 4.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 16 2 6 8 19 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 56,128
COMMITMENTS
15,723 42,416 726 36,454 5,868 52,903 49,010 3,225 7,118
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 4,809)
1,672 3,838 510 2,303 365 4,485 4,713 324 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 75.6 1.3 64.9 10.5 94.3 87.3 5.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
20 60 9 13 10 37 75
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,889
COMMITMENTS
8,356 4,803 0 1,764 3,962 10,120 8,765 769 2,124
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -11)
414 -817 0 0 -79 414 -896 -425 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 44.1 0.0 16.2 36.4 92.9 80.5 7.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 13 0 3 4 8 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,890,438
COMMITMENTS
848,121 3275306 11467859 12999151 9911936 25315130 24655101 575,308 1235338
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -668,369)
67,636 -216,229 -308,536 -405,157 -63,297 -646,057 -588,062 -22,312 -80,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.7 44.3 50.2 38.3 97.8 95.2 2.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
67 112 147 121 131 277 312
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,983
COMMITMENTS
2,203 2,425 75 0 77 2,278 2,577 705 406
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 251)
587 443 -241 0 -8 346 194 -95 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.9 81.3 2.5 0.0 2.6 76.4 86.4 23.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 21 4 0 1 17 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 10,194
COMMITMENTS
1,123 1,409 2,518 6,493 6,023 10,134 9,950 60 244
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 520)
20 263 357 150 -103 527 517 -7 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.8 24.7 63.7 59.1 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 8 9 7 6 18 17
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 17,027
COMMITMENTS
280 4,004 4,606 12,093 8,177 16,979 16,787 48 240
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 3,927)
69 -287 1,676 2,237 2,563 3,982 3,952 -55 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 23.5 27.1 71.0 48.0 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 8 10 4 7 14 22
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 829,668
COMMITMENTS
109,135 72,299 149,469 467,180 507,574 725,784 729,342 103,885 100,327
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 2,929)
-1,064 -4,967 4,233 -1,265 2,268 1,905 1,534 1,024 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 8.7 18.0 56.3 61.2 87.5 87.9 12.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
175 131 177 260 261 507 497
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 96,744
COMMITMENTS
5,919 3,014 14,868 54,277 38,015 75,064 55,896 21,680 40,848
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -3,440)
-197 -407 -2,427 -855 -2,932 -3,479 -5,766 39 2,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.1 15.4 56.1 39.3 77.6 57.8 22.4 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 11 21 23 24 48 46
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| 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: 25,533
COMMITMENTS
11,350 326 0 11,437 24,881 22,787 25,207 2,746 326
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 17)
4 1 0 -150 185 -146 186 163 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 1.3 0.0 44.8 97.4 89.2 98.7 10.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 0 11 10 17 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,664,621
COMMITMENTS
520,372 350,715 668,717 2064511 2347795 3253600 3367227 411,021 297,394
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 31,844)
-4,166 -22,634 33,135 -2,049 25,999 26,920 36,500 4,924 -4,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 9.6 18.2 56.3 64.1 88.8 91.9 11.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
171 126 171 255 257 493 487
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| 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: 30,284
COMMITMENTS
1,487 0 0 25,753 29,447 27,240 29,447 3,044 837
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -13)
-333 0 -104 -292 14 -729 -90 716 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 85.0 97.2 89.9 97.2 10.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 7 12 10 12
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| 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: 8,877
COMMITMENTS
1,560 417 0 5,424 7,976 6,984 8,393 1,893 484
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 217)
0 0 0 128 217 128 217 89 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 4.7 0.0 61.1 89.9 78.7 94.5 21.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 5 11 8 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 15,443
COMMITMENTS
2,380 1,365 14 11,345 13,298 13,739 14,677 1,704 766
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,017)
11 0 0 819 816 830 816 187 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.8 0.1 73.5 86.1 89.0 95.0 11.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 9 13 13 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| 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: 30,033
COMMITMENTS
205 2,299 0 27,878 26,700 28,083 28,999 1,950 1,034
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -325)
0 0 0 -282 -53 -282 -53 -43 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.7 0.0 92.8 88.9 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 16 11 17 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,411
COMMITMENTS
23,614 3,809 659 46,760 76,261 71,033 80,729 13,378 3,682
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,498)
2,122 1,115 -185 -1,190 1,003 747 1,933 751 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 4.5 0.8 55.4 90.3 84.2 95.6 15.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 5 6 39 33 58 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,539
COMMITMENTS
17,261 9,705 3,066 24,174 30,116 44,501 42,887 7,038 8,652
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,305)
-676 -834 151 -714 -798 -1,239 -1,481 -66 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 18.8 5.9 46.9 58.4 86.3 83.2 13.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
64 73 45 81 93 169 188
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 257,697
COMMITMENTS
86,305 48,525 15,329 120,872 150,582 222,506 214,436 35,191 43,261
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -6,523)
-3,378 -4,171 753 -3,568 -3,989 -6,193 -7,407 -330 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 18.8 5.9 46.9 58.4 86.3 83.2 13.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
64 73 45 81 93 169 188
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 169,011
COMMITMENTS
23,529 78,692 12,866 108,673 30,555 145,068 122,114 23,943 46,897
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 13,976)
1,000 2,464 4,009 4,299 2,395 9,307 8,867 4,669 5,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 46.6 7.6 64.3 18.1 85.8 72.3 14.2 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
23 40 17 23 24 52 75
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,040
COMMITMENTS
142,837 128,748 15,529 371,025 387,720 529,391 531,998 23,649 21,043
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,821)
473 -386 109 -1,232 -4,124 -650 -4,401 -1,171 2,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 23.3 2.8 67.1 70.1 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
74 54 28 128 115 214 185
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,916
COMMITMENTS
6,071 11,737 23 19,860 17,031 25,954 28,791 5,962 3,125
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,858)
-1,118 1,890 -237 2,754 -466 1,399 1,187 459 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 36.8 0.1 62.2 53.4 81.3 90.2 18.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 9 1 17 9 32 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,877
COMMITMENTS
16,414 6,423 1,515 24,456 26,093 42,385 34,031 7,492 15,846
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,733)
1,079 199 366 -2,783 3,393 -1,338 3,958 -395 -5,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 12.9 3.0 49.0 52.3 85.0 68.2 15.0 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 11 7 23 26 42 42
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 |
--------------------------------------------------------------| 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: 113,758
COMMITMENTS
4,674 2,940 250 108,802 110,475 113,726 113,665 32 93
CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -398)
-8,500 0 0 8,102 -398 -398 -398 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.6 0.2 95.6 97.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 1 1 17 18 25 20
Updated August 17, 2018