MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,036
COMMITMENTS
1,860 4,376 164 18,004 15,488 20,028 20,028 8 8
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -460)
0 -840 0 -468 372 -468 -468 8 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 21.8 0.8 89.9 77.3 100.0 100.0 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,430
COMMITMENTS
1,305 674 1,667 6,828 7,516 9,800 9,856 631 574
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,001)
-139 53 265 881 630 1,007 948 -6 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.5 16.0 65.5 72.1 94.0 94.5 6.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 11 13 25 21 38 39
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,026
COMMITMENTS
16,515 4,776 13,906 12,415 16,271 42,836 34,952 4,190 12,074
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,546)
586 10 1,178 729 1,093 2,493 2,281 53 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 10.2 29.6 26.4 34.6 91.1 74.3 8.9 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 24 36 34 34 74 77
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,724
COMMITMENTS
1,299 373 2,131 6,519 7,577 9,949 10,082 775 642
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 235)
4 229 43 91 -40 137 232 97 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.5 19.9 60.8 70.7 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 10 12 25 23 38 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 289,247
COMMITMENTS
73,583 72,501 101,600 95,909 78,849 271,092 252,949 18,155 36,298
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -16,528)
-6,175 -14,833 -9,307 57 5,481 -15,425 -18,659 -1,103 2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 25.1 35.1 33.2 27.3 93.7 87.5 6.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
101 114 130 78 79 255 260
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,122
COMMITMENTS
110,027 28,488 65,963 130,065 195,027 306,055 289,478 32,066 48,643
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -386)
4,309 -3,523 -966 -2,910 2,950 433 -1,539 -819 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 8.4 19.5 38.5 57.7 90.5 85.6 9.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
138 80 141 128 149 333 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,025
COMMITMENTS
1,401 1,332 503 1,906 2,284 3,810 4,119 1,215 906
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -34)
-127 -42 0 106 -37 -21 -80 -13 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 26.5 10.0 37.9 45.4 75.8 82.0 24.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 11 11 12 13 33 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,812
COMMITMENTS
14,745 11,528 17,936 19,206 13,596 51,886 43,060 7,926 16,752
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -76)
69 -484 719 -653 -431 135 -195 -211 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 19.3 30.0 32.1 22.7 86.7 72.0 13.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
57 60 70 55 54 157 146
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,106
COMMITMENTS
38 3,418 211 3,755 1,072 4,005 4,701 1,101 404
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 159)
38 100 42 66 8 146 149 13 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 66.9 4.1 73.6 21.0 78.4 92.1 21.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 7 5 15 6 21 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,124
COMMITMENTS
2,887 13,940 4,764 25,776 12,313 33,427 31,017 697 3,108
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,458)
341 998 220 909 434 1,469 1,652 -11 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 40.9 14.0 75.5 36.1 98.0 90.9 2.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 22 15 29 29 51 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,949
COMMITMENTS
6,889 1,910 142 11,315 15,965 18,346 18,017 1,603 1,932
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -81)
-181 95 138 183 -505 140 -272 -221 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 9.6 0.7 56.7 80.0 92.0 90.3 8.0 9.7
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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 164,620
COMMITMENTS
30,330 58,030 14,054 87,168 60,100 131,553 132,185 33,067 32,435
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,612)
1,782 2,173 -86 -1,304 3,500 392 5,587 1,220 -3,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 35.3 8.5 53.0 36.5 79.9 80.3 20.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
21 45 18 29 31 61 83
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 92,293
COMMITMENTS
6,302 53,518 1,255 76,198 13,730 83,755 68,503 8,538 23,790
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -575)
878 1,666 148 -3,596 572 -2,570 2,386 1,995 -2,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 58.0 1.4 82.6 14.9 90.7 74.2 9.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 31 5 16 16 26 49
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 213,521
COMMITMENTS
113,652 87,815 836 91,372 121,635 205,860 210,286 7,660 3,234
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,820)
623 6,037 -231 5,376 163 5,769 5,968 51 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 41.1 0.4 42.8 57.0 96.4 98.5 3.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
67 38 7 16 22 87 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 318,149
COMMITMENTS
69,343 139,535 31,572 191,613 96,938 292,529 268,045 25,620 50,104
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 22,053)
10,855 19,130 1,497 12,334 1,517 24,686 22,144 -2,633 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 43.9 9.9 60.2 30.5 91.9 84.3 8.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
24 60 24 33 43 72 112
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 219,611
COMMITMENTS
49,154 101,213 24,955 121,654 48,230 195,762 174,398 23,849 45,213
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,455)
3,957 -7,109 3,502 -3,153 8,357 4,306 4,750 1,148 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 46.1 11.4 55.4 22.0 89.1 79.4 10.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
29 50 28 39 36 84 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 621,046
COMMITMENTS
185,927 191,755 61,232 288,461 289,819 535,620 542,806 85,426 78,239
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -6,838)
64 968 -3,238 2,057 -6,303 -1,117 -8,573 -5,721 1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 30.9 9.9 46.4 46.7 86.2 87.4 13.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
89 87 63 89 80 202 207
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,057
COMMITMENTS
10,963 8,787 525 8,762 23,574 20,250 32,886 15,807 3,171
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -370)
-46 -387 1 -27 -19 -72 -405 -298 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 24.4 1.5 24.3 65.4 56.2 91.2 43.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 8 4 9 9 22 18
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,084
COMMITMENTS
12,887 2,359 661 9,307 18,814 22,855 21,834 6,229 7,250
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,098)
444 403 13 760 48 1,217 464 -119 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 8.1 2.3 32.0 64.7 78.6 75.1 21.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 3 10 7 18 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,109
COMMITMENTS
10,869 29,353 37 24,743 5,054 35,649 34,444 1,460 2,665
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,709)
3,208 4,566 33 2,539 1,018 5,780 5,617 -71 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 79.1 0.1 66.7 13.6 96.1 92.8 3.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 19 2 7 10 21 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,473
COMMITMENTS
15,665 40,808 1,261 36,280 6,304 53,206 48,373 2,267 7,100
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -655)
-58 -1,608 535 -174 436 303 -637 -958 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 73.6 2.3 65.4 11.4 95.9 87.2 4.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 60 7 15 11 34 75
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,060
COMMITMENTS
5,507 4,156 0 1,764 1,715 7,271 5,871 789 2,189
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -2,829)
-2,849 -647 0 0 -2,247 -2,849 -2,894 20 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 51.6 0.0 21.9 21.3 90.2 72.8 9.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 15 0 3 3 8 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,037,028
COMMITMENTS
830,194 3133487 11604006 13042372 10050070 25476572 24787563 560,456 1249464
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 146,589)
-17,927 -141,819 136,147 43,221 138,134 161,442 132,463 -14,852 14,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.0 44.6 50.1 38.6 97.8 95.2 2.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
59 122 148 121 131 277 314
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,981
COMMITMENTS
2,189 2,454 81 0 90 2,270 2,625 711 356
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -2)
-14 29 6 0 13 -8 48 6 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 82.3 2.7 0.0 3.0 76.1 88.1 23.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 20 4 0 1 14 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 10,647
COMMITMENTS
1,401 1,479 2,883 6,342 6,039 10,626 10,401 21 246
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 453)
278 70 365 -151 16 492 451 -39 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.9 27.1 59.6 56.7 99.8 97.7 0.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 9 7 6 19 17
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 16,121
COMMITMENTS
233 4,539 3,990 11,795 7,327 16,018 15,856 103 265
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -906)
-47 535 -616 -298 -850 -961 -931 55 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 28.2 24.8 73.2 45.5 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 9 4 7 14 19
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 838,999
COMMITMENTS
107,491 83,391 153,924 472,770 501,702 734,185 739,017 104,814 99,982
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 9,331)
-1,644 11,092 4,455 5,591 -5,872 8,401 9,675 930 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 9.9 18.3 56.3 59.8 87.5 88.1 12.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
162 148 175 260 267 505 507
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 101,412
COMMITMENTS
5,926 4,838 16,538 55,596 40,177 78,060 61,552 23,351 39,859
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,668)
7 1,824 1,670 1,319 2,162 2,997 5,656 1,671 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.8 16.3 54.8 39.6 77.0 60.7 23.0 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 14 19 19 20 43 41
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| 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: 21,172
COMMITMENTS
1,078 0 0 17,994 20,784 19,072 20,784 2,100 388
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -4,361)
-10,272 -326 0 6,557 -4,097 -3,715 -4,423 -646 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 85.0 98.2 90.1 98.2 9.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 13 8 16 8
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,687,937
COMMITMENTS
514,203 399,144 680,550 2085870 2307628 3280623 3387322 407,314 300,615
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 23,317)
-6,169 48,429 11,834 21,359 -40,167 27,024 20,096 -3,707 3,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.8 18.5 56.6 62.6 89.0 91.8 11.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
158 141 168 258 263 493 495
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| 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: 30,175
COMMITMENTS
1,487 0 0 25,691 29,246 27,178 29,246 2,997 929
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -109)
0 0 0 -62 -201 -62 -201 -47 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 85.1 96.9 90.1 96.9 9.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 9 12 12 12
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| 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: 10,315
COMMITMENTS
3,009 417 0 5,337 9,373 8,346 9,790 1,969 525
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,438)
1,449 0 0 -87 1,397 1,362 1,397 76 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 4.0 0.0 51.7 90.9 80.9 94.9 19.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 6 11 11 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| 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: 10,939
COMMITMENTS
1,101 316 0 8,757 9,641 9,858 9,957 1,081 982
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.9 0.0 80.1 88.1 90.1 91.0 9.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 9 9 11 10
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| 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: 16,421
COMMITMENTS
2,622 1,365 14 12,009 14,171 14,645 15,550 1,776 871
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 978)
242 0 0 664 873 906 873 72 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.3 0.1 73.1 86.3 89.2 94.7 10.8 5.3
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 08/21/18 |
--------------------------------------------------------------| 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: 30,683
COMMITMENTS
506 2,151 0 28,212 27,139 28,718 29,290 1,965 1,393
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 650)
301 -148 0 334 439 635 291 15 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.0 0.0 91.9 88.4 93.6 95.5 6.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 15 11 16 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,216
COMMITMENTS
22,937 3,711 1,174 48,038 75,589 72,149 80,474 13,067 4,742
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 805)
-677 -98 515 1,278 -672 1,116 -255 -311 1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 4.4 1.4 56.4 88.7 84.7 94.4 15.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 5 7 40 34 60 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,727
COMMITMENTS
16,297 10,026 3,289 24,754 30,456 44,339 43,771 7,388 7,956
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 188)
-965 321 223 579 340 -162 884 350 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 19.4 6.4 47.9 58.9 85.7 84.6 14.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
67 69 44 79 96 167 188
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,635
COMMITMENTS
81,483 50,130 16,444 123,768 152,281 221,694 218,855 36,941 39,780
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 938)
-4,823 1,606 1,115 2,896 1,699 -812 4,419 1,750 -3,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 19.4 6.4 47.9 58.9 85.7 84.6 14.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
67 69 44 79 96 167 188
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 165,724
COMMITMENTS
25,987 76,405 12,825 106,684 30,315 145,496 119,544 20,229 46,180
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -3,287)
2,458 -2,288 -42 -1,989 -241 427 -2,570 -3,714 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 46.1 7.7 64.4 18.3 87.8 72.1 12.2 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
20 45 19 23 24 51 80
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 560,778
COMMITMENTS
147,996 144,352 15,276 371,569 380,459 534,841 540,087 25,937 20,691
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 7,737)
5,159 15,603 -253 544 -7,261 5,450 8,089 2,287 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 25.7 2.7 66.3 67.8 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
74 61 34 125 110 217 187
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,026
COMMITMENTS
6,586 11,902 115 18,834 17,123 25,535 29,140 6,491 2,886
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 110)
515 165 92 -1,026 92 -419 349 529 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 37.2 0.4 58.8 53.5 79.7 91.0 20.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 10 2 16 9 30 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,970
COMMITMENTS
17,836 9,111 1,291 24,274 24,573 43,401 34,975 7,569 15,995
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,093)
1,422 2,688 -224 -182 -1,520 1,016 944 77 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 17.9 2.5 47.6 48.2 85.2 68.6 14.8 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 11 5 26 23 44 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| 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: 114,319
COMMITMENTS
4,794 2,940 250 109,243 111,036 114,287 114,226 32 93
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 561)
120 0 0 441 561 561 561 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 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 24, 2018