MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,028
COMMITMENTS
80 3,936 164 19,784 15,928 20,028 20,028 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -8)
-1,780 -440 0 1,780 440 0 0 -8 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 19.7 0.8 98.8 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 10 1 8 8 10 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,022
COMMITMENTS
1,241 656 1,466 6,677 7,225 9,385 9,347 638 676
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -408)
-63 -18 -201 -151 -291 -415 -510 7 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 6.5 14.6 66.6 72.1 93.6 93.3 6.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 11 13 25 21 38 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,088
COMMITMENTS
17,192 6,662 13,649 13,733 16,975 44,573 37,286 4,515 11,803
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,062)
677 1,886 -257 1,318 704 1,737 2,333 325 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 13.6 27.8 28.0 34.6 90.8 76.0 9.2 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 24 33 38 34 78 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,169
COMMITMENTS
1,271 610 2,283 6,788 7,620 10,342 10,513 827 657
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 446)
-28 237 152 269 43 393 431 53 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.5 20.4 60.8 68.2 92.6 94.1 7.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 9 13 25 23 40 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,490
COMMITMENTS
73,242 65,010 104,188 100,219 89,302 277,648 258,500 19,841 38,990
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 8,242)
-342 -7,491 2,588 4,310 10,453 6,556 5,550 1,686 2,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 21.9 35.0 33.7 30.0 93.3 86.9 6.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
106 100 135 85 88 266 264
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 341,842
COMMITMENTS
108,805 30,611 72,129 130,437 193,246 311,371 295,986 30,471 45,857
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,721)
-1,222 2,122 6,166 373 -1,781 5,316 6,507 -1,596 -2,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.0 21.1 38.2 56.5 91.1 86.6 8.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
133 90 148 129 148 333 322
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,085
COMMITMENTS
1,448 1,276 570 2,028 2,483 4,046 4,328 1,039 757
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 60)
47 -57 67 122 199 236 209 -176 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 25.1 11.2 39.9 48.8 79.6 85.1 20.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 11 12 15 16 36 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,603
COMMITMENTS
14,378 12,423 17,712 20,018 14,589 52,108 44,724 7,495 14,878
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -210)
-366 895 -224 812 993 222 1,665 -432 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 20.8 29.7 33.6 24.5 87.4 75.0 12.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
62 57 63 55 51 154 141
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,555
COMMITMENTS
46 3,463 365 3,874 1,241 4,285 5,070 1,270 485
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 449)
8 45 154 118 169 280 368 169 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 62.3 6.6 69.7 22.3 77.1 91.3 22.9 8.7
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 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,579
COMMITMENTS
2,897 13,975 4,616 25,419 12,101 32,932 30,691 648 2,888
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -545)
10 35 -148 -357 -212 -496 -325 -49 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 41.6 13.7 75.7 36.0 98.1 91.4 1.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 18 14 29 29 50 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,634
COMMITMENTS
7,638 2,589 110 14,367 18,996 22,115 21,695 1,519 1,939
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,685)
749 679 -32 3,052 3,031 3,769 3,678 -84 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 11.0 0.5 60.8 80.4 93.6 91.8 6.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 8 1 7 6 18 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,795
COMMITMENTS
32,591 57,941 15,912 88,241 62,458 136,744 136,310 32,051 32,485
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 4,175)
2,260 -90 1,858 1,073 2,358 5,191 4,126 -1,015 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 34.3 9.4 52.3 37.0 81.0 80.8 19.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
22 47 25 30 31 68 87
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 86,580
COMMITMENTS
5,884 50,382 716 71,687 13,392 78,287 64,489 8,293 22,090
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -5,713)
-418 -3,136 -539 -4,511 -339 -5,468 -4,014 -245 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 58.2 0.8 82.8 15.5 90.4 74.5 9.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 32 3 18 17 26 49
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 217,252
COMMITMENTS
106,019 86,595 1,598 102,059 125,143 209,676 213,336 7,576 3,916
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,731)
-7,633 -1,221 762 10,686 3,508 3,816 3,050 -85 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 39.9 0.7 47.0 57.6 96.5 98.2 3.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
61 45 8 16 22 83 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 314,502
COMMITMENTS
60,654 134,822 32,013 193,678 100,300 286,345 267,135 28,157 47,367
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -3,648)
-8,690 -4,713 441 2,065 3,362 -6,184 -910 2,536 -2,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 42.9 10.2 61.6 31.9 91.0 84.9 9.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
26 54 22 34 44 73 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,754
COMMITMENTS
43,996 95,945 26,885 122,631 48,442 193,511 171,272 22,243 44,483
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -3,857)
-5,158 -5,268 1,930 977 212 -2,251 -3,126 -1,606 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 44.5 12.5 56.8 22.5 89.7 79.4 10.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
28 47 26 40 38 83 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 615,823
COMMITMENTS
173,987 178,925 63,598 287,104 300,149 524,689 542,672 91,135 73,151
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -5,222)
-11,939 -12,830 2,365 -1,357 10,330 -10,931 -134 5,708 -5,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 29.1 10.3 46.6 48.7 85.2 88.1 14.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
87 85 65 89 81 201 207
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,084
COMMITMENTS
10,871 8,731 609 8,756 23,674 20,236 33,014 15,848 3,070
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 27)
-92 -56 84 -6 100 -14 128 41 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 24.2 1.7 24.3 65.6 56.1 91.5 43.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 8 5 9 9 23 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 46,621
COMMITMENTS
13,785 31,814 145 30,993 11,517 44,923 43,476 1,698 3,145
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 9,512)
2,916 2,461 108 6,250 6,463 9,274 9,032 238 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 68.2 0.3 66.5 24.7 96.4 93.3 3.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 19 2 6 10 19 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,564
COMMITMENTS
16,445 40,372 768 35,083 6,922 52,296 48,062 2,268 6,502
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -909)
780 -436 -493 -1,197 618 -910 -311 1 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 74.0 1.4 64.3 12.7 95.8 88.1 4.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 57 8 14 11 35 73
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,969
COMMITMENTS
4,755 3,628 0 2,418 2,094 7,173 5,722 796 2,247
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -91)
-752 -528 0 654 379 -98 -149 7 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 45.5 0.0 30.3 26.3 90.0 71.8 10.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 12 0 6 6 11 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,608,820
COMMITMENTS
817,572 3220370 12018421 13170015 10123263 26006008 25362054 602,812 1246766
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 571,792)
-12,622 86,883 414,415 127,643 73,193 529,436 574,491 42,356 -2,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.1 45.2 49.5 38.0 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
65 116 150 120 132 278 315
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,840
COMMITMENTS
1,915 2,354 66 0 90 1,981 2,510 859 330
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -141)
-274 -100 -15 0 0 -289 -115 148 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 82.9 2.3 0.0 3.2 69.8 88.4 30.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 19 3 0 1 15 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 10,316
COMMITMENTS
1,590 1,373 2,719 5,970 5,981 10,279 10,073 37 243
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -331)
189 -106 -164 -372 -58 -347 -328 16 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.3 26.4 57.9 58.0 99.6 97.6 0.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 10 7 6 20 18
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 16,796
COMMITMENTS
1,807 4,291 3,266 11,649 8,455 16,722 16,012 74 784
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 675)
1,574 -248 -724 -146 1,128 704 156 -29 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 25.5 19.4 69.4 50.3 99.6 95.3 0.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 9 4 7 15 19
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 889,141
COMMITMENTS
111,969 81,583 180,921 490,791 525,168 783,680 787,672 105,460 101,469
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 50,142)
4,478 -1,808 26,997 18,020 23,465 49,495 48,655 646 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.2 20.3 55.2 59.1 88.1 88.6 11.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
165 144 177 264 271 510 511
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 115,044
COMMITMENTS
9,030 5,639 21,983 60,251 47,878 91,263 75,500 23,781 39,544
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 13,633)
3,104 801 5,445 4,655 7,701 13,203 13,948 429 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.9 19.1 52.4 41.6 79.3 65.6 20.7 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 14 22 23 23 48 46
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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: 18,207
COMMITMENTS
6,189 0 0 9,863 16,737 16,052 16,737 2,155 1,470
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 0.0 0.0 54.2 91.9 88.2 91.9 11.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 6 11 10 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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: 21,112
COMMITMENTS
946 0 0 17,951 20,375 18,897 20,375 2,215 737
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -60)
-132 0 0 -43 -409 -175 -409 115 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 85.0 96.5 89.5 96.5 10.5 3.5
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 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,870,483
COMMITMENTS
541,872 406,898 767,514 2152698 2386447 3462085 3560859 408,398 309,624
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 182,545)
27,669 7,753 86,964 66,829 78,820 181,461 173,537 1,084 9,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 10.5 19.8 55.6 61.7 89.4 92.0 10.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
160 140 170 261 267 498 501
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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: 31,017
COMMITMENTS
2,048 0 0 26,117 29,983 28,165 29,983 2,852 1,034
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 842)
561 0 0 426 737 987 737 -145 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 84.2 96.7 90.8 96.7 9.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 0 10 14 15 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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: 11,177
COMMITMENTS
2,175 687 0 6,670 9,978 8,845 10,665 2,332 512
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 862)
-834 270 0 1,333 605 499 875 363 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 6.1 0.0 59.7 89.3 79.1 95.4 20.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 0 7 11 11 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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: 11,237
COMMITMENTS
1,332 316 0 8,746 9,984 10,078 10,300 1,159 937
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 298)
231 0 0 -11 343 220 343 78 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.8 0.0 77.8 88.8 89.7 91.7 10.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 10 11 11
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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: 16,559
COMMITMENTS
2,648 1,365 14 11,894 14,347 14,556 15,726 2,003 833
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 138)
26 0 0 -115 176 -89 176 227 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.2 0.1 71.8 86.6 87.9 95.0 12.1 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 08/28/18 |
--------------------------------------------------------------| 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: 30,667
COMMITMENTS
506 1,261 0 28,014 28,265 28,520 29,526 2,147 1,141
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -16)
0 -890 0 -198 1,126 -198 236 182 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.1 0.0 91.3 92.2 93.0 96.3 7.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 14 13 15 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,048
COMMITMENTS
23,027 3,751 1,090 47,720 76,034 71,837 80,875 13,211 4,173
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -168)
90 40 -84 -318 445 -312 401 144 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 4.4 1.3 56.1 89.4 84.5 95.1 15.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 5 7 41 36 61 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,338
COMMITMENTS
17,923 10,540 2,985 25,131 31,419 46,039 44,944 7,299 8,394
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,611)
1,627 514 -304 378 963 1,700 1,173 -89 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 19.8 5.6 47.1 58.9 86.3 84.3 13.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
73 72 40 83 93 178 183
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,692
COMMITMENTS
89,617 52,702 14,924 125,655 157,096 230,196 224,722 36,495 41,969
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 8,057)
8,134 2,572 -1,520 1,888 4,816 8,502 5,867 -446 2,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 19.8 5.6 47.1 58.9 86.3 84.3 13.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
73 72 40 83 93 178 183
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,808
COMMITMENTS
24,421 70,308 13,067 102,875 35,755 140,363 119,130 21,445 42,679
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -3,916)
-1,566 -6,097 242 -3,809 5,440 -5,132 -414 1,216 -3,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 43.5 8.1 63.6 22.1 86.7 73.6 13.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
18 45 18 23 28 52 80
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 565,113
COMMITMENTS
150,926 144,549 16,048 371,779 383,710 538,753 544,308 26,360 20,805
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 4,335)
2,930 197 772 210 3,251 3,912 4,221 423 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.6 2.8 65.8 67.9 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
73 60 36 128 110 220 187
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,555
COMMITMENTS
7,278 11,940 25 18,728 17,083 26,031 29,048 6,524 3,507
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 529)
692 38 -90 -106 -40 496 -92 33 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 36.7 0.1 57.5 52.5 80.0 89.2 20.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 10 1 16 9 32 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,253
COMMITMENTS
17,357 8,235 1,199 25,940 24,545 44,496 33,979 8,757 19,274
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,283)
-479 -876 -92 1,666 -28 1,095 -996 1,188 3,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 15.5 2.3 48.7 46.1 83.6 63.8 16.4 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 11 3 26 25 44 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| 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: 113,665
COMMITMENTS
4,814 2,940 250 108,569 110,382 113,633 113,572 32 93
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -654)
20 0 0 -674 -654 -654 -654 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.6 0.2 95.5 97.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 1 1 17 19 25 21
Updated August 31, 2018