MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,962
COMMITMENTS
320 3,696 484 22,158 18,782 22,962 22,962 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 960)
0 -160 0 960 1,120 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 16.1 2.1 96.5 81.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 8 2 8 9 11 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,201
COMMITMENTS
873 665 1,917 6,785 6,845 9,575 9,427 626 774
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -178)
-140 -16 4 -59 -189 -196 -201 17 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.5 18.8 66.5 67.1 93.9 92.4 6.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 11 12 29 21 41 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,365
COMMITMENTS
15,604 3,996 11,536 14,053 17,699 41,193 33,231 4,173 12,135
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,397)
1,342 111 -253 363 1,467 1,451 1,325 -54 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 8.8 25.4 31.0 39.0 90.8 73.3 9.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
24 20 32 38 38 77 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,399
COMMITMENTS
1,457 605 1,897 6,155 7,156 9,509 9,659 890 740
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 255)
96 95 0 196 223 293 318 -38 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 5.8 18.2 59.2 68.8 91.4 92.9 8.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 10 13 24 20 37 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,919
COMMITMENTS
72,799 50,001 117,996 86,487 93,136 277,282 261,134 23,637 39,785
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -757)
-2,804 -4,485 4,254 -1,680 -641 -230 -871 -528 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.6 39.2 28.7 31.0 92.1 86.8 7.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
100 97 138 78 88 257 258
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 374,502
COMMITMENTS
119,136 21,843 92,416 128,622 205,299 340,174 319,558 34,328 54,944
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 6,845)
1,905 -3,064 4,709 -1,306 2,886 5,308 4,530 1,536 2,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 5.8 24.7 34.3 54.8 90.8 85.3 9.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
147 88 157 134 156 365 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,198
COMMITMENTS
1,293 1,221 422 1,272 1,777 2,987 3,421 1,211 778
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 69)
95 12 42 -140 17 -3 71 72 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 29.1 10.1 30.3 42.3 71.1 81.5 28.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 10 9 13 14 32 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 63,792
COMMITMENTS
20,186 13,592 17,675 17,819 14,492 55,680 45,759 8,111 18,033
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,019)
734 518 215 -67 163 882 896 137 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 21.3 27.7 27.9 22.7 87.3 71.7 12.7 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
79 48 67 51 52 162 142
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,585
COMMITMENTS
141 3,250 596 3,712 1,248 4,450 5,095 1,135 490
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 370)
-40 224 80 297 14 338 318 32 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 58.2 10.7 66.5 22.3 79.7 91.2 20.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 8 6 17 6 24 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,003
COMMITMENTS
2,885 13,239 4,271 23,152 11,465 30,309 28,975 694 2,028
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,300)
95 703 172 1,008 513 1,275 1,387 25 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 42.7 13.8 74.7 37.0 97.8 93.5 2.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 24 14 30 30 51 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,833
COMMITMENTS
3,985 8,200 1 19,186 14,947 23,172 23,148 1,661 1,685
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -635)
-824 -439 1 1 -130 -822 -568 187 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 33.0 0.0 77.3 60.2 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 11 1 5 3 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,577
COMMITMENTS
32,071 50,427 12,089 57,634 42,370 101,794 104,885 30,783 27,692
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -35,705)
6,360 -4,628 -1,467 -41,783 -325 -36,890 -6,420 1,185 -29,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 38.0 9.1 43.5 32.0 76.8 79.1 23.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
22 37 19 29 29 64 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,093
COMMITMENTS
10,427 26,126 649 32,109 10,729 43,185 37,504 11,908 17,589
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -284)
546 -1,856 -50 -1,354 1,267 -858 -639 574 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 47.4 1.2 58.3 19.5 78.4 68.1 21.6 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 20 3 11 15 22 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 205,480
COMMITMENTS
117,305 65,911 449 80,263 135,929 198,017 202,290 7,464 3,191
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,481)
5,071 -5,786 -578 226 11,081 4,719 4,717 -238 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 32.1 0.2 39.1 66.2 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
65 43 7 12 20 82 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 285,878
COMMITMENTS
38,010 102,608 35,226 191,150 104,746 264,386 242,580 21,492 43,298
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,146)
98 -10,454 5,323 -3,092 10,485 2,329 5,354 817 -2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 35.9 12.3 66.9 36.6 92.5 84.9 7.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
26 51 22 34 45 71 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 243,669
COMMITMENTS
44,811 132,369 19,944 155,509 40,044 220,265 192,358 23,404 51,311
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 15,966)
-1,401 18,089 -1,539 17,954 -320 15,015 16,230 952 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 54.3 8.2 63.8 16.4 90.4 78.9 9.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
24 48 23 39 36 74 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 544,300
COMMITMENTS
175,574 168,045 48,922 227,868 266,013 452,364 482,980 91,936 61,320
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 19,001)
4,867 2,933 7,229 477 13,525 12,573 23,688 6,428 -4,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 30.9 9.0 41.9 48.9 83.1 88.7 16.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
98 78 70 90 84 216 205
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,712
COMMITMENTS
11,842 3,811 236 8,804 29,372 20,882 33,419 15,830 3,293
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,033)
214 678 -453 599 991 360 1,216 673 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 10.4 0.6 24.0 80.0 56.9 91.0 43.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 3 3 9 8 21 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 46,266
COMMITMENTS
7,952 36,541 1,539 35,106 5,836 44,597 43,916 1,669 2,350
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,961)
-1,542 1,047 1,532 5,078 2,679 5,068 5,258 -107 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 79.0 3.3 75.9 12.6 96.4 94.9 3.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 21 3 5 8 21 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 56,994
COMMITMENTS
10,906 42,741 927 43,141 7,615 54,974 51,283 2,020 5,711
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -435)
-115 -269 27 -207 192 -295 -50 -140 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 75.0 1.6 75.7 13.4 96.5 90.0 3.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 58 7 11 10 37 71
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,541
COMMITMENTS
963 5,454 0 6,836 957 7,799 6,411 742 2,130
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -715)
-2,676 -578 0 1,893 -183 -783 -761 68 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 63.9 0.0 80.0 11.2 91.3 75.1 8.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 11 0 6 1 10 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,234,169
COMMITMENTS
957,897 3364889 11956707 12703599 9625624 25618202 24947221 615,967 1286948
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,061,663)
60,445 35,672 717,247 262,645 288,955 1040336 1041874 21,327 19,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.8 45.6 48.4 36.7 97.7 95.1 2.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
80 104 150 121 132 284 315
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,746
COMMITMENTS
1,625 1,952 332 0 139 1,957 2,423 789 323
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4)
-31 -85 104 0 0 73 19 -69 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 71.1 12.1 0.0 5.1 71.3 88.2 28.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 20 6 0 1 18 23
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 21,478
COMMITMENTS
1,287 2,076 6,779 13,334 12,538 21,400 21,393 78 85
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,945)
713 109 617 2,605 3,256 3,935 3,982 10 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 9.7 31.6 62.1 58.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 6 9 8 10 18 21
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 795,796
COMMITMENTS
103,494 67,343 159,114 451,804 501,142 714,412 727,599 81,384 68,197
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -189,336)
-4,831 -13,945 -37,545 -120,186 -104,930 -162,562 -156,421 -26,773 -32,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.5 20.0 56.8 63.0 89.8 91.4 10.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
165 132 160 252 259 487 482
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 63,720
COMMITMENTS
2,057 3,087 15,076 28,202 31,997 45,334 50,161 18,386 13,559
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -46,993)
-3,757 -2,616 -7,292 -30,566 -17,262 -41,615 -27,169 -5,378 -19,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.8 23.7 44.3 50.2 71.1 78.7 28.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 15 23 19 25 46 50
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,660,381
COMMITMENTS
509,872 323,961 717,506 2118011 2345725 3345388 3387191 314,992 273,189
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -711,715)
-34,006 -85,284 -122,632 -448,100 -438,340 -604,738 -646,257 -106,977 -65,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.9 19.6 57.9 64.1 91.4 92.5 8.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
162 124 151 246 252 470 466
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| 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: 27,589
COMMITMENTS
1,899 0 0 22,835 26,742 24,734 26,742 2,855 847
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -10,149)
257 0 0 -9,665 -9,756 -9,408 -9,756 -741 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 82.8 96.9 89.7 96.9 10.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 0 0 6 12 11 12
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| 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: 13,706
COMMITMENTS
3,210 372 0 8,165 12,794 11,375 13,166 2,331 540
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -3,244)
-245 0 -530 -2,495 -2,694 -3,270 -3,224 26 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 2.7 0.0 59.6 93.3 83.0 96.1 17.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 9 10 14 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| 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: 17,967
COMMITMENTS
790 1,933 0 14,972 15,007 15,762 16,940 2,205 1,027
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -22,197)
216 31 -896 -21,770 -21,018 -22,450 -21,883 253 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.8 0.0 83.3 83.5 87.7 94.3 12.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 0 13 11 15 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,484
COMMITMENTS
21,524 3,590 1,468 48,353 75,284 71,345 80,342 13,139 4,142
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -9,958)
-585 -760 -182 -8,197 -8,305 -8,964 -9,247 -994 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 4.2 1.7 57.2 89.1 84.4 95.1 15.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 5 8 42 36 59 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 52,630
COMMITMENTS
17,485 10,075 2,937 25,268 32,189 45,690 45,201 6,940 7,430
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -13,530)
1,319 -209 -750 -13,098 -11,710 -12,529 -12,669 -1,001 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 19.1 5.6 48.0 61.2 86.8 85.9 13.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
70 74 39 77 104 167 197
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 263,151
COMMITMENTS
87,426 50,375 14,683 126,341 160,945 228,450 226,003 34,701 37,149
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -67,648)
6,595 -1,044 -3,750 -65,489 -58,550 -62,644 -63,344 -5,004 -4,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 19.1 5.6 48.0 61.2 86.8 85.9 13.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
70 74 39 77 104 167 197
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 181,988
COMMITMENTS
20,932 93,955 16,828 122,895 28,594 160,655 139,378 21,333 42,611
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -4,444)
-4,483 -129 -1,105 67 213 -5,522 -1,022 1,078 -3,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 51.6 9.2 67.5 15.7 88.3 76.6 11.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
18 46 21 24 26 54 81
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 533,153
COMMITMENTS
147,818 165,061 18,182 341,734 329,123 507,734 512,365 25,419 20,788
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -119,211)
-7,787 11,173 -4,207 -96,914 -119,148 -108,907 -112,182 -10,304 -7,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 31.0 3.4 64.1 61.7 95.2 96.1 4.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
79 56 37 125 104 220 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,793
COMMITMENTS
8,440 17,147 29 16,393 10,807 24,862 27,983 6,931 3,810
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 40)
-47 -276 6 98 762 57 492 -17 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 53.9 0.1 51.6 34.0 78.2 88.0 21.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 9 1 14 7 32 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,422
COMMITMENTS
26,014 9,694 1,213 34,024 22,393 61,251 33,300 9,171 37,122
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 7,446)
-428 317 -230 7,197 -2,849 6,539 -2,762 907 10,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 13.8 1.7 48.3 31.8 87.0 47.3 13.0 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 14 3 22 22 46 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 115,666
COMMITMENTS
5,469 2,940 250 109,915 112,383 115,634 115,573 32 93
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -135)
375 0 0 -510 -135 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.5 0.2 95.0 97.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 1 17 19 24 21
Updated September 29, 2018