BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,219
COMMITMENTS
923 589 1,908 6,781 7,038 9,612 9,535 607 684
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 18)
51 -76 -9 -4 193 38 108 -20 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.8 18.7 66.4 68.9 94.1 93.3 5.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 8 12 29 21 41 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,157
COMMITMENTS
15,979 3,860 11,812 14,197 17,858 41,988 33,530 4,169 12,627
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 792)
375 -136 276 144 159 795 300 -3 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 8.4 25.6 30.8 38.7 91.0 72.6 9.0 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 19 31 37 36 75 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,563
COMMITMENTS
1,709 636 1,914 6,082 7,281 9,705 9,831 858 733
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 165)
253 31 16 -73 125 196 172 -31 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 6.0 18.1 57.6 68.9 91.9 93.1 8.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 12 25 21 38 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,837
COMMITMENTS
73,875 45,543 128,866 91,229 102,910 293,971 277,320 24,866 41,517
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 17,918)
1,077 -4,459 10,870 4,742 9,774 16,689 16,186 1,229 1,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.3 40.4 28.6 32.3 92.2 87.0 7.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
104 100 141 82 94 269 266
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,160
COMMITMENTS
124,739 23,039 94,482 137,293 216,140 356,515 333,661 33,646 56,499
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 15,658)
5,604 1,196 2,066 8,671 10,841 16,341 14,103 -682 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 5.9 24.2 35.2 55.4 91.4 85.5 8.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
157 82 162 140 168 376 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,472
COMMITMENTS
1,349 1,192 533 1,260 1,708 3,142 3,434 1,330 1,039
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 274)
57 -29 111 -12 -69 155 13 119 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 26.7 11.9 28.2 38.2 70.3 76.8 29.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 11 12 13 31 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 65,345
COMMITMENTS
21,985 15,013 17,438 17,967 14,839 57,390 47,289 7,954 18,055
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,553)
1,798 1,420 -237 148 347 1,710 1,530 -157 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 23.0 26.7 27.5 22.7 87.8 72.4 12.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
79 44 63 46 53 156 139
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,704
COMMITMENTS
187 3,313 612 3,774 1,282 4,573 5,207 1,131 497
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 119)
46 63 15 62 34 124 112 -4 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 58.1 10.7 66.2 22.5 80.2 91.3 19.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 6 17 7 24 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,781
COMMITMENTS
2,926 13,691 4,385 23,785 11,634 31,095 29,710 686 2,071
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 778)
40 452 114 632 168 786 734 -9 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 43.1 13.8 74.8 36.6 97.8 93.5 2.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 24 14 30 29 51 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,445
COMMITMENTS
6,004 6,122 2 18,781 18,584 24,787 24,708 1,658 1,737
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,612)
2,019 -2,078 1 -405 3,637 1,615 1,560 -3 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 23.1 0.0 71.0 70.3 93.7 93.4 6.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 10 1 4 5 17 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,158
COMMITMENTS
40,788 58,786 18,088 58,005 47,731 116,881 124,605 34,277 26,553
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 18,581)
8,717 8,360 5,999 372 5,361 15,087 19,720 3,494 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 38.9 12.0 38.4 31.6 77.3 82.4 22.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
28 40 23 32 33 75 81
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,986
COMMITMENTS
12,106 24,927 638 33,665 10,740 46,409 36,306 9,576 19,680
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 893)
1,679 -1,199 -10 1,556 11 3,225 -1,198 -2,332 2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 44.5 1.1 60.1 19.2 82.9 64.8 17.1 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 15 5 11 16 22 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 218,125
COMMITMENTS
135,649 61,876 931 73,831 151,048 210,411 213,855 7,714 4,270
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 12,645)
18,344 -4,035 482 -6,432 15,119 12,395 11,565 250 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 28.4 0.4 33.8 69.2 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
81 36 7 11 23 96 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 266,892
COMMITMENTS
31,171 90,000 34,242 179,452 101,857 244,864 226,099 22,028 40,794
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -18,986)
-6,839 -12,608 -984 -11,699 -2,889 -19,522 -16,481 537 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 33.7 12.8 67.2 38.2 91.7 84.7 8.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
24 43 22 35 46 71 99
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 285,165
COMMITMENTS
51,962 168,506 26,534 182,357 44,794 260,853 239,835 24,312 45,331
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 41,496)
7,150 36,137 6,590 26,848 4,750 40,588 47,477 908 -5,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 59.1 9.3 63.9 15.7 91.5 84.1 8.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
26 56 23 41 39 79 106
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 555,517
COMMITMENTS
165,605 172,319 54,717 251,728 261,635 472,050 488,671 83,467 66,846
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 11,217)
-9,969 4,274 5,795 23,860 -4,378 19,686 5,691 -8,469 5,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 31.0 9.8 45.3 47.1 85.0 88.0 15.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
107 80 65 91 85 220 209
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,178
COMMITMENTS
10,814 4,047 238 10,212 29,600 21,264 33,885 15,914 3,293
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 466)
-1,028 236 2 1,408 228 382 466 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.9 0.6 27.5 79.6 57.2 91.1 42.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 3 3 11 9 23 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,560
COMMITMENTS
5,923 33,162 108 31,699 4,327 37,730 37,597 1,830 1,963
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -6,706)
-2,029 -3,379 -1,431 -3,407 -1,509 -6,867 -6,319 161 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 83.8 0.3 80.1 10.9 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 20 1 4 6 16 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 56,448
COMMITMENTS
10,678 41,274 1,210 42,586 7,291 54,474 49,775 1,974 6,673
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -546)
-228 -1,467 283 -555 -324 -500 -1,508 -46 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 73.1 2.1 75.4 12.9 96.5 88.2 3.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 53 9 12 9 40 67
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,099,398
COMMITMENTS
884,066 3225022 11917247 12647167 9622647 25448479 24764916 650,919 1334482
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -134,771)
-73,831 -139,868 -39,460 -56,432 -2,978 -169,723 -182,305 34,952 47,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.4 45.7 48.5 36.9 97.5 94.9 2.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
61 119 150 121 133 281 316
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,354
COMMITMENTS
1,590 1,918 23 0 155 1,613 2,096 741 258
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -392)
-35 -34 -309 0 16 -344 -327 -48 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 81.5 1.0 0.0 6.6 68.5 89.0 31.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 18 3 0 1 13 20
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 9,709
COMMITMENTS
1,933 321 4,469 3,305 4,850 9,707 9,640 2 69
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 3.3 46.0 34.0 50.0 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 13 4 6 20 19
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 20,963
COMMITMENTS
2,731 1,417 7,304 10,896 12,218 20,931 20,939 32 24
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -515)
1,444 -659 525 -2,438 -320 -469 -454 -46 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 6.8 34.8 52.0 58.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 5 13 6 8 21 22
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 805,563
COMMITMENTS
105,808 63,316 160,782 460,980 511,554 727,570 735,653 77,993 69,910
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 9,767)
2,314 -4,026 1,668 9,176 10,412 13,158 8,054 -3,391 1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 7.9 20.0 57.2 63.5 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
157 138 163 263 267 499 491
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 64,768
COMMITMENTS
2,326 2,445 14,993 28,829 32,860 46,148 50,298 18,620 14,470
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,048)
270 -643 -83 627 862 814 137 234 911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.8 23.1 44.5 50.7 71.3 77.7 28.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 12 23 19 23 45 47
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,703,977
COMMITMENTS
521,187 308,136 725,168 2160755 2393473 3407111 3426777 296,867 277,200
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 43,597)
11,316 -15,824 7,662 42,744 47,748 61,722 39,586 -18,125 4,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 8.3 19.6 58.3 64.6 92.0 92.5 8.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
155 131 156 258 262 486 478
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| 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: 27,069
COMMITMENTS
1,228 0 0 22,742 26,275 23,970 26,275 3,099 794
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -520)
-671 0 0 -93 -467 -764 -467 244 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 84.0 97.1 88.6 97.1 11.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 7 12 10 12
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| 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: 14,343
COMMITMENTS
3,227 349 0 8,662 13,307 11,889 13,656 2,454 687
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 637)
17 -23 0 497 513 514 490 123 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 2.4 0.0 60.4 92.8 82.9 95.2 17.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 9 9 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| 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: 17,896
COMMITMENTS
484 1,950 0 15,102 14,867 15,586 16,817 2,310 1,079
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -71)
-306 17 0 130 -140 -176 -123 105 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.9 0.0 84.4 83.1 87.1 94.0 12.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 0 12 11 14 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,511
COMMITMENTS
22,301 3,645 1,345 49,101 76,190 72,747 81,180 12,764 4,331
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,027)
777 55 -123 748 906 1,402 838 -375 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 4.3 1.6 57.4 89.1 85.1 94.9 14.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 6 7 42 34 60 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 52,527
COMMITMENTS
18,609 11,246 2,530 24,295 31,017 45,434 44,793 7,092 7,734
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -104)
1,124 1,171 -406 -973 -1,172 -256 -408 152 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 21.4 4.8 46.3 59.0 86.5 85.3 13.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
79 67 45 79 100 178 192
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 262,633
COMMITMENTS
93,045 56,229 12,652 121,475 155,083 227,171 223,963 35,462 38,670
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -518)
5,618 5,854 -2,031 -4,866 -5,861 -1,279 -2,039 761 1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 21.4 4.8 46.3 59.0 86.5 85.3 13.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
79 67 45 79 100 178 192
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,804
COMMITMENTS
20,101 93,068 14,485 119,134 28,135 153,721 135,687 22,084 40,117
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -6,184)
-830 -887 -2,344 -3,760 -460 -6,934 -3,690 750 -2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 52.9 8.2 67.8 16.0 87.4 77.2 12.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
17 49 23 23 25 57 80
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 536,678
COMMITMENTS
140,213 177,335 18,668 350,667 319,397 509,548 515,400 27,129 21,278
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,524)
-7,605 12,273 486 8,933 -9,726 1,814 3,034 1,710 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 33.0 3.5 65.3 59.5 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
85 54 34 127 107 224 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,187
COMMITMENTS
9,085 17,778 243 16,883 11,698 26,211 29,719 6,976 3,468
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,394)
645 631 214 490 891 1,349 1,736 45 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 53.6 0.7 50.9 35.2 79.0 89.6 21.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 11 2 15 9 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,087
COMMITMENTS
27,435 16,824 1,541 34,065 25,245 63,041 43,610 9,046 28,477
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,665)
1,421 7,130 328 41 2,852 1,790 10,310 -125 -8,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 23.3 2.1 47.3 35.0 87.5 60.5 12.5 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 14 4 27 24 49 38
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| 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: 115,557
COMMITMENTS
5,149 2,940 250 110,126 112,274 115,525 115,464 32 93
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -109)
-320 0 0 211 -109 -109 -109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.5 0.2 95.3 97.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 1 17 18 24 20
Updated October 5, 2018