BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,563
COMMITMENTS
768 468 1,760 5,971 6,015 8,499 8,243 1,064 1,320
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 829)
16 1 99 351 173 466 274 363 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.9 18.4 62.4 62.9 88.9 86.2 11.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 8 11 23 20 34 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,785
COMMITMENTS
16,407 3,021 9,562 16,732 20,717 42,701 33,300 4,084 13,484
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 4,679)
968 -233 -395 3,904 4,059 4,477 3,430 202 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 6.5 20.4 35.8 44.3 91.3 71.2 8.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 20 25 32 36 64 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,671
COMMITMENTS
1,546 467 1,558 5,694 7,002 8,799 9,027 872 644
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 254)
-7 42 -7 213 245 199 280 55 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.8 16.1 58.9 72.4 91.0 93.3 9.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 8 10 25 21 37 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,658
COMMITMENTS
73,964 44,920 105,716 92,173 104,240 271,853 254,877 23,805 40,781
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -22,428)
2,398 1,812 -21,283 -2,459 -2,534 -21,345 -22,006 -1,083 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 15.2 35.8 31.2 35.3 91.9 86.2 8.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
104 101 146 81 86 270 264
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 373,090
COMMITMENTS
123,993 26,574 84,901 133,114 210,157 342,007 321,631 31,083 51,459
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -9,639)
62 697 -4,286 -3,235 -2,503 -7,458 -6,092 -2,180 -3,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 7.1 22.8 35.7 56.3 91.7 86.2 8.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
156 82 155 137 163 368 339
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,675
COMMITMENTS
887 1,118 1,003 1,527 1,507 3,417 3,628 1,258 1,047
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 533)
-359 85 487 277 -102 406 471 128 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 23.9 21.5 32.7 32.2 73.1 77.6 26.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 13 13 13 13 34 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,604
COMMITMENTS
21,214 17,175 16,117 17,331 13,121 54,661 46,413 9,943 18,191
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,225)
-1,791 1,179 -1,409 316 -313 -2,884 -542 1,659 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 26.6 24.9 26.8 20.3 84.6 71.8 15.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
69 48 57 51 57 153 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,705
COMMITMENTS
306 3,431 598 3,574 1,180 4,478 5,209 1,227 496
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 548)
11 347 68 282 87 361 502 187 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 60.1 10.5 62.6 20.7 78.5 91.3 21.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 6 16 7 23 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,278
COMMITMENTS
2,237 14,767 5,129 25,736 11,813 33,102 31,708 1,176 2,569
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 3,858)
-72 1,587 615 2,942 1,313 3,484 3,515 374 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 43.1 15.0 75.1 34.5 96.6 92.5 3.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 27 15 29 26 48 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,301
COMMITMENTS
11,274 8,443 1 13,402 16,240 24,677 24,684 1,624 1,617
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,226)
927 741 0 314 633 1,241 1,374 -15 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 32.1 0.0 51.0 61.7 93.8 93.9 6.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 11 1 3 5 16 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,110
COMMITMENTS
32,421 42,182 12,446 55,265 49,858 100,133 104,486 32,977 28,624
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -5,599)
-6,390 -7,922 253 272 1,838 -5,865 -5,831 265 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 31.7 9.4 41.5 37.5 75.2 78.5 24.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
21 42 18 31 32 64 80
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,779
COMMITMENTS
13,799 29,674 1,379 42,503 11,844 57,680 42,896 8,099 22,882
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,758)
-1,469 2,217 254 4,863 1,609 3,648 4,080 -890 -1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 45.1 2.1 64.6 18.0 87.7 65.2 12.3 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 18 3 12 13 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 216,172
COMMITMENTS
127,324 58,836 1,494 79,866 152,722 208,684 213,053 7,489 3,120
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 6,673)
559 6,495 503 5,669 -306 6,730 6,692 -58 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 27.2 0.7 36.9 70.6 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
78 39 8 13 25 95 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 268,051
COMMITMENTS
37,628 81,672 33,820 173,139 112,933 244,587 228,425 23,464 39,627
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 8,038)
2,224 -7,335 3,784 2,042 11,344 8,051 7,793 -13 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 30.5 12.6 64.6 42.1 91.2 85.2 8.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 45 30 35 43 80 101
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 235,528
COMMITMENTS
28,373 131,196 18,609 166,504 44,605 213,486 194,410 22,042 41,118
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -44,105)
-16,939 -31,847 -1,288 -24,533 -5,748 -42,761 -38,884 -1,344 -5,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 55.7 7.9 70.7 18.9 90.6 82.5 9.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
23 47 22 44 40 80 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 532,383
COMMITMENTS
142,483 169,818 46,009 260,486 250,688 448,978 466,515 83,404 65,868
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -20,899)
-19,538 -10,931 -4,181 7,360 -6,195 -16,359 -21,306 -4,541 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 31.9 8.6 48.9 47.1 84.3 87.6 15.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
96 77 68 94 85 217 203
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,512
COMMITMENTS
12,603 4,395 204 9,735 26,703 22,542 31,302 13,970 5,210
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,284)
-11 257 1 -831 -2,798 -841 -2,540 -443 1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 12.0 0.6 26.7 73.1 61.7 85.7 38.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 2 11 9 23 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,330
COMMITMENTS
6,168 2,388 288 12,087 18,059 18,543 20,735 6,787 4,595
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 65)
826 -306 -183 174 -362 817 -851 -752 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 9.4 1.1 47.7 71.3 73.2 81.9 26.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 1 13 13 19 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,688
COMMITMENTS
7,257 22,950 91 28,733 13,031 36,081 36,072 1,607 1,616
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 307)
553 -2,582 32 2 2,922 587 372 -280 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 60.9 0.2 76.2 34.6 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 15 2 4 8 19 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,493
COMMITMENTS
11,136 46,548 1,047 48,266 8,065 60,449 55,660 2,044 6,833
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -2,218)
-4,282 -2,690 183 2,105 -54 -1,994 -2,561 -224 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 74.5 1.7 77.2 12.9 96.7 89.1 3.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 53 8 12 10 37 67
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,365
COMMITMENTS
1,595 4,890 0 6,185 1,808 7,780 6,698 585 1,667
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 58.5 0.0 73.9 21.6 93.0 80.1 7.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 14 0 5 2 7 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,158,747
COMMITMENTS
837,763 2907280 12916732 12740541 9967966 26495036 25791979 663,711 1366768
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -841,302)
-81,891 -84,624 -576,178 -208,180 -228,521 -866,249 -889,323 24,948 48,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.7 47.6 46.9 36.7 97.6 95.0 2.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
74 101 144 118 130 273 302
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,730
COMMITMENTS
1,962 2,190 64 0 170 2,026 2,424 704 306
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -118)
-76 -99 40 0 0 -36 -59 -82 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.9 80.2 2.3 0.0 6.2 74.2 88.8 25.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 21 4 0 1 23 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 13,426
COMMITMENTS
1,765 533 8,292 3,342 4,532 13,399 13,357 27 69
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,556)
102 282 1,417 37 -143 1,556 1,556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.0 61.8 24.9 33.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 13 5 6 22 19
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 27,153
COMMITMENTS
2,424 1,291 8,638 15,819 17,179 26,881 27,108 272 45
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,659)
489 -124 412 522 1,366 1,423 1,654 236 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.8 31.8 58.3 63.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 5 12 6 8 21 21
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 905,248
COMMITMENTS
101,473 61,236 204,052 511,475 563,557 816,999 828,844 88,249 76,403
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 68,201)
-11,647 -1,702 40,490 38,168 28,998 67,011 67,786 1,190 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 6.8 22.5 56.5 62.3 90.3 91.6 9.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
164 138 173 273 266 516 500
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 80,791
COMMITMENTS
3,430 5,530 11,673 42,057 49,083 57,160 66,287 23,631 14,504
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 7,526)
-195 3,450 -1,358 9,122 5,431 7,569 7,523 -43 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.8 14.4 52.1 60.8 70.8 82.0 29.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 20 24 23 31 49 58
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| 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: 10,893
COMMITMENTS
897 0 0 7,380 9,792 8,277 9,792 2,616 1,101
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -473)
18 0 0 -130 -586 -112 -586 -361 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 67.7 89.9 76.0 89.9 24.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 10 9 13 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,122,285
COMMITMENTS
515,621 303,937 936,485 2347090 2572367 3799196 3812789 323,089 309,496
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 303,376)
-41,464 -9,963 193,442 145,232 117,835 297,209 301,314 6,167 2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.4 22.7 56.9 62.4 92.2 92.5 7.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
162 130 165 266 262 501 486
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| 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: 28,813
COMMITMENTS
2,714 260 0 23,179 27,837 25,893 28,097 2,920 716
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.9 0.0 80.4 96.6 89.9 97.5 10.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 6 13 11 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| 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: 15,820
COMMITMENTS
3,439 343 0 9,831 14,940 13,270 15,283 2,550 537
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 920)
212 -3 0 638 1,012 850 1,009 70 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.2 0.0 62.1 94.4 83.9 96.6 16.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 0 9 11 15 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| 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: 15,990
COMMITMENTS
730 425 0 12,707 14,176 13,437 14,601 2,553 1,389
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 226)
-95 425 0 27 -500 -68 -75 294 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.7 0.0 79.5 88.7 84.0 91.3 16.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 11 11 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 217,007
COMMITMENTS
0 21,500 0 217,007 195,507 217,007 217,007 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 7,000)
0 0 0 7,000 7,000 7,000 7,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.0 100.0 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 16 16 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,504
COMMITMENTS
16,045 1,573 1,467 50,216 70,561 67,728 73,601 9,776 3,903
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -5,674)
-4,503 -397 -280 1,322 -5,070 -3,461 -5,747 -2,213 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 2.0 1.9 64.8 91.0 87.4 95.0 12.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 4 4 44 37 59 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 54,887
COMMITMENTS
12,354 12,041 3,978 31,246 30,336 47,578 46,356 7,309 8,531
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,684)
-3,091 -939 1,150 4,058 715 2,117 926 -433 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 21.9 7.2 56.9 55.3 86.7 84.5 13.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
67 79 44 83 107 173 207
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,433
COMMITMENTS
61,770 60,207 19,891 156,228 151,682 237,889 231,780 36,544 42,653
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 8,422)
-15,457 -4,693 5,752 20,291 3,573 10,587 4,632 -2,165 3,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 21.9 7.2 56.9 55.3 86.7 84.5 13.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
67 79 44 83 107 173 207
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 174,483
COMMITMENTS
19,896 92,101 12,059 119,888 26,876 151,843 131,036 22,640 43,448
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -14,723)
-5,119 -7,096 -1,453 -4,099 -2,934 -10,671 -11,483 -4,051 -3,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 52.8 6.9 68.7 15.4 87.0 75.1 13.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
15 46 18 25 26 51 79
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 506,187
COMMITMENTS
81,890 159,718 21,464 378,476 306,714 481,829 487,895 24,358 18,292
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -26,487)
-39,806 -9,193 1,370 13,829 -17,963 -24,606 -25,787 -1,881 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 31.6 4.2 74.8 60.6 95.2 96.4 4.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
69 46 30 124 120 203 186
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,575
COMMITMENTS
8,461 17,589 33 17,383 11,387 25,877 29,009 6,698 3,566
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,150)
-403 -251 -239 -904 -765 -1,546 -1,255 396 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 54.0 0.1 53.4 35.0 79.4 89.1 20.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 10 1 14 8 31 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 73,103
COMMITMENTS
26,670 13,631 1,534 36,661 21,937 64,865 37,102 8,238 36,001
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 7,756)
2,373 -3,524 370 6,179 -1,831 8,922 -4,985 -1,166 12,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 18.6 2.1 50.1 30.0 88.7 50.8 11.3 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 16 6 25 21 46 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| 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: 117,683
COMMITMENTS
5,093 2,940 250 112,285 114,400 117,628 117,590 55 93
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 629)
0 0 0 629 629 629 629 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.5 0.2 95.4 97.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 17 17 23 19
Updated October 19, 2018