BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,214
COMMITMENTS
493 1,045 1,592 6,365 5,780 8,450 8,418 764 797
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,415)
-395 144 -249 -778 -1,114 -1,422 -1,219 7 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.3 17.3 69.1 62.7 91.7 91.4 8.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 6 10 21 22 32 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,472
COMMITMENTS
16,041 5,604 12,494 21,683 21,533 50,218 39,631 4,254 14,841
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,805)
-2,001 255 -1,076 -907 -2,490 -3,984 -3,311 179 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 10.3 22.9 39.8 39.5 92.2 72.8 7.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 18 23 31 34 58 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,362
COMMITMENTS
1,455 474 1,608 5,539 6,683 8,602 8,765 761 598
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,055)
-132 -152 -193 -650 -683 -975 -1,029 -81 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.1 17.2 59.2 71.4 91.9 93.6 8.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 10 23 20 35 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,202
COMMITMENTS
69,335 37,336 110,745 92,814 105,750 272,894 253,831 23,308 42,371
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,070)
-3,188 194 -1,391 2,450 -140 -2,129 -1,337 59 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 12.6 37.4 31.3 35.7 92.1 85.7 7.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
110 89 141 79 91 268 262
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 399,575
COMMITMENTS
120,331 32,728 100,889 144,185 215,461 365,405 349,078 34,170 50,497
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 6,021)
-800 3,054 1,383 3,135 2,363 3,718 6,800 2,302 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 8.2 25.2 36.1 53.9 91.4 87.4 8.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
149 76 162 142 170 369 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,064
COMMITMENTS
844 1,413 1,035 1,909 1,418 3,787 3,866 1,277 1,199
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -470)
10 -67 -179 -121 -217 -291 -464 -179 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 27.9 20.4 37.7 28.0 74.8 76.3 25.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 18 10 13 14 28 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,827
COMMITMENTS
18,804 18,960 12,677 16,674 10,725 48,155 42,363 9,672 15,464
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,229)
-1,199 547 970 1,248 -294 1,019 1,223 210 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 32.8 21.9 28.8 18.5 83.3 73.3 16.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
64 50 66 53 48 157 133
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,261
COMMITMENTS
427 3,227 476 3,192 1,109 4,096 4,812 1,166 449
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -808)
-37 -552 -130 -568 -151 -735 -833 -72 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 61.3 9.1 60.7 21.1 77.8 91.5 22.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 5 12 6 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,795
COMMITMENTS
2,460 14,711 5,179 26,107 12,806 33,746 32,697 1,049 2,098
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,443)
-386 -2,209 -987 -3,977 -1,766 -5,350 -4,962 -93 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 42.3 14.9 75.0 36.8 97.0 94.0 3.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 26 17 31 30 51 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,698
COMMITMENTS
17,197 12,639 0 13,754 18,390 30,951 31,029 1,747 1,669
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,880)
2,596 610 0 -695 977 1,901 1,587 -21 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 38.7 0.0 42.1 56.2 94.7 94.9 5.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 9 0 3 7 12 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,847
COMMITMENTS
32,876 36,032 9,071 55,140 54,718 97,088 99,822 34,759 32,025
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,065)
3,275 -2,202 -3,675 -6,942 -733 -7,342 -6,610 2,277 1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 27.3 6.9 41.8 41.5 73.6 75.7 26.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
22 35 14 28 32 56 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 78,860
COMMITMENTS
17,130 36,275 855 53,712 13,584 71,697 50,715 7,162 28,145
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,359)
-2,104 3,273 -588 5,578 -190 2,886 2,495 -1,528 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 46.0 1.1 68.1 17.2 90.9 64.3 9.1 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 19 2 13 13 24 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 185,595
COMMITMENTS
67,678 60,454 2,681 109,593 118,485 179,952 181,621 5,643 3,975
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,014)
-25,999 844 1,481 17,180 -9,659 -7,338 -7,334 -676 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 32.6 1.4 59.0 63.8 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
52 50 13 16 23 75 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 295,189
COMMITMENTS
41,795 89,100 40,701 185,434 125,320 267,930 255,121 27,259 40,068
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -7,686)
4,522 3,433 -3,583 -10,266 -4,583 -9,327 -4,732 1,641 -2,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 30.2 13.8 62.8 42.5 90.8 86.4 9.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
31 50 29 38 48 86 110
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 243,969
COMMITMENTS
29,480 121,380 25,377 166,658 50,075 221,515 196,832 22,454 47,137
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 5,201)
4,452 476 -1,584 4,391 -611 7,259 -1,718 -2,057 6,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 49.8 10.4 68.3 20.5 90.8 80.7 9.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
25 46 23 43 40 82 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 590,939
COMMITMENTS
149,744 196,593 54,419 291,132 270,903 495,294 521,914 95,645 69,025
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,097)
-6,429 5,251 -3,811 4,573 -1,134 -5,668 306 4,571 -1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 33.3 9.2 49.3 45.8 83.8 88.3 16.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
90 84 66 89 85 206 208
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,239
COMMITMENTS
13,915 4,834 268 8,524 27,036 22,707 32,138 14,532 5,101
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 318)
1,077 -245 64 -1,338 -30 -197 -211 515 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 13.0 0.7 22.9 72.6 61.0 86.3 39.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 3 9 9 21 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,590
COMMITMENTS
8,306 3,930 236 12,351 17,936 20,893 22,102 6,697 5,488
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,137)
918 696 -1 919 712 1,836 1,407 -699 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 14.2 0.9 44.8 65.0 75.7 80.1 24.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 1 11 11 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 10,333
COMMITMENTS
7,876 4,276 82 418 4,335 8,376 8,693 1,957 1,640
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -30,046)
99 -19,158 -160 -30,167 -10,945 -30,228 -30,263 182 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.2 41.4 0.8 4.0 42.0 81.1 84.1 18.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 10 1 1 8 15 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,291
COMMITMENTS
10,432 36,160 603 37,808 8,556 48,843 45,319 2,448 5,972
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,428)
1,476 -7,827 -404 -9,692 154 -8,620 -8,077 191 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 70.5 1.2 73.7 16.7 95.2 88.4 4.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 42 8 12 9 39 55
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 28,961,409
COMMITMENTS
928,269 2878068 13938007 13436227 10719752 28302503 27535828 658,906 1425582
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,114,723)
139,421 130,496 619,956 367,920 358,766 1127297 1109218 -12,574 5,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 9.9 48.1 46.4 37.0 97.7 95.1 2.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
71 113 152 122 133 286 313
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,913
COMMITMENTS
2,248 2,458 0 0 167 2,248 2,625 665 288
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 305)
275 425 -82 0 0 193 343 112 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 84.4 0.0 0.0 5.7 77.2 90.1 22.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 17 0 0 1 22 18
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 22,332
COMMITMENTS
1,822 713 9,965 10,426 11,549 22,213 22,227 119 105
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 3,257)
535 232 2,139 568 902 3,242 3,273 15 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.2 44.6 46.7 51.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 6 13 6 7 23 20
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 22,643
COMMITMENTS
4,939 1,545 4,715 12,501 15,943 22,155 22,203 488 440
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,032)
4,374 304 -4,561 -5,851 -1,644 -6,038 -5,901 6 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 6.8 20.8 55.2 70.4 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 8 12 12 10 29 25
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 919,087
COMMITMENTS
95,720 57,158 196,916 536,061 587,297 828,696 841,371 90,390 77,716
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -38,854)
-14,180 -979 -17,817 -1,986 -19,721 -33,983 -38,517 -4,871 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.2 21.4 58.3 63.9 90.2 91.5 9.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
161 123 166 292 271 530 484
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 83,174
COMMITMENTS
4,842 2,685 10,914 42,954 49,324 58,710 62,923 24,464 20,252
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,135)
-2,241 -1,762 -2,641 810 -4,855 -4,072 -9,258 -2,063 3,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.2 13.1 51.6 59.3 70.6 75.7 29.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 17 22 20 26 44 48
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| 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: 13,450
COMMITMENTS
600 0 0 10,814 12,812 11,414 12,812 2,036 638
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,440)
-46 0 0 1,795 1,584 1,749 1,584 -309 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 80.4 95.3 84.9 95.3 15.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 11 12 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,179,562
COMMITMENTS
465,485 283,462 918,912 2465534 2689867 3849931 3892241 329,631 287,322
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -163,599)
-80,751 -17,142 -54,825 -13,982 -74,328 -149,557 -146,294 -14,041 -17,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 6.8 22.0 59.0 64.4 92.1 93.1 7.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
159 118 160 287 269 518 476
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| 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: 29,350
COMMITMENTS
1,666 0 0 25,773 28,041 27,439 28,041 1,911 1,309
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 444)
-44 -269 0 1,080 669 1,036 400 -592 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 87.8 95.5 93.5 95.5 6.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 8 11 11 11
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| 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: 15,274
COMMITMENTS
2,517 370 0 10,940 14,111 13,457 14,481 1,817 793
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -842)
-439 27 0 -63 -1,383 -502 -1,356 -340 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.4 0.0 71.6 92.4 88.1 94.8 11.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 0 11 10 16 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| 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: 15,760
COMMITMENTS
692 0 0 12,990 14,128 13,682 14,128 2,078 1,632
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 420)
0 0 0 334 -85 334 -85 86 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 82.4 89.6 86.8 89.6 13.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 13 12 13
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| 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: 219,007
COMMITMENTS
0 21,500 0 219,007 197,107 219,007 218,607 0 400
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 2,000)
0 0 0 2,000 2,000 2,000 2,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 0.0 100.0 90.0 100.0 99.8 0.0 0.2
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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,608
COMMITMENTS
12,887 3,071 1,282 43,216 56,179 57,385 60,532 8,223 5,076
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -9,741)
-3,138 816 426 -6,243 -8,255 -8,955 -7,013 -786 -2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 4.7 2.0 65.9 85.6 87.5 92.3 12.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 7 5 44 38 57 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 53,375
COMMITMENTS
10,538 10,595 3,688 32,655 31,451 46,881 45,735 6,494 7,640
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,293)
-1,555 428 -73 1,321 -932 -307 -577 -986 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 19.9 6.9 61.2 58.9 87.8 85.7 12.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
57 78 40 89 103 167 200
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,875
COMMITMENTS
52,690 52,977 18,442 163,273 157,257 234,405 228,675 32,469 38,199
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,466)
-7,775 2,138 -365 6,606 -4,659 -1,534 -2,886 -4,931 -3,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 19.9 6.9 61.2 58.9 87.8 85.7 12.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
57 78 40 89 103 167 200
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 174,326
COMMITMENTS
22,205 87,154 15,943 114,426 31,918 152,573 135,015 21,753 39,311
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -11,796)
-192 -6,667 -176 -10,206 1,029 -10,574 -5,814 -1,222 -5,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 50.0 9.1 65.6 18.3 87.5 77.4 12.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
17 42 20 27 25 57 74
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 481,183
COMMITMENTS
70,429 116,661 17,015 374,590 327,228 462,034 460,904 19,149 20,278
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -11,518)
-9,947 4,229 -2,278 3,667 -14,734 -8,558 -12,783 -2,960 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 24.2 3.5 77.8 68.0 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
54 57 27 131 107 195 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,057
COMMITMENTS
6,886 14,920 374 15,685 10,395 22,945 25,689 6,112 3,368
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 31)
-486 580 1 958 -631 473 -50 -442 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 51.3 1.3 54.0 35.8 79.0 88.4 21.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 6 4 14 7 30 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,001
COMMITMENTS
23,299 5,092 1,025 27,158 30,029 51,482 36,146 6,519 21,855
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,077)
468 -1,903 180 -8,165 6,050 -7,517 4,327 -560 -12,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 8.8 1.8 46.8 51.8 88.8 62.3 11.2 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 10 6 29 24 50 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| 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: 115,974
COMMITMENTS
5,773 5,890 250 109,439 109,616 115,462 115,756 512 218
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,030)
200 0 0 355 1,055 555 1,055 475 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.1 0.2 94.4 94.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 1 16 18 22 20
Updated November 9, 2018