BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,810
COMMITMENTS
306 1,138 1,831 7,007 5,984 9,144 8,953 667 857
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 596)
-187 93 238 642 204 693 535 -97 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 11.6 18.7 71.4 61.0 93.2 91.3 6.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 7 12 23 22 35 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,819
COMMITMENTS
16,245 5,586 13,132 21,933 22,210 51,311 40,928 4,508 14,891
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,347)
205 -19 638 250 678 1,093 1,297 254 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.0 23.5 39.3 39.8 91.9 73.3 8.1 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 21 23 33 32 60 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,778
COMMITMENTS
1,571 573 1,697 5,684 6,875 8,952 9,145 826 633
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 416)
116 99 89 145 193 350 381 66 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.9 17.4 58.1 70.3 91.5 93.5 8.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 10 22 20 34 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,231
COMMITMENTS
66,149 37,470 120,142 103,490 113,619 289,781 271,230 25,450 44,001
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 19,029)
-3,186 134 9,397 10,676 7,868 16,887 17,399 2,142 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 11.9 38.1 32.8 36.0 91.9 86.0 8.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
102 96 141 78 89 268 259
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,910
COMMITMENTS
112,930 33,716 103,420 137,795 201,999 354,144 339,135 32,765 47,774
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -12,666)
-7,401 989 2,531 -6,390 -13,462 -11,260 -9,943 -1,405 -2,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 8.7 26.7 35.6 52.2 91.5 87.7 8.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
145 77 160 148 173 372 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,980
COMMITMENTS
976 1,235 1,116 1,662 1,439 3,754 3,790 1,226 1,190
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -84)
132 -178 81 -246 21 -34 -76 -51 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 24.8 22.4 33.4 28.9 75.4 76.1 24.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 15 12 11 13 31 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,424
COMMITMENTS
17,295 19,321 14,412 17,250 10,584 48,957 44,317 9,467 14,108
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 597)
-1,509 360 1,735 576 -141 802 1,954 -204 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 33.1 24.7 29.5 18.1 83.8 75.9 16.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
63 57 69 51 48 157 141
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,351
COMMITMENTS
413 3,299 487 3,259 1,114 4,159 4,900 1,193 451
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 90)
-14 73 11 66 5 63 88 27 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 61.7 9.1 60.9 20.8 77.7 91.6 22.3 8.4
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,660
COMMITMENTS
2,434 15,064 5,357 26,781 13,229 34,573 33,651 1,087 2,009
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 865)
-25 353 178 674 423 827 954 38 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 42.2 15.0 75.1 37.1 97.0 94.4 3.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 27 19 33 31 54 63
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,478
COMMITMENTS
15,447 5,451 6 12,551 22,186 28,004 27,643 1,474 1,835
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -3,220)
-1,750 -7,188 6 -1,203 3,796 -2,947 -3,386 -273 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 18.5 0.0 42.6 75.3 95.0 93.8 5.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 10 1 4 6 15 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,026
COMMITMENTS
34,685 38,867 10,444 58,840 52,107 103,968 101,417 32,058 34,609
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 4,179)
1,808 2,835 1,373 3,699 -2,612 6,880 1,596 -2,701 2,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 28.6 7.7 43.3 38.3 76.4 74.6 23.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
21 41 17 30 32 60 81
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 78,688
COMMITMENTS
16,183 34,355 764 53,616 15,155 70,563 50,273 8,125 28,415
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -172)
-947 -1,920 -92 -96 1,570 -1,135 -442 963 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 43.7 1.0 68.1 19.3 89.7 63.9 10.3 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 18 2 14 14 24 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,669
COMMITMENTS
70,117 62,411 3,175 108,686 117,329 181,978 182,915 5,691 4,754
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,074)
2,439 1,957 494 -907 -1,156 2,026 1,294 49 780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 33.3 1.7 57.9 62.5 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
52 46 9 18 21 74 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 292,706
COMMITMENTS
42,590 78,788 41,908 180,794 134,728 265,292 255,424 27,415 37,282
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -2,483)
795 -10,312 1,208 -4,641 9,408 -2,638 303 155 -2,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 26.9 14.3 61.8 46.0 90.6 87.3 9.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 44 26 37 50 85 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 260,024
COMMITMENTS
36,657 142,329 19,409 179,638 50,110 235,703 211,848 24,321 48,176
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 16,055)
7,177 20,949 -5,968 12,980 35 14,189 15,016 1,866 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 54.7 7.5 69.1 19.3 90.6 81.5 9.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
27 51 21 42 39 81 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 590,543
COMMITMENTS
160,536 204,413 45,363 298,475 268,228 504,373 518,003 86,170 72,540
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -396)
10,792 7,820 -9,056 7,343 -2,675 9,079 -3,911 -9,475 3,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 34.6 7.7 50.5 45.4 85.4 87.7 14.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
100 78 53 92 86 211 198
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,624
COMMITMENTS
13,940 4,884 268 9,750 26,707 23,958 31,859 13,666 5,765
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 385)
25 50 0 1,226 -329 1,251 -279 -866 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 13.0 0.7 25.9 71.0 63.7 84.7 36.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 5 4 11 10 23 17
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,205
COMMITMENTS
9,107 4,109 236 12,523 18,197 21,866 22,542 6,339 5,663
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 615)
801 179 0 172 261 973 440 -358 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 14.6 0.8 44.4 64.5 77.5 79.9 22.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 3 1 11 11 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 10,917
COMMITMENTS
8,431 5,217 96 437 3,990 8,964 9,303 1,953 1,614
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 584)
555 941 14 19 -345 588 610 -4 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 47.8 0.9 4.0 36.5 82.1 85.2 17.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 10 2 1 7 16 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,017
COMMITMENTS
11,138 32,006 663 35,471 11,479 47,273 44,149 2,744 5,869
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,274)
706 -4,154 60 -2,337 2,923 -1,570 -1,170 296 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 64.0 1.3 70.9 23.0 94.5 88.3 5.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 35 8 10 13 36 52
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,619,153
COMMITMENTS
876,181 3003029 12773579 13328035 10398232 26977795 26174840 641,358 1444313
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,342,256)
-52,088 124,961 -1164428 -108,192 -321,521 -1324708 -1360988 -17,548 18,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.9 46.2 48.3 37.6 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
63 117 150 125 137 287 313
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,530
COMMITMENTS
2,892 3,055 1 0 167 2,893 3,223 637 307
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 617)
644 597 1 0 0 645 598 -28 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 86.5 0.0 0.0 4.7 82.0 91.3 18.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 22 1 0 1 22 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 23,969
COMMITMENTS
1,945 669 11,576 10,372 11,655 23,893 23,900 76 69
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,637)
123 -44 1,611 -54 106 1,680 1,673 -43 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.8 48.3 43.3 48.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 7 14 6 8 24 22
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 25,314
COMMITMENTS
4,498 1,365 5,529 14,799 17,257 24,826 24,151 488 1,163
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,671)
-441 -180 814 2,298 1,314 2,671 1,948 0 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 5.4 21.8 58.5 68.2 98.1 95.4 1.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 11 15 12 12 30 30
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 932,107
COMMITMENTS
97,355 56,558 201,817 544,135 595,838 843,307 854,213 88,801 77,894
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 13,021)
1,635 -600 4,901 8,074 8,541 14,610 12,842 -1,590 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.1 21.7 58.4 63.9 90.5 91.6 9.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674)
186 108 169 295 282 543 498
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 83,541
COMMITMENTS
5,458 2,827 9,986 45,387 51,286 60,831 64,099 22,710 19,442
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 367)
616 142 -928 2,433 1,962 2,121 1,177 -1,754 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.4 12.0 54.3 61.4 72.8 76.7 27.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 14 21 24 27 50 49
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,146
COMMITMENTS
1,849 0 0 9,560 12,600 11,409 12,600 1,737 546
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 0.0 72.7 95.8 86.8 95.8 13.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 7 11 10 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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: 13,851
COMMITMENTS
384 0 0 11,269 13,109 11,653 13,109 2,198 742
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 401)
-216 0 0 455 297 239 297 162 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 81.4 94.6 84.1 94.6 15.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 12 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,242,831
COMMITMENTS
477,020 286,189 941,619 2493739 2722762 3912377 3950570 330,453 292,261
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 63,268)
11,534 2,727 22,707 28,205 32,895 62,446 58,329 822 4,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 6.7 22.2 58.8 64.2 92.2 93.1 7.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
178 106 163 289 279 528 488
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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: 17,855
COMMITMENTS
2,567 370 0 13,602 16,717 16,169 17,087 1,686 768
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,581)
50 0 0 2,662 2,606 2,712 2,606 -131 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 2.1 0.0 76.2 93.6 90.6 95.7 9.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 0 12 11 17 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 16,737
COMMITMENTS
0 316 0 15,903 15,691 15,903 16,007 834 730
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 95.0 93.8 95.0 95.6 5.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 11 9 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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: 15,914
COMMITMENTS
720 738 32 13,339 13,473 14,091 14,243 1,823 1,671
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 154)
28 738 32 349 -655 409 115 -255 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.6 0.2 83.8 84.7 88.5 89.5 11.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 11 12 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,790
COMMITMENTS
12,705 2,710 797 41,552 55,068 55,054 58,575 8,736 5,215
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,818)
-182 -361 -485 -1,664 -1,111 -2,331 -1,957 513 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.2 1.2 65.1 86.3 86.3 91.8 13.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 4 5 42 37 54 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 55,266
COMMITMENTS
9,000 10,079 4,253 34,775 32,291 48,028 46,623 7,238 8,644
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,891)
-1,538 -517 565 2,120 839 1,147 888 744 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 18.2 7.7 62.9 58.4 86.9 84.4 13.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
57 74 44 90 101 167 199
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,332
COMMITMENTS
45,000 50,393 21,266 173,874 161,453 240,140 233,113 36,191 43,218
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 9,457)
-7,690 -2,583 2,825 10,600 4,196 5,735 4,438 3,722 5,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 18.2 7.7 62.9 58.4 86.9 84.4 13.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
57 74 44 90 101 167 199
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,156
COMMITMENTS
19,122 78,360 13,461 108,772 33,324 141,356 125,145 22,800 39,011
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -10,170)
-3,083 -8,794 -2,481 -5,654 1,405 -11,218 -9,870 1,048 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 47.7 8.2 66.3 20.3 86.1 76.2 13.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 40 19 24 23 48 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 473,271
COMMITMENTS
69,393 101,320 18,372 365,382 333,780 453,147 453,473 20,124 19,798
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -7,912)
-1,035 -15,342 1,357 -9,208 6,552 -8,886 -7,432 975 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 21.4 3.9 77.2 70.5 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
57 47 29 125 115 190 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,552
COMMITMENTS
7,579 13,909 383 16,895 12,402 24,857 26,694 5,695 3,858
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,495)
693 -1,011 9 1,210 2,007 1,912 1,005 -417 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 45.5 1.3 55.3 40.6 81.4 87.4 18.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 7 4 15 7 32 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,845
COMMITMENTS
23,597 7,332 836 28,467 33,044 52,900 41,212 6,945 18,633
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,844)
298 2,240 -189 1,309 3,015 1,418 5,066 426 -3,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 12.3 1.4 47.6 55.2 88.4 68.9 11.6 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 13 6 31 24 52 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 113,262
COMMITMENTS
6,033 5,802 250 106,942 106,967 113,225 113,019 37 243
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -2,712)
260 -88 0 -2,497 -2,649 -2,237 -2,737 -475 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.1 0.2 94.4 94.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 1 15 18 21 20
Updated November 16, 2018