MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,248
COMMITMENTS
700 2,556 844 19,704 17,848 21,248 21,248 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.0 4.0 92.7 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 3 5 9 10 16
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,449
COMMITMENTS
314 1,479 1,885 7,562 6,270 9,761 9,634 689 816
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 639)
8 340 54 555 286 617 681 22 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.1 18.0 72.4 60.0 93.4 92.2 6.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 7 11 23 22 35 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,333
COMMITMENTS
16,054 5,586 14,838 24,047 24,161 54,940 44,585 4,393 14,748
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,514)
-191 0 1,706 2,114 1,951 3,629 3,657 -115 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 9.4 25.0 40.5 40.7 92.6 75.1 7.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 23 27 34 34 63 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,455
COMMITMENTS
1,600 793 1,847 6,315 7,266 9,762 9,907 693 548
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 677)
29 220 150 631 391 810 761 -134 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 7.6 17.7 60.4 69.5 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 8 11 23 21 36 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,661
COMMITMENTS
71,296 29,700 110,962 93,916 114,720 276,174 255,382 24,487 45,280
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -14,569)
5,147 -7,770 -9,180 -9,574 1,101 -13,607 -15,848 -963 1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 9.9 36.9 31.2 38.2 91.9 84.9 8.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
121 81 138 73 89 271 253
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 389,695
COMMITMENTS
115,400 31,852 101,994 138,622 207,320 356,017 341,165 33,678 48,529
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,785)
2,471 -1,865 -1,426 828 5,320 1,872 2,030 913 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 8.2 26.2 35.6 53.2 91.4 87.5 8.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
150 74 154 142 172 367 344
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,841
COMMITMENTS
978 1,237 1,231 1,504 1,222 3,713 3,690 1,128 1,150
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -139)
2 2 116 -159 -217 -41 -99 -98 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 25.6 25.4 31.1 25.2 76.7 76.2 23.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 17 12 11 12 28 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,025
COMMITMENTS
16,813 18,309 12,731 16,838 10,267 46,382 41,307 8,643 13,719
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -3,399)
-482 -1,012 -1,681 -412 -317 -2,575 -3,010 -824 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 33.3 23.1 30.6 18.7 84.3 75.1 15.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
61 50 56 52 51 146 133
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,442
COMMITMENTS
415 3,304 492 3,294 1,191 4,202 4,986 1,241 456
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 91)
2 4 5 36 77 43 86 48 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 60.7 9.0 60.5 21.9 77.2 91.6 22.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 4 12 6 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,664
COMMITMENTS
2,626 15,724 5,605 28,307 14,282 36,538 35,611 1,126 2,054
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,005)
192 660 247 1,526 1,053 1,965 1,960 40 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 41.7 14.9 75.2 37.9 97.0 94.5 3.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 26 18 33 31 53 63
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,082
COMMITMENTS
17,288 7,572 3 12,959 23,182 30,250 30,757 1,832 1,325
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,604)
1,841 2,121 -3 408 996 2,246 3,114 358 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 23.6 0.0 40.4 72.3 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 10 1 5 7 15 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,073
COMMITMENTS
36,524 44,354 14,601 75,480 63,339 126,605 122,293 32,467 36,779
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 23,047)
1,840 5,487 4,157 16,641 11,232 22,637 20,876 409 2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 27.9 9.2 47.5 39.8 79.6 76.9 20.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
22 44 18 32 32 62 86
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 82,097
COMMITMENTS
17,642 36,983 2,017 53,883 16,355 73,542 55,355 8,555 26,742
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,409)
1,459 2,628 1,253 267 1,201 2,980 5,082 430 -1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 45.0 2.5 65.6 19.9 89.6 67.4 10.4 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 17 3 13 17 22 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,408
COMMITMENTS
72,881 58,394 4,535 104,647 119,194 182,063 182,123 5,345 5,285
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -261)
2,764 -4,017 1,360 -4,039 1,865 85 -792 -346 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 31.2 2.4 55.8 63.6 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
50 47 9 18 24 72 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 289,698
COMMITMENTS
40,117 73,925 42,446 180,742 134,329 263,306 250,701 26,393 38,998
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -3,008)
-2,473 -4,863 538 -52 -398 -1,986 -4,723 -1,022 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 25.5 14.7 62.4 46.4 90.9 86.5 9.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
30 45 22 40 47 81 103
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 253,332
COMMITMENTS
30,528 133,661 22,850 175,044 51,026 228,422 207,538 24,910 45,794
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -6,693)
-6,129 -8,667 3,441 -4,594 916 -7,282 -4,310 589 -2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 52.8 9.0 69.1 20.1 90.2 81.9 9.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
30 48 25 41 39 87 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 598,856
COMMITMENTS
156,455 208,787 48,005 301,652 273,014 506,111 529,805 92,745 69,051
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 8,313)
-4,081 4,374 2,642 3,177 4,786 1,738 11,802 6,575 -3,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 34.9 8.0 50.4 45.6 84.5 88.5 15.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
97 81 58 93 87 213 203
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,830
COMMITMENTS
13,501 4,849 199 9,622 26,716 23,322 31,764 13,508 5,066
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -794)
-439 -35 -69 -128 9 -636 -95 -158 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 13.2 0.5 26.1 72.5 63.3 86.2 36.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 5 3 11 9 22 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,641
COMMITMENTS
9,035 4,089 242 12,830 18,510 22,107 22,841 6,534 5,800
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 436)
-72 -20 6 307 313 241 299 195 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 14.3 0.8 44.8 64.6 77.2 79.7 22.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 11 11 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 10,789
COMMITMENTS
8,731 4,688 94 0 4,535 8,825 9,317 1,964 1,472
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -128)
300 -529 -2 -437 545 -139 14 11 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.9 43.5 0.9 0.0 42.0 81.8 86.4 18.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 9 2 0 9 17 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,886
COMMITMENTS
15,489 34,615 1,270 34,249 11,930 51,008 47,815 2,878 6,071
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,869)
4,351 2,609 607 -1,222 451 3,735 3,666 134 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 64.2 2.4 63.6 22.1 94.7 88.7 5.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 34 10 12 15 46 52
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,582,033
COMMITMENTS
855,555 2648896 12293709 12787918 10198861 25937182 25141466 644,851 1440567
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -1,037,120)
-20,626 -354,134 -479,870 -540,117 -199,371 -1040614 -1033374 3,493 -3,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.0 46.2 48.1 38.4 97.6 94.6 2.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
59 123 148 131 142 295 319
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,729
COMMITMENTS
2,467 2,576 599 0 174 3,066 3,349 663 380
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 199)
-425 -479 598 0 7 173 126 26 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 69.1 16.1 0.0 4.7 82.2 89.8 17.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 19 9 0 1 27 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 26,781
COMMITMENTS
2,234 991 13,866 10,633 11,840 26,733 26,697 48 84
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,812)
289 322 2,290 261 185 2,840 2,797 -28 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.7 51.8 39.7 44.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 14 6 8 24 22
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 26,121
COMMITMENTS
5,323 1,728 5,372 14,917 17,888 25,612 24,988 509 1,133
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 807)
825 363 -157 118 631 786 837 21 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 6.6 20.6 57.1 68.5 98.1 95.7 1.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 8 15 12 13 30 31
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 959,042
COMMITMENTS
99,695 57,528 212,404 549,806 610,612 861,906 880,544 97,136 78,498
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 26,935)
2,340 970 10,588 5,672 14,774 18,599 26,331 8,336 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.0 22.1 57.3 63.7 89.9 91.8 10.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
188 98 163 296 283 535 493
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 89,545
COMMITMENTS
9,295 4,628 9,317 44,960 54,323 63,573 68,268 25,973 21,278
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 6,004)
3,838 1,801 -669 -427 3,037 2,742 4,168 3,263 1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.2 10.4 50.2 60.7 71.0 76.2 29.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 10 19 23 25 46 45
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 15,561
COMMITMENTS
384 252 0 13,003 14,619 13,387 14,871 2,174 690
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,710)
0 252 0 1,734 1,510 1,734 1,762 -24 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 0.0 83.6 93.9 86.0 95.6 14.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 11 12 12 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,347,484
COMMITMENTS
495,338 307,841 972,096 2524231 2781446 3991665 4061383 355,819 286,101
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 104,653)
18,318 21,652 30,477 30,493 58,684 79,288 110,813 25,365 -6,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 7.1 22.4 58.1 64.0 91.8 93.4 8.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
180 97 157 290 280 521 483
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 18,219
COMMITMENTS
2,832 370 0 13,766 17,101 16,598 17,471 1,621 748
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 364)
265 0 0 164 384 429 384 -65 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.0 0.0 75.6 93.9 91.1 95.9 8.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 0 12 12 18 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 16,135
COMMITMENTS
716 0 0 13,051 14,433 13,767 14,433 2,368 1,702
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 221)
-4 -738 -32 -288 960 -324 190 545 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 80.9 89.5 85.3 89.5 14.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 12 13 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 237,007
COMMITMENTS
0 21,500 0 236,257 215,107 236,257 236,607 750 400
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 0.0 99.7 90.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 16 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,183
COMMITMENTS
11,986 2,758 888 43,351 55,633 56,225 59,279 7,958 4,904
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 393)
-719 48 91 1,799 565 1,171 704 -778 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.3 1.4 67.5 86.7 87.6 92.4 12.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 3 5 44 37 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 57,765
COMMITMENTS
10,115 9,601 5,381 33,666 34,311 49,162 49,293 8,603 8,473
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,499)
1,115 -478 1,128 -1,108 2,020 1,134 2,670 1,365 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 16.6 9.3 58.3 59.4 85.1 85.3 14.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
69 70 43 96 107 183 203
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 288,826
COMMITMENTS
50,573 48,005 26,905 168,332 171,554 245,810 246,464 43,016 42,363
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 12,495)
5,573 -2,388 5,638 -5,541 10,100 5,670 13,350 6,825 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 16.6 9.3 58.3 59.4 85.1 85.3 14.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
69 70 43 96 107 183 203
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,665
COMMITMENTS
15,541 74,847 14,665 106,713 37,531 136,919 127,043 24,746 34,622
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,491)
-3,581 -3,512 1,204 -2,059 4,207 -4,437 1,899 1,946 -4,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 46.3 9.1 66.0 23.2 84.7 78.6 15.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 46 18 28 25 56 77
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 479,920
COMMITMENTS
71,503 98,459 18,911 368,464 341,861 458,878 459,231 21,042 20,690
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 6,649)
2,110 -2,861 539 3,082 8,080 5,731 5,758 918 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 20.5 3.9 76.8 71.2 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
53 43 23 125 111 185 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,459
COMMITMENTS
9,764 14,732 379 15,826 12,362 25,969 27,473 5,490 3,986
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 907)
2,185 823 -4 -1,069 -40 1,112 779 -205 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 46.8 1.2 50.3 39.3 82.5 87.3 17.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 8 4 15 7 31 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,843
COMMITMENTS
21,874 11,310 426 29,940 33,600 52,240 45,336 7,603 14,507
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2)
-1,723 3,978 -410 1,473 556 -660 4,124 658 -4,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 18.9 0.7 50.0 56.1 87.3 75.8 12.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 13 5 30 26 49 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 113,377
COMMITMENTS
6,448 5,122 250 106,642 107,892 113,340 113,264 37 113
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 115)
415 -680 0 -300 925 115 245 0 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.5 0.2 94.1 95.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 15 19 21 21
Updated November 23, 2018