BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,924
COMMITMENTS
73 2,474 1,699 7,542 5,225 9,314 9,398 610 527
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,082)
-265 406 -336 -364 -1,011 -965 -942 -117 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 24.9 17.1 76.0 52.7 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 11 11 27 26 38 42
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,885
COMMITMENTS
11,697 5,401 14,051 25,689 21,366 51,437 40,819 4,448 15,066
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -6,512)
-3,317 -96 -2,565 -557 -3,650 -6,439 -6,311 -73 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 9.7 25.1 46.0 38.2 92.0 73.0 8.0 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 26 25 37 34 63 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,707
COMMITMENTS
1,530 1,361 2,133 6,096 6,601 9,760 10,095 947 612
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -542)
-52 361 -26 -506 -861 -585 -527 43 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 12.7 19.9 56.9 61.6 91.2 94.3 8.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 10 10 24 22 36 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,275
COMMITMENTS
3,287 317 839 852 2,619 4,978 3,775 297 1,500
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 174)
536 -57 -97 -283 217 156 62 18 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 6.0 15.9 16.2 49.6 94.4 71.6 5.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 8 8 10 17 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,085
COMMITMENTS
68,373 25,517 103,506 89,841 117,011 261,719 246,034 25,366 41,051
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,034)
-746 1,283 -5,708 1,515 1,283 -4,939 -3,142 -95 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 8.9 36.1 31.3 40.8 91.2 85.7 8.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
119 77 122 83 97 271 243
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 376,515
COMMITMENTS
123,327 22,721 86,272 133,983 214,914 343,581 323,907 32,934 52,608
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -8,975)
-1,436 -4,153 -7,387 -1,426 -214 -10,248 -11,755 1,274 2,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 6.0 22.9 35.6 57.1 91.3 86.0 8.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
144 71 148 136 166 356 331
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,961
COMMITMENTS
683 1,482 1,427 1,620 978 3,730 3,887 1,230 1,074
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 241)
60 269 100 -28 -67 132 302 109 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 29.9 28.8 32.7 19.7 75.2 78.4 24.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 17 13 15 10 34 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,362
COMMITMENTS
15,945 17,493 14,649 16,485 10,895 47,080 43,037 10,282 14,325
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -814)
105 -936 -222 -1,291 277 -1,408 -881 594 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 30.5 25.5 28.7 19.0 82.1 75.0 17.9 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
53 54 57 54 49 142 134
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,906
COMMITMENTS
360 2,788 435 2,902 1,279 3,697 4,501 1,209 405
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -869)
-65 -643 -84 -523 -78 -673 -805 -196 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 56.8 8.9 59.2 26.1 75.4 91.7 24.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 4 12 6 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,346
COMMITMENTS
2,193 12,751 5,455 26,655 14,915 34,303 33,121 1,043 2,224
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -4,720)
-525 -2,984 -624 -3,431 -1,310 -4,580 -4,918 -140 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 36.1 15.4 75.4 42.2 97.1 93.7 2.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 26 21 34 30 58 63
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,259
COMMITMENTS
22,401 11,638 7 24,792 35,417 47,200 47,062 2,059 2,197
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 13,414)
1,400 995 -19 11,198 11,665 12,579 12,641 835 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 23.6 0.0 50.3 71.9 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 13 1 6 7 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 176,889
COMMITMENTS
39,514 52,689 15,815 91,805 67,975 147,133 136,478 29,755 40,411
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 4,040)
2,633 1,276 2,846 1,402 -1,199 6,881 2,923 -2,841 1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 29.8 8.9 51.9 38.4 83.2 77.2 16.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
27 42 25 32 30 70 86
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,855
COMMITMENTS
16,752 35,125 2,210 54,913 20,595 73,875 57,931 7,980 23,925
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 1,895)
-1,361 -2,484 1,237 1,741 4,643 1,617 3,396 278 -1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 42.9 2.7 67.1 25.2 90.3 70.8 9.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 16 5 13 16 26 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,900
COMMITMENTS
66,098 54,655 7,120 107,154 117,660 180,372 179,435 4,528 5,465
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -8,202)
1,480 -4,988 242 -9,908 -2,852 -8,185 -7,598 -17 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 29.6 3.9 58.0 63.6 97.6 97.0 2.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
48 51 19 17 24 75 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 305,812
COMMITMENTS
43,011 86,058 40,725 197,161 135,662 280,897 262,445 24,915 43,367
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 5,114)
2,356 13,343 -8,481 12,149 441 6,023 5,303 -909 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 28.1 13.3 64.5 44.4 91.9 85.8 8.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
25 46 22 37 51 74 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 235,417
COMMITMENTS
24,072 123,406 18,244 164,570 47,351 206,886 189,000 28,531 46,416
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -21,570)
-6,334 -19,667 -4,158 -10,652 -4,153 -21,143 -27,978 -427 6,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 52.4 7.7 69.9 20.1 87.9 80.3 12.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
21 48 26 40 39 77 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 664,537
COMMITMENTS
149,732 205,497 41,352 358,882 330,837 549,966 577,686 114,572 86,851
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 49,647)
2,352 -4,338 -11,305 42,665 48,254 33,712 32,610 15,935 17,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 30.9 6.2 54.0 49.8 82.8 86.9 17.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
85 84 54 90 82 199 196
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,853
COMMITMENTS
12,139 3,573 618 8,152 26,151 20,909 30,342 14,944 5,511
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -856)
-914 -501 380 -1,314 -1,349 -1,848 -1,470 992 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 10.0 1.7 22.7 72.9 58.3 84.6 41.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 3 10 9 20 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 44,623
COMMITMENTS
9,087 4,319 236 29,071 34,781 38,394 39,336 6,229 5,287
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 15,726)
-473 551 -4 16,119 16,087 15,642 16,634 84 -908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 9.7 0.5 65.1 77.9 86.0 88.2 14.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 3 1 14 12 21 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,353
COMMITMENTS
7,244 7,257 90 3,279 3,538 10,613 10,885 1,740 1,468
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 981)
496 1,020 3 439 -151 938 872 43 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 58.7 0.7 26.5 28.6 85.9 88.1 14.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 14 2 3 8 14 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,733
COMMITMENTS
19,146 34,244 1,494 37,805 20,847 58,445 56,585 4,288 6,147
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 6,269)
1,452 -4,649 438 4,120 9,933 6,010 5,722 259 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 54.6 2.4 60.3 33.2 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
29 30 14 12 14 51 48
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 28,982
COMMITMENTS
13,900 13,345 11,329 2,877 2,159 28,106 26,833 876 2,149
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 46.0 39.1 9.9 7.4 97.0 92.6 3.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 10 3 4 4 11 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,658,744
COMMITMENTS
705,233 2593662 12282485 12920706 10403537 25908424 25279684 750,320 1379060
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 131,819)
-37,528 27,634 74,682 -7,597 78,407 29,556 180,722 102,263 -48,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.7 46.1 48.5 39.0 97.2 94.8 2.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
58 129 151 133 143 299 326
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,970
COMMITMENTS
3,091 3,331 124 4 173 3,219 3,628 751 342
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 669)
453 579 46 4 20 503 645 166 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 83.9 3.1 0.1 4.4 81.1 91.4 18.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 24 4 1 1 22 26
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 37,418
COMMITMENTS
3,601 8,756 16,743 17,045 11,728 37,389 37,227 29 191
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 9,067)
1,442 6,191 1,840 5,805 1,055 9,087 9,086 -20 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 23.4 44.7 45.6 31.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 11 16 7 8 28 25
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 31,854
COMMITMENTS
2,887 6,247 3,804 25,058 19,506 31,749 29,557 105 2,297
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 8,224)
156 3,393 355 7,729 3,427 8,240 7,175 -16 1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 19.6 11.9 78.7 61.2 99.7 92.8 0.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 8 11 10 12 26 26
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 958,262
COMMITMENTS
88,469 53,950 194,097 570,572 621,243 853,138 869,291 105,123 88,971
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 26,442)
4,955 -8,631 7,667 9,782 26,101 22,404 25,137 4,039 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.6 20.3 59.5 64.8 89.0 90.7 11.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
165 104 152 297 282 519 481
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 97,381
COMMITMENTS
8,080 3,839 8,352 55,149 53,349 71,581 65,539 25,800 31,841
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 745)
-145 739 -351 1,011 -2,905 515 -2,517 230 3,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.9 8.6 56.6 54.8 73.5 67.3 26.5 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 11 16 24 26 43 44
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| 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: 14,697
COMMITMENTS
1,536 0 0 11,585 14,433 13,121 14,433 1,576 264
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 78.8 98.2 89.3 98.2 10.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 10 11 10
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| 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: 18,810
COMMITMENTS
0 0 0 16,597 18,074 16,597 18,074 2,213 736
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -516)
0 0 0 368 1,352 368 1,352 -884 -1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 96.1 88.2 96.1 11.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 13 13 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,304,406
COMMITMENTS
431,519 280,136 899,151 2577117 2839469 3907787 4018756 396,618 285,649
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 128,486)
26,970 -45,377 38,618 43,855 145,032 109,444 138,273 19,042 -9,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.5 20.9 59.9 66.0 90.8 93.4 9.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633)
158 101 145 292 280 505 471
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,622
COMMITMENTS
1,448 0 0 25,453 27,993 26,901 27,993 1,721 629
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 88.9 97.8 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 12 12 12
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| 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: 21,157
COMMITMENTS
2,850 348 0 16,840 20,065 19,690 20,413 1,467 744
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 1,220)
-5 0 0 1,309 1,123 1,304 1,123 -84 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.6 0.0 79.6 94.8 93.1 96.5 6.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 1 0 12 11 18 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| 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: 17,090
COMMITMENTS
503 316 0 15,897 16,309 16,400 16,625 690 465
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.8 0.0 93.0 95.4 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 6 14 7 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| 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: 18,592
COMMITMENTS
1,131 230 46 15,276 17,118 16,453 17,394 2,139 1,198
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -726)
215 230 46 1,573 1,138 1,834 1,414 -2,560 -2,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.2 0.2 82.2 92.1 88.5 93.6 11.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 15 13 18 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,854
COMMITMENTS
10,456 3,689 295 47,910 58,314 58,661 62,298 9,193 5,556
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 4,198)
-218 -669 -103 3,518 4,086 3,197 3,314 1,001 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.4 0.4 70.6 85.9 86.5 91.8 13.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 4 2 44 37 52 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 55,880
COMMITMENTS
9,926 10,348 3,293 36,138 35,395 49,357 49,036 6,522 6,844
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 2,355)
1,719 227 -244 1,481 2,975 2,955 2,958 -601 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 18.5 5.9 64.7 63.3 88.3 87.8 11.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
54 69 36 92 112 169 195
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,398
COMMITMENTS
49,628 51,740 16,467 180,692 176,973 246,786 245,180 32,611 34,218
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 11,773)
8,596 1,133 -1,222 7,403 14,877 14,777 14,788 -3,004 -3,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 18.5 5.9 64.7 63.3 88.3 87.8 11.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
54 69 36 92 112 169 195
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,072
COMMITMENTS
14,660 60,006 18,289 107,280 52,136 140,229 130,432 23,843 33,640
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -7,406)
-3,284 -7,170 1,711 -5,744 -625 -7,317 -6,084 -89 -1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 36.6 11.1 65.4 31.8 85.5 79.5 14.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 32 22 29 27 60 73
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 493,517
COMMITMENTS
74,416 95,181 16,801 380,097 362,116 471,314 474,099 22,204 19,419
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 12,450)
5,188 -8,431 66 5,782 23,807 11,036 15,441 1,414 -2,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 19.3 3.4 77.0 73.4 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
52 40 25 124 118 185 174
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,838
COMMITMENTS
11,012 16,280 4,715 19,240 14,524 34,967 35,519 6,871 6,319
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 10,155)
1,951 -1,192 3,621 3,542 4,655 9,114 7,084 1,041 3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 38.9 11.3 46.0 34.7 83.6 84.9 16.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 7 11 12 7 36 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 90,303
COMMITMENTS
27,073 11,979 5,527 36,243 41,913 68,843 59,419 21,460 30,884
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 22,553)
264 2,456 4,131 7,295 4,867 11,690 11,454 10,863 11,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 13.3 6.1 40.1 46.4 76.2 65.8 23.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 21 12 38 31 61 56
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| 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: 114,614
COMMITMENTS
6,288 4,922 250 108,016 109,345 114,554 114,517 60 97
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 1,103)
-700 0 0 1,803 1,139 1,103 1,139 0 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.3 0.2 94.2 95.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 16 20 22 22
Updated December 14, 2018