BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,147
COMMITMENTS
614 4,047 175 6,812 3,370 7,601 7,592 546 555
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 170)
-8 158 8 145 -47 145 119 25 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 49.7 2.1 83.6 41.4 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 10 7 21 17 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,431
COMMITMENTS
8,212 6,964 1,481 12,081 9,586 21,774 18,031 1,657 5,400
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 550)
57 267 188 202 328 447 783 103 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 29.7 6.3 51.6 40.9 92.9 77.0 7.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 26 20 19 22 46 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,954
COMMITMENTS
1,370 2,031 362 6,337 5,852 8,069 8,245 885 709
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 414)
211 137 36 239 219 486 392 -72 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 22.7 4.0 70.8 65.4 90.1 92.1 9.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 7 6 24 19 35 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,960
COMMITMENTS
5,179 806 179 1,514 4,661 6,872 5,646 88 1,314
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 218)
176 11 5 46 201 227 217 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.4 11.6 2.6 21.8 67.0 98.7 81.1 1.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 6 4 11 12 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,762
COMMITMENTS
75,834 65,730 56,208 99,130 113,975 231,172 235,913 41,590 36,849
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 15,615)
2,376 -11,175 -8,104 7,737 33,817 2,009 14,538 13,606 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 24.1 20.6 36.3 41.8 84.8 86.5 15.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
108 81 112 67 83 232 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 443,576
COMMITMENTS
194,634 44,344 80,239 136,083 250,863 410,956 375,446 32,620 68,130
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 13,025)
12,133 -1,977 -6,612 5,430 16,357 10,951 7,768 2,074 5,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 10.0 18.1 30.7 56.6 92.6 84.6 7.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
161 82 143 135 206 380 375
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,373
COMMITMENTS
868 1,168 21 667 679 1,556 1,868 817 505
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -55)
-25 63 5 -93 -97 -113 -29 58 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 49.2 0.9 28.1 28.6 65.6 78.7 34.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 2 8 8 23 18
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,535
COMMITMENTS
19,277 14,943 9,391 14,874 11,642 43,542 35,976 7,993 15,559
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -2,447)
589 -2,327 -1,632 -764 635 -1,807 -3,324 -640 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 29.0 18.2 28.9 22.6 84.5 69.8 15.5 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
53 54 52 49 63 137 144
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,169
COMMITMENTS
2,468 8,130 1,457 17,677 11,134 21,602 20,721 567 1,448
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 823)
-14 -251 241 550 700 777 690 46 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 36.7 6.6 79.7 50.2 97.4 93.5 2.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 21 14 21 23 40 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,119
COMMITMENTS
38,189 8,055 0 16,077 47,182 54,266 55,237 1,853 882
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -9,847)
2,553 -5,004 -2 -12,818 -4,533 -10,267 -9,539 420 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 14.4 0.0 28.6 84.1 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 8 0 5 6 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,282
COMMITMENTS
16,267 64,041 3,069 112,933 50,942 132,269 118,052 35,013 49,230
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 7,343)
-4,009 2,712 -2,456 12,361 2,903 5,896 3,159 1,447 4,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 38.3 1.8 67.5 30.5 79.1 70.6 20.9 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 32 13 35 30 62 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,896
COMMITMENTS
7,626 34,815 25 60,459 17,776 68,110 52,616 7,786 23,280
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -9,676)
-4,548 -664 -2,379 -1,222 -2,336 -8,149 -5,379 -1,527 -4,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 45.9 0.0 79.7 23.4 89.7 69.3 10.3 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 21 2 15 17 26 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 235,008
COMMITMENTS
183,614 60,727 211 43,797 171,187 227,622 232,125 7,386 2,883
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -38,056)
6,362 -41,429 -15,867 -29,232 20,309 -38,737 -36,987 681 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.1 25.8 0.1 18.6 72.8 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
90 42 5 12 31 102 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 140,283
COMMITMENTS
30,157 43,931 3,771 79,962 65,149 113,890 112,851 26,393 27,432
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -51,655)
230 -22,692 -3,968 -47,790 -20,466 -51,528 -47,126 -127 -4,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 31.3 2.7 57.0 46.4 81.2 80.4 18.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
20 31 13 30 37 58 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,074
COMMITMENTS
20,081 79,302 4,937 111,481 37,929 136,499 122,168 21,575 35,906
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -38,692)
-2,063 -1,623 -1,237 -26,297 -36,560 -29,597 -39,420 -9,095 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 50.2 3.1 70.5 24.0 86.4 77.3 13.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
23 36 15 33 36 64 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 483,172
COMMITMENTS
141,700 219,404 13,143 251,905 191,673 406,748 424,220 76,424 58,952
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -53,552)
-10,157 -8,198 -5,037 -24,696 -27,934 -39,890 -41,169 -13,662 -12,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 45.4 2.7 52.1 39.7 84.2 87.8 15.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
86 64 36 87 78 184 167
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,017
COMMITMENTS
3,898 5,632 202 10,155 13,888 14,255 19,722 12,762 7,295
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -6,254)
-3,417 1,380 -1,360 -87 -5,800 -4,864 -5,780 -1,390 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 20.8 0.7 37.6 51.4 52.8 73.0 47.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 2 11 9 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,594
COMMITMENTS
14,000 12,742 156 4,050 6,557 18,206 19,455 2,388 1,139
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 1,796)
4,673 -1,043 -655 -2,336 3,784 1,682 2,086 114 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 61.9 0.8 19.7 31.8 88.4 94.5 11.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 12 2 5 6 17 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,146
COMMITMENTS
17,301 18,425 915 14,514 12,116 32,730 31,456 3,416 4,690
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -6,180)
-3,673 2,048 -1,744 -682 -5,122 -6,099 -4,818 -81 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 51.0 2.5 40.2 33.5 90.5 87.0 9.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 30 9 10 10 42 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,355
COMMITMENTS
2,668 2,852 3,000 6,787 6,064 12,455 11,916 900 1,439
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -17,086)
-10,480 -10,672 -195 -6,306 -6,258 -16,981 -17,125 -105 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 21.4 22.5 50.8 45.4 93.3 89.2 6.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 1 3 4 10 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,701,527
COMMITMENTS
1115585 1541696 2989124 6944168 6102813 11048877 10633633 652,650 1067894
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -1,067,873)
-99,658 -166,884 -345,002 -605,706 -519,426 -1050366 -1031312 -17,507 -36,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 13.2 25.5 59.3 52.2 94.4 90.9 5.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
56 84 112 105 113 232 252
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,681
COMMITMENTS
2,383 2,833 295 0 281 2,678 3,409 1,003 272
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 201)
76 170 -36 0 25 40 159 161 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 77.0 8.0 0.0 7.6 72.8 92.6 27.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
23 18 6 0 3 29 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 69,474
COMMITMENTS
18,254 16,614 15,911 34,771 36,318 68,936 68,843 538 631
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 5,014)
1,156 3,755 -977 5,156 2,547 5,335 5,325 -321 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 23.9 22.9 50.0 52.3 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 13 15 9 11 31 28
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 79,953
COMMITMENTS
17,275 13,250 6,825 55,546 59,353 79,646 79,428 307 525
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 12,586)
2,229 2,471 177 10,124 10,052 12,530 12,700 56 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 16.6 8.5 69.5 74.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
21 13 17 18 19 44 44
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 520,024
COMMITMENTS
67,024 72,507 26,665 360,190 355,719 453,880 454,892 66,144 65,132
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -100,236)
-1,193 -3,527 -13,936 -66,866 -60,886 -81,995 -78,349 -18,241 -21,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 13.9 5.1 69.3 68.4 87.3 87.5 12.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
109 101 60 235 245 371 379
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 14,160
COMMITMENTS
2,083 0 0 9,904 13,033 11,987 13,033 2,173 1,127
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -7,780)
53 0 -229 -2,834 -4,908 -3,010 -5,137 -4,770 -2,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 0.0 0.0 69.9 92.0 84.7 92.0 15.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 11 11 15 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,498,540
COMMITMENTS
329,711 377,745 117,112 1775550 1730007 2222373 2224864 276,167 273,676
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -381,117)
-9,991 -28,855 -47,456 -260,769 -242,243 -318,216 -318,554 -62,901 -62,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 15.1 4.7 71.1 69.2 88.9 89.0 11.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
109 101 57 232 243 365 377
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 9,668
COMMITMENTS
702 787 0 7,010 8,527 7,712 9,314 1,956 354
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -9,736)
227 428 -428 -9,149 -9,326 -9,350 -9,326 -386 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 8.1 0.0 72.5 88.2 79.8 96.3 20.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 9 10 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 10,561
COMMITMENTS
1,998 0 0 6,188 10,027 8,186 10,027 2,375 534
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -10,540)
949 0 -744 -10,073 -9,030 -9,868 -9,774 -672 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 0.0 0.0 58.6 94.9 77.5 94.9 22.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 0 9 11 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,173
COMMITMENTS
12,455 3,684 536 39,662 55,432 52,653 59,652 10,520 3,521
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -13,675)
-318 -184 94 -12,624 -13,120 -12,848 -13,210 -827 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 5.8 0.8 62.8 87.7 83.3 94.4 16.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 5 4 40 35 51 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 39,868
COMMITMENTS
12,547 12,096 424 21,197 19,677 34,168 32,197 5,700 7,671
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -11,699)
1,452 -1,730 -1,383 -11,270 -6,682 -11,202 -9,795 -498 -1,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 30.3 1.1 53.2 49.4 85.7 80.8 14.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
57 44 15 71 82 132 137
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 199,340
COMMITMENTS
62,737 60,482 2,119 105,983 98,384 170,839 160,985 28,501 38,355
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -58,497)
7,259 -8,648 -6,917 -56,350 -33,409 -56,008 -48,974 -2,489 -9,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 30.3 1.1 53.2 49.4 85.7 80.8 14.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
57 44 15 71 82 132 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,382
COMMITMENTS
20,513 72,415 2,777 92,717 27,589 116,007 102,781 26,375 39,601
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -20,691)
-4,927 3,276 -2,310 -14,040 -19,790 -21,277 -18,824 586 -1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 50.9 2.0 65.1 19.4 81.5 72.2 18.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 33 14 24 22 52 62
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 452,624
COMMITMENTS
104,539 94,687 6,536 321,812 333,367 432,887 434,590 19,737 18,034
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -122,266)
-1,394 -5,795 -4,959 -109,799 -108,608 -116,152 -119,362 -6,114 -2,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 20.9 1.4 71.1 73.7 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
55 51 24 121 103 188 166
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,372
COMMITMENTS
8,081 17,647 38 10,260 2,467 18,379 20,152 4,993 3,220
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -752)
-1,963 -74 -2 734 -652 -1,231 -728 479 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 75.5 0.2 43.9 10.6 78.6 86.2 21.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 6 2 13 5 27 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,750
COMMITMENTS
27,788 11,257 33 19,882 20,385 47,703 31,675 8,047 24,075
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 4,251)
2,319 -1,149 11 3,065 63 5,395 -1,075 -1,144 5,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 20.2 0.1 35.7 36.6 85.6 56.8 14.4 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 13 4 27 16 45 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 88,961
COMMITMENTS
9,302 2,252 325 79,309 86,323 88,936 88,900 25 61
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 326)
420 0 0 -94 371 326 371 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 2.5 0.4 89.2 97.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 16 19 21 21
Updated March 22, 2019