BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,820
COMMITMENTS
197 2,529 281 6,649 4,306 7,127 7,116 693 704
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -14)
-44 -34 12 -24 0 -56 -22 42 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 32.3 3.6 85.0 55.1 91.1 91.0 8.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 9 4 25 16 29 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,432
COMMITMENTS
7,635 3,739 1,649 8,773 10,574 18,057 15,962 3,375 5,470
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,324)
1,844 356 220 612 1,859 2,676 2,435 -352 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 17.4 7.7 40.9 49.3 84.3 74.5 15.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 16 21 17 32 56 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,600
COMMITMENTS
1,008 1,460 287 6,478 5,877 7,773 7,624 827 976
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 495)
123 -1 10 285 478 418 487 77 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 17.0 3.3 75.3 68.3 90.4 88.7 9.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 5 25 12 32 19
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,001
COMMITMENTS
3,661 1,039 179 3,038 4,274 6,878 5,492 123 1,509
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 70)
-112 2 -9 233 -15 112 -22 -42 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 14.8 2.6 43.4 61.0 98.2 78.4 1.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 4 7 12 14 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,320
COMMITMENTS
88,749 69,987 39,874 102,679 117,439 231,302 227,300 24,018 28,020
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -18,272)
-3,809 -2,252 -10,601 -4,050 -5,721 -18,460 -18,574 188 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 27.4 15.6 40.2 46.0 90.6 89.0 9.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
98 95 95 60 75 217 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,187
COMMITMENTS
96,243 74,432 80,663 120,301 145,933 297,207 301,028 37,980 34,159
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -20,734)
2,350 593 -16,264 -5,392 -4,008 -19,306 -19,679 -1,428 -1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 22.2 24.1 35.9 43.5 88.7 89.8 11.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
110 91 121 116 124 298 286
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,009
COMMITMENTS
599 879 25 698 527 1,322 1,431 687 578
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -15)
-25 -106 22 120 144 117 60 -132 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 43.8 1.2 34.7 26.2 65.8 71.2 34.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 10 2 10 9 20 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,269
COMMITMENTS
16,213 17,636 10,412 12,355 10,498 38,980 38,546 8,289 8,723
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -1,075)
796 -810 -168 -348 -114 280 -1,092 -1,355 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 37.3 22.0 26.1 22.2 82.5 81.5 17.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
53 42 56 45 44 132 124
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,856
COMMITMENTS
3,108 3,318 911 15,150 14,207 19,169 18,436 687 1,420
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,125)
902 106 156 -46 749 1,012 1,011 113 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 16.7 4.6 76.3 71.6 96.5 92.8 3.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 9 12 24 21 44 36
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 64,740
COMMITMENTS
33,698 10,147 0 29,328 53,504 63,026 63,651 1,714 1,089
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -8,185)
3,821 8,173 -5,456 -1,707 -5,719 -3,342 -3,002 -4,843 -5,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 15.7 0.0 45.3 82.6 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 7 0 4 8 23 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 187,795
COMMITMENTS
62,004 42,181 7,604 83,296 111,040 152,904 160,825 34,891 26,970
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 4,737)
7,033 -1,267 -1,294 299 2,176 6,038 -385 -1,301 5,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 22.5 4.0 44.4 59.1 81.4 85.6 18.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 27 15 33 26 71 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,487
COMMITMENTS
15,125 19,681 598 27,630 11,845 43,353 32,124 9,134 20,363
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -11,678)
-962 702 -287 -9,532 -9,921 -10,781 -9,506 -897 -2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 37.5 1.1 52.6 22.6 82.6 61.2 17.4 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 14 4 12 16 22 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,938
COMMITMENTS
135,507 53,881 1,756 44,785 129,155 182,048 184,792 5,890 3,146
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -9,013)
8,700 22,711 -7,536 -8,724 -22,681 -7,560 -7,506 -1,453 -1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.1 28.7 0.9 23.8 68.7 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
71 37 9 13 30 87 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 230,609
COMMITMENTS
21,332 107,456 5,750 180,897 77,773 207,979 190,979 22,630 39,630
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -52,552)
-16,571 -22,680 -6,724 -26,951 -18,651 -50,246 -48,055 -2,306 -4,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 46.6 2.5 78.4 33.7 90.2 82.8 9.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
16 43 11 25 36 45 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 130,940
COMMITMENTS
50,842 26,980 1,540 49,738 80,331 102,120 108,851 28,820 22,089
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -20,457)
-5,737 2,992 -5,349 -5,470 -14,078 -16,556 -16,435 -3,901 -4,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 20.6 1.2 38.0 61.3 78.0 83.1 22.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 16 10 32 31 66 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 503,272
COMMITMENTS
164,272 232,831 9,694 252,628 207,122 426,594 449,647 76,678 53,625
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -81,845)
-16,263 2,454 -11,172 -51,208 -63,754 -78,643 -72,472 -3,202 -9,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 46.3 1.9 50.2 41.2 84.8 89.3 15.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
85 67 34 91 76 183 170
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,062
COMMITMENTS
4,137 3,105 705 8,496 15,339 13,338 19,149 11,724 5,913
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -2,638)
610 47 -14 -1,055 -2,566 -459 -2,533 -2,179 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 12.4 2.8 33.9 61.2 53.2 76.4 46.8 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 2 13 9 19 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,840
COMMITMENTS
3,682 5,470 32 18,364 17,639 22,078 23,141 6,762 5,699
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 339)
-1,474 1,827 17 1,797 -1,423 340 421 -1 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 19.0 0.1 63.7 61.2 76.6 80.2 23.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 2 14 11 18 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 46,962
COMMITMENTS
8,838 43,141 115 35,478 1,561 44,431 44,817 2,531 2,145
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -2,299)
-1,658 -2,087 -6 -819 -244 -2,483 -2,337 184 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 91.9 0.2 75.5 3.3 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 23 1 8 4 20 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 68,408
COMMITMENTS
15,824 51,867 828 49,162 9,756 65,814 62,451 2,594 5,957
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -4,740)
-6,666 -413 -4,839 6,551 185 -4,954 -5,067 214 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 75.8 1.2 71.9 14.3 96.2 91.3 3.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 52 7 17 11 46 67
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,469
COMMITMENTS
12,042 6,092 0 1,631 6,307 13,673 12,399 796 2,070
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 91)
2,010 2,544 -453 -1,674 -1,899 -117 192 208 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.2 42.1 0.0 11.3 43.6 94.5 85.7 5.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 12 0 2 4 6 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,052,357
COMMITMENTS
2645460 754,611 2912693 5827432 7546479 11385585 11213783 666,772 838,574
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -1,422,371)
-761,648 -391,303 -211,272 -371,935 -760,386 -1344855 -1362961 -77,516 -59,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 6.3 24.2 48.4 62.6 94.5 93.0 5.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 50 91 104 109 221 216
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,174
COMMITMENTS
2,502 3,572 219 0 26 2,721 3,817 1,453 357
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 46)
55 174 -34 0 0 21 140 25 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 85.6 5.2 0.0 0.6 65.2 91.4 34.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
28 20 7 0 1 31 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 146,348
COMMITMENTS
24,415 24,692 29,727 90,060 91,430 144,202 145,849 2,146 499
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 21,343)
9,880 11,596 1,609 8,754 8,077 20,243 21,282 1,100 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 16.9 20.3 61.5 62.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 14 17 10 19 32 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 205,314
COMMITMENTS
17,891 88,409 31,095 155,930 82,570 204,916 202,074 398 3,240
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 65,040)
4,109 40,271 10,603 50,518 11,308 65,230 62,182 -190 2,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 43.1 15.1 75.9 40.2 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 21 26 21 23 52 59
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 632,829
COMMITMENTS
72,289 74,631 32,475 438,501 451,348 543,265 558,454 89,564 74,375
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 49,833)
3,296 1,958 4,256 29,174 40,139 36,726 46,353 13,108 3,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 11.8 5.1 69.3 71.3 85.8 88.2 14.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
117 87 78 253 250 403 383
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 39,319
COMMITMENTS
6,119 6,120 37 15,311 19,112 21,467 25,269 17,852 14,050
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,014)
-236 -643 -582 1,069 5,891 251 4,666 2,763 -1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 15.6 0.1 38.9 48.6 54.6 64.3 45.4 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 4 10 14 17 21
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 15,387
COMMITMENTS
2,038 694 0 11,702 13,916 13,740 14,610 1,647 777
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 918)
-1,229 51 0 2,646 805 1,417 856 -499 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 4.5 0.0 76.1 90.4 89.3 95.0 10.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 10 10 12 12
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 11,185
COMMITMENTS
498 0 35 8,296 9,450 8,829 9,485 2,356 1,700
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.3 74.2 84.5 78.9 84.8 21.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 11 15 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,967,550
COMMITMENTS
357,145 368,849 135,897 2115948 2161179 2608990 2665925 358,560 301,625
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 234,096)
15,070 10,412 26,779 140,524 171,242 182,373 208,433 51,723 25,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 12.4 4.6 71.3 72.8 87.9 89.8 12.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
117 87 77 247 247 396 380
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 24,815
COMMITMENTS
0 4,491 239 22,235 17,128 22,474 21,858 2,341 2,957
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 6,592)
0 338 239 6,365 6,490 6,604 7,067 -12 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.1 1.0 89.6 69.0 90.6 88.1 9.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 14 13 15 16
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 26,747
COMMITMENTS
2,455 0 0 18,671 17,783 21,126 17,783 5,621 8,964
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 0.0 69.8 66.5 79.0 66.5 21.0 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 12,292
COMMITMENTS
787 3,586 0 9,677 6,983 10,464 10,569 1,828 1,723
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 29.2 0.0 78.7 56.8 85.1 86.0 14.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 9 10 11 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 13,983
COMMITMENTS
760 859 0 11,052 12,193 11,812 13,052 2,171 931
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 6.1 0.0 79.0 87.2 84.5 93.3 15.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 0 9 10 11 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 23,056
COMMITMENTS
1,265 670 22 18,794 20,722 20,081 21,414 2,975 1,642
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 6,497)
-266 445 8 6,437 5,473 6,179 5,926 318 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.9 0.1 81.5 89.9 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 13 15 17 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 66,558
COMMITMENTS
11,974 3,452 590 43,654 58,677 56,218 62,719 10,340 3,839
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -101)
450 495 479 -2,284 -742 -1,355 232 1,254 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 5.2 0.9 65.6 88.2 84.5 94.2 15.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 5 4 41 35 53 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,948
COMMITMENTS
16,298 9,340 2,760 23,983 29,238 43,041 41,337 6,907 8,611
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 9,106)
1,837 258 1,703 5,454 6,030 8,994 7,991 112 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 18.7 5.5 48.0 58.5 86.2 82.8 13.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
60 47 31 94 97 167 162
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,740
COMMITMENTS
81,492 46,699 13,799 119,916 146,188 215,207 206,686 34,533 43,054
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 45,528)
9,186 1,290 8,514 27,268 30,151 44,968 39,955 560 5,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 18.7 5.5 48.0 58.5 86.2 82.8 13.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
60 47 31 94 97 167 162
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,052
COMMITMENTS
34,566 74,648 1,642 76,139 27,646 112,347 103,936 25,705 34,116
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -44,303)
-2,428 -15,360 -7,471 -29,949 -17,883 -39,848 -40,714 -4,455 -3,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 54.1 1.2 55.2 20.0 81.4 75.3 18.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 37 9 19 25 39 67
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 512,420
COMMITMENTS
90,012 114,835 7,698 391,858 369,228 489,568 491,761 22,852 20,659
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 47,923)
21,910 -3,515 1,640 21,445 51,294 44,995 49,419 2,928 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 22.4 1.5 76.5 72.1 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
56 48 28 133 132 205 193
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,093
COMMITMENTS
4,558 12,332 48 10,142 4,746 14,748 17,126 5,345 2,967
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -24,902)
-8,745 -11,313 -8,648 -1,643 -246 -19,036 -20,207 -5,866 -4,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 61.4 0.2 50.5 23.6 73.4 85.2 26.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 6 2 13 5 23 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,836
COMMITMENTS
20,270 9,730 4 11,786 27,587 32,060 37,321 9,776 4,515
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -33,431)
-14,906 -7,674 -9,515 -8,761 -13,798 -33,182 -30,987 -249 -2,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 23.3 0.0 28.2 65.9 76.6 89.2 23.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 11 1 20 22 34 33
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 116,185
COMMITMENTS
17,682 5,678 1,026 97,451 109,421 116,159 116,125 26 60
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 811)
0 1,202 0 811 -391 811 811 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 4.9 0.9 83.9 94.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 3 18 21 27 25
Updated September 20, 2019