BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,934
COMMITMENTS
191 2,678 257 6,898 4,273 7,346 7,208 588 726
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 114)
-6 149 -24 249 -33 219 92 -105 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 33.8 3.2 86.9 53.9 92.6 90.8 7.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 9 5 24 15 29 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,255
COMMITMENTS
7,638 3,867 1,655 9,304 11,199 18,597 16,721 3,658 5,534
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 823)
3 128 6 531 625 540 759 283 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 17.4 7.4 41.8 50.3 83.6 75.1 16.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
25 17 23 18 31 56 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,682
COMMITMENTS
915 1,456 330 6,589 5,896 7,834 7,682 848 1,000
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 82)
-93 -4 43 111 19 61 58 21 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 16.8 3.8 75.9 67.9 90.2 88.5 9.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 5 25 13 31 21
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,549
COMMITMENTS
3,894 1,017 201 3,317 4,783 7,412 6,001 137 1,548
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 548)
233 -22 22 279 509 534 509 14 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 13.5 2.7 43.9 63.4 98.2 79.5 1.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 4 6 13 13 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,133
COMMITMENTS
88,172 68,833 43,582 99,927 116,739 231,681 229,154 25,452 27,979
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,813)
-577 -1,154 3,708 -2,752 -700 379 1,854 1,434 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 26.8 16.9 38.9 45.4 90.1 89.1 9.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
107 95 102 57 80 228 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,373
COMMITMENTS
93,705 72,208 76,233 117,630 142,855 287,568 291,296 37,805 34,077
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -9,814)
-2,538 -2,224 -4,430 -2,671 -3,078 -9,639 -9,732 -175 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 22.2 23.4 36.2 43.9 88.4 89.5 11.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
111 90 122 117 125 296 287
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,055
COMMITMENTS
671 852 56 573 648 1,300 1,556 755 499
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 46)
72 -27 31 -125 121 -22 125 68 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 41.5 2.7 27.9 31.5 63.3 75.7 36.7 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 13 2 11 12 21 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,228
COMMITMENTS
16,039 15,727 10,310 12,160 10,590 38,509 36,627 7,719 9,601
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -1,041)
-174 -1,909 -102 -195 92 -471 -1,919 -570 878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 34.0 22.3 26.3 22.9 83.3 79.2 16.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
52 46 53 44 44 131 120
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,198
COMMITMENTS
3,259 3,447 1,009 15,256 14,287 19,524 18,743 674 1,455
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 342)
151 129 98 106 80 355 307 -13 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 17.1 5.0 75.5 70.7 96.7 92.8 3.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 10 12 24 22 44 37
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 67,298
COMMITMENTS
36,064 11,452 0 29,347 54,451 65,411 65,903 1,887 1,395
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,558)
2,366 1,305 0 19 947 2,385 2,252 173 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 17.0 0.0 43.6 80.9 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 8 0 4 7 24 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,017
COMMITMENTS
40,323 35,731 2,513 48,674 59,118 91,510 97,362 31,507 25,655
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -64,778)
-21,681 -6,450 -5,091 -34,622 -51,922 -61,394 -63,463 -3,384 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 29.0 2.0 39.6 48.1 74.4 79.1 25.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 25 11 27 28 62 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,934
COMMITMENTS
14,279 24,831 153 33,692 12,220 48,124 37,204 8,810 19,730
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,447)
-846 5,150 -445 6,062 375 4,771 5,080 -324 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 43.6 0.3 59.2 21.5 84.5 65.3 15.5 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 17 4 15 15 27 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 199,268
COMMITMENTS
149,871 57,457 1,295 42,234 137,556 193,400 196,308 5,868 2,960
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 11,330)
14,364 3,576 -461 -2,551 8,401 11,352 11,516 -22 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.2 28.8 0.6 21.2 69.0 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
73 37 10 12 32 89 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 236,081
COMMITMENTS
24,446 105,241 6,765 183,185 84,578 214,396 196,584 21,685 39,497
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 5,472)
3,114 -2,215 1,015 2,288 6,805 6,417 5,605 -945 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 44.6 2.9 77.6 35.8 90.8 83.3 9.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
18 44 13 27 41 53 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,026
COMMITMENTS
45,759 32,976 7,071 59,437 78,841 112,267 118,888 29,759 23,138
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 11,086)
-5,083 5,996 5,531 9,699 -1,490 10,147 10,037 939 1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 23.2 5.0 41.8 55.5 79.0 83.7 21.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 23 12 35 32 70 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 502,612
COMMITMENTS
160,687 221,409 11,998 250,286 211,326 422,971 444,733 79,641 57,879
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -660)
-3,585 -11,422 2,304 -2,342 4,204 -3,623 -4,914 2,963 4,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 44.1 2.4 49.8 42.0 84.2 88.5 15.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
82 69 37 93 78 185 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,647
COMMITMENTS
4,120 3,669 705 8,290 15,193 13,115 19,567 12,532 6,080
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 585)
-17 564 0 -206 -146 -223 418 808 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 14.3 2.7 32.3 59.2 51.1 76.3 48.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 2 12 9 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 46,933
COMMITMENTS
8,995 43,446 95 34,900 1,506 43,990 45,047 2,943 1,886
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -29)
157 305 -20 -578 -55 -441 230 412 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 92.6 0.2 74.4 3.2 93.7 96.0 6.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 26 1 8 3 17 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 75,074
COMMITMENTS
19,515 59,113 796 51,687 9,452 71,998 69,361 3,076 5,713
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 6,666)
3,691 7,246 -32 2,525 -304 6,184 6,910 482 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 78.7 1.1 68.8 12.6 95.9 92.4 4.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
24 62 8 17 12 46 77
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,744
COMMITMENTS
14,570 7,739 0 1,531 6,876 16,101 14,615 643 2,129
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,275)
2,528 1,647 0 -100 569 2,428 2,216 -153 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 46.2 0.0 9.1 41.1 96.2 87.3 3.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 15 0 1 5 5 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,001,042
COMMITMENTS
2524537 697,213 2816998 5941408 7626469 11282943 11140680 718,099 860,362
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -51,315)
-120,923 -57,398 -95,695 113,976 79,990 -102,642 -73,103 51,327 21,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 5.8 23.5 49.5 63.5 94.0 92.8 6.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
74 46 92 110 116 226 217
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,178
COMMITMENTS
2,253 3,321 297 0 26 2,550 3,644 1,628 534
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4)
-249 -251 78 0 0 -171 -173 175 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 79.5 7.1 0.0 0.6 61.0 87.2 39.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 24 6 0 1 27 29
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 141,823
COMMITMENTS
22,091 23,119 27,727 89,759 90,579 139,577 141,425 2,246 398
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -4,525)
-2,324 -1,573 -2,000 -301 -851 -4,625 -4,424 100 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 16.3 19.6 63.3 63.9 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 19 17 7 17 29 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 257,560
COMMITMENTS
20,563 140,690 29,299 207,028 87,095 256,890 257,084 670 476
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 52,246)
2,672 52,281 -1,796 51,098 4,525 51,974 55,010 272 -2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 54.6 11.4 80.4 33.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 24 25 22 26 58 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 512,020
COMMITMENTS
67,415 64,502 20,531 360,079 369,604 448,025 454,637 63,995 57,383
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -120,809)
-4,874 -10,129 -11,945 -78,421 -81,744 -95,240 -103,817 -25,569 -16,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 12.6 4.0 70.3 72.2 87.5 88.8 12.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
114 94 58 224 240 361 369
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,478,195
COMMITMENTS
332,525 327,051 93,177 1795097 1795250 2220799 2215478 257,396 262,717
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -489,355)
-24,620 -41,798 -42,720 -320,851 -365,929 -388,191 -450,447 -101,164 -38,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 13.2 3.8 72.4 72.4 89.6 89.4 10.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
115 93 58 222 239 359 368
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| 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: 21,008
COMMITMENTS
2,660 0 0 15,990 12,371 18,650 12,371 2,358 8,637
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -5,739)
205 0 0 -2,681 -5,412 -2,476 -5,412 -3,263 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 0.0 0.0 76.1 58.9 88.8 58.9 11.2 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 10 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| 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: 11,999
COMMITMENTS
1,292 251 21 8,095 10,690 9,408 10,962 2,591 1,037
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -11,057)
27 -419 -1 -10,699 -10,032 -10,673 -10,452 -384 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 2.1 0.2 67.5 89.1 78.4 91.4 21.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 8 11 12 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,803
COMMITMENTS
13,879 3,697 104 39,678 57,156 53,661 60,957 10,142 2,846
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -2,755)
1,905 245 -486 -3,976 -1,521 -2,557 -1,762 -198 -993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 5.8 0.2 62.2 89.6 84.1 95.5 15.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 7 2 39 29 54 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 40,586
COMMITMENTS
13,948 11,192 808 19,831 21,235 34,587 33,235 5,999 7,351
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -9,362)
-2,350 1,852 -1,951 -4,153 -8,003 -8,454 -8,102 -908 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 27.6 2.0 48.9 52.3 85.2 81.9 14.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
57 55 21 75 79 140 147
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 202,930
COMMITMENTS
69,740 55,961 4,042 99,153 106,174 172,935 166,177 29,995 36,753
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -46,810)
-11,752 9,262 -9,757 -20,763 -40,014 -42,272 -40,509 -4,538 -6,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 27.6 2.0 48.9 52.3 85.2 81.9 14.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
57 55 21 75 79 140 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,872
COMMITMENTS
46,244 93,399 2,604 85,567 29,798 134,415 125,801 26,457 35,071
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 22,820)
11,678 18,751 962 9,428 2,152 22,068 21,865 752 955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 58.1 1.6 53.2 18.5 83.6 78.2 16.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 36 9 19 26 43 69
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 440,490
COMMITMENTS
91,662 122,977 6,369 321,588 293,519 419,619 422,865 20,871 17,625
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -71,930)
1,650 8,142 -1,329 -70,270 -75,709 -69,949 -68,896 -1,981 -3,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 27.9 1.4 73.0 66.6 95.3 96.0 4.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
60 49 22 124 118 195 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,977
COMMITMENTS
5,714 13,126 70 9,668 4,540 15,452 17,736 5,525 3,241
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 884)
1,156 794 22 -474 -206 704 610 180 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 62.6 0.3 46.1 21.6 73.7 84.5 26.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 1 12 4 23 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,943
COMMITMENTS
22,645 11,706 184 13,844 28,964 36,673 40,854 10,270 6,089
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 5,107)
2,375 1,976 180 2,058 1,377 4,613 3,533 494 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 24.9 0.4 29.5 61.7 78.1 87.0 21.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 18 3 23 24 37 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| 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: 115,590
COMMITMENTS
17,982 5,678 1,026 96,356 108,826 115,364 115,530 226 60
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -595)
300 0 0 -1,095 -595 -795 -595 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 4.9 0.9 83.4 94.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 3 19 21 28 25
Updated September 27, 2019