BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,913
COMMITMENTS
148 2,810 501 7,565 4,918 8,214 8,229 699 684
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 669)
99 79 40 464 434 603 553 66 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 31.5 5.6 84.9 55.2 92.2 92.3 7.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 10 7 23 17 30 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,271
COMMITMENTS
8,061 3,337 2,027 9,007 10,788 19,095 16,152 3,176 6,119
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 837)
873 -676 473 -89 634 1,257 431 -420 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 15.0 9.1 40.4 48.4 85.7 72.5 14.3 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 16 22 22 29 67 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,170
COMMITMENTS
852 1,725 214 6,296 5,585 7,362 7,524 808 646
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 395)
77 69 10 317 276 404 355 -9 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 21.1 2.6 77.1 68.4 90.1 92.1 9.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 7 7 23 16 33 25
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,394
COMMITMENTS
3,689 1,010 259 3,213 4,542 7,161 5,811 233 1,583
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 82)
-3 205 42 38 -7 77 240 5 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 13.7 3.5 43.5 61.4 96.8 78.6 3.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 6 6 13 13 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,303
COMMITMENTS
87,280 65,909 48,381 114,710 134,727 250,371 249,017 30,932 32,286
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,210)
-3,270 6,721 -4,042 2,979 -4,671 -4,333 -1,992 3,123 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 23.4 17.2 40.8 47.9 89.0 88.5 11.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
113 92 113 67 89 250 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,948
COMMITMENTS
95,695 53,471 62,526 118,872 152,759 277,093 268,756 29,855 38,192
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 6,920)
5,402 -1,542 4,248 -311 4,552 9,339 7,258 -2,419 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 17.4 20.4 38.7 49.8 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
105 100 119 110 142 290 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,749
COMMITMENTS
935 821 153 697 1,113 1,785 2,087 964 662
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 422)
277 86 1 121 402 399 489 23 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 29.9 5.6 25.4 40.5 64.9 75.9 35.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 11 3 11 14 28 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,620
COMMITMENTS
14,003 12,353 8,036 10,823 9,325 32,862 29,714 6,758 9,906
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -2,029)
-647 -301 -1,603 -44 33 -2,294 -1,871 265 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 31.2 20.3 27.3 23.5 82.9 75.0 17.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 43 50 44 44 124 114
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,410
COMMITMENTS
341 676 158 1,281 1,333 1,780 2,167 630 243
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 58)
44 -17 15 -27 52 32 50 26 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 28.0 6.6 53.2 55.3 73.9 89.9 26.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 4 9 7 16 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,711
COMMITMENTS
2,886 3,068 986 14,224 12,960 18,096 17,014 615 1,697
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 620)
107 15 -19 572 490 660 486 -40 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 16.4 5.3 76.0 69.3 96.7 90.9 3.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 9 11 22 19 45 33
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,261
COMMITMENTS
29,841 4,860 0 23,127 49,192 52,968 54,052 2,293 1,209
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -125)
-141 -36 0 -407 -44 -548 -80 423 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 8.8 0.0 41.9 89.0 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 6 0 7 6 27 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,305
COMMITMENTS
71,410 38,017 3,998 57,738 106,358 133,146 148,373 37,159 21,932
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 21,226)
13,403 -7,029 1,566 3,478 29,373 18,447 23,910 2,779 -2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 22.3 2.3 33.9 62.5 78.2 87.1 21.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 25 14 35 29 72 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,619
COMMITMENTS
13,051 24,386 568 38,340 15,686 51,959 40,640 9,660 20,979
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -3,144)
-483 -1,914 279 -3,894 784 -4,098 -851 954 -2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 39.6 0.9 62.2 25.5 84.3 66.0 15.7 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 18 2 15 19 23 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 254,385
COMMITMENTS
192,776 79,826 1,298 53,863 169,933 247,937 251,057 6,448 3,328
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 21,285)
21,117 21,209 -815 879 680 21,181 21,074 104 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 31.4 0.5 21.2 66.8 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
86 36 10 23 32 112 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 230,224
COMMITMENTS
35,749 88,189 7,951 162,541 103,465 206,241 199,605 23,983 30,619
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -13,085)
10,318 -10,194 1,394 -24,950 350 -13,238 -8,450 153 -4,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 38.3 3.5 70.6 44.9 89.6 86.7 10.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
23 37 12 32 43 60 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,250
COMMITMENTS
41,556 59,721 3,222 87,258 66,682 132,036 129,625 27,214 29,625
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,543)
-4,860 6,664 466 5,951 -4,853 1,557 2,277 -14 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 37.5 2.0 54.8 41.9 82.9 81.4 17.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
22 32 11 37 34 65 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 528,545
COMMITMENTS
168,653 219,703 12,983 264,350 242,340 445,986 475,026 82,559 53,519
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 11,363)
15,392 -10,424 -4,107 -444 28,033 10,841 13,502 522 -2,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 41.6 2.5 50.0 45.9 84.4 89.9 15.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
87 66 39 97 77 195 171
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,348
COMMITMENTS
6,782 3,611 686 8,919 16,516 16,387 20,813 10,961 6,535
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 356)
2,287 -484 0 -670 4 1,617 -480 -1,261 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 13.2 2.5 32.6 60.4 59.9 76.1 40.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 3 14 10 23 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,716
COMMITMENTS
996 4,935 0 14,096 12,568 15,092 17,503 7,624 5,213
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,013)
540 1,425 0 -40 -294 500 1,131 513 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 21.7 0.0 62.1 55.3 66.4 77.1 33.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 13 11 15 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 60,366
COMMITMENTS
7,297 54,321 324 49,937 3,663 57,558 58,308 2,808 2,058
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,522)
1,975 4,564 129 3,154 866 5,258 5,559 264 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 90.0 0.5 82.7 6.1 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 23 3 10 6 24 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 73,499
COMMITMENTS
12,149 52,291 1,317 57,311 13,921 70,777 67,529 2,722 5,970
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,297)
-2,234 -2,108 484 793 216 -957 -1,408 -340 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 71.1 1.8 78.0 18.9 96.3 91.9 3.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 52 8 18 13 43 69
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,309
COMMITMENTS
6,449 2,311 14 2,162 5,127 8,625 7,452 684 1,857
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,079)
-1,319 -822 14 172 -163 -1,133 -971 54 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 24.8 0.2 23.2 55.1 92.7 80.1 7.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 8 1 3 5 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,959,757
COMMITMENTS
2875402 691,534 2807794 5602077 7612556 11285273 11111884 674,484 847,873
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 32,508)
107,352 -50,018 -45,949 -20,623 116,861 40,780 20,894 -8,272 11,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 5.8 23.5 46.8 63.7 94.4 92.9 5.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
71 50 88 106 107 220 210
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,093
COMMITMENTS
1,493 2,263 216 0 0 1,709 2,479 1,384 614
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -351)
-332 -428 15 0 0 -317 -413 -34 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 73.2 7.0 0.0 0.0 55.3 80.1 44.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 18 5 0 0 24 20
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 160,523
COMMITMENTS
25,681 21,695 32,380 100,855 105,750 158,916 159,825 1,607 698
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,601)
-550 -2,024 -814 -334 1,127 -1,698 -1,711 97 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.5 20.2 62.8 65.9 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 18 19 8 18 31 42
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 294,390
COMMITMENTS
48,036 128,322 30,833 215,166 132,932 294,035 292,087 355 2,303
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 19,279)
8,644 1,446 4,379 9,303 12,222 22,326 18,047 -3,047 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 43.6 10.5 73.1 45.2 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 34 28 23 30 54 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 527,802
COMMITMENTS
75,352 69,113 18,260 370,427 380,493 464,039 467,866 63,763 59,936
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,154)
2,729 -52 -651 1,940 2,063 4,018 1,361 -2,864 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.1 3.5 70.2 72.1 87.9 88.6 12.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
122 91 68 245 241 391 376
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 21,031
COMMITMENTS
2,330 748 800 4,025 11,510 7,155 13,058 13,876 7,973
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -51)
554 -1,542 400 -2,298 1,965 -1,344 823 1,293 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 3.6 3.8 19.1 54.7 34.0 62.1 66.0 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 1 4 10 10 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,533,853
COMMITMENTS
368,753 345,469 83,656 1832010 1844914 2284419 2274039 249,434 259,814
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 6,027)
6,420 2,999 -800 21,191 491 26,811 2,690 -20,784 3,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.6 3.3 72.3 72.8 90.2 89.7 9.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
122 91 67 244 240 389 375
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| 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: 20,318
COMMITMENTS
228 1,417 0 16,662 15,887 16,890 17,304 3,428 3,014
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 7.0 0.0 82.0 78.2 83.1 85.2 16.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 7 14 8 15
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| 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: 9,795
COMMITMENTS
1,549 1,546 0 6,895 7,708 8,444 9,254 1,351 541
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 15.8 0.0 70.4 78.7 86.2 94.5 13.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 0 5 9 8 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| 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: 12,408
COMMITMENTS
1,276 794 18 8,562 10,301 9,856 11,113 2,552 1,295
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 934)
-25 160 2 1,200 824 1,177 986 -243 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 6.4 0.1 69.0 83.0 79.4 89.6 20.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 9 10 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,775
COMMITMENTS
13,573 2,514 170 44,282 60,898 58,025 63,582 9,750 4,193
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,034)
1,073 391 6 2,888 3,482 3,967 3,879 67 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 3.7 0.3 65.3 89.9 85.6 93.8 14.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 4 3 38 31 52 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,791
COMMITMENTS
16,784 10,566 849 19,627 24,662 37,260 36,077 6,531 7,714
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 925)
1 264 266 85 1,159 352 1,689 573 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 24.1 1.9 44.8 56.3 85.1 82.4 14.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
59 54 25 78 83 145 154
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 218,954
COMMITMENTS
83,919 52,831 4,244 98,135 123,308 186,298 180,383 32,656 38,571
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,623)
7 1,321 1,329 424 5,797 1,760 8,447 2,863 -3,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 24.1 1.9 44.8 56.3 85.1 82.4 14.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
59 54 25 78 83 145 154
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,200
COMMITMENTS
38,170 82,156 2,788 87,692 37,098 128,650 122,042 28,550 35,158
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -6,684)
-3,992 -7,611 656 -3,012 1,232 -6,348 -5,723 -336 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 52.3 1.8 55.8 23.6 81.8 77.6 18.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 34 7 21 29 42 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 445,224
COMMITMENTS
91,095 118,202 7,045 327,403 302,653 425,543 427,900 19,681 17,324
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 428)
4,111 -3,042 -45 -2,279 5,187 1,787 2,100 -1,359 -1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 26.5 1.6 73.5 68.0 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
63 52 23 126 118 201 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,151
COMMITMENTS
8,937 19,023 57 12,126 4,521 21,120 23,601 6,031 3,550
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 222)
157 75 2 -628 -8 -469 69 691 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 70.1 0.2 44.7 16.7 77.8 86.9 22.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 2 1 14 4 29 6
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,714
COMMITMENTS
29,888 15,852 318 15,981 36,853 46,187 53,023 11,527 4,691
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,204)
1,801 1,152 -100 3,002 4,371 4,703 5,423 -1,499 -2,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 27.5 0.6 27.7 63.9 80.0 91.9 20.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 24 3 25 28 42 52
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| 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: 113,390
COMMITMENTS
19,956 5,777 1,027 92,357 106,526 113,340 113,330 50 60
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,036)
210 -401 1 -1,266 -616 -1,055 -1,016 19 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 5.1 0.9 81.5 93.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 3 4 21 21 31 26
Updated October 25, 2019