BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,228
COMMITMENTS
190 2,702 353 7,903 5,473 8,446 8,528 782 700
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 315)
42 -108 -148 338 555 232 299 83 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 29.3 3.8 85.6 59.3 91.5 92.4 8.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 8 5 22 17 27 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,144
COMMITMENTS
8,429 3,579 2,198 10,040 12,319 20,667 18,096 3,477 6,048
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,873)
368 242 171 1,033 1,531 1,572 1,944 301 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 14.8 9.1 41.6 51.0 85.6 75.0 14.4 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
35 13 21 24 33 70 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,287
COMMITMENTS
855 1,782 224 6,385 5,622 7,464 7,628 823 659
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 117)
3 57 10 89 37 102 104 15 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 21.5 2.7 77.0 67.8 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 7 7 24 16 34 25
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,551
COMMITMENTS
3,543 1,024 350 3,425 4,611 7,318 5,985 233 1,566
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 157)
-146 14 91 212 69 157 174 0 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 13.6 4.6 45.4 61.1 96.9 79.3 3.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 6 7 13 14 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,603
COMMITMENTS
87,187 70,786 50,333 115,914 130,496 253,434 251,615 31,169 32,988
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,300)
-93 4,877 1,952 1,204 -4,231 3,063 2,598 237 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 24.9 17.7 40.7 45.9 89.0 88.4 11.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
111 98 106 67 89 245 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,668
COMMITMENTS
102,631 55,323 67,757 120,157 158,275 290,545 281,355 28,123 37,313
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 11,720)
6,936 1,852 5,231 1,285 5,516 13,452 12,599 -1,732 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 17.4 21.3 37.7 49.7 91.2 88.3 8.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
117 93 125 110 153 302 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,182
COMMITMENTS
1,272 840 110 769 1,452 2,151 2,402 1,031 780
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 433)
337 19 -43 72 339 366 315 67 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 26.4 3.5 24.2 45.6 67.6 75.5 32.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 11 4 10 17 30 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,976
COMMITMENTS
14,342 11,840 7,912 11,022 9,476 33,276 29,228 6,700 10,748
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 356)
339 -513 -124 199 151 414 -486 -58 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 29.6 19.8 27.6 23.7 83.2 73.1 16.8 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
49 43 52 42 44 125 116
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,436
COMMITMENTS
276 651 192 1,296 1,336 1,764 2,179 672 257
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 26)
-65 -25 34 15 3 -16 12 42 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 26.7 7.9 53.2 54.8 72.4 89.4 27.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 5 9 7 16 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,455
COMMITMENTS
2,959 3,033 976 14,812 13,586 18,747 17,595 708 1,860
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 744)
73 -35 -10 588 626 651 581 93 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 15.6 5.0 76.1 69.8 96.4 90.4 3.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 8 12 24 21 45 36
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,882
COMMITMENTS
30,203 4,427 0 22,424 49,121 52,627 53,548 2,255 1,334
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -379)
362 -433 0 -703 -71 -341 -504 -38 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.0 8.1 0.0 40.9 89.5 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 5 0 8 7 28 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,971
COMMITMENTS
81,982 38,393 3,814 63,589 127,040 149,385 169,247 40,586 20,724
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 19,666)
10,572 376 -184 5,851 20,682 16,239 20,874 3,427 -1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 20.2 2.0 33.5 66.9 78.6 89.1 21.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
37 24 15 37 32 82 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,712
COMMITMENTS
14,334 26,818 113 41,733 15,489 56,180 42,420 9,532 23,292
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 4,093)
1,283 2,432 -455 3,393 -197 4,221 1,780 -128 2,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 40.8 0.2 63.5 23.6 85.5 64.6 14.5 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 20 2 15 17 23 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 280,627
COMMITMENTS
215,210 86,303 1,229 57,285 189,552 273,724 277,084 6,903 3,543
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 26,242)
22,434 6,477 -69 3,422 19,619 25,787 26,027 455 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.7 30.8 0.4 20.4 67.5 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
89 33 9 23 33 115 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,406
COMMITMENTS
43,157 75,572 6,379 139,336 101,750 188,872 183,701 25,534 30,705
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -15,818)
7,408 -12,617 -1,572 -23,205 -1,715 -17,369 -15,904 1,551 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 35.2 3.0 65.0 47.5 88.1 85.7 11.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 35 14 34 42 64 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,486
COMMITMENTS
39,185 58,883 4,054 92,543 67,446 135,782 130,383 27,704 33,103
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 4,236)
-2,371 -838 832 5,285 764 3,746 758 490 3,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 36.0 2.5 56.6 41.3 83.1 79.8 16.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
21 31 9 36 35 63 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 538,847
COMMITMENTS
166,540 219,895 11,596 277,771 251,937 455,907 483,428 82,940 55,419
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 10,302)
-2,113 192 -1,387 13,421 9,597 9,921 8,402 381 1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 40.8 2.2 51.5 46.8 84.6 89.7 15.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
83 62 34 99 80 190 168
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,841
COMMITMENTS
6,254 3,174 686 8,593 16,012 15,533 19,872 11,308 6,969
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -507)
-528 -437 0 -326 -504 -854 -941 347 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 11.8 2.6 32.0 59.7 57.9 74.0 42.1 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 3 13 10 22 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,047
COMMITMENTS
477 3,058 157 14,135 13,341 14,769 16,556 7,278 5,491
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -669)
-519 -1,877 157 39 773 -323 -947 -346 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 13.9 0.7 64.1 60.5 67.0 75.1 33.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 14 12 16 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 66,061
COMMITMENTS
5,497 49,216 842 56,874 14,014 63,213 64,072 2,848 1,989
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 5,695)
-1,800 -5,105 518 6,937 10,351 5,655 5,764 40 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 74.5 1.3 86.1 21.2 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 20 4 9 5 25 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 72,478
COMMITMENTS
11,612 52,015 750 56,959 13,915 69,321 66,680 3,157 5,798
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -1,021)
-537 -276 -567 -352 -6 -1,456 -849 435 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 71.8 1.0 78.6 19.2 95.6 92.0 4.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
22 55 7 19 14 45 72
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,483
COMMITMENTS
8,563 2,809 0 1,177 5,839 9,740 8,648 743 1,835
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,174)
2,114 498 -14 -985 712 1,115 1,196 59 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.7 26.8 0.0 11.2 55.7 92.9 82.5 7.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 9 0 2 5 8 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,047,066
COMMITMENTS
2965545 662,636 2798337 5615783 7729642 11379665 11190615 667,401 856,451
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 87,309)
90,143 -28,898 -9,457 13,706 117,086 94,392 78,731 -7,083 8,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 5.5 23.2 46.6 64.2 94.5 92.9 5.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
70 51 90 105 108 216 214
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,155
COMMITMENTS
1,818 2,547 152 0 0 1,970 2,699 1,185 456
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 62)
325 284 -64 0 0 261 220 -199 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 80.7 4.8 0.0 0.0 62.4 85.5 37.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
27 19 4 0 0 29 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 162,484
COMMITMENTS
25,833 21,432 32,698 102,343 107,718 160,874 161,848 1,610 636
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,961)
152 -263 318 1,488 1,968 1,958 2,023 3 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 13.2 20.1 63.0 66.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 20 18 8 19 32 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 338,329
COMMITMENTS
54,669 132,303 42,726 240,606 161,129 338,001 336,158 328 2,171
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 43,939)
6,633 3,981 11,893 25,440 28,197 43,966 44,071 -27 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 39.1 12.6 71.1 47.6 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 34 27 23 28 55 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 546,562
COMMITMENTS
78,900 71,835 18,590 382,717 396,260 480,207 486,685 66,355 59,877
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 18,760)
3,548 2,723 330 12,290 15,767 16,168 18,820 2,593 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 13.1 3.4 70.0 72.5 87.9 89.0 12.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
122 97 74 246 244 401 382
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 21,305
COMMITMENTS
1,723 1,367 200 4,029 12,825 5,952 14,392 15,353 6,913
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 274)
-607 619 -600 4 1,315 -1,203 1,334 1,477 -1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 6.4 0.9 18.9 60.2 27.9 67.6 72.1 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 1 4 9 10 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,626,285
COMMITMENTS
392,410 358,867 85,424 1893439 1917176 2371273 2361467 255,012 264,818
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 92,432)
23,657 13,398 1,768 61,429 72,262 86,854 87,428 5,578 5,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 13.7 3.3 72.1 73.0 90.3 89.9 9.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
122 97 70 245 243 397 380
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 20,922
COMMITMENTS
228 1,417 0 17,671 17,189 17,899 18,606 3,023 2,316
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 604)
0 0 0 1,009 1,302 1,009 1,302 -405 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 6.8 0.0 84.5 82.2 85.6 88.9 14.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 7 16 8 17
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 21,901
COMMITMENTS
2,677 0 0 16,354 12,479 19,031 12,479 2,870 9,422
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.0 0.0 74.7 57.0 86.9 57.0 13.1 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 9 13 9
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 10,309
COMMITMENTS
1,920 1,545 0 7,282 7,950 9,202 9,495 1,107 814
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 514)
371 -1 0 387 242 758 241 -244 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 15.0 0.0 70.6 77.1 89.3 92.1 10.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 0 6 9 9 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 10,146
COMMITMENTS
575 851 0 7,688 8,758 8,263 9,609 1,883 537
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 8.4 0.0 75.8 86.3 81.4 94.7 18.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 8 8 9 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 12,200
COMMITMENTS
1,296 842 17 7,816 9,051 9,129 9,910 3,071 2,290
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -208)
20 48 -1 -746 -1,250 -727 -1,203 519 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 6.9 0.1 64.1 74.2 74.8 81.2 25.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 9 9 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 68,382
COMMITMENTS
14,500 2,944 140 43,113 61,464 57,753 64,548 10,629 3,834
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 607)
927 430 -30 -1,169 566 -272 966 879 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 4.3 0.2 63.0 89.9 84.5 94.4 15.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 3 4 37 34 51 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,936
COMMITMENTS
19,153 11,067 467 19,723 26,049 39,343 37,583 6,593 8,353
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,145)
2,369 501 -382 96 1,387 2,083 1,506 62 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 24.1 1.0 42.9 56.7 85.6 81.8 14.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
62 53 21 79 82 150 147
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 229,678
COMMITMENTS
95,765 55,336 2,334 98,614 130,243 196,713 187,913 32,965 41,765
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 10,724)
11,846 2,505 -1,910 479 6,935 10,415 7,530 309 3,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 24.1 1.0 42.9 56.7 85.6 81.8 14.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
62 53 21 79 82 150 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 153,444
COMMITMENTS
36,831 77,118 2,798 83,476 38,117 123,105 118,033 30,339 35,411
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -3,756)
-1,339 -5,038 10 -4,216 1,019 -5,545 -4,009 1,789 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 50.3 1.8 54.4 24.8 80.2 76.9 19.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 32 11 20 29 41 66
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 447,982
COMMITMENTS
97,272 112,970 7,431 320,595 311,029 425,298 431,430 22,684 16,552
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,758)
6,177 -5,232 386 -6,808 8,376 -245 3,530 3,003 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 25.2 1.7 71.6 69.4 94.9 96.3 5.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
66 52 23 128 124 206 187
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,402
COMMITMENTS
9,247 19,837 598 12,238 4,496 22,083 24,931 6,319 3,471
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,251)
310 814 541 112 -25 963 1,330 288 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 69.8 2.1 43.1 15.8 77.8 87.8 22.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 3 3 13 4 29 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,163
COMMITMENTS
29,233 15,630 851 17,723 40,850 47,807 57,331 14,356 4,832
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 4,449)
-655 -222 533 1,742 3,997 1,620 4,308 2,829 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 25.1 1.4 28.5 65.7 76.9 92.2 23.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 19 6 25 29 44 49
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 116,780
COMMITMENTS
20,500 5,802 1,027 95,223 109,891 116,750 116,720 30 60
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,390)
544 25 0 2,866 3,365 3,410 3,390 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 5.0 0.9 81.5 94.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 3 4 24 21 34 26
Updated November 01, 2019