BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,038
COMMITMENTS
293 4,308 1,672 8,486 4,448 10,450 10,427 588 611
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 324)
7 13 33 329 281 369 327 -45 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 39.0 15.1 76.9 40.3 94.7 94.5 5.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 12 10 23 21 34 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,601
COMMITMENTS
8,781 3,009 14,259 20,365 18,107 43,405 35,374 3,196 11,226
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 452)
-92 -157 517 161 5 586 365 -134 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.5 30.6 43.7 38.9 93.1 75.9 6.9 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 22 25 39 32 69 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 16,031
COMMITMENTS
970 1,884 4,076 9,753 9,177 14,799 15,136 1,232 895
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 689)
-60 -38 140 643 402 724 504 -34 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.7 25.4 60.8 57.2 92.3 94.4 7.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 10 11 30 23 43 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,513
COMMITMENTS
5,747 368 1,251 2,174 5,535 9,172 7,154 341 2,359
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 153)
-71 -5 101 153 86 184 183 -31 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 3.9 13.1 22.9 58.2 96.4 75.2 3.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 2 7 13 15 22 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,023
COMMITMENTS
73,881 61,789 116,363 107,727 108,303 297,972 286,456 33,052 44,567
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -663)
-7,191 -10,817 6,891 -1,210 2,565 -1,510 -1,360 847 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 18.7 35.2 32.5 32.7 90.0 86.5 10.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
130 86 137 80 84 270 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 480,933
COMMITMENTS
183,021 30,409 122,330 142,065 254,374 447,415 407,113 33,518 73,820
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 8,444)
1,755 2,321 4,339 1,276 -2,030 7,370 4,630 1,074 3,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 6.3 25.4 29.5 52.9 93.0 84.7 7.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
173 84 156 154 195 406 375
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,041
COMMITMENTS
890 1,023 531 819 881 2,240 2,435 801 606
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -81)
-25 -97 131 56 -127 163 -92 -243 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 33.6 17.5 26.9 29.0 73.7 80.1 26.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 10 8 15 13 31 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,637
COMMITMENTS
17,802 15,723 16,894 18,079 12,183 52,775 44,800 9,862 17,836
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -1,342)
482 -251 -746 -719 -8 -983 -1,004 -360 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 25.1 27.0 28.9 19.5 84.3 71.5 15.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
60 59 60 65 66 162 155
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,312
COMMITMENTS
2,357 8,379 5,498 21,855 14,575 29,710 28,451 602 1,860
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 553)
60 -132 93 453 453 605 413 -52 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 27.6 18.1 72.1 48.1 98.0 93.9 2.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 23 17 30 27 51 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,966
COMMITMENTS
35,636 13,059 2 28,895 51,715 64,533 64,776 1,433 1,190
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 15,685)
3,081 40 2 12,926 15,515 16,009 15,557 -324 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 19.8 0.0 43.8 78.4 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 9 1 5 7 21 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 171,289
COMMITMENTS
20,157 61,206 10,182 105,865 53,570 136,204 124,958 35,086 46,331
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 11,352)
1,280 2,498 1,486 2,389 -2,271 5,156 1,713 6,196 9,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 35.7 5.9 61.8 31.3 79.5 73.0 20.5 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
21 37 16 34 34 66 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 86,813
COMMITMENTS
12,174 35,752 2,480 62,623 20,659 77,277 58,890 9,537 27,924
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 6,220)
648 -473 1,578 2,872 3,345 5,098 4,450 1,122 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 41.2 2.9 72.1 23.8 89.0 67.8 11.0 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 22 8 16 17 31 44
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 273,543
COMMITMENTS
177,204 102,086 16,295 73,312 151,153 266,812 269,534 6,731 4,009
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 25,683)
427 13,628 14,507 11,402 7,414 26,335 35,549 -652 -9,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 37.3 6.0 26.8 55.3 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
78 44 14 16 30 101 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 220,454
COMMITMENTS
30,436 66,768 20,380 139,766 98,799 190,583 185,947 29,871 34,507
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -9,936)
-6,799 -559 -1,112 -2,306 -5,760 -10,218 -7,432 281 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 30.3 9.2 63.4 44.8 86.5 84.3 13.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
28 32 20 36 45 73 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,768
COMMITMENTS
21,437 80,775 17,880 143,908 80,119 183,225 178,774 32,543 36,994
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -19,245)
-7,482 -1,969 -8,039 -4,058 -8,449 -19,579 -18,457 334 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 37.4 8.3 66.7 37.1 84.9 82.9 15.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
25 35 27 42 40 81 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 585,955
COMMITMENTS
149,098 228,856 45,572 297,251 234,813 491,922 509,241 94,034 76,715
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -14,555)
-7,502 -7,573 7,464 -10,898 -17,459 -10,936 -17,568 -3,619 3,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 39.1 7.8 50.7 40.1 84.0 86.9 16.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
87 70 60 95 86 205 195
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,275
COMMITMENTS
7,315 4,252 1,562 10,242 19,688 19,119 25,502 14,156 7,773
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 1,889)
-314 -429 1,266 111 1,018 1,063 1,855 826 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 12.8 4.7 30.8 59.2 57.5 76.6 42.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 4 12 9 20 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,798
COMMITMENTS
9,327 13,785 811 6,386 2,773 16,524 17,369 2,274 1,429
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 2,891)
-545 7,051 706 2,967 -5,266 3,128 2,491 -237 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 73.3 4.3 34.0 14.8 87.9 92.4 12.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 16 4 6 6 18 25
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,328
COMMITMENTS
20,974 16,377 2,660 15,196 17,238 38,830 36,275 3,498 6,053
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,000)
287 -2,885 857 1,325 4,137 2,468 2,109 532 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 38.7 6.3 35.9 40.7 91.7 85.7 8.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 25 12 12 16 48 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 30,441
COMMITMENTS
13,148 13,524 3,195 13,093 12,322 29,436 29,041 1,005 1,400
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,127)
54 292 204 3,065 2,675 3,323 3,171 -196 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 44.4 10.5 43.0 40.5 96.7 95.4 3.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 7 3 4 5 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,293,858
COMMITMENTS
1222020 1557782 11697737 10653355 9885562 23573112 23141081 720,746 1152778
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 364,448)
173,959 27,426 225,461 -9,315 142,996 390,105 395,884 -25,657 -31,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.4 48.2 43.9 40.7 97.0 95.3 3.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
70 108 149 120 130 288 297
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,480
COMMITMENTS
2,307 2,663 331 0 256 2,638 3,250 842 230
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 254)
104 174 166 0 22 270 362 -16 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.3 76.5 9.5 0.0 7.4 75.8 93.4 24.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
23 20 11 0 2 31 26
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 64,460
COMMITMENTS
17,098 12,859 16,888 29,615 33,771 63,601 63,518 859 942
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 4,745)
1,338 1,212 -856 3,976 4,089 4,458 4,445 287 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 19.9 26.2 45.9 52.4 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 12 15 9 10 31 27
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 67,367
COMMITMENTS
15,046 10,779 6,648 45,422 49,301 67,116 66,728 251 639
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,904)
-767 936 650 5,177 2,221 5,060 3,807 -1,156 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 16.0 9.9 67.4 73.2 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 15 16 17 18 43 41
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 813,015
COMMITMENTS
74,471 80,269 160,733 480,758 469,853 715,962 710,855 97,053 102,159
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 55,958)
1,503 -5,324 13,166 33,976 41,004 48,645 48,845 7,313 7,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 9.9 19.8 59.1 57.8 88.1 87.4 11.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
133 125 163 286 281 498 491
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 69,210
COMMITMENTS
7,490 2,180 10,709 28,912 30,547 47,111 43,436 22,099 25,774
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -1,238)
-855 616 1,092 -1,396 -2,880 -1,159 -1,172 -78 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.1 15.5 41.8 44.1 68.1 62.8 31.9 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 15 20 20 22 43 44
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 21,940
COMMITMENTS
2,030 0 229 12,738 17,941 14,997 18,170 6,943 3,770
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 8,595)
-53 0 229 3,538 5,584 3,714 5,813 4,881 2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 1.0 58.1 81.8 68.4 82.8 31.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 1 12 13 17 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,719,021
COMMITMENTS
371,174 426,716 713,850 2259228 2196530 3344253 3337096 374,769 381,925
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 285,980)
9,163 -32,328 62,998 176,861 219,417 249,022 250,087 36,958 35,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.5 19.2 60.7 59.1 89.9 89.7 10.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
130 120 158 282 278 487 482
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| 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: 25,576
COMMITMENTS
201 0 2,653 20,840 22,008 23,694 24,661 1,882 915
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 7,910)
-204 0 2,653 4,979 4,639 7,428 7,292 482 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 10.4 81.5 86.0 92.6 96.4 7.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 9 17 11 18
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| 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: 19,404
COMMITMENTS
475 359 428 16,159 17,853 17,062 18,640 2,342 764
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 2.2 83.3 92.0 87.9 96.1 12.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 14 20 16
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| 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: 17,996
COMMITMENTS
709 316 0 14,996 16,131 15,705 16,447 2,291 1,549
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 1,410)
-563 0 0 845 601 282 601 1,128 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.8 0.0 83.3 89.6 87.3 91.4 12.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 11 11 13 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| 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: 14,239
COMMITMENTS
0 1,325 710 12,674 11,352 13,384 13,387 855 852
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 5.0 89.0 79.7 94.0 94.0 6.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 2 11 13 13 16
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| 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: 21,101
COMMITMENTS
1,049 0 744 16,261 19,057 18,054 19,801 3,047 1,300
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,322)
74 -1,192 744 1,725 3,453 2,543 3,005 779 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 3.5 77.1 90.3 85.6 93.8 14.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 13 13 18 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,848
COMMITMENTS
12,773 3,868 442 52,286 68,552 65,501 72,862 11,347 3,986
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 9,199)
-521 -1,364 14 8,402 9,973 7,895 8,623 1,304 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 5.0 0.6 68.0 89.2 85.2 94.8 14.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 6 5 43 38 56 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 55,621
COMMITMENTS
10,898 13,435 4,517 33,585 27,463 49,000 45,414 6,621 10,207
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 5,622)
1,473 52 1,264 1,868 3,359 4,605 4,675 1,017 947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 24.2 8.1 60.4 49.4 88.1 81.6 11.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
50 57 30 93 98 162 166
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 278,105
COMMITMENTS
54,491 67,175 22,583 167,926 137,313 245,000 227,071 33,104 51,034
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 28,110)
7,363 261 6,320 9,341 16,793 23,024 23,375 5,086 4,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 24.2 8.1 60.4 49.4 88.1 81.6 11.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
50 57 30 93 98 162 166
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,841
COMMITMENTS
24,887 68,961 9,710 112,949 52,706 147,546 131,376 28,295 44,465
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 19,728)
2,401 4,910 653 13,254 9,892 16,307 15,455 3,421 4,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 39.2 5.5 64.2 30.0 83.9 74.7 16.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
21 36 18 30 32 58 80
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 581,023
COMMITMENTS
106,136 99,751 15,910 432,857 444,136 554,902 559,797 26,120 21,226
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 62,955)
-1,680 -2,324 3,226 54,807 60,325 56,353 61,227 6,602 1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 17.2 2.7 74.5 76.4 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
61 52 30 134 114 211 180
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,124
COMMITMENTS
10,044 17,721 40 9,526 3,119 19,610 20,880 4,514 3,244
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -15,136)
795 -3,898 -8,505 -3,060 -1,319 -10,770 -13,722 -4,366 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 73.5 0.2 39.5 12.9 81.3 86.6 18.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 8 2 11 5 25 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,499
COMMITMENTS
25,469 12,406 22 16,817 20,322 42,308 32,750 9,191 18,749
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -35,742)
-5,129 1,733 -7,109 -23,024 -12,922 -35,262 -18,298 -480 -17,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 24.1 0.0 32.7 39.5 82.2 63.6 17.8 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 11 2 22 16 41 28
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 88,635
COMMITMENTS
8,882 2,252 325 79,403 85,952 88,610 88,529 25 106
CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 6,339)
185 0 0 6,154 6,294 6,339 6,294 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.5 0.4 89.6 97.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 15 19 20 21
Updated March 15, 2019