BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,159
COMMITMENTS
284 4,426 1,706 8,542 4,367 10,532 10,500 627 659
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 121)
-9 118 35 55 -80 81 73 39 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 39.7 15.3 76.5 39.1 94.4 94.1 5.6 5.9
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 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,370
COMMITMENTS
9,054 3,375 14,712 20,491 18,374 44,256 36,460 3,113 10,910
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 769)
273 365 453 125 268 852 1,086 -82 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.1 31.1 43.3 38.8 93.4 77.0 6.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 20 28 39 32 72 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 16,510
COMMITMENTS
1,151 2,027 4,223 9,967 9,321 15,341 15,571 1,168 939
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 479)
181 143 148 214 144 542 435 -63 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 12.3 25.6 60.4 56.5 92.9 94.3 7.1 5.7
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 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,695
COMMITMENTS
5,904 366 1,268 2,208 5,737 9,381 7,371 314 2,324
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 182)
157 -2 18 34 202 209 217 -27 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 3.8 13.1 22.8 59.2 96.8 76.0 3.2 24.0
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 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 373,196
COMMITMENTS
76,263 46,897 126,971 122,692 152,796 325,926 326,664 47,269 46,531
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 42,172)
2,382 -14,892 10,608 14,965 44,492 27,955 40,208 14,218 1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 12.6 34.0 32.9 40.9 87.3 87.5 12.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
140 74 137 87 93 282 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 499,516
COMMITMENTS
196,019 26,045 120,156 147,501 273,862 463,676 420,063 35,840 79,453
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 18,583)
12,998 -4,364 -2,174 5,437 19,488 16,260 12,950 2,323 5,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 5.2 24.1 29.5 54.8 92.8 84.1 7.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
194 80 164 171 217 446 401
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,004
COMMITMENTS
880 1,107 517 751 809 2,148 2,433 856 571
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -37)
-10 84 -14 -68 -72 -92 -2 55 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 36.8 17.2 25.0 26.9 71.5 81.0 28.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 12 9 13 10 31 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,307
COMMITMENTS
18,652 12,890 15,606 17,005 13,336 51,263 41,832 9,045 18,476
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -2,329)
850 -2,834 -1,288 -1,074 1,153 -1,512 -2,969 -817 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 21.4 25.9 28.2 22.1 85.0 69.4 15.0 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
64 54 64 63 73 167 161
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,686
COMMITMENTS
2,317 8,186 5,569 22,170 14,977 30,057 28,732 629 1,954
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 375)
-40 -193 71 316 403 347 281 28 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 26.7 18.1 72.2 48.8 97.9 93.6 2.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 26 20 30 30 54 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,119
COMMITMENTS
38,189 8,055 0 16,077 47,182 54,266 55,237 1,853 882
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -9,847)
2,553 -5,004 -2 -12,818 -4,533 -10,267 -9,539 420 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 14.4 0.0 28.6 84.1 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 8 0 5 6 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,787
COMMITMENTS
15,960 62,841 8,915 118,856 57,354 143,731 129,110 37,056 51,677
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 9,498)
-4,197 1,635 -1,267 12,991 3,784 7,527 4,152 1,970 5,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 34.8 4.9 65.7 31.7 79.5 71.4 20.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
19 33 17 37 33 67 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,938
COMMITMENTS
7,626 35,000 105 61,189 18,194 68,921 53,300 8,018 23,639
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -9,875)
-4,548 -751 -2,374 -1,434 -2,464 -8,356 -5,590 -1,519 -4,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 45.5 0.1 79.5 23.6 89.6 69.3 10.4 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 21 2 15 17 26 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 235,532
COMMITMENTS
183,580 60,691 451 44,093 171,443 228,124 232,585 7,408 2,947
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -38,011)
6,376 -41,395 -15,843 -29,220 20,290 -38,688 -36,948 677 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 25.8 0.2 18.7 72.8 96.9 98.7 3.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
89 43 7 13 31 104 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 170,881
COMMITMENTS
30,358 43,599 18,249 92,709 79,253 141,316 141,101 29,565 29,781
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -49,573)
-79 -23,168 -2,132 -47,057 -19,547 -49,267 -44,846 -305 -4,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 25.5 10.7 54.3 46.4 82.7 82.6 17.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
25 35 20 33 43 69 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 175,691
COMMITMENTS
19,727 78,953 15,797 116,572 42,893 152,095 137,643 23,595 38,048
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -40,077)
-1,710 -1,822 -2,083 -27,337 -37,226 -31,129 -41,131 -8,948 1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 44.9 9.0 66.4 24.4 86.6 78.3 13.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
26 37 23 39 40 75 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 530,038
COMMITMENTS
143,306 220,478 38,830 268,167 206,986 450,303 466,294 79,735 63,744
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -55,918)
-5,793 -8,378 -6,742 -29,084 -27,827 -41,619 -42,947 -14,299 -12,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 41.6 7.3 50.6 39.1 85.0 88.0 15.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
89 72 57 92 87 203 194
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,025
COMMITMENTS
3,898 5,632 202 10,155 13,888 14,255 19,722 12,770 7,303
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -6,251)
-3,417 1,380 -1,360 -87 -5,800 -4,864 -5,780 -1,387 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 20.8 0.7 37.6 51.4 52.7 73.0 47.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 2 11 9 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,594
COMMITMENTS
14,000 12,742 156 4,050 6,557 18,206 19,455 2,388 1,139
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 1,796)
4,673 -1,043 -655 -2,336 3,784 1,682 2,086 114 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 61.9 0.8 19.7 31.8 88.4 94.5 11.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 12 2 5 6 17 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,153
COMMITMENTS
17,301 18,431 916 14,514 12,116 32,731 31,462 3,422 4,691
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -6,175)
-3,673 2,054 -1,744 -682 -5,122 -6,099 -4,813 -76 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 51.0 2.5 40.1 33.5 90.5 87.0 9.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 30 10 10 10 43 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,355
COMMITMENTS
2,668 2,852 3,000 6,787 6,064 12,455 11,916 900 1,439
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -17,086)
-10,480 -10,672 -195 -6,306 -6,258 -16,981 -17,125 -105 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 21.4 22.5 50.8 45.4 93.3 89.2 6.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 1 3 4 10 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,397,510
COMMITMENTS
1104930 1481160 10078070 9513953 8724865 20696953 20284095 700,558 1113415
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -2,896,348)
-117,090 -76,622 -1619667 -1139402 -1160697 -2876159 -2856986 -20,189 -39,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.9 47.1 44.5 40.8 96.7 94.8 3.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
74 99 139 118 124 278 282
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,681
COMMITMENTS
2,383 2,833 295 0 281 2,678 3,409 1,003 272
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 201)
76 170 -36 0 25 40 159 161 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 77.0 8.0 0.0 7.6 72.8 92.6 27.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
23 18 6 0 3 29 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 69,474
COMMITMENTS
18,254 16,614 15,911 34,771 36,318 68,936 68,843 538 631
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 5,014)
1,156 3,755 -977 5,156 2,547 5,335 5,325 -321 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 23.9 22.9 50.0 52.3 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 13 15 9 11 31 28
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 79,953
COMMITMENTS
17,275 13,250 6,825 55,546 59,353 79,646 79,428 307 525
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 12,586)
2,229 2,471 177 10,124 10,052 12,530 12,700 56 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 16.6 8.5 69.5 74.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
21 13 17 18 19 44 44
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 690,889
COMMITMENTS
71,648 76,562 136,657 404,058 397,609 612,364 610,828 78,526 80,062
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -122,125)
-2,822 -3,707 -24,076 -76,700 -72,245 -103,598 -100,028 -18,527 -22,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 11.1 19.8 58.5 57.6 88.6 88.4 11.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
135 123 149 264 266 470 468
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 39,800
COMMITMENTS
4,603 1,065 7,476 10,796 14,560 22,875 23,100 16,924 16,699
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -29,411)
-2,887 -1,115 -3,233 -18,116 -15,988 -24,236 -20,336 -5,175 -9,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 2.7 18.8 27.1 36.6 57.5 58.0 42.5 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 8 17 14 17 35 35
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 14,160
COMMITMENTS
2,083 0 0 9,904 13,033 11,987 13,033 2,173 1,127
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -7,780)
53 0 -229 -2,834 -4,908 -3,010 -5,137 -4,770 -2,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.0 69.9 92.0 84.7 92.0 15.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 11 11 15 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,255,450
COMMITMENTS
346,675 388,934 634,457 1966309 1915244 2947442 2938636 308,008 316,814
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -463,572)
-24,499 -37,782 -79,393 -292,919 -281,286 -396,811 -398,460 -66,761 -65,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.9 19.5 60.4 58.8 90.5 90.3 9.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
130 120 143 261 262 459 458
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 9,668
COMMITMENTS
702 787 0 7,010 8,527 7,712 9,314 1,956 354
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -9,736)
227 428 -428 -9,149 -9,326 -9,350 -9,326 -386 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.1 0.0 72.5 88.2 79.8 96.3 20.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 9 10 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 10,561
COMMITMENTS
1,998 0 0 6,188 10,027 8,186 10,027 2,375 534
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -10,540)
949 0 -744 -10,073 -9,030 -9,868 -9,774 -672 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 0.0 0.0 58.6 94.9 77.5 94.9 22.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 0 9 11 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,173
COMMITMENTS
12,455 3,684 536 39,662 55,432 52,653 59,652 10,520 3,521
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -13,675)
-318 -184 94 -12,624 -13,120 -12,848 -13,210 -827 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 5.8 0.8 62.8 87.7 83.3 94.4 16.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 5 4 40 35 51 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,559
COMMITMENTS
12,549 11,857 1,976 21,957 20,456 36,483 34,289 6,077 8,270
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -13,061)
1,651 -1,578 -2,541 -11,628 -7,007 -12,517 -11,125 -544 -1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 27.9 4.6 51.6 48.1 85.7 80.6 14.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
57 48 23 80 84 148 144
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 212,797
COMMITMENTS
62,747 59,287 9,880 109,787 102,278 182,414 171,445 30,383 41,352
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -65,307)
8,256 -7,888 -12,704 -58,139 -35,034 -62,586 -55,626 -2,721 -9,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 27.9 4.6 51.6 48.1 85.7 80.6 14.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
57 48 23 80 84 148 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,936
COMMITMENTS
19,972 72,609 8,134 99,779 33,611 127,885 114,354 28,051 41,583
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -19,905)
-4,916 3,648 -1,576 -13,170 -19,095 -19,661 -17,023 -244 -2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 46.6 5.2 64.0 21.6 82.0 73.3 18.0 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 35 18 27 28 55 73
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 457,675
COMMITMENTS
104,484 93,778 10,238 322,961 335,353 437,682 439,369 19,993 18,306
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -123,348)
-1,652 -5,973 -5,671 -109,897 -108,784 -117,220 -120,428 -6,128 -2,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 20.5 2.2 70.6 73.3 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
56 51 29 124 105 195 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,372
COMMITMENTS
8,081 17,647 38 10,260 2,467 18,379 20,152 4,993 3,220
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: -752)
-1,963 -74 -2 734 -652 -1,231 -728 479 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 75.5 0.2 43.9 10.6 78.6 86.2 21.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 6 2 13 5 27 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,750
COMMITMENTS
27,788 11,257 33 19,882 20,385 47,703 31,675 8,047 24,075
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 4,251)
2,319 -1,149 11 3,065 63 5,395 -1,075 -1,144 5,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 20.2 0.1 35.7 36.6 85.6 56.8 14.4 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 13 4 27 16 45 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/19 |
--------------------------------------------------------------| 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: 88,961
COMMITMENTS
9,302 2,252 325 79,309 86,323 88,936 88,900 25 61
CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST: 326)
420 0 0 -94 371 326 371 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.5 0.4 89.2 97.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 16 19 21 21
Updated March 22, 2019