BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,476
COMMITMENTS
626 3,876 1,279 8,735 5,773 10,640 10,928 837 548
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 722)
86 23 208 517 445 811 676 -89 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 33.8 11.1 76.1 50.3 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 10 10 25 24 37 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,704
COMMITMENTS
7,780 2,130 15,030 20,551 20,978 43,361 38,139 4,342 9,565
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,906)
263 -94 816 519 878 1,598 1,600 308 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.5 31.5 43.1 44.0 90.9 79.9 9.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 13 24 39 27 74 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 15,405
COMMITMENTS
763 2,506 3,427 10,473 8,591 14,664 14,525 741 880
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 143)
-93 -87 24 334 115 265 52 -122 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.3 22.2 68.0 55.8 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 9 11 33 22 45 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,804
COMMITMENTS
7,044 197 1,536 2,739 7,568 11,319 9,302 485 2,503
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 27)
19 2 -14 -7 17 -2 5 29 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 1.7 13.0 23.2 64.1 95.9 78.8 4.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 7 14 20 23 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 433,547
COMMITMENTS
111,575 20,602 152,210 129,255 213,913 393,041 386,726 40,507 46,822
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,793)
409 1,515 -269 2,263 1,380 2,403 2,626 -610 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.8 35.1 29.8 49.3 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
165 54 156 91 99 309 276
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 447,441
COMMITMENTS
128,508 23,335 133,464 148,684 231,333 410,656 388,133 36,785 59,308
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -4,653)
-9,316 3,254 3,783 763 -10,958 -4,771 -3,921 118 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 5.2 29.8 33.2 51.7 91.8 86.7 8.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
165 72 156 142 177 373 356
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,727
COMMITMENTS
1,126 2,216 1,002 1,328 619 3,456 3,836 1,271 890
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 388)
174 237 112 15 -45 302 304 86 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 46.9 21.2 28.1 13.1 73.1 81.2 26.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 21 14 18 13 44 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,729
COMMITMENTS
16,416 18,017 16,747 18,591 12,444 51,754 47,207 10,976 15,522
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 237)
428 2,229 -580 222 -353 70 1,296 167 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 28.7 26.7 29.6 19.8 82.5 75.3 17.5 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
73 63 63 75 78 181 181
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,203
COMMITMENTS
723 1,272 492 1,569 2,113 2,784 3,877 1,419 326
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 30.3 11.7 37.3 50.3 66.2 92.2 33.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 5 12 7 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,692
COMMITMENTS
2,997 5,265 5,772 20,301 17,318 29,070 28,355 622 1,338
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,321)
-1 -71 361 900 880 1,261 1,170 60 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 17.7 19.4 68.4 58.3 97.9 95.5 2.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 11 17 31 33 53 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,826
COMMITMENTS
39,414 3,251 0 17,680 54,843 57,094 58,094 1,732 732
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -1,595)
-835 -1,199 0 -597 -306 -1,432 -1,505 -163 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 5.5 0.0 30.1 93.2 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
20 6 0 5 6 25 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,250
COMMITMENTS
14,698 57,695 12,460 93,384 47,512 120,542 117,666 32,708 35,583
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -6,613)
-2,292 -8,157 3,101 -10,429 -1,761 -9,620 -6,817 3,006 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 37.6 8.1 60.9 31.0 78.7 76.8 21.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
22 34 22 34 33 69 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 90,348
COMMITMENTS
4,974 43,209 406 76,068 19,942 81,448 63,557 8,901 26,791
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -5,331)
-2,363 -4,810 -36 -3,073 -1,027 -5,472 -5,873 141 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 47.8 0.4 84.2 22.1 90.1 70.3 9.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 26 2 15 19 22 45
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 272,312
COMMITMENTS
218,160 71,763 1,813 45,573 195,573 265,546 269,148 6,767 3,164
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 6,103)
3,801 5,614 861 1,334 -216 5,995 6,258 107 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 26.4 0.7 16.7 71.8 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
91 38 9 17 30 113 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 220,462
COMMITMENTS
43,996 69,546 22,938 125,318 90,120 192,252 182,604 28,211 37,858
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 42,522)
-5,715 17,264 9,439 36,418 12,080 40,142 38,782 2,380 3,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 31.5 10.4 56.8 40.9 87.2 82.8 12.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
27 36 23 35 49 73 97
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 197,441
COMMITMENTS
25,358 80,409 22,400 122,095 58,238 169,854 161,048 27,587 36,393
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -14,668)
-8,498 -15,620 -2,351 -1,438 4,085 -12,287 -13,886 -2,381 -782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 40.7 11.3 61.8 29.5 86.0 81.6 14.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
23 44 25 41 47 79 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 572,863
COMMITMENTS
148,349 255,106 39,472 295,751 212,814 483,571 507,392 89,291 65,471
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 16,122)
-3,226 5,190 3,767 13,142 8,661 13,683 17,618 2,439 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 44.5 6.9 51.6 37.1 84.4 88.6 15.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
76 87 53 103 89 203 205
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,695
COMMITMENTS
3,803 4,442 176 8,751 15,763 12,730 20,381 13,965 6,314
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -1,095)
-826 451 -113 -876 -745 -1,815 -407 720 -688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 16.6 0.7 32.8 59.0 47.7 76.3 52.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 2 11 9 18 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,784
COMMITMENTS
5,494 4,410 86 15,335 16,446 20,915 20,942 5,869 5,842
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 346)
203 149 9 -116 162 96 320 250 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 16.5 0.3 57.3 61.4 78.1 78.2 21.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 2 13 9 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,319
COMMITMENTS
15,029 40,929 0 28,215 2,301 43,244 43,230 2,075 2,089
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,459)
2,095 2,086 -58 268 235 2,305 2,263 154 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 90.3 0.0 62.3 5.1 95.4 95.4 4.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 22 0 7 7 16 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,639
COMMITMENTS
26,406 37,317 669 28,642 14,005 55,716 51,991 2,922 6,647
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 8,330)
7,358 6,792 -4 792 857 8,146 7,646 184 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 63.6 1.1 48.8 23.9 95.0 88.7 5.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
21 48 8 18 12 42 65
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,002,341
COMMITMENTS
1642050 1235227 14114647 10534988 10570391 26291685 25920266 710,656 1082076
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 333,365)
70,633 21,139 216,538 57,228 108,277 344,399 345,953 -11,033 -12,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.6 52.3 39.0 39.1 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
78 100 147 128 137 294 302
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,650
COMMITMENTS
2,845 3,826 384 0 46 3,229 4,256 1,421 394
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 203)
40 76 95 0 0 135 171 68 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 82.3 8.3 0.0 1.0 69.4 91.5 30.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
25 16 8 0 1 32 20
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 74,297
COMMITMENTS
21,523 12,246 23,317 28,260 37,496 73,100 73,059 1,197 1,238
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,444)
-116 227 3,366 170 -228 3,420 3,365 24 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 16.5 31.4 38.0 50.5 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 8 19 9 15 30 37
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 78,093
COMMITMENTS
20,740 9,530 19,254 37,776 48,758 77,770 77,542 323 551
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 4,110)
2,346 2,654 716 1,105 845 4,167 4,215 -57 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 12.2 24.7 48.4 62.4 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 15 21 17 19 43 46
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 789,085
COMMITMENTS
88,084 71,936 169,259 442,640 459,328 699,984 700,524 89,102 88,561
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -23,552)
2,174 3,354 -16,319 -8,538 -10,118 -22,683 -23,082 -869 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.1 21.5 56.1 58.2 88.7 88.8 11.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
159 123 162 262 286 491 502
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 64,065
COMMITMENTS
3,743 7,269 10,035 23,389 31,212 37,167 48,516 26,898 15,549
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -1,800)
-1,525 394 -3,036 1,032 -1,157 -3,529 -3,800 1,728 2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 11.3 15.7 36.5 48.7 58.0 75.7 42.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 12 18 16 20 38 40
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| 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: 14,212
COMMITMENTS
605 156 45 11,726 13,033 12,376 13,234 1,836 978
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -234)
-297 0 -7 1,256 -143 952 -150 -1,186 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.1 0.3 82.5 91.7 87.1 93.1 12.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 11 8 13 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,625,101
COMMITMENTS
441,628 343,257 776,201 2096256 2140580 3314085 3260038 311,017 365,063
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -108,758)
10,965 7,274 -58,884 -47,853 -44,802 -95,771 -96,412 -12,987 -12,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.5 21.4 57.8 59.0 91.4 89.9 8.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
154 118 154 259 281 478 489
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| 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: 32,992
COMMITMENTS
1,396 2,653 0 28,844 28,201 30,240 30,854 2,752 2,138
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 691)
12 -485 0 732 1,077 744 592 -53 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.0 0.0 87.4 85.5 91.7 93.5 8.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 11 13 14 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| 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: 15,854
COMMITMENTS
1,714 661 0 10,954 13,572 12,668 14,233 3,186 1,621
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,999)
33 0 0 2,038 2,053 2,071 2,053 -72 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.2 0.0 69.1 85.6 79.9 89.8 20.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 0 8 10 12 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,497
COMMITMENTS
14,291 1,923 84 39,821 61,059 54,196 63,066 11,301 2,431
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -274)
-245 674 -561 104 224 -702 337 428 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.9 0.1 60.8 93.2 82.7 96.3 17.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 4 3 41 35 55 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 47,024
COMMITMENTS
12,784 10,038 3,370 23,825 25,110 39,979 38,519 7,045 8,505
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -715)
1,111 830 -1,165 -641 -219 -694 -554 -21 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 21.3 7.2 50.7 53.4 85.0 81.9 15.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
63 54 26 78 86 154 153
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 235,121
COMMITMENTS
63,918 50,192 16,850 119,127 125,552 199,896 192,595 35,225 42,526
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -3,576)
5,557 4,149 -5,824 -3,203 -1,096 -3,470 -2,771 -106 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 21.3 7.2 50.7 53.4 85.0 81.9 15.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
63 54 26 78 86 154 153
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 203,706
COMMITMENTS
40,063 104,369 12,723 116,657 39,911 169,443 157,002 34,263 46,704
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 19,460)
10,165 12,665 1,959 5,636 3,228 17,761 17,852 1,699 1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 51.2 6.2 57.3 19.6 83.2 77.1 16.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
22 44 19 33 28 62 84
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 432,550
COMMITMENTS
76,219 89,923 11,524 322,898 310,956 410,642 412,403 21,908 20,147
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 507)
-4,137 2,050 -1,250 5,995 -1,904 609 -1,104 -102 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 20.8 2.7 74.6 71.9 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
52 44 30 126 118 193 177
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,729
COMMITMENTS
4,829 19,149 480 14,283 1,606 19,592 21,235 5,137 3,494
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -94)
255 -756 480 -759 -63 -24 -339 -70 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 77.4 1.9 57.8 6.5 79.2 85.9 20.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 6 2 13 4 23 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,410
COMMITMENTS
36,003 7,300 488 20,556 31,459 57,047 39,247 9,363 27,163
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,592)
1,629 948 385 -908 4,062 1,106 5,395 486 -3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 11.0 0.7 31.0 47.4 85.9 59.1 14.1 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 10 4 23 22 43 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| 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: 108,178
COMMITMENTS
9,929 3,652 273 97,951 104,193 108,153 108,118 25 60
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,023)
41 400 48 934 575 1,023 1,023 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.4 0.3 90.5 96.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 2 15 22 20 26
Updated May 24, 2019