BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,988
COMMITMENTS
333 3,203 1,380 9,629 6,773 11,341 11,356 646 632
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,211)
-29 313 138 1,034 604 1,143 1,055 68 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 26.7 11.5 80.3 56.5 94.6 94.7 5.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 10 9 29 24 39 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,862
COMMITMENTS
5,392 2,734 13,037 18,554 17,085 36,984 32,856 5,879 10,006
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,978)
311 602 317 1,606 773 2,235 1,692 -257 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.4 30.4 43.3 39.9 86.3 76.7 13.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 18 28 33 34 65 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,401
COMMITMENTS
916 1,918 1,423 9,093 8,153 11,432 11,494 969 907
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 341)
84 -54 40 190 307 314 293 27 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 15.5 11.5 73.3 65.7 92.2 92.7 7.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 7 30 17 37 27
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,957
COMMITMENTS
4,814 231 1,991 3,645 5,978 10,450 8,200 507 2,757
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 606)
60 21 102 373 282 535 404 72 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 2.1 18.2 33.3 54.6 95.4 74.8 4.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 7 17 19 26 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 374,789
COMMITMENTS
100,359 40,846 121,985 124,561 170,277 346,905 333,109 27,884 41,680
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 6,905)
-2,622 1,790 5,817 2,623 -2,701 5,818 4,906 1,086 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 10.9 32.5 33.2 45.4 92.6 88.9 7.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
119 102 133 80 87 275 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,862
COMMITMENTS
90,948 59,545 117,866 136,375 171,116 345,188 348,527 43,673 40,335
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 5,577)
915 689 2,930 514 805 4,359 4,424 1,218 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 15.3 30.3 35.1 44.0 88.8 89.6 11.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
134 100 144 137 145 347 331
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,003
COMMITMENTS
601 850 824 600 555 2,024 2,228 978 774
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -155)
-104 -132 -57 6 -14 -155 -204 1 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 28.3 27.4 20.0 18.5 67.4 74.2 32.6 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 9 8 12 11 26 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,967
COMMITMENTS
12,969 16,872 19,438 16,414 12,425 48,821 48,735 12,146 12,232
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -522)
288 467 -888 -189 178 -789 -244 267 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 27.7 31.9 26.9 20.4 80.1 79.9 19.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
48 51 57 68 64 155 147
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,076
COMMITMENTS
512 714 262 1,350 1,632 2,123 2,607 952 468
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -40)
-14 3 -10 -9 -26 -32 -33 -7 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 23.2 8.5 43.9 53.0 69.0 84.8 31.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 4 10 6 16 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,142
COMMITMENTS
2,628 2,977 5,310 21,296 19,708 29,234 27,995 909 2,147
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,099)
39 1 211 915 1,056 1,165 1,267 -66 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.9 17.6 70.7 65.4 97.0 92.9 3.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 11 16 28 30 47 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,164
COMMITMENTS
31,356 4,107 376 31,760 59,379 63,492 63,862 1,672 1,302
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 133)
119 -22 213 210 95 542 286 -409 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 6.3 0.6 48.7 91.1 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 10 4 6 9 22 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,081
COMMITMENTS
48,609 37,418 7,364 77,447 97,236 133,420 142,018 36,661 28,063
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,625)
970 3,139 -790 155 -1,067 336 1,282 1,289 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 22.0 4.3 45.5 57.2 78.4 83.5 21.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
26 26 18 37 32 72 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,128
COMMITMENTS
14,779 17,906 1,021 30,947 17,028 46,748 35,956 10,380 21,171
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 382)
6,276 -999 620 -5,901 -584 995 -963 -612 1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 31.3 1.8 54.2 29.8 81.8 62.9 18.2 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 14 6 13 20 23 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 190,351
COMMITMENTS
130,602 36,452 1,310 52,173 148,798 184,085 186,560 6,266 3,791
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -8,265)
-17,464 -554 479 8,517 -8,391 -8,468 -8,466 203 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 19.2 0.7 27.4 78.2 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
66 42 15 19 25 89 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 302,954
COMMITMENTS
37,932 128,072 20,069 220,472 103,355 278,473 251,496 24,481 51,458
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 818)
4,052 252 3,107 -2,722 -3,226 4,436 132 -3,618 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 42.3 6.6 72.8 34.1 91.9 83.0 8.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
24 53 19 36 51 70 113
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 192,721
COMMITMENTS
57,776 25,737 25,043 73,197 111,888 156,016 162,667 36,705 30,054
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 7,803)
9,922 8,085 1,725 -4,053 -3,230 7,595 6,580 208 1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 13.4 13.0 38.0 58.1 81.0 84.4 19.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
31 29 19 47 43 87 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 600,158
COMMITMENTS
167,559 214,188 57,070 287,084 264,320 511,713 535,578 88,446 64,580
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -12,968)
2,978 3,995 5,095 -21,228 -21,194 -13,155 -12,104 187 -865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 35.7 9.5 47.8 44.0 85.3 89.2 14.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
80 70 51 95 89 192 194
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,232
COMMITMENTS
4,289 5,834 177 9,403 14,956 13,869 20,967 13,363 6,265
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -422)
-29 -427 -7 178 58 142 -376 -564 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 21.4 0.6 34.5 54.9 50.9 77.0 49.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 2 13 10 20 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,455
COMMITMENTS
6,043 2,857 28 12,233 15,123 18,304 18,008 6,151 6,447
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -444)
-391 -313 11 -73 -92 -453 -394 9 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 11.7 0.1 50.0 61.8 74.8 73.6 25.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 12 9 18 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 70,744
COMMITMENTS
26,238 35,990 381 41,550 32,578 68,169 68,949 2,575 1,795
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 29,811)
5,254 6,345 373 23,632 22,838 29,259 29,556 552 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 50.9 0.5 58.7 46.1 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 22 3 7 7 22 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,711
COMMITMENTS
21,118 47,187 1,473 37,660 9,905 60,252 58,565 4,459 6,146
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,898)
87 7,871 305 -277 -5,979 116 2,197 1,782 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 72.9 2.3 58.2 15.3 93.1 90.5 6.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 55 13 15 14 48 78
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,108
COMMITMENTS
10,834 3,495 261 3,502 9,160 14,597 12,916 511 2,192
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -1,787)
-1,396 -1,312 81 -516 -535 -1,831 -1,766 44 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 23.1 1.7 23.2 60.6 96.6 85.5 3.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 14 2 4 5 12 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 30,443,344
COMMITMENTS
2161837 851,273 17205134 10250162 11424264 29617133 29480672 826,211 962,672
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 383,411)
91,353 7,190 213,036 45,058 144,417 349,447 364,643 33,964 18,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.8 56.5 33.7 37.5 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
83 83 134 120 132 275 280
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,091
COMMITMENTS
2,285 3,470 81 0 26 2,366 3,577 1,725 514
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -394)
-280 -337 -143 0 0 -423 -480 29 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.9 84.8 2.0 0.0 0.6 57.8 87.4 42.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 17 6 0 1 23 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 110,881
COMMITMENTS
9,017 11,500 26,372 74,722 72,554 110,111 110,426 770 455
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 6,194)
-3,722 -544 1,425 8,898 5,813 6,601 6,694 -407 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.4 23.8 67.4 65.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 15 19 14 18 36 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 160,229
COMMITMENTS
11,659 55,880 25,261 122,854 78,721 159,774 159,862 455 367
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 23,488)
-481 12,912 1,859 22,052 8,728 23,430 23,499 58 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 34.9 15.8 76.7 49.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 27 26 23 23 53 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 805,368
COMMITMENTS
75,755 65,462 181,123 459,540 465,634 716,418 712,219 88,950 93,149
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 18,877)
1,968 1,805 7,267 12,009 5,285 21,244 14,357 -2,367 4,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.1 22.5 57.1 57.8 89.0 88.4 11.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
139 129 157 264 284 481 493
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 63,481
COMMITMENTS
3,739 6,691 8,871 25,909 20,895 38,519 36,457 24,962 27,023
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,920)
77 2,152 -1,036 4,064 411 3,105 1,527 -185 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.5 14.0 40.8 32.9 60.7 57.4 39.3 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 10 13 21 18 39 32
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 15,088
COMMITMENTS
4,090 412 1 9,034 14,103 13,125 14,516 1,963 572
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3)
23 0 0 33 9 56 9 -53 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 2.7 0.0 59.9 93.5 87.0 96.2 13.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 6 9 12 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 8,331
COMMITMENTS
965 228 0 5,535 7,271 6,500 7,499 1,831 832
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 382)
80 228 0 267 -8 347 220 35 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 2.7 0.0 66.4 87.3 78.0 90.0 22.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 10 9 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,709,437
COMMITMENTS
376,401 310,174 844,938 2168157 2223698 3389495 3378810 319,942 330,627
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 79,785)
16,398 5,210 34,568 39,727 24,371 90,694 64,149 -10,909 15,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 8.4 22.8 58.4 59.9 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
134 126 152 258 277 467 481
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 21,313
COMMITMENTS
2,250 274 0 16,515 14,666 18,765 14,940 2,548 6,373
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,667)
0 0 0 1,091 -23 1,091 -23 576 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.3 0.0 77.5 68.8 88.0 70.1 12.0 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 8 12 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 14,707
COMMITMENTS
1,480 0 0 10,780 13,424 12,260 13,424 2,447 1,283
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -647)
-385 0 -1 -330 -1,088 -716 -1,089 69 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 73.3 91.3 83.4 91.3 16.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 8 13 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 69,981
COMMITMENTS
12,432 2,705 85 47,890 62,964 60,407 65,754 9,574 4,227
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,654)
511 -76 -333 1,419 1,854 1,597 1,445 57 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 3.9 0.1 68.4 90.0 86.3 94.0 13.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 6 3 41 34 52 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,556
COMMITMENTS
14,234 9,396 4,014 19,454 21,565 37,703 34,975 6,853 9,581
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,583)
-429 -204 168 1,603 961 1,342 925 241 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 21.1 9.0 43.7 48.4 84.6 78.5 15.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
52 65 37 83 91 157 171
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,781
COMMITMENTS
71,171 46,980 20,071 97,272 107,824 188,515 174,875 34,266 47,906
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 7,913)
-2,147 -1,021 841 8,015 4,805 6,708 4,624 1,204 3,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 21.1 9.0 43.7 48.4 84.6 78.5 15.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
52 65 37 83 91 157 171
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 182,881
COMMITMENTS
31,746 92,203 9,659 108,389 36,772 149,794 138,634 33,088 44,247
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -2,549)
-556 -2,105 968 -4,110 -3,437 -3,698 -4,574 1,149 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 50.4 5.3 59.3 20.1 81.9 75.8 18.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 39 15 26 29 52 76
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 476,614
COMMITMENTS
67,304 126,502 12,115 376,425 313,761 455,845 452,378 20,769 24,236
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 18,534)
5,006 814 1,024 10,571 14,832 16,601 16,671 1,933 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 26.5 2.5 79.0 65.8 95.6 94.9 4.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
50 57 21 122 127 184 193
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,963
COMMITMENTS
13,255 20,810 810 10,763 4,826 24,828 26,446 6,135 4,517
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 65)
-552 90 -267 12 35 -807 -142 872 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 67.2 2.6 34.8 15.6 80.2 85.4 19.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 3 14 7 28 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,093
COMMITMENTS
32,174 17,737 1,141 16,655 31,877 49,970 50,755 7,123 6,338
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -1,725)
754 -2,551 -341 -491 532 -78 -2,360 -1,647 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 31.1 2.0 29.2 55.8 87.5 88.9 12.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 15 7 27 24 46 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 117,277
COMMITMENTS
17,703 4,276 1,026 98,523 111,905 117,252 117,207 25 70
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 721)
338 0 0 383 756 721 756 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.6 0.9 84.0 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 2 3 15 21 24 25
Updated August 30, 2019