BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,010
COMMITMENTS
245 2,830 1,045 7,917 5,389 9,207 9,264 803 746
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,237)
58 7 -206 -1,205 -1,105 -1,353 -1,303 115 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 28.3 10.4 79.1 53.8 92.0 92.5 8.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 10 9 24 23 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,901
COMMITMENTS
7,278 1,121 13,300 15,687 17,460 36,264 31,881 5,637 10,021
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,061)
-640 -670 -1,669 -2,306 -2,671 -4,615 -5,010 -446 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 2.7 31.7 37.4 41.7 86.5 76.1 13.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 11 26 35 35 74 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,651
COMMITMENTS
758 1,496 1,221 7,450 6,796 9,429 9,513 1,222 1,138
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,733)
-190 -133 -301 -1,329 -1,315 -1,820 -1,748 88 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 14.0 11.5 69.9 63.8 88.5 89.3 11.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 8 7 28 18 36 27
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,051
COMMITMENTS
3,968 258 1,641 3,955 5,201 9,564 7,100 487 2,951
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -828)
-214 -95 -247 -309 -443 -770 -785 -58 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 2.6 16.3 39.4 51.7 95.2 70.6 4.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 2 7 16 17 25 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 398,940
COMMITMENTS
89,810 35,410 140,672 137,240 179,676 367,723 355,758 31,218 43,183
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 12,693)
-5,912 1,213 8,859 8,745 2,088 11,692 12,159 1,002 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 8.9 35.3 34.4 45.0 92.2 89.2 7.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
158 85 153 87 95 312 280
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,364
COMMITMENTS
92,262 57,764 88,456 131,778 160,033 312,497 306,253 38,867 45,111
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -27,574)
-1,853 -2,306 -23,333 137 -2,274 -25,049 -27,914 -2,525 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 16.4 25.2 37.5 45.5 88.9 87.2 11.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
118 90 132 145 140 330 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,542
COMMITMENTS
486 688 393 665 657 1,543 1,737 999 804
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 126)
-42 -72 76 20 92 54 96 72 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 27.1 15.4 26.1 25.8 60.7 68.4 39.3 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 10 7 10 10 23 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,757
COMMITMENTS
13,459 13,650 14,236 13,610 10,373 41,305 38,259 8,453 11,498
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 980)
-1,357 -520 2,222 -304 -1,170 560 532 420 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 27.4 28.6 27.4 20.8 83.0 76.9 17.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
50 43 61 54 51 144 126
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,596
COMMITMENTS
254 650 219 1,272 1,505 1,745 2,375 851 221
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -428)
-95 -127 -51 -118 -167 -264 -344 -164 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 25.1 8.4 49.0 58.0 67.2 91.5 32.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 4 11 7 16 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,940
COMMITMENTS
1,969 3,280 5,414 18,546 16,160 25,929 24,854 1,011 2,086
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -4,528)
-362 -497 -847 -3,157 -3,041 -4,366 -4,386 -162 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.2 20.1 68.8 60.0 96.2 92.3 3.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 12 16 26 25 50 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 63,947
COMMITMENTS
38,161 9,783 0 24,147 52,794 62,308 62,577 1,639 1,370
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -4,657)
-1,040 -3,156 0 -3,611 -1,572 -4,651 -4,728 -6 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 15.3 0.0 37.8 82.6 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 7 0 4 8 24 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,903
COMMITMENTS
48,290 43,317 6,671 58,287 64,230 113,248 114,219 32,655 31,684
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 3,569)
1,928 2,974 755 2,357 -4,908 5,040 -1,179 -1,471 4,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 29.7 4.6 39.9 44.0 77.6 78.3 22.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
28 30 13 32 32 65 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,170
COMMITMENTS
15,074 26,459 1,208 40,707 15,222 56,988 42,889 9,182 23,282
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -859)
-3,195 -3,419 65 747 2,107 -2,383 -1,246 1,525 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 40.0 1.8 61.5 23.0 86.1 64.8 13.9 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 21 4 16 18 26 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 218,873
COMMITMENTS
160,055 44,305 1,293 51,889 169,760 213,238 215,358 5,635 3,515
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 2,344)
-2,902 -2,190 -437 5,562 4,905 2,223 2,278 121 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 20.2 0.6 23.7 77.6 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
71 40 12 18 33 91 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 279,302
COMMITMENTS
27,850 103,325 20,236 206,854 110,972 254,940 234,533 24,362 44,769
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 8,534)
2,123 -2,545 191 7,972 9,121 10,285 6,766 -1,751 1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 37.0 7.2 74.1 39.7 91.3 84.0 8.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
23 45 15 37 51 67 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 172,846
COMMITMENTS
52,259 40,929 15,779 74,628 90,097 142,665 146,805 30,180 26,040
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,838)
-5,041 -2,910 -858 2,691 -2,258 -3,208 -6,026 -2,630 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 23.7 9.1 43.2 52.1 82.5 84.9 17.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 24 16 43 40 78 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 570,835
COMMITMENTS
160,999 242,757 36,163 290,215 229,044 487,377 507,964 83,457 62,870
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -30,741)
-2,451 310 -16,447 -6,283 -16,852 -25,181 -32,988 -5,560 2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 42.5 6.3 50.8 40.1 85.4 89.0 14.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
85 71 50 97 90 197 196
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,655
COMMITMENTS
3,920 3,485 685 8,852 15,782 13,457 19,952 12,198 5,703
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -212)
0 -77 0 69 -258 69 -335 -281 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.6 2.7 34.5 61.5 52.5 77.8 47.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 2 13 10 19 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,834
COMMITMENTS
1,580 3,485 15 14,133 13,163 15,728 16,663 7,106 6,171
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -199)
334 -393 0 -421 20 -87 -373 -112 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 15.3 0.1 61.9 57.6 68.9 73.0 31.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 1 13 11 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 58,558
COMMITMENTS
7,674 53,507 125 48,344 2,975 56,143 56,607 2,415 1,951
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -13,046)
-6,513 -560 -64 -6,206 -12,118 -12,783 -12,742 -263 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 91.4 0.2 82.6 5.1 95.9 96.7 4.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 24 3 7 6 19 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 74,094
COMMITMENTS
14,274 52,592 1,664 55,385 13,827 71,323 68,083 2,771 6,012
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,565)
-1,767 -5,993 505 143 3,850 -1,119 -1,639 -446 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 71.0 2.2 74.7 18.7 96.3 91.9 3.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
26 54 11 19 14 51 73
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,871
COMMITMENTS
8,905 3,226 36 1,298 5,597 10,239 8,859 632 2,012
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,519)
-2,913 -1,151 36 305 -1,518 -2,572 -2,633 53 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 29.7 0.3 11.9 51.5 94.2 81.5 5.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 10 1 2 6 10 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,122,308
COMMITMENTS
1834345 523,254 13995815 9490385 10725156 25320544 25244224 801,764 878,084
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 1,179,978)
103,038 -11,095 821,337 217,724 342,466 1142099 1152709 37,879 27,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.0 53.6 36.3 41.1 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
84 74 118 125 128 270 260
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,335
COMMITMENTS
1,805 2,712 135 0 0 1,940 2,847 1,395 488
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -13)
4 46 -2 0 0 2 44 -15 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 81.3 4.0 0.0 0.0 58.2 85.4 41.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 22 4 0 0 24 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 156,267
COMMITMENTS
24,323 21,903 35,220 95,275 98,624 154,818 155,747 1,449 520
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 6,752)
792 -876 4,082 2,052 3,477 6,926 6,683 -174 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 14.0 22.5 61.0 63.1 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 20 19 8 18 32 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 257,091
COMMITMENTS
32,587 126,575 21,588 202,482 108,275 256,657 256,438 434 653
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 16,472)
6,618 3,934 3,456 6,893 8,790 16,967 16,180 -495 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 49.2 8.4 78.8 42.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 35 29 19 27 51 71
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 761,042
COMMITMENTS
67,050 59,254 183,770 426,317 440,241 677,136 683,265 83,906 77,777
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 29,381)
3,162 -4,057 21,510 6,221 10,144 30,893 27,597 -1,512 1,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 7.8 24.1 56.0 57.8 89.0 89.8 11.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
142 115 148 263 270 473 466
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 52,941
COMMITMENTS
1,233 3,090 17,062 15,341 16,312 33,636 36,464 19,306 16,478
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 1,430)
-167 504 614 4,605 -2,936 5,052 -1,818 -3,622 3,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.8 32.2 29.0 30.8 63.5 68.9 36.5 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 9 18 15 15 36 34
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,540,503
COMMITMENTS
334,208 285,945 828,413 2054882 2119647 3217503 3234005 323,000 306,498
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 139,753)
12,314 -27,132 108,807 8,083 65,398 129,204 147,073 10,549 -7,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.1 23.4 58.0 59.9 90.9 91.3 9.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
138 112 142 258 265 461 454
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| 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: 15,806
COMMITMENTS
211 2,143 0 13,189 11,302 13,400 13,445 2,406 2,361
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.6 0.0 83.4 71.5 84.8 85.1 15.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 0 7 12 8 16
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| 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: 11,177
COMMITMENTS
1,658 0 0 6,605 10,281 8,263 10,281 2,914 896
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,102)
357 -206 -21 -1,814 -700 -1,478 -927 376 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.0 0.0 59.1 92.0 73.9 92.0 26.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 8 12 12 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,508
COMMITMENTS
11,753 2,430 40 43,442 58,913 55,235 61,383 10,273 4,125
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 2,167)
-1,253 -199 -91 3,549 1,746 2,205 1,456 -38 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.7 0.1 66.3 89.9 84.3 93.7 15.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 4 1 43 29 53 34
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,397
COMMITMENTS
13,375 9,595 3,205 21,229 23,394 37,808 36,194 6,589 8,204
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -49)
-1,673 64 143 1,324 -216 -206 -8 156 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 21.6 7.2 47.8 52.7 85.2 81.5 14.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
56 53 31 84 96 152 168
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,986
COMMITMENTS
66,874 47,976 16,024 106,145 116,968 189,042 180,968 32,943 41,018
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -247)
-8,364 322 716 6,619 -1,078 -1,029 -40 782 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 21.6 7.2 47.8 52.7 85.2 81.5 14.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
56 53 31 84 96 152 168
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 185,184
COMMITMENTS
42,803 90,488 10,683 100,141 44,248 153,627 145,419 31,557 39,765
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,532)
-3,709 -9,730 -430 -563 4,983 -4,701 -5,176 -831 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 48.9 5.8 54.1 23.9 83.0 78.5 17.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
20 33 14 26 37 52 78
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 449,838
COMMITMENTS
79,205 120,527 12,691 335,542 295,222 427,438 428,440 22,400 21,398
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 111)
-10,616 7,670 1,017 9,850 -12,565 252 -3,877 -141 3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 26.8 2.8 74.6 65.6 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
57 52 29 127 121 201 185
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,223
COMMITMENTS
5,360 15,882 45 11,713 4,537 17,118 20,464 6,105 2,759
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -989)
-3,111 -20 -16 582 6 -2,545 -30 1,556 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 68.4 0.2 50.4 19.5 73.7 88.1 26.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 4 1 14 4 25 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,274
COMMITMENTS
24,923 15,077 55 11,798 28,177 36,776 43,309 11,498 4,965
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,123)
-1,517 -2,129 -47 -164 -944 -1,728 -3,120 -1,395 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 31.2 0.1 24.4 58.4 76.2 89.7 23.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 19 3 22 25 38 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 |
--------------------------------------------------------------| 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: 115,699
COMMITMENTS
19,346 6,428 1,026 95,297 108,185 115,669 115,639 30 60
CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,503)
484 250 0 -1,991 -1,753 -1,507 -1,503 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.6 0.9 82.4 93.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 3 3 19 20 29 25
Updated October 11, 2019