BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,485
COMMITMENTS
59 2,596 1,304 8,287 5,890 9,651 9,791 834 694
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 475)
-186 -233 259 370 501 444 527 31 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 24.8 12.4 79.0 56.2 92.0 93.4 8.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 9 9 25 24 34 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,094
COMMITMENTS
7,514 1,551 14,009 16,570 18,891 38,093 34,451 6,001 9,643
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,193)
236 430 709 884 1,431 1,829 2,570 364 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 3.5 31.8 37.6 42.8 86.4 78.1 13.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 14 27 40 39 80 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,433
COMMITMENTS
818 1,511 1,535 7,961 7,628 10,314 10,674 1,119 759
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 782)
60 15 314 511 832 885 1,161 -103 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.2 13.4 69.6 66.7 90.2 93.4 9.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 8 8 28 19 37 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,168
COMMITMENTS
3,929 279 1,721 3,915 5,174 9,565 7,174 603 2,994
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 117)
-38 21 80 -40 -27 1 74 116 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 2.7 16.9 38.5 50.9 94.1 70.6 5.9 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 3 8 16 17 25 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 407,297
COMMITMENTS
92,653 31,965 142,530 139,039 188,773 374,222 363,269 33,076 44,028
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 8,357)
2,842 -3,445 1,858 1,799 9,098 6,499 7,511 1,858 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 7.8 35.0 34.1 46.3 91.9 89.2 8.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
160 73 148 91 100 314 274
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,961
COMMITMENTS
95,951 51,549 89,568 128,772 164,384 314,291 305,500 37,670 46,461
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 597)
3,689 -6,215 1,111 -3,006 4,351 1,794 -753 -1,197 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 14.6 25.4 36.6 46.7 89.3 86.8 10.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
126 86 134 145 149 336 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,637
COMMITMENTS
596 616 418 633 835 1,647 1,869 990 768
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 95)
110 -73 25 -31 179 104 131 -9 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 23.3 15.8 24.0 31.7 62.5 70.9 37.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 7 9 11 25 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,243
COMMITMENTS
14,444 12,185 14,478 12,952 10,581 41,873 37,244 7,370 11,999
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -514)
985 -1,465 242 -658 207 569 -1,016 -1,083 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 24.7 29.4 26.3 21.5 85.0 75.6 15.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
58 40 57 55 54 146 128
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,124
COMMITMENTS
371 662 327 1,676 1,815 2,374 2,804 749 319
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 527)
117 12 108 404 310 629 429 -102 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 21.2 10.5 53.7 58.1 76.0 89.8 24.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 4 12 7 18 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,012
COMMITMENTS
2,115 3,455 5,821 19,047 16,411 26,983 25,686 1,029 2,326
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,072)
146 175 407 501 251 1,054 833 18 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 12.3 20.8 68.0 58.6 96.3 91.7 3.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 11 16 27 26 50 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,386
COMMITMENTS
29,982 4,896 0 23,534 49,236 53,516 54,132 1,870 1,254
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -8,561)
-8,179 -4,887 0 -613 -3,558 -8,792 -8,445 231 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 8.8 0.0 42.5 88.9 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 5 0 6 6 27 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 161,446
COMMITMENTS
57,407 45,065 7,314 60,719 82,860 125,439 135,239 36,006 26,206
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 15,543)
9,117 1,748 643 2,432 18,630 12,191 21,021 3,351 -5,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 27.9 4.5 37.6 51.3 77.7 83.8 22.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 29 12 34 32 73 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,231
COMMITMENTS
13,307 26,419 814 43,122 15,476 57,243 42,709 8,988 23,522
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 61)
-1,767 -40 -394 2,416 254 255 -180 -194 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 39.9 1.2 65.1 23.4 86.4 64.5 13.6 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 21 4 17 20 27 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 234,515
COMMITMENTS
172,335 58,681 2,451 53,101 169,816 227,887 230,948 6,628 3,567
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 15,643)
12,279 14,376 1,158 1,212 56 14,649 15,591 993 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.5 25.0 1.0 22.6 72.4 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
80 40 11 21 32 102 82
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 292,990
COMMITMENTS
26,240 102,285 27,695 211,742 124,640 265,677 254,619 27,313 38,370
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 13,688)
-1,610 -1,040 7,459 4,888 13,668 10,737 20,087 2,952 -6,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 34.9 9.5 72.3 42.5 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
21 44 21 39 50 73 102
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 184,561
COMMITMENTS
45,679 51,852 17,427 92,455 83,599 155,561 152,878 29,000 31,683
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 11,715)
-6,580 10,922 1,648 17,827 -6,498 12,895 6,073 -1,180 5,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 28.1 9.4 50.1 45.3 84.3 82.8 15.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
24 30 16 43 40 74 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 575,023
COMMITMENTS
154,404 233,162 41,071 292,637 240,623 488,113 514,856 86,910 60,166
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 4,188)
-6,595 -9,595 4,909 2,422 11,579 735 6,892 3,453 -2,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 40.5 7.1 50.9 41.8 84.9 89.5 15.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
83 77 54 98 88 200 200
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,992
COMMITMENTS
4,495 4,095 686 9,589 16,512 14,770 21,293 12,222 5,699
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,337)
575 610 1 737 730 1,313 1,341 24 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.2 2.5 35.5 61.2 54.7 78.9 45.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 3 15 10 23 17
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,703
COMMITMENTS
456 3,510 0 14,136 12,862 14,592 16,372 7,111 5,331
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,131)
-1,124 25 -15 3 -301 -1,136 -291 5 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 16.2 0.0 65.1 59.3 67.2 75.4 32.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 0 13 11 14 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,845
COMMITMENTS
5,322 49,757 195 46,783 2,797 52,300 52,749 2,545 2,096
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -3,712)
-2,352 -3,750 70 -1,561 -178 -3,843 -3,858 131 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 90.7 0.4 85.3 5.1 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 23 3 7 5 17 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 75,237
COMMITMENTS
14,495 54,440 982 56,657 13,874 72,133 69,295 3,104 5,942
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,143)
221 1,848 -682 1,271 47 810 1,213 333 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 72.4 1.3 75.3 18.4 95.9 92.1 4.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 56 10 20 15 50 75
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,388
COMMITMENTS
7,768 3,133 0 1,990 5,290 9,758 8,423 630 1,965
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -483)
-1,137 -93 -36 692 -307 -481 -436 -2 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 30.2 0.0 19.2 50.9 93.9 81.1 6.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 8 0 3 5 10 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,654,438
COMMITMENTS
1770219 444,568 12411577 8718489 9933572 22900285 22789718 754,153 864,720
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -2,467,870)
-64,126 -78,686 -1584238 -771,896 -791,583 -2420260 -2454507 -47,611 -13,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.9 52.5 36.9 42.0 96.8 96.3 3.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
93 66 121 119 121 269 252
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,444
COMMITMENTS
1,825 2,691 201 0 0 2,026 2,892 1,418 552
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 109)
20 -21 66 0 0 86 45 23 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 78.1 5.8 0.0 0.0 58.8 84.0 41.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 19 5 0 0 26 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 162,124
COMMITMENTS
26,231 23,719 33,194 101,189 104,623 160,614 161,536 1,510 588
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5,857)
1,908 1,816 -2,026 5,914 5,999 5,796 5,789 61 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 14.6 20.5 62.4 64.5 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 20 19 9 18 33 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 275,111
COMMITMENTS
39,392 126,876 26,454 205,863 120,710 271,709 274,040 3,402 1,071
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 18,020)
6,805 301 4,866 3,381 12,435 15,052 17,602 2,968 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 46.1 9.6 74.8 43.9 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 33 28 22 29 53 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 743,640
COMMITMENTS
70,901 66,278 164,897 425,958 436,657 661,756 667,832 81,884 75,808
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -17,402)
3,851 7,025 -18,873 -359 -3,585 -15,380 -15,432 -2,022 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.9 22.2 57.3 58.7 89.0 89.8 11.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
141 123 148 271 269 485 468
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 52,762
COMMITMENTS
1,803 2,663 16,330 14,379 17,253 32,512 36,245 20,250 16,517
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -179)
570 -427 -732 -962 941 -1,124 -219 944 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.0 30.9 27.3 32.7 61.6 68.7 38.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 19 15 13 38 33
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,454,391
COMMITMENTS
351,521 324,112 736,804 2057895 2097021 3146221 3157937 308,170 296,454
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -86,112)
17,314 38,167 -91,609 3,013 -22,626 -71,282 -76,068 -14,830 -10,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.4 21.3 59.6 60.7 91.1 91.4 8.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
140 116 141 266 265 472 456
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| 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: 11,474
COMMITMENTS
1,301 634 16 7,362 9,477 8,679 10,127 2,795 1,347
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 297)
-357 634 16 757 -804 416 -154 -119 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.5 0.1 64.2 82.6 75.6 88.3 24.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 9 10 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,741
COMMITMENTS
12,500 2,123 164 41,394 57,416 54,058 59,703 9,683 4,038
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,767)
747 -307 124 -2,048 -1,497 -1,177 -1,680 -590 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 3.3 0.3 64.9 90.1 84.8 93.7 15.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 4 3 39 30 51 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,836
COMMITMENTS
16,719 9,990 3,383 20,455 24,346 40,557 37,719 6,279 9,117
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,439)
3,344 395 179 -774 952 2,749 1,526 -310 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 21.3 7.2 43.7 52.0 86.6 80.5 13.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
59 62 30 85 85 158 163
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,181
COMMITMENTS
83,596 49,951 16,917 102,275 121,729 202,787 188,596 31,394 45,585
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 12,195)
16,722 1,975 893 -3,870 4,760 13,745 7,628 -1,550 4,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 21.3 7.2 43.7 52.0 86.6 80.5 13.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
59 62 30 85 85 158 163
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 182,100
COMMITMENTS
41,954 91,479 10,624 98,337 42,330 150,915 144,433 31,185 37,667
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -3,084)
-849 991 -59 -1,804 -1,918 -2,712 -986 -372 -2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 50.2 5.8 54.0 23.2 82.9 79.3 17.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
18 37 14 28 36 56 77
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 453,600
COMMITMENTS
87,063 121,300 12,810 332,132 299,714 432,006 433,824 21,595 19,776
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,763)
7,859 774 119 -3,410 4,492 4,568 5,384 -805 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 26.7 2.8 73.2 66.1 95.2 95.6 4.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
60 47 27 131 116 204 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,929
COMMITMENTS
8,780 18,948 55 12,754 4,529 21,589 23,532 5,340 3,397
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,706)
3,420 3,066 10 1,041 -8 4,471 3,068 -765 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 70.4 0.2 47.4 16.8 80.2 87.4 19.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 1 16 4 32 6
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,510
COMMITMENTS
28,087 14,700 418 12,979 32,482 41,484 47,600 13,026 6,910
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,236)
3,164 -377 363 1,181 4,305 4,708 4,291 1,528 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 27.0 0.8 23.8 59.6 76.1 87.3 23.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 20 4 22 26 38 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| 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: 114,426
COMMITMENTS
19,746 6,178 1,026 93,623 107,142 114,395 114,346 31 80
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,273)
400 -250 0 -1,674 -1,043 -1,274 -1,293 1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 5.4 0.9 81.8 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 3 3 20 21 29 26
Updated October 24, 2019