BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,658
COMMITMENTS
153 2,633 1,234 9,239 6,892 10,626 10,759 1,032 898
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 357)
0 -25 -176 425 505 249 304 107 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 22.6 10.6 79.3 59.1 91.1 92.3 8.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 9 8 23 22 31 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,354
COMMITMENTS
8,546 1,223 16,057 18,628 21,871 43,231 39,151 6,123 10,203
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,867)
-68 -225 1,620 1,888 2,270 3,440 3,665 427 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.5 32.5 37.7 44.3 87.6 79.3 12.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
37 12 31 45 46 93 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,154
COMMITMENTS
896 1,649 1,600 8,522 8,078 11,018 11,327 1,136 827
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 119)
2 175 -67 173 -9 108 99 11 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 13.6 13.2 70.1 66.5 90.6 93.2 9.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 9 8 28 20 38 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,251
COMMITMENTS
3,763 607 1,780 4,126 5,152 9,669 7,539 581 2,712
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 106)
-180 17 91 202 34 114 142 -8 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 5.9 17.4 40.3 50.3 94.3 73.5 5.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 9 17 17 27 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 387,354
COMMITMENTS
90,096 43,651 125,602 135,308 173,412 351,006 342,665 36,348 44,689
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 4,290)
124 5,327 2,968 622 -4,787 3,713 3,508 577 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.3 32.4 34.9 44.8 90.6 88.5 9.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
151 91 148 94 101 312 288
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 376,938
COMMITMENTS
106,330 46,025 106,852 130,534 177,824 343,717 330,701 33,222 46,238
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 16,091)
4,496 -3,548 11,877 1,719 8,169 18,092 16,498 -2,001 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 12.2 28.3 34.6 47.2 91.2 87.7 8.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
145 85 155 149 168 370 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,750
COMMITMENTS
1,265 560 573 851 1,773 2,689 2,906 1,061 845
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 593)
386 -100 98 77 458 561 457 32 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 14.9 15.3 22.7 47.3 71.7 77.5 28.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 8 10 12 17 36 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,299
COMMITMENTS
14,122 11,418 12,407 13,118 10,754 39,646 34,579 7,653 12,720
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 265)
433 -619 -272 107 201 268 -690 -4 955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 24.1 26.2 27.7 22.7 83.8 73.1 16.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
59 42 56 56 53 149 128
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,351
COMMITMENTS
385 629 396 1,739 1,968 2,520 2,993 831 358
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 273)
-7 -5 54 145 196 191 245 81 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.8 11.8 51.9 58.7 75.2 89.3 24.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 5 12 7 19 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,740
COMMITMENTS
2,346 2,726 6,836 21,377 19,452 30,559 29,014 1,181 2,726
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,448)
82 -910 823 1,404 2,393 2,308 2,305 140 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.6 21.5 67.4 61.3 96.3 91.4 3.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 11 16 29 29 53 46
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,882
COMMITMENTS
30,203 4,427 0 22,424 49,121 52,627 53,548 2,255 1,334
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -379)
362 -433 0 -703 -71 -341 -504 -38 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 8.1 0.0 40.9 89.5 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 5 0 8 7 28 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 204,380
COMMITMENTS
81,734 37,803 9,347 70,927 134,440 162,007 181,590 42,372 22,790
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 19,749)
10,927 286 -284 5,488 21,137 16,131 21,140 3,618 -1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 18.5 4.6 34.7 65.8 79.3 88.8 20.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
38 24 21 41 36 91 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,257
COMMITMENTS
14,152 27,052 653 42,639 15,955 57,444 43,659 9,813 23,598
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 4,311)
1,278 2,548 -321 3,559 -277 4,515 1,950 -204 2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 40.2 1.0 63.4 23.7 85.4 64.9 14.6 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 22 4 16 18 25 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 282,279
COMMITMENTS
216,362 86,431 1,464 57,536 190,733 275,362 278,629 6,917 3,650
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 26,297)
22,650 6,480 -152 3,518 20,206 26,017 26,534 280 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 30.6 0.5 20.4 67.6 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
90 35 13 23 34 117 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 252,781
COMMITMENTS
40,519 75,972 23,969 159,554 119,259 224,042 219,199 28,739 33,581
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -21,769)
4,826 -14,694 -2,278 -25,065 -4,056 -22,517 -21,028 748 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 30.1 9.5 63.1 47.2 88.6 86.7 11.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
27 39 19 41 48 78 96
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,143
COMMITMENTS
38,161 57,897 19,121 103,642 78,797 160,924 155,814 29,219 34,329
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 6,212)
-2,708 -1,464 2,478 6,021 1,542 5,792 2,556 421 3,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 30.4 10.1 54.5 41.4 84.6 81.9 15.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
25 32 18 42 41 76 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 599,252
COMMITMENTS
169,109 222,259 37,325 305,248 279,716 511,682 539,300 87,570 59,952
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 5,277)
-2,081 -1,352 -2,549 10,287 8,119 5,657 4,218 -381 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 37.1 6.2 50.9 46.7 85.4 90.0 14.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
83 73 52 104 89 205 196
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,841
COMMITMENTS
6,254 3,174 686 8,593 16,012 15,533 19,872 11,308 6,969
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -507)
-528 -437 0 -326 -504 -854 -941 347 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.8 2.6 32.0 59.7 57.9 74.0 42.1 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 3 13 10 22 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,047
COMMITMENTS
477 3,058 157 14,135 13,341 14,769 16,556 7,278 5,491
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -669)
-519 -1,877 157 39 773 -323 -947 -346 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 13.9 0.7 64.1 60.5 67.0 75.1 33.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 14 12 16 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 66,116
COMMITMENTS
5,552 49,271 842 56,874 14,014 63,268 64,127 2,848 1,989
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 5,750)
-1,745 -5,050 518 6,937 10,351 5,710 5,819 40 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 74.5 1.3 86.0 21.2 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 21 4 9 5 25 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 72,915
COMMITMENTS
11,570 52,019 989 57,148 14,050 69,707 67,058 3,208 5,857
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -1,010)
-578 -387 -491 -366 35 -1,435 -843 425 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 71.3 1.4 78.4 19.3 95.6 92.0 4.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
22 56 9 20 14 48 73
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,483
COMMITMENTS
8,563 2,809 0 1,177 5,839 9,740 8,648 743 1,835
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,174)
2,114 498 -14 -985 712 1,115 1,196 59 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.7 26.8 0.0 11.2 55.7 92.9 82.5 7.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 9 0 2 5 8 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,606,423
COMMITMENTS
1884639 381,014 12040914 8949116 10297421 22874669 22719349 731,753 887,073
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -325,709)
22,937 -3,934 -430,127 95,461 99,901 -311,730 -334,160 -13,979 8,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.6 51.0 37.9 43.6 96.9 96.2 3.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
87 69 118 123 123 269 254
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,155
COMMITMENTS
1,818 2,547 152 0 0 1,970 2,699 1,185 456
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 62)
325 284 -64 0 0 261 220 -199 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 80.7 4.8 0.0 0.0 62.4 85.5 37.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
27 19 4 0 0 29 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 162,484
COMMITMENTS
25,833 21,432 32,698 102,343 107,718 160,874 161,848 1,610 636
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,961)
152 -263 318 1,488 1,968 1,958 2,023 3 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 13.2 20.1 63.0 66.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 20 18 8 19 32 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 338,329
COMMITMENTS
54,669 132,303 42,726 240,606 161,129 338,001 336,158 328 2,171
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 43,939)
6,633 3,981 11,893 25,440 28,197 43,966 44,071 -27 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 39.1 12.6 71.1 47.6 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 34 27 23 28 55 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 746,694
COMMITMENTS
76,222 67,804 149,436 437,092 450,977 662,750 668,217 83,944 78,477
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 25,521)
2,969 2,457 649 16,293 19,251 19,911 22,357 5,610 3,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.1 20.0 58.5 60.4 88.8 89.5 11.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
139 117 137 273 274 484 456
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 52,103
COMMITMENTS
1,559 1,542 13,166 12,616 21,346 27,341 36,054 24,762 16,049
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 6,424)
-789 681 685 2,663 3,736 2,560 5,102 3,864 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.0 25.3 24.2 41.0 52.5 69.2 47.5 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 11 16 15 13 36 30
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,472,952
COMMITMENTS
379,972 337,970 674,693 2122381 2148151 3177046 3160815 295,906 312,137
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 95,486)
20,308 10,395 -1,695 68,146 77,576 86,759 86,276 8,728 9,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 9.7 19.4 61.1 61.9 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
134 113 130 270 271 472 446
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 20,922
COMMITMENTS
228 1,417 0 17,671 17,189 17,899 18,606 3,023 2,316
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 604)
0 0 0 1,009 1,302 1,009 1,302 -405 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.8 0.0 84.5 82.2 85.6 88.9 14.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 7 16 8 17
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 21,901
COMMITMENTS
2,677 0 0 16,354 12,479 19,031 12,479 2,870 9,422
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 74.7 57.0 86.9 57.0 13.1 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 9 13 9
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 10,309
COMMITMENTS
1,920 1,545 0 7,282 7,950 9,202 9,495 1,107 814
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 514)
371 -1 0 387 242 758 241 -244 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.0 0.0 70.6 77.1 89.3 92.1 10.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 0 6 9 9 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 10,146
COMMITMENTS
575 851 0 7,688 8,758 8,263 9,609 1,883 537
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 8.4 0.0 75.8 86.3 81.4 94.7 18.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 8 8 9 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 12,200
COMMITMENTS
1,296 842 17 7,816 9,051 9,129 9,910 3,071 2,290
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -208)
20 48 -1 -746 -1,250 -727 -1,203 519 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.9 0.1 64.1 74.2 74.8 81.2 25.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 9 9 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 68,382
COMMITMENTS
14,500 2,944 140 43,113 61,464 57,753 64,548 10,629 3,834
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 607)
927 430 -30 -1,169 566 -272 966 879 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.3 0.2 63.0 89.9 84.5 94.4 15.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 3 4 37 34 51 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,470
COMMITMENTS
19,168 10,920 2,803 20,527 26,763 42,498 40,486 6,973 8,984
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,636)
2,345 402 -14 226 1,487 2,556 1,875 79 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 22.1 5.7 41.5 54.1 85.9 81.8 14.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
63 61 32 86 83 165 160
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 247,352
COMMITMENTS
95,838 54,598 14,017 102,633 133,816 212,488 202,431 34,865 44,921
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 13,178)
11,725 2,010 -72 1,128 7,436 12,781 9,375 397 3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 22.1 5.7 41.5 54.1 85.9 81.8 14.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
63 61 32 86 83 165 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,157
COMMITMENTS
35,464 78,449 11,977 93,482 45,390 140,923 135,816 32,234 37,341
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -3,217)
-1,205 -4,771 -419 -3,473 1,786 -5,097 -3,404 1,880 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 45.3 6.9 54.0 26.2 81.4 78.4 18.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 38 17 24 34 49 76
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 455,076
COMMITMENTS
97,245 112,682 12,031 322,674 312,932 431,950 437,645 23,126 17,431
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,494)
6,332 -5,099 48 -6,919 8,205 -539 3,154 3,034 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 24.8 2.6 70.9 68.8 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
68 51 29 130 126 212 192
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,402
COMMITMENTS
9,247 19,837 598 12,238 4,496 22,083 24,931 6,319 3,471
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,251)
310 814 541 112 -25 963 1,330 288 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 69.8 2.1 43.1 15.8 77.8 87.8 22.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 3 3 13 4 29 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,163
COMMITMENTS
29,233 15,630 851 17,723 40,850 47,807 57,331 14,356 4,832
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 4,449)
-655 -222 533 1,742 3,997 1,620 4,308 2,829 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 25.1 1.4 28.5 65.7 76.9 92.2 23.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 19 6 25 29 44 49
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| 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: 116,780
COMMITMENTS
20,500 5,802 1,027 95,223 109,891 116,750 116,720 30 60
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,390)
544 25 0 2,866 3,365 3,410 3,390 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.0 0.9 81.5 94.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 3 4 24 21 34 26
Updated November 01, 2019