BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,118
COMMITMENTS
144 2,343 1,314 8,660 6,818 10,118 10,475 1,000 643
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 929)
-3 26 234 625 904 856 1,164 73 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 21.1 11.8 77.9 61.3 91.0 94.2 9.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 8 8 24 23 32 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,420
COMMITMENTS
7,439 1,520 14,666 18,632 20,177 40,737 36,363 5,682 10,057
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 588)
-90 16 -22 874 418 762 412 -174 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 3.3 31.6 40.1 43.5 87.8 78.3 12.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 14 31 42 45 89 77
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,651
COMMITMENTS
563 1,381 1,764 8,010 7,887 10,336 11,032 1,315 619
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 717)
-33 37 149 486 594 602 779 115 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 11.9 15.1 68.7 67.7 88.7 94.7 11.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 6 8 27 22 39 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,840
COMMITMENTS
3,835 437 1,716 3,757 4,980 9,308 7,134 532 2,706
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 175)
181 -6 6 -1 104 186 105 -11 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 4.4 17.4 38.2 50.6 94.6 72.5 5.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 9 17 17 28 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 391,720
COMMITMENTS
89,452 46,313 127,473 139,272 175,392 356,197 349,177 35,523 42,542
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,950)
-3,406 -3,241 354 490 1,994 -2,561 -894 -389 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 11.8 32.5 35.6 44.8 90.9 89.1 9.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
159 92 156 95 105 328 297
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,899
COMMITMENTS
128,851 34,130 113,227 137,560 208,712 379,638 356,069 34,261 57,831
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 5,473)
7,850 -5,408 -2,942 -545 8,288 4,363 -62 1,110 5,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 8.2 27.4 33.2 50.4 91.7 86.0 8.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
149 85 145 153 185 373 359
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,282
COMMITMENTS
1,372 574 270 701 1,766 2,343 2,610 939 672
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -168)
-92 63 -122 18 -35 -196 -94 28 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 17.5 8.2 21.4 53.8 71.4 79.5 28.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 11 9 11 18 33 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,976
COMMITMENTS
16,463 11,339 14,256 11,374 10,326 42,094 35,921 7,882 14,054
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,947)
699 -703 2,562 -964 273 2,297 2,132 650 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 22.7 28.5 22.8 20.7 84.2 71.9 15.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
57 47 62 53 55 149 137
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,797
COMMITMENTS
300 451 322 1,438 1,704 2,060 2,476 737 320
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.1 11.5 51.4 60.9 73.7 88.5 26.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 5 11 7 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,326
COMMITMENTS
2,267 2,456 5,977 20,049 18,642 28,294 27,075 1,033 2,251
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 858)
-266 -101 233 954 964 922 1,097 -63 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.4 20.4 68.4 63.6 96.5 92.3 3.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 13 16 34 31 60 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,752
COMMITMENTS
31,711 5,384 0 22,101 49,261 53,812 54,645 1,940 1,107
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 329)
1,045 423 0 -506 -76 539 347 -210 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 9.7 0.0 39.6 88.4 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 9 0 7 7 28 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 194,156
COMMITMENTS
73,868 31,293 7,238 75,676 133,283 156,783 171,814 37,374 22,342
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -11,867)
-13,479 -2,721 899 4,373 -10,626 -8,208 -12,449 -3,659 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 16.1 3.7 39.0 68.6 80.8 88.5 19.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
38 20 17 43 35 87 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,692
COMMITMENTS
12,978 28,435 575 46,602 16,459 60,155 45,470 9,536 24,222
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -284)
-1,064 -278 -234 1,037 -546 -260 -1,058 -24 774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 40.8 0.8 66.9 23.6 86.3 65.2 13.7 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 21 3 16 18 24 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 298,885
COMMITMENTS
219,855 77,275 1,223 71,675 216,603 292,753 295,101 6,131 3,783
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,048)
-13,057 -14,711 -386 13,461 13,863 18 -1,234 -1,066 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.6 25.9 0.4 24.0 72.5 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
85 38 12 25 33 118 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 232,400
COMMITMENTS
39,813 68,157 15,683 147,862 117,592 203,358 201,432 29,042 30,968
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -11,446)
1,686 -830 -9,020 -3,644 -915 -10,979 -10,765 -468 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 29.3 6.7 63.6 50.6 87.5 86.7 12.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
26 30 16 39 49 70 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,092
COMMITMENTS
43,422 80,414 13,460 116,389 75,680 173,271 169,554 31,820 35,537
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,151)
2,798 9,422 -9,785 1,646 -1,581 -5,341 -1,943 3,190 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 39.2 6.6 56.7 36.9 84.5 82.7 15.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 38 16 39 41 73 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 616,392
COMMITMENTS
170,143 228,546 32,680 320,958 294,376 523,780 555,602 92,611 60,790
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -7,811)
5,878 2,990 -12,097 -4,904 531 -11,123 -8,575 3,312 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 37.1 5.3 52.1 47.8 85.0 90.1 15.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
82 72 49 106 87 204 192
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,731
COMMITMENTS
5,895 3,155 686 8,896 15,892 15,477 19,733 11,254 6,998
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -469)
-384 -5 0 108 -171 -276 -176 -193 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.8 2.6 33.3 59.5 57.9 73.8 42.1 26.2
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 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,062
COMMITMENTS
892 3,819 15 14,073 13,463 14,980 17,297 7,082 4,765
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 196)
11 -19 -24 70 75 57 32 139 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 17.3 0.1 63.8 61.0 67.9 78.4 32.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 15 12 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,707
COMMITMENTS
3,867 47,124 41 46,783 4,659 50,691 51,824 3,016 1,883
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -485)
-613 -895 -120 215 110 -518 -905 33 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 87.7 0.1 87.1 8.7 94.4 96.5 5.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 22 2 9 4 22 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 79,952
COMMITMENTS
16,816 52,984 829 59,163 20,317 76,808 74,130 3,144 5,822
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 4,140)
2,504 -414 -168 1,853 4,610 4,189 4,028 -49 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 66.3 1.0 74.0 25.4 96.1 92.7 3.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
25 50 8 20 15 48 70
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,741
COMMITMENTS
11,848 4,777 0 1,127 6,879 12,975 11,656 766 2,085
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 419)
405 289 0 -16 10 389 299 30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.2 34.8 0.0 8.2 50.1 94.4 84.8 5.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 12 0 2 5 5 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,838,020
COMMITMENTS
1637045 340,119 12268618 9248247 10346744 23153911 22955481 684,109 882,539
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 287,838)
-44,684 -41,316 260,254 108,905 72,074 324,475 291,012 -36,637 -3,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.4 51.5 38.8 43.4 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
86 59 123 119 119 263 248
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,091
COMMITMENTS
1,679 2,544 138 0 0 1,817 2,682 1,274 409
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -429)
-357 -407 -49 0 0 -406 -456 -23 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 82.3 4.5 0.0 0.0 58.8 86.8 41.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
30 16 5 0 0 30 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 162,773
COMMITMENTS
26,733 18,375 35,880 99,037 108,052 161,650 162,307 1,123 466
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,523)
-371 -234 -1,173 287 48 -1,257 -1,359 -266 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 11.3 22.0 60.8 66.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 18 20 9 19 34 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 275,414
COMMITMENTS
43,487 104,149 41,859 189,747 127,465 275,093 273,473 321 1,941
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 11,118)
-6,188 3,076 8,370 8,909 -219 11,091 11,227 27 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 37.8 15.2 68.9 46.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 30 28 22 31 54 79
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 793,132
COMMITMENTS
74,574 71,490 157,095 474,315 480,789 705,984 709,375 87,147 83,757
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 25,000)
135 93 3,594 18,838 19,211 22,566 22,898 2,434 2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 9.0 19.8 59.8 60.6 89.0 89.4 11.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
140 116 136 277 280 481 469
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 65,174
COMMITMENTS
2,253 1,174 18,534 17,874 25,481 38,661 45,189 26,513 19,985
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 7,327)
-1,369 391 2,812 1,919 3,672 3,362 6,874 3,965 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.8 28.4 27.4 39.1 59.3 69.3 40.7 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 10 17 18 17 38 35
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,639,790
COMMITMENTS
368,216 358,193 686,198 2282204 2276538 3336618 3320929 303,172 318,861
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 88,367)
5,614 -3,394 5,816 84,592 77,695 96,022 80,117 -7,655 8,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 9.8 18.9 62.7 62.5 91.7 91.2 8.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
135 113 129 273 277 469 459
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 23,376
COMMITMENTS
0 1,267 0 20,429 19,018 20,429 20,285 2,947 3,091
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,354)
0 0 0 1,280 793 1,280 793 74 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 87.4 81.4 87.4 86.8 12.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 8 13 8 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 22,206
COMMITMENTS
3,146 0 0 16,745 12,648 19,891 12,648 2,315 9,558
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.0 0.0 75.4 57.0 89.6 57.0 10.4 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 10 8 14 8
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 10,399
COMMITMENTS
1,696 1,316 0 7,236 8,185 8,932 9,501 1,467 898
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 494)
280 0 0 15 275 295 275 199 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 12.7 0.0 69.6 78.7 85.9 91.4 14.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 6 10 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 13,493
COMMITMENTS
1,170 0 500 9,173 11,273 10,843 11,773 2,650 1,720
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 697)
-149 -675 500 724 687 1,075 512 -378 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 3.7 68.0 83.5 80.4 87.3 19.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 10 13 13 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,471
COMMITMENTS
15,341 3,424 628 46,983 64,965 62,952 69,017 10,519 4,454
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,433)
38 -610 332 1,249 997 1,619 719 -186 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 4.7 0.9 63.9 88.4 85.7 93.9 14.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 5 4 42 39 58 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 50,239
COMMITMENTS
18,668 10,415 3,651 21,022 26,546 43,341 40,611 6,898 9,628
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,052)
180 391 448 452 269 1,080 1,108 -28 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 20.7 7.3 41.8 52.8 86.3 80.8 13.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
60 62 33 91 83 169 160
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 251,195
COMMITMENTS
93,342 52,074 18,253 105,109 132,728 216,704 203,056 34,491 48,140
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 5,260)
900 1,953 2,239 2,260 1,347 5,399 5,540 -139 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 20.7 7.3 41.8 52.8 86.3 80.8 13.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
60 62 33 91 83 169 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,484
COMMITMENTS
40,489 83,007 9,469 94,006 48,498 143,964 140,974 31,520 34,510
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -6,770)
-6,824 6,169 -2,625 4,077 -4,923 -5,372 -1,379 -1,397 -5,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 47.3 5.4 53.6 27.6 82.0 80.3 18.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 38 12 26 34 50 77
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 477,923
COMMITMENTS
102,630 110,278 15,050 335,134 335,095 452,814 460,423 25,108 17,499
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 8,789)
1,099 -2,515 1,386 4,825 9,530 7,309 8,401 1,480 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 23.1 3.1 70.1 70.1 94.7 96.3 5.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
71 49 34 126 116 213 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,292
COMMITMENTS
15,824 21,464 466 12,911 7,584 29,201 29,514 5,091 4,778
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 20)
650 521 167 145 12 962 700 -942 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 62.6 1.4 37.7 22.1 85.2 86.1 14.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 6 2 14 6 30 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,370
COMMITMENTS
33,102 21,431 749 23,854 44,965 57,705 67,145 14,665 5,225
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -290)
2,051 -2,456 241 -272 1,725 2,020 -490 -2,310 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 29.6 1.0 33.0 62.1 79.7 92.8 20.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 16 5 25 28 49 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 121,208
COMMITMENTS
21,288 5,778 1,040 98,850 114,329 121,178 121,147 30 61
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 468)
383 0 10 575 958 968 968 -500 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 4.8 0.9 81.6 94.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 2 4 24 21 35 26
Updated November 15, 2019