BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,756
COMMITMENTS
750 1,323 302 5,117 4,370 6,169 5,995 587 761
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 359)
2 374 52 636 331 690 757 -331 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.6 4.5 75.7 64.7 91.3 88.7 8.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 8 21 17 31 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,658
COMMITMENTS
14,605 7,056 1,031 10,451 12,904 26,087 20,991 1,571 6,667
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,860)
1,225 1,094 180 1,065 841 2,470 2,115 -610 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 25.5 3.7 37.8 46.7 94.3 75.9 5.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 27 16 20 23 41 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,797
COMMITMENTS
1,245 1,214 206 4,674 4,939 6,125 6,359 672 438
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 107)
55 85 8 139 114 202 207 -95 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 17.9 3.0 68.8 72.7 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 10 7 22 18 32 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 222,363
COMMITMENTS
69,274 65,027 51,215 82,043 74,006 202,532 190,248 19,831 32,115
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -4,300)
-5,196 -3,327 3,598 -2,597 -3,932 -4,195 -3,661 -105 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 29.2 23.0 36.9 33.3 91.1 85.6 8.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
87 92 119 54 76 220 232
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,629
COMMITMENTS
121,358 36,897 60,507 123,525 192,167 305,390 289,571 26,239 42,058
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,708)
-402 213 3,304 -1 -569 2,901 2,948 -1,193 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 11.1 18.2 37.2 57.9 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
134 85 128 109 151 313 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,211
COMMITMENTS
916 1,314 472 1,491 1,271 2,879 3,057 1,332 1,154
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 137)
-81 -32 24 53 18 -4 10 141 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 31.2 11.2 35.4 30.2 68.4 72.6 31.6 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 14 9 12 12 29 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,588
COMMITMENTS
20,744 20,823 7,285 15,929 10,468 43,958 38,576 8,630 14,012
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -3,416)
-399 1,046 -2,284 -307 -599 -2,990 -1,837 -426 -1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 39.6 13.9 30.3 19.9 83.6 73.4 16.4 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
63 54 56 41 51 143 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,567
COMMITMENTS
696 3,385 76 2,871 914 3,643 4,375 924 192
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 315)
166 311 8 204 31 378 350 -63 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 74.1 1.7 62.9 20.0 79.8 95.8 20.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 5 4 14 5 21 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,277
COMMITMENTS
4,191 15,595 371 21,005 8,989 25,567 24,955 710 1,322
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,288)
584 1,304 -72 1,909 956 2,421 2,188 -133 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 59.3 1.4 79.9 34.2 97.3 95.0 2.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 20 8 22 15 39 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,489
COMMITMENTS
13,541 10,978 0 14,303 17,296 27,844 28,274 1,645 1,215
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,188)
2,267 2,535 -1 901 1,056 3,167 3,590 21 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 37.2 0.0 48.5 58.7 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 12 0 3 6 14 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,053
COMMITMENTS
32,031 39,259 2,757 53,794 45,636 88,582 87,652 29,471 30,401
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,667)
-171 -3,962 -105 4,474 3,190 4,198 -877 -1,531 3,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 33.3 2.3 45.6 38.7 75.0 74.2 25.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
20 38 10 25 29 50 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,685
COMMITMENTS
13,213 30,318 842 47,971 12,363 62,026 43,523 7,659 26,162
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 5,050)
-292 289 7 5,654 997 5,369 1,293 -319 3,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 43.5 1.2 68.8 17.7 89.0 62.5 11.0 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 17 3 13 12 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 206,270
COMMITMENTS
111,571 53,544 1,697 85,567 147,336 198,835 202,577 7,435 3,693
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -8,868)
-15,753 -5,205 492 6,375 -4,784 -8,886 -9,497 18 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.1 26.0 0.8 41.5 71.4 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
65 37 9 10 25 79 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,303
COMMITMENTS
33,299 80,296 5,674 161,058 94,529 200,031 180,499 21,272 40,804
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 11,195)
1,146 -2,210 1,878 8,108 7,980 11,132 7,648 63 3,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 36.3 2.6 72.8 42.7 90.4 81.6 9.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 43 12 31 43 59 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,643
COMMITMENTS
29,922 122,726 3,062 151,773 38,623 184,757 164,411 20,886 41,232
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -5,567)
-174 -7,991 326 -6,161 310 -6,009 -7,355 442 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 59.7 1.5 73.8 18.8 89.8 79.9 10.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
28 40 13 41 40 74 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 489,829
COMMITMENTS
149,585 179,889 9,648 251,035 239,190 410,268 428,727 79,561 61,102
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 20,530)
8,768 9,728 -966 11,462 11,530 19,264 20,292 1,266 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 36.7 2.0 51.2 48.8 83.8 87.5 16.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
95 71 40 83 79 189 179
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,618
COMMITMENTS
12,575 4,908 204 9,708 26,682 22,487 31,794 14,131 4,824
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 106)
-28 513 0 -27 -21 -55 492 161 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 13.4 0.6 26.5 72.9 61.4 86.8 38.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 5 2 11 9 23 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,616
COMMITMENTS
7,019 3,132 249 12,010 18,118 19,278 21,499 6,338 4,117
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 286)
851 744 -39 -77 59 735 764 -449 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 12.2 1.0 46.9 70.7 75.3 83.9 24.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 1 13 14 20 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,251
COMMITMENTS
8,372 23,637 96 28,810 14,070 37,278 37,803 1,973 1,448
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,563)
1,115 687 5 77 1,039 1,197 1,731 366 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 60.2 0.2 73.4 35.8 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 15 2 3 8 18 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,683
COMMITMENTS
9,634 42,682 995 45,637 8,365 56,266 52,042 2,417 6,641
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -3,807)
-1,502 -3,866 -52 -2,629 300 -4,183 -3,618 376 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 72.7 1.7 77.8 14.3 95.9 88.7 4.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 53 9 13 11 40 68
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,427,387
COMMITMENTS
1104616 3681209 3238501 9439594 6119968 13782711 13039678 644,676 1387709
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 110,895)
142,699 127,251 -145,312 93,106 60,633 90,493 42,572 20,402 68,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 25.5 22.4 65.4 42.4 95.5 90.4 4.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
44 107 121 114 127 245 279
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,001
COMMITMENTS
1,870 1,997 466 0 171 2,336 2,634 665 367
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 271)
-92 -193 402 0 1 310 210 -39 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.3 66.5 15.5 0.0 5.7 77.8 87.8 22.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 21 4 0 1 19 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 12,331
COMMITMENTS
1,595 370 7,329 3,342 4,522 12,266 12,221 65 110
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,095)
-170 -163 -963 0 -10 -1,133 -1,136 38 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 3.0 59.4 27.1 36.7 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 12 5 6 21 18
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 29,012
COMMITMENTS
2,041 1,024 8,963 17,474 18,454 28,478 28,441 534 571
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,859)
-383 -267 325 1,655 1,275 1,597 1,333 262 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 3.5 30.9 60.2 63.6 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 6 12 8 8 22 22
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 634,547
COMMITMENTS
107,270 58,753 19,911 434,052 495,563 561,233 574,228 73,314 60,319
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 7,386)
3,321 -991 -2,999 6,205 11,046 6,527 7,056 859 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 9.3 3.1 68.4 78.1 88.4 90.5 11.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
141 105 81 253 244 425 399
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 50,577
COMMITMENTS
3,266 2,624 0 30,685 37,655 33,951 40,279 16,626 10,298
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,548)
-90 -1,886 0 -1,208 -1,827 -1,298 -3,713 -250 2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 5.2 0.0 60.7 74.5 67.1 79.6 32.9 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 6 0 15 12 22 18
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 12,915
COMMITMENTS
662 223 0 9,799 11,720 10,461 11,943 2,454 972
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,022)
-235 223 0 2,419 1,928 2,184 2,151 -162 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 1.7 0.0 75.9 90.7 81.0 92.5 19.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 11 11 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,919,850
COMMITMENTS
530,304 290,932 89,271 2016834 2289542 2636409 2669745 283,441 250,105
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 44,668)
7,142 -5,438 -5,083 37,064 64,365 39,123 53,844 5,545 -9,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 10.0 3.1 69.1 78.4 90.3 91.4 9.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
140 106 77 247 244 418 396
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 29,293
COMMITMENTS
2,712 269 0 23,961 27,844 26,673 28,113 2,620 1,180
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 480)
-2 9 0 782 7 780 16 -300 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 0.9 0.0 81.8 95.1 91.1 96.0 8.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 6 13 11 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 15,841
COMMITMENTS
3,439 343 0 10,324 14,952 13,763 15,295 2,078 546
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 21)
0 0 0 493 12 493 12 -472 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 2.2 0.0 65.2 94.4 86.9 96.6 13.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 0 11 11 17 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 15,735
COMMITMENTS
718 0 0 12,758 14,286 13,476 14,286 2,259 1,449
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -255)
-12 -425 0 51 110 39 -315 -294 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.0 81.1 90.8 85.6 90.8 14.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 12 12 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 217,007
COMMITMENTS
0 21,500 0 217,007 195,107 217,007 216,607 0 400
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -400 0 -400 0 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 0.0 100.0 89.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 16 16 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,299
COMMITMENTS
16,314 1,356 349 49,162 69,304 65,825 71,009 9,474 4,290
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -2,205)
269 -217 -1,118 -1,054 -1,257 -1,903 -2,592 -302 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 1.8 0.5 65.3 92.0 87.4 94.3 12.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 2 5 41 38 54 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 50,872
COMMITMENTS
14,147 12,291 825 28,904 30,527 43,876 43,643 6,996 7,229
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 728)
1,856 74 -490 -1,194 1,733 172 1,318 556 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 24.2 1.6 56.8 60.0 86.2 85.8 13.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
58 77 20 82 105 148 194
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 254,359
COMMITMENTS
70,735 61,453 4,123 144,521 152,637 219,379 218,213 34,980 36,146
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,641)
9,282 372 -2,450 -5,971 8,666 861 6,588 2,780 -2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 24.2 1.6 56.8 60.0 86.2 85.8 13.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
58 77 20 82 105 148 194
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,539
COMMITMENTS
20,207 90,575 1,821 112,791 22,859 134,819 115,255 22,720 42,284
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,551)
358 -765 724 -1,781 1,192 -699 1,151 2,250 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 57.5 1.2 71.6 14.5 85.6 73.2 14.4 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 44 15 21 21 47 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 486,660
COMMITMENTS
76,442 158,140 15,699 371,461 294,812 463,602 468,651 23,058 18,009
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -10,081)
-4,929 -1,574 710 -5,270 -9,517 -9,489 -10,381 -592 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 32.5 3.2 76.3 60.6 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
66 43 23 120 115 196 171
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,275
COMMITMENTS
7,854 15,681 274 15,735 11,615 23,863 27,570 6,412 2,705
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -2,300)
-607 -1,908 241 -1,648 228 -2,014 -1,439 -286 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 51.8 0.9 52.0 38.4 78.8 91.1 21.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 6 3 15 9 32 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,923
COMMITMENTS
24,186 11,291 953 32,770 22,686 57,909 34,930 9,014 31,993
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -6,180)
-2,484 -2,340 -581 -3,891 749 -6,956 -2,172 776 -4,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 16.9 1.4 49.0 33.9 86.5 52.2 13.5 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 14 5 27 23 46 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 121,042
COMMITMENTS
5,700 5,440 250 115,060 115,259 121,010 120,949 32 93
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,359)
607 2,500 0 2,775 859 3,382 3,359 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.5 0.2 95.1 95.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 1 17 17 24 19
Updated October 26, 2018