MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,248
COMMITMENTS
700 2,556 844 19,704 17,848 21,248 21,248 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 12.0 4.0 92.7 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 3 5 9 10 16
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,153
COMMITMENTS
250 1,756 383 5,948 4,345 6,581 6,484 572 669
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 530)
57 301 -7 454 281 504 575 26 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 24.5 5.4 83.2 60.7 92.0 90.6 8.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 10 8 20 18 30 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,322
COMMITMENTS
14,686 9,582 1,363 12,656 13,438 28,705 24,383 1,617 5,939
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 446)
-165 474 203 659 541 697 1,218 -251 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 31.6 4.5 41.7 44.3 94.7 80.4 5.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 30 18 22 23 45 60
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,594
COMMITMENTS
1,225 1,194 234 4,546 4,692 6,005 6,120 589 474
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 342)
-9 112 54 383 249 428 415 -86 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 18.1 3.5 68.9 71.2 91.1 92.8 8.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 9 7 21 17 32 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,896
COMMITMENTS
72,075 52,764 49,315 84,424 87,314 205,814 189,393 20,082 36,503
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -15,158)
6,653 -4,990 -11,448 -9,545 305 -14,340 -16,133 -818 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 23.4 21.8 37.4 38.7 91.1 83.8 8.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
93 88 117 50 77 222 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 340,089
COMMITMENTS
113,356 42,843 69,448 127,868 187,654 310,672 299,945 29,417 40,144
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,297)
2,353 -518 -2,498 1,389 4,450 1,244 1,434 1,053 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 12.6 20.4 37.6 55.2 91.4 88.2 8.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
123 81 131 113 157 311 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,004
COMMITMENTS
1,241 1,589 302 1,402 1,009 2,945 2,900 1,059 1,104
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -199)
31 21 15 -150 -193 -104 -157 -95 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 39.7 7.5 35.0 25.2 73.6 72.4 26.4 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 18 8 10 11 24 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,677
COMMITMENTS
17,370 20,041 7,745 15,221 8,569 40,336 36,355 7,341 11,322
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -1,451)
-731 -924 -143 118 -358 -756 -1,425 -695 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 42.0 16.2 31.9 18.0 84.6 76.3 15.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 57 44 39 40 118 115
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,361
COMMITMENTS
597 3,160 61 2,657 974 3,315 4,195 1,046 166
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 137)
3 63 -3 78 76 78 136 59 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 72.5 1.4 60.9 22.3 76.0 96.2 24.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 3 11 4 16 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,550
COMMITMENTS
3,677 14,883 619 21,537 10,004 25,833 25,506 717 1,044
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,461)
105 637 50 1,293 755 1,448 1,442 13 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 56.1 2.3 81.1 37.7 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 21 12 24 21 43 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,082
COMMITMENTS
17,288 7,572 3 12,959 23,182 30,250 30,757 1,832 1,325
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,604)
1,841 2,121 -3 408 996 2,246 3,114 358 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 23.6 0.0 40.4 72.3 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 10 1 5 7 15 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,651
COMMITMENTS
39,059 45,348 2,990 68,576 57,302 110,625 105,640 30,026 35,011
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 18,652)
2,286 5,784 1,173 15,466 10,090 18,925 17,047 -273 1,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 32.2 2.1 48.8 40.7 78.7 75.1 21.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
20 43 12 27 29 52 79
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,100
COMMITMENTS
17,418 37,043 1,655 53,728 16,206 72,801 54,904 8,299 26,196
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,471)
1,577 2,600 1,244 289 1,260 3,110 5,104 361 -1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 45.7 2.0 66.2 20.0 89.8 67.7 10.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 18 3 12 17 21 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 186,030
COMMITMENTS
72,611 58,528 3,960 104,160 118,267 180,731 180,755 5,299 5,275
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -216)
2,723 -4,073 1,427 -4,038 1,867 112 -779 -328 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 31.5 2.1 56.0 63.6 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
49 47 7 16 23 68 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,556
COMMITMENTS
37,710 81,188 7,155 160,553 103,053 205,418 191,396 22,138 36,160
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -1,496)
-896 -4,525 200 1,228 850 532 -3,475 -2,028 1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 35.7 3.1 70.6 45.3 90.3 84.1 9.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
24 46 14 35 44 67 96
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 223,144
COMMITMENTS
33,462 133,527 4,361 162,783 41,293 200,606 179,181 22,538 43,963
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -8,586)
-6,730 -8,959 2,459 -4,533 329 -8,804 -6,171 218 -2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 59.8 2.0 72.9 18.5 89.9 80.3 10.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 43 16 37 35 74 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 535,707
COMMITMENTS
157,633 204,862 15,741 275,695 252,104 449,069 472,707 86,638 63,000
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 15,467)
-4,227 5,983 5,268 7,256 8,053 8,297 19,304 7,170 -3,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 38.2 2.9 51.5 47.1 83.8 88.2 16.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
92 74 40 84 79 191 178
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,830
COMMITMENTS
13,501 4,849 199 9,622 26,716 23,322 31,764 13,508 5,066
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -794)
-439 -35 -69 -128 9 -636 -95 -158 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 13.2 0.5 26.1 72.5 63.3 86.2 36.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 5 3 11 9 22 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,641
COMMITMENTS
9,035 4,089 242 12,830 18,510 22,107 22,841 6,534 5,800
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 436)
-72 -20 6 307 313 241 299 195 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 14.3 0.8 44.8 64.6 77.2 79.7 22.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 11 11 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 10,789
COMMITMENTS
8,731 4,688 94 0 4,535 8,825 9,317 1,964 1,472
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -128)
300 -529 -2 -437 545 -139 14 11 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.9 43.5 0.9 0.0 42.0 81.8 86.4 18.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 9 2 0 9 17 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,661
COMMITMENTS
15,489 34,836 1,049 34,249 11,707 50,787 47,592 2,874 6,069
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,646)
4,351 2,830 386 -1,222 229 3,515 3,445 131 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 64.9 2.0 63.8 21.8 94.6 88.7 5.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 34 9 12 14 45 51
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,089,218
COMMITMENTS
1134499 3596203 2966081 9385639 6133987 13486219 12696271 602,999 1392947
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 15,497)
54,904 -78,791 117,828 -160,253 -21,553 12,479 17,484 3,018 -1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 25.5 21.1 66.6 43.5 95.7 90.1 4.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
40 113 130 120 136 257 300
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,729
COMMITMENTS
2,467 2,576 599 0 174 3,066 3,349 663 380
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 199)
-425 -479 598 0 7 173 126 26 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.2 69.1 16.1 0.0 4.7 82.2 89.8 17.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 19 9 0 1 27 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 26,781
COMMITMENTS
2,234 991 13,866 10,633 11,840 26,733 26,697 48 84
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,812)
289 322 2,290 261 185 2,840 2,797 -28 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 3.7 51.8 39.7 44.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 14 6 8 24 22
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 26,121
COMMITMENTS
5,323 1,728 5,372 14,917 17,888 25,612 24,988 509 1,133
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 807)
825 363 -157 118 631 786 837 21 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 6.6 20.6 57.1 68.5 98.1 95.7 1.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 8 15 12 13 30 31
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 668,984
COMMITMENTS
103,368 54,411 27,582 463,186 528,318 594,137 610,312 74,847 58,672
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 20,304)
4,525 -1,947 6,203 6,123 18,760 16,851 23,016 3,453 -2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 8.1 4.1 69.2 79.0 88.8 91.2 11.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
152 91 90 271 263 455 412
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 59,056
COMMITMENTS
7,197 3,094 0 36,724 43,556 43,921 46,650 15,135 12,406
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,787)
3,099 1,198 -200 -16 2,552 2,883 3,550 904 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 5.2 0.0 62.2 73.8 74.4 79.0 25.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 7 0 17 14 22 21
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 15,561
COMMITMENTS
384 252 0 13,003 14,619 13,387 14,871 2,174 690
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,710)
0 252 0 1,734 1,510 1,734 1,762 -24 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.6 0.0 83.6 93.9 86.0 95.6 14.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 11 12 12 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,049,639
COMMITMENTS
511,525 287,255 107,242 2132311 2423812 2751078 2818309 298,561 231,330
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 82,587)
25,836 2,978 13,312 30,694 81,038 69,842 97,328 12,745 -14,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 9.4 3.5 69.9 79.5 90.2 92.4 9.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
152 90 86 264 260 446 406
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 18,219
COMMITMENTS
2,832 370 0 13,766 17,101 16,598 17,471 1,621 748
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 364)
265 0 0 164 384 429 384 -65 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.0 0.0 75.6 93.9 91.1 95.9 8.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 0 12 12 18 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 16,135
COMMITMENTS
716 0 0 13,051 14,433 13,767 14,433 2,368 1,702
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 221)
-4 -738 -32 -288 960 -324 190 545 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 0.0 80.9 89.5 85.3 89.5 14.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 12 13 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 237,007
COMMITMENTS
0 21,500 0 236,257 215,107 236,257 236,607 750 400
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 0.0 99.7 90.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 16 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,183
COMMITMENTS
11,986 2,758 888 43,351 55,633 56,225 59,279 7,958 4,904
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 393)
-719 48 91 1,799 565 1,171 704 -778 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 4.3 1.4 67.5 86.7 87.6 92.4 12.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 3 5 44 37 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 51,279
COMMITMENTS
10,050 9,155 2,243 31,867 32,136 44,160 43,535 7,120 7,744
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,547)
1,081 -894 1,039 -1,416 1,534 704 1,680 843 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 17.9 4.4 62.1 62.7 86.1 84.9 13.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
66 65 25 92 100 168 181
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 256,397
COMMITMENTS
50,248 45,777 11,217 159,334 160,681 220,799 217,675 35,598 38,722
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 7,734)
5,405 -4,468 5,196 -7,082 7,670 3,519 8,398 4,215 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 17.9 4.4 62.1 62.7 86.1 84.9 13.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
66 65 25 92 100 168 181
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,872
COMMITMENTS
15,968 75,148 3,357 100,111 30,275 119,436 108,780 22,436 33,092
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -4,423)
-2,832 -3,432 42 -2,722 3,414 -5,512 24 1,089 -4,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 53.0 2.4 70.6 21.3 84.2 76.7 15.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 41 13 22 22 48 66
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 470,247
COMMITMENTS
70,280 98,451 12,780 366,822 338,739 449,882 449,970 20,365 20,277
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 6,907)
2,386 -2,081 338 3,302 7,789 6,026 6,046 881 861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 20.9 2.7 78.0 72.0 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
51 43 20 123 109 181 165
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,459
COMMITMENTS
9,764 14,732 379 15,826 12,362 25,969 27,473 5,490 3,986
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 907)
2,185 823 -4 -1,069 -40 1,112 779 -205 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 46.8 1.2 50.3 39.3 82.5 87.3 17.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 8 4 15 7 31 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,843
COMMITMENTS
21,874 11,310 426 29,940 33,600 52,240 45,336 7,603 14,507
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2)
-1,723 3,978 -410 1,473 556 -660 4,124 658 -4,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 18.9 0.7 50.0 56.1 87.3 75.8 12.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 13 5 30 26 49 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| 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: 113,377
COMMITMENTS
6,448 5,122 250 106,642 107,892 113,340 113,264 37 113
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 115)
415 -680 0 -300 925 115 245 0 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 4.5 0.2 94.1 95.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 15 19 21 21
Updated November 23, 2018