BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,449
COMMITMENTS
345 2,147 361 6,124 4,416 6,830 6,924 619 525
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 296)
95 391 -22 176 71 249 440 47 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 28.8 4.8 82.2 59.3 91.7 93.0 8.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 7 20 18 30 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,309
COMMITMENTS
14,090 10,042 1,443 13,199 13,093 28,732 24,578 1,577 5,731
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -13)
-596 460 80 543 -345 27 195 -40 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 33.1 4.8 43.5 43.2 94.8 81.1 5.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 30 17 24 22 47 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,767
COMMITMENTS
1,276 1,235 383 4,469 4,614 6,128 6,232 639 535
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 173)
51 41 149 -77 -78 123 112 50 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 18.3 5.7 66.0 68.2 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 9 7 20 18 30 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,334
COMMITMENTS
2,194 925 143 965 1,551 3,302 2,619 32 715
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 27.7 4.3 28.9 46.5 99.0 78.6 1.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 7 5 8 14 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,010
COMMITMENTS
69,073 49,288 50,055 84,770 89,905 203,898 189,248 21,112 35,762
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -886)
-3,002 -3,476 740 346 2,591 -1,916 -145 1,030 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 21.9 22.2 37.7 40.0 90.6 84.1 9.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
83 91 111 54 82 213 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,291
COMMITMENTS
119,419 41,887 67,009 127,964 193,057 314,392 301,953 29,899 42,338
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 4,202)
6,063 -956 -2,439 96 5,403 3,720 2,008 482 2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 12.2 19.5 37.2 56.1 91.3 87.7 8.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
127 77 133 118 160 319 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,857
COMMITMENTS
1,231 1,488 297 1,308 1,000 2,836 2,785 1,021 1,072
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -147)
-10 -101 -5 -94 -9 -109 -115 -38 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 38.6 7.7 33.9 25.9 73.5 72.2 26.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 18 9 11 12 26 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,905
COMMITMENTS
17,951 20,050 7,987 15,479 9,234 41,417 37,271 7,488 11,634
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,228)
581 9 242 258 665 1,081 916 147 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 41.0 16.3 31.7 18.9 84.7 76.2 15.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
49 58 47 39 45 125 123
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,487
COMMITMENTS
631 3,198 48 2,653 1,077 3,332 4,323 1,155 164
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 126)
34 38 -13 -4 103 17 128 109 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 71.3 1.1 59.1 24.0 74.3 96.3 25.7 3.7
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,338
COMMITMENTS
3,841 15,032 654 22,121 10,634 26,616 26,320 722 1,018
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 788)
164 149 35 584 630 783 814 5 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 55.0 2.4 80.9 38.9 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
12 22 12 24 21 43 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,900
COMMITMENTS
21,081 10,869 5 13,528 23,809 34,614 34,683 1,286 1,217
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,818)
3,793 3,297 2 569 627 4,364 3,926 -546 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 30.3 0.0 37.7 66.3 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 13 1 7 7 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,122
COMMITMENTS
41,427 50,057 2,459 71,616 56,020 115,502 108,536 29,620 36,586
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 4,471)
2,368 4,709 -531 3,040 -1,282 4,877 2,896 -406 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 34.5 1.7 49.3 38.6 79.6 74.8 20.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
22 42 11 23 28 50 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 78,973
COMMITMENTS
16,871 37,939 308 54,277 15,301 71,456 53,548 7,517 25,425
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -2,127)
-547 896 -1,347 549 -905 -1,345 -1,356 -782 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 48.0 0.4 68.7 19.4 90.5 67.8 9.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 18 4 14 15 24 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,912
COMMITMENTS
77,867 62,540 4,181 103,092 117,842 185,140 184,563 4,772 5,349
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,882)
5,256 4,012 221 -1,068 -425 4,409 3,808 -527 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 32.9 2.2 54.3 62.1 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
50 55 12 15 24 74 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,895
COMMITMENTS
37,930 77,080 7,402 158,469 106,326 203,801 190,808 24,094 37,087
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 339)
220 -4,108 247 -2,084 3,273 -1,617 -588 1,956 927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 33.8 3.2 69.5 46.7 89.4 83.7 10.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
22 40 12 33 44 61 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,711
COMMITMENTS
35,817 140,141 5,585 168,772 42,539 210,174 188,265 21,537 43,446
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 8,567)
2,355 6,614 1,224 5,989 1,246 9,568 9,084 -1,001 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 60.5 2.4 72.8 18.4 90.7 81.2 9.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
26 46 17 40 38 72 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 538,454
COMMITMENTS
149,719 204,790 15,042 281,759 256,916 446,520 476,748 91,934 61,706
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,747)
-7,914 -72 -699 6,064 4,812 -2,549 4,041 5,296 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 38.0 2.8 52.3 47.7 82.9 88.5 17.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
86 72 35 85 77 183 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,559
COMMITMENTS
13,106 4,178 199 9,714 27,225 23,019 31,602 13,540 4,957
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -271)
-395 -671 0 92 509 -303 -162 32 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 11.4 0.5 26.6 74.5 63.0 86.4 37.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 4 3 12 10 23 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,829
COMMITMENTS
7,905 3,768 239 12,931 18,078 21,075 22,085 6,754 5,744
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -812)
-1,130 -321 -3 101 -432 -1,032 -756 220 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 13.5 0.9 46.5 65.0 75.7 79.4 24.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 3 11 10 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 15,698
COMMITMENTS
8,484 6,029 82 5,229 8,142 13,795 14,253 1,903 1,445
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 4,909)
-247 1,341 -12 5,229 3,607 4,970 4,936 -61 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 38.4 0.5 33.3 51.9 87.9 90.8 12.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 10 1 3 8 15 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,184
COMMITMENTS
16,373 36,913 675 34,347 11,075 51,395 48,663 2,789 5,521
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 523)
884 2,077 -374 98 -632 608 1,071 -85 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 68.1 1.2 63.4 20.4 94.9 89.8 5.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 31 6 12 12 43 46
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,972,260
COMMITMENTS
1037799 3544223 2951676 9392302 6107402 13381777 12603301 590,483 1368959
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -116,958)
-96,700 -51,980 -14,405 6,663 -26,585 -104,442 -92,970 -12,516 -23,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 25.4 21.1 67.2 43.7 95.8 90.2 4.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
41 116 132 120 131 260 296
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,791
COMMITMENTS
2,677 2,750 380 0 251 3,057 3,381 734 410
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 62)
210 174 -219 0 77 -9 32 71 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.6 72.5 10.0 0.0 6.6 80.6 89.2 19.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 24 6 0 1 23 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 27,553
COMMITMENTS
2,309 1,903 14,300 10,922 11,260 27,531 27,463 22 90
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 772)
75 912 434 289 -580 798 766 -26 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 6.9 51.9 39.6 40.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 9 15 7 8 27 23
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 25,494
COMMITMENTS
5,280 2,110 4,864 14,826 17,386 24,970 24,360 524 1,134
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -627)
-43 382 -508 -91 -502 -642 -628 15 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 8.3 19.1 58.2 68.2 97.9 95.6 2.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 11 12 14 28 28
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 667,115
COMMITMENTS
97,227 53,045 30,242 465,516 524,032 592,985 607,319 74,130 59,796
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,869)
-6,141 -1,366 2,660 2,329 -4,286 -1,151 -2,992 -717 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 8.0 4.5 69.8 78.6 88.9 91.0 11.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
149 90 93 273 246 457 394
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 59,583
COMMITMENTS
6,305 5,194 200 37,346 40,657 43,851 46,051 15,732 13,532
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 527)
-892 2,100 200 622 -2,899 -70 -599 597 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.7 0.3 62.7 68.2 73.6 77.3 26.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 1 16 13 20 21
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 14,899
COMMITMENTS
0 214 0 12,795 14,116 12,795 14,330 2,104 569
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -662)
-384 -38 0 -208 -503 -592 -541 -70 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 85.9 94.7 85.9 96.2 14.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 12 11 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,037,661
COMMITMENTS
486,016 270,659 118,808 2140848 2416875 2745672 2806342 291,989 231,319
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -11,978)
-25,509 -16,596 11,566 8,537 -6,937 -5,406 -11,967 -6,572 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 8.9 3.9 70.5 79.6 90.4 92.4 9.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
148 90 90 267 244 449 390
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 19,147
COMMITMENTS
2,574 370 0 14,951 18,230 17,525 18,600 1,622 547
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 928)
-258 0 0 1,185 1,129 927 1,129 1 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 1.9 0.0 78.1 95.2 91.5 97.1 8.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 12 12 17 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 16,539
COMMITMENTS
362 316 0 15,448 15,542 15,810 15,858 729 681
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.9 0.0 93.4 94.0 95.6 95.9 4.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 7 12 8 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 15,826
COMMITMENTS
716 0 0 13,021 14,320 13,737 14,320 2,089 1,506
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -309)
0 0 0 -30 -113 -30 -113 -279 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.0 82.3 90.5 86.8 90.5 13.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 12 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,623
COMMITMENTS
11,367 3,272 218 44,183 55,527 55,768 59,017 7,855 4,606
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -560)
-619 514 -670 832 -106 -457 -262 -103 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 5.1 0.3 69.4 87.3 87.7 92.8 12.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 4 3 47 37 58 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,146
COMMITMENTS
11,324 8,579 648 30,002 31,896 41,975 41,123 6,171 7,023
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -3,133)
1,275 -576 -1,595 -1,864 -241 -2,185 -2,412 -949 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 17.8 1.3 62.3 66.2 87.2 85.4 12.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
62 66 22 86 99 160 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,730
COMMITMENTS
56,622 42,895 3,242 150,012 159,478 209,876 205,615 30,854 35,115
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -15,667)
6,374 -2,882 -7,975 -9,322 -1,203 -10,923 -12,060 -4,744 -3,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 17.8 1.3 62.3 66.2 87.2 85.4 12.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
62 66 22 86 99 160 176
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,796
COMMITMENTS
12,168 66,071 3,230 100,080 32,098 115,478 101,399 21,318 35,397
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -5,076)
-3,800 -9,077 -127 -31 1,823 -3,958 -7,381 -1,118 2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 48.3 2.4 73.2 23.5 84.4 74.1 15.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 36 10 23 25 42 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 470,762
COMMITMENTS
74,799 99,139 10,330 365,319 343,044 450,448 452,513 20,314 18,249
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 515)
4,519 688 -2,450 -1,503 4,305 566 2,543 -51 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 21.1 2.2 77.6 72.9 95.7 96.1 4.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
57 44 19 124 112 187 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,975
COMMITMENTS
9,935 14,036 1,046 15,887 13,441 26,868 28,523 5,107 3,452
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 516)
171 -696 667 61 1,079 899 1,050 -383 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 43.9 3.3 49.7 42.0 84.0 89.2 16.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 6 15 8 33 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,524
COMMITMENTS
20,878 11,009 1,120 28,798 33,664 50,796 45,793 7,728 12,731
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,319)
-996 -301 694 -1,142 64 -1,444 457 125 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 18.8 1.9 49.2 57.5 86.8 78.2 13.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 15 6 28 25 48 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 113,617
COMMITMENTS
6,748 4,922 250 106,582 108,312 113,580 113,484 37 133
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 240)
300 -200 0 -60 420 240 220 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 4.3 0.2 93.8 95.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 15 19 21 21
Updated November 30, 2018