BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,267
COMMITMENTS
1,560 1,111 1,639 7,366 7,979 10,565 10,729 702 538
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -201)
106 79 -178 -175 -94 -247 -193 46 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 9.9 14.6 65.4 70.8 93.8 95.2 6.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 11 14 26 24 40 42
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,169
COMMITMENTS
16,412 4,215 16,712 13,887 17,348 47,012 38,275 5,157 13,894
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,428)
510 247 375 349 132 1,234 754 194 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 8.1 32.0 26.6 33.3 90.1 73.4 9.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 21 27 30 28 61 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,311
COMMITMENTS
1,208 455 2,658 7,738 8,657 11,604 11,769 706 541
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 494)
26 -91 151 321 480 498 540 -4 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.7 21.6 62.9 70.3 94.3 95.6 5.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 8 11 29 23 42 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,223
COMMITMENTS
76,002 82,782 115,848 103,379 82,281 295,229 280,911 19,994 34,312
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,687)
-1,087 3,141 6,371 1,907 -864 7,190 8,648 1,497 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 26.3 36.8 32.8 26.1 93.7 89.1 6.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
104 114 131 80 82 257 269
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 362,146
COMMITMENTS
105,599 37,598 88,628 136,750 188,338 330,977 314,564 31,169 47,583
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -3,909)
-1,973 -5,677 -921 -805 2,948 -3,700 -3,649 -209 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 10.4 24.5 37.8 52.0 91.4 86.9 8.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
136 86 149 127 142 337 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,654
COMMITMENTS
2,047 1,420 525 1,751 2,710 4,323 4,655 1,331 999
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -153)
-216 -65 27 73 -67 -116 -105 -37 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 25.1 9.3 31.0 47.9 76.5 82.3 23.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 12 10 15 13 40 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,425
COMMITMENTS
16,312 13,029 20,091 19,751 14,265 56,154 47,385 8,272 17,041
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,555)
-354 535 654 1,009 686 1,309 1,876 246 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 20.2 31.2 30.7 22.1 87.2 73.5 12.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
60 62 72 59 61 162 165
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,273
COMMITMENTS
0 3,503 183 3,887 1,014 4,069 4,700 1,204 573
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 47)
-81 31 -4 -30 -81 -115 -55 162 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.4 3.5 73.7 19.2 77.2 89.1 22.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 6 3 14 6 17 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,916
COMMITMENTS
2,718 14,231 5,890 29,380 14,599 37,988 34,719 928 4,197
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 196)
78 259 -50 197 -32 225 178 -30 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 36.6 15.1 75.5 37.5 97.6 89.2 2.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 21 15 32 32 52 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,658
COMMITMENTS
14,468 6,729 18 10,189 18,775 24,675 25,522 1,983 1,136
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -840)
-959 -541 6 -39 -56 -992 -591 152 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 25.2 0.1 38.2 70.4 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 2 3 8 14 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 163,039
COMMITMENTS
21,060 56,031 15,427 96,359 58,258 132,846 129,716 30,193 33,322
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -8,703)
2,260 -8,901 -286 -9,809 2,415 -7,835 -6,773 -868 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 34.4 9.5 59.1 35.7 81.5 79.6 18.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
18 43 21 35 32 66 83
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 92,996
COMMITMENTS
6,190 51,034 816 79,240 13,667 86,246 65,518 6,751 27,479
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -887)
1,426 42 -278 -2,442 -199 -1,295 -436 408 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 54.9 0.9 85.2 14.7 92.7 70.5 7.3 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 24 3 15 17 25 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,042
COMMITMENTS
97,448 70,742 1,764 85,374 114,207 184,585 186,713 6,457 4,330
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 12,644)
9,970 2,801 404 2,014 9,356 12,389 12,562 255 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 37.0 0.9 44.7 59.8 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
62 44 12 15 22 86 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 230,732
COMMITMENTS
33,014 81,091 24,822 146,109 85,506 203,945 191,419 26,787 39,313
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -828)
1,992 3,450 -1,158 -2,512 643 -1,678 2,935 850 -3,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 35.1 10.8 63.3 37.1 88.4 83.0 11.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
33 42 24 30 36 72 93
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 232,060
COMMITMENTS
44,347 116,388 26,797 138,653 42,949 209,797 186,134 22,264 45,927
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -5,564)
-3,190 -8,167 789 -3,227 1,143 -5,628 -6,235 64 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 50.2 11.5 59.7 18.5 90.4 80.2 9.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
24 60 27 41 38 83 107
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 568,317
COMMITMENTS
174,483 152,327 46,378 258,485 304,245 479,347 502,951 88,969 65,365
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -686)
-5,620 2,661 -2,361 -915 -984 -8,896 -684 8,210 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 26.8 8.2 45.5 53.5 84.3 88.5 15.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
97 79 63 84 76 203 196
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,383
COMMITMENTS
10,971 5,486 549 8,800 24,413 20,320 30,448 14,063 3,935
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 306)
1,325 -329 3 -215 -2 1,113 -328 -807 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 16.0 1.6 25.6 71.0 59.1 88.6 40.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 6 3 9 10 21 17
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,695
COMMITMENTS
10,053 1,280 647 8,331 18,809 19,031 20,736 6,664 4,959
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -1,317)
-1,120 -1,139 106 6 -56 -1,008 -1,089 -309 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 5.0 2.5 32.4 73.2 74.1 80.7 25.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 3 10 7 18 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,343
COMMITMENTS
7,717 29,093 703 31,475 9,229 39,895 39,025 1,448 2,318
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -3,638)
476 -4,580 494 -4,552 512 -3,582 -3,574 -56 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 70.4 1.7 76.1 22.3 96.5 94.4 3.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 13 5 7 7 22 24
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,816
COMMITMENTS
14,454 38,134 1,207 33,887 5,622 49,548 44,963 2,268 6,853
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -82)
-523 -1,213 477 183 134 137 -602 -219 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 73.6 2.3 65.4 10.8 95.6 86.8 4.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 54 8 14 9 37 67
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,749
COMMITMENTS
7,964 5,565 25 1,764 3,929 9,753 9,519 996 1,230
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,600)
1,734 132 5 10 1,534 1,749 1,671 -149 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 51.8 0.2 16.4 36.6 90.7 88.6 9.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 12 1 3 3 10 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,714,798
COMMITMENTS
761,270 3511540 11840158 13543955 10064319 26145383 25416017 569,415 1298780
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 191,662)
19,352 43,260 154,940 43,751 18,466 218,042 216,666 -26,380 -25,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 13.1 44.3 50.7 37.7 97.9 95.1 2.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
55 120 140 120 128 270 304
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,063
COMMITMENTS
1,981 2,433 267 0 85 2,248 2,785 815 278
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -368)
-314 -359 62 0 8 -252 -289 -116 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 79.4 8.7 0.0 2.8 73.4 90.9 26.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 19 5 0 1 20 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 8,817
COMMITMENTS
1,074 1,280 1,455 6,239 5,872 8,768 8,607 49 210
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -375)
606 -482 -241 -617 425 -252 -298 -123 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 14.5 16.5 70.8 66.6 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 10 6 5 17 17
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 14,365
COMMITMENTS
242 4,702 3,016 10,690 6,331 13,948 14,049 417 316
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,710)
-640 829 26 2,386 943 1,772 1,798 -62 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 32.7 21.0 74.4 44.1 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 10 11 5 7 16 21
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 788,485
COMMITMENTS
108,647 75,243 132,661 449,347 490,966 690,654 698,870 97,831 89,615
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -8,226)
-1,321 4,788 -5,432 -2,724 -1,940 -9,477 -2,584 1,252 -5,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 9.5 16.8 57.0 62.3 87.6 88.6 12.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
163 143 174 244 257 487 494
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 88,357
COMMITMENTS
5,438 3,387 13,064 48,869 38,010 67,372 54,461 20,984 33,895
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -235)
-1,254 61 357 790 2,026 -107 2,444 -127 -2,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.8 14.8 55.3 43.0 76.3 61.6 23.7 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 15 21 21 25 46 48
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| 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: 26,547
COMMITMENTS
11,703 411 0 12,007 25,584 23,710 25,995 2,837 552
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 918)
638 411 0 231 423 869 834 49 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 1.5 0.0 45.2 96.4 89.3 97.9 10.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 0 12 10 19 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,500,644
COMMITMENTS
517,108 360,352 596,916 2002387 2264777 3116410 3222044 384,234 278,600
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -39,956)
-4,172 19,797 -25,106 -17,571 -19,829 -46,849 -25,138 6,893 -14,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 10.3 17.1 57.2 64.7 89.0 92.0 11.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 627)
160 136 166 241 254 475 482
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| 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: 31,208
COMMITMENTS
2,126 0 101 26,901 30,288 29,128 30,389 2,080 819
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,855)
268 0 0 2,866 2,638 3,134 2,638 -279 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.3 86.2 97.1 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 0 1 10 12 16 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 14,290
COMMITMENTS
2,390 1,365 14 10,047 12,185 12,451 13,564 1,839 726
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 824)
57 -2 -4 759 770 812 764 12 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 9.6 0.1 70.3 85.3 87.1 94.9 12.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 8 13 12 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| 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: 28,530
COMMITMENTS
0 2,471 106 26,505 25,009 26,611 27,586 1,919 944
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 432)
-206 172 106 476 254 376 532 56 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.4 92.9 87.7 93.3 96.7 6.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 1 14 11 15 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,573
COMMITMENTS
20,148 2,465 947 48,534 75,450 69,629 78,862 12,944 3,711
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -361)
755 -324 -499 -1,568 427 -1,312 -396 951 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 3.0 1.1 58.8 91.4 84.3 95.5 15.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 4 7 45 34 63 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,914
COMMITMENTS
18,973 10,171 2,887 22,565 30,999 44,426 44,058 7,488 7,856
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 615)
1,144 -1,105 304 181 1,904 1,629 1,103 -1,015 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 19.6 5.6 43.5 59.7 85.6 84.9 14.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
73 72 44 79 99 173 194
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 259,568
COMMITMENTS
94,864 50,857 14,437 112,827 154,996 222,128 220,290 37,440 39,278
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,075)
5,722 -5,524 1,521 905 9,519 8,147 5,516 -5,073 -2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 19.6 5.6 43.5 59.7 85.6 84.9 14.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
73 72 44 79 99 173 194
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,281
COMMITMENTS
21,248 73,128 12,056 101,880 30,647 135,185 115,831 20,096 39,450
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,574)
-1,385 4,791 648 4,169 -2,587 3,433 2,853 141 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 47.1 7.8 65.6 19.7 87.1 74.6 12.9 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 38 22 25 27 54 76
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 560,454
COMMITMENTS
145,898 113,014 16,744 371,644 409,918 534,286 539,676 26,168 20,778
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -5,490)
1,101 -6,105 -233 -7,654 594 -6,787 -5,744 1,297 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 20.2 3.0 66.3 73.1 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
79 46 29 123 116 211 182
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,557
COMMITMENTS
6,334 11,420 253 17,347 14,506 23,934 26,179 5,623 3,378
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -424)
-206 -518 -2 -220 -813 -428 -1,333 4 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 38.6 0.9 58.7 49.1 81.0 88.6 19.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 10 4 16 10 33 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,426
COMMITMENTS
19,107 2,978 1,179 25,516 39,300 45,802 43,457 8,624 10,969
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -1,041)
188 100 79 -1,533 1,485 -1,266 1,664 225 -2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 5.5 2.2 46.9 72.2 84.2 79.8 15.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 7 5 24 28 50 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| 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: 113,877
COMMITMENTS
12,934 2,940 250 100,661 110,594 113,845 113,784 32 93
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4)
205 0 0 -201 4 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.6 0.2 88.4 97.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 1 16 18 25 20
Updated August 3, 2018