MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,882
COMMITMENTS
320 3,736 484 19,078 15,662 19,882 19,882 0 0
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 760)
240 240 240 280 280 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.8 2.4 96.0 78.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 9 2 8 8 11 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,608
COMMITMENTS
1,114 675 1,877 6,928 7,178 9,919 9,730 689 878
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 1,142)
37 119 336 697 513 1,071 968 72 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.4 17.7 65.3 67.7 93.5 91.7 6.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 11 12 27 20 39 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,571
COMMITMENTS
14,581 4,432 11,321 13,466 16,027 39,369 31,780 4,203 11,791
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 2,163)
684 -733 889 1,068 1,322 2,641 1,478 -478 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 10.2 26.0 30.9 36.8 90.4 72.9 9.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 14 31 38 37 76 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,205
COMMITMENTS
1,421 434 1,877 5,982 7,165 9,279 9,476 926 729
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 636)
409 25 50 183 457 642 532 -6 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.3 18.4 58.6 70.2 90.9 92.9 9.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 9 12 23 20 36 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,567
COMMITMENTS
76,469 56,668 110,928 87,742 93,072 275,138 260,667 24,429 38,900
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -11,649)
-3,262 -5,185 -955 -9,263 -5,793 -13,481 -11,933 1,831 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 18.9 37.0 29.3 31.1 91.8 87.0 8.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
122 84 137 79 85 265 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 343,926
COMMITMENTS
108,290 34,533 76,973 126,477 184,580 311,741 296,087 32,185 47,839
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -3,649)
-3,330 1,932 1,439 -3,553 -8,889 -5,445 -5,518 1,796 1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 10.0 22.4 36.8 53.7 90.6 86.1 9.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
132 87 143 129 147 330 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,323
COMMITMENTS
1,160 1,252 456 1,614 1,928 3,230 3,636 1,093 687
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -192)
-113 0 103 -213 -204 -224 -101 31 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 29.0 10.5 37.3 44.6 74.7 84.1 25.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 9 10 14 15 34 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,865
COMMITMENTS
15,891 13,567 15,416 18,262 13,283 49,568 42,266 8,297 15,600
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 2,168)
1,047 -22 1,385 -781 -439 1,651 923 518 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 23.4 26.6 31.6 23.0 85.7 73.0 14.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
62 55 62 49 45 146 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,100
COMMITMENTS
80 3,018 492 3,427 1,187 3,999 4,697 1,102 403
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 363)
28 153 158 147 58 333 368 31 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 59.2 9.6 67.2 23.3 78.4 92.1 21.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 6 16 6 23 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,907
COMMITMENTS
2,786 12,420 3,928 21,585 10,413 28,299 26,761 607 2,146
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 1,798)
326 1,357 279 1,300 275 1,905 1,910 -107 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 43.0 13.6 74.7 36.0 97.9 92.6 2.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 19 14 28 28 49 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,287
COMMITMENTS
8,197 5,303 0 22,284 24,731 30,481 30,034 1,806 2,253
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 4,534)
370 2,203 -48 3,964 2,176 4,286 4,331 248 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 16.4 0.0 69.0 76.6 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 12 0 6 6 15 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,656
COMMITMENTS
28,071 55,525 14,110 103,116 68,557 145,296 138,191 30,360 37,465
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 4,477)
-4,131 -4,219 -1,295 11,792 8,080 6,366 2,566 -1,889 1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 31.6 8.0 58.7 39.0 82.7 78.7 17.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
21 46 21 30 29 65 83
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 80,993
COMMITMENTS
7,724 42,687 4,597 58,713 13,201 71,034 60,485 9,959 20,508
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,124)
-249 -5,217 3,472 -5,193 -773 -1,969 -2,518 845 1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 52.7 5.7 72.5 16.3 87.7 74.7 12.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 22 7 18 16 31 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 245,578
COMMITMENTS
101,282 86,689 8,852 128,334 146,518 238,468 242,060 7,110 3,518
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 24,818)
-2,574 -4,587 8,135 19,831 21,885 25,392 25,433 -574 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 35.3 3.6 52.3 59.7 97.1 98.6 2.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
68 34 14 13 22 89 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 327,778
COMMITMENTS
72,201 129,459 32,143 198,790 119,646 303,134 281,249 24,644 46,529
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 9,360)
6,186 -2,668 -1,481 5,563 13,420 10,268 9,270 -909 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 39.5 9.8 60.6 36.5 92.5 85.8 7.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
25 52 26 34 47 72 112
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 217,088
COMMITMENTS
45,413 102,334 19,273 126,196 48,997 190,882 170,604 26,206 46,484
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 1,788)
2,997 3,104 -6,079 2,658 5,217 -424 2,243 2,212 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 47.1 8.9 58.1 22.6 87.9 78.6 12.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
25 45 29 43 36 82 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 612,486
COMMITMENTS
168,611 154,515 49,900 299,798 335,005 518,309 539,421 94,177 73,066
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -9,862)
-5,123 -8,798 -15,779 10,172 14,056 -10,731 -10,522 869 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 25.2 8.1 48.9 54.7 84.6 88.1 15.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
90 77 67 86 83 199 205
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,190
COMMITMENTS
9,391 6,331 1,529 8,153 23,425 19,073 31,285 17,117 4,905
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 600)
-1,025 -1,148 972 -507 -209 -560 -385 1,160 985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 17.5 4.2 22.5 64.7 52.7 86.4 47.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 4 8 8 18 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,948
COMMITMENTS
10,190 2,843 1,040 17,447 26,457 28,677 30,340 6,271 4,608
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 7,048)
-524 23 354 7,513 7,043 7,343 7,420 -295 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 8.1 3.0 49.9 75.7 82.1 86.8 17.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 6 11 9 19 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,837
COMMITMENTS
9,273 35,833 111 30,428 3,143 39,812 39,087 2,025 2,750
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -8,347)
-5,652 4,137 -812 -2,229 -11,073 -8,693 -7,748 346 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 85.6 0.3 72.7 7.5 95.2 93.4 4.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 20 1 5 8 19 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,669
COMMITMENTS
19,408 42,055 1,504 35,959 9,011 56,871 52,570 2,798 7,099
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 3,888)
3,117 870 653 -112 1,759 3,658 3,282 230 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 70.5 2.5 60.3 15.1 95.3 88.1 4.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
20 60 14 15 11 43 77
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,411
COMMITMENTS
7,274 6,070 1,836 3,604 3,153 12,714 11,059 697 2,352
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 3,822)
772 942 1,833 1,220 1,138 3,825 3,913 -3 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 45.3 13.7 26.9 23.5 94.8 82.5 5.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 14 6 6 4 17 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,904,769
COMMITMENTS
953,805 3625245 12660337 13653450 10318298 27267593 26603880 637,176 1300889
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 1,252,814)
106,527 346,383 682,408 431,367 216,010 1220302 1244802 32,512 8,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 13.0 45.4 48.9 37.0 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
74 113 149 119 133 279 320
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,711
COMMITMENTS
1,746 2,105 222 0 143 1,968 2,470 743 241
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 4)
-116 -79 197 0 -2 81 116 -77 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 77.6 8.2 0.0 5.3 72.6 91.1 27.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 21 5 0 1 17 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 11,749
COMMITMENTS
2,005 1,098 3,934 5,774 6,473 11,713 11,505 36 244
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 557)
228 -87 620 -284 14 564 547 -7 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 9.3 33.5 49.1 55.1 99.7 97.9 0.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 10 6 7 19 19
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 15,448
COMMITMENTS
486 1,945 5,176 9,745 8,244 15,407 15,365 41 83
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 3,663)
-81 310 1,402 2,353 1,926 3,674 3,638 -11 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.6 33.5 63.1 53.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 10 6 9 16 20
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 899,743
COMMITMENTS
106,540 82,216 186,159 498,465 532,691 791,164 801,066 108,580 98,678
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 3,058)
-2,542 4,394 3,059 3,783 -2,897 4,300 4,555 -1,242 -1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 9.1 20.7 55.4 59.2 87.9 89.0 12.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
162 146 183 264 277 517 516
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 108,124
COMMITMENTS
6,818 5,532 18,207 58,599 44,802 83,623 68,541 24,502 39,583
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -3,340)
212 852 -1,268 -1,670 -3,307 -2,726 -3,723 -614 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.1 16.8 54.2 41.4 77.3 63.4 22.7 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 12 21 24 26 49 47
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 19,100
COMMITMENTS
5,860 0 0 11,153 18,196 17,013 18,196 2,087 904
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,121)
-10 0 0 1,352 -1,315 1,342 -1,315 -2,463 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 0.0 0.0 58.4 95.3 89.1 95.3 10.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 7 11 10 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| 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: 20,896
COMMITMENTS
662 0 0 17,940 20,219 18,602 20,219 2,294 677
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -110)
-32 0 0 -235 -56 -267 -56 157 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 85.9 96.8 89.0 96.8 11.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 8 14 8
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,958,095
COMMITMENTS
519,027 403,830 819,349 2199330 2439445 3537706 3662624 420,389 295,471
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 31,988)
-13,501 17,981 21,363 27,266 2,045 35,128 41,390 -3,139 -9,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.2 20.7 55.6 61.6 89.4 92.5 10.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651)
158 141 175 260 271 504 502
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 29,737
COMMITMENTS
1,693 0 0 24,952 29,256 26,645 29,256 3,092 481
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -862)
2 0 0 -634 -402 -632 -402 -230 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 83.9 98.4 89.6 98.4 10.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 9 13 13 13
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| 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: 12,417
COMMITMENTS
2,749 370 0 7,334 11,344 10,083 11,714 2,334 703
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 358)
529 0 0 -45 500 484 500 -126 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 3.0 0.0 59.1 91.4 81.2 94.3 18.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 8 12 13 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| 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: 15,799
COMMITMENTS
2,664 1,226 0 11,059 14,117 13,723 15,343 2,076 456
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,081)
-16 0 0 -1,137 -1,101 -1,153 -1,101 72 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.8 0.0 70.0 89.4 86.9 97.1 13.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 8 11 12 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| 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: 31,205
COMMITMENTS
574 1,498 0 28,449 28,462 29,023 29,960 2,182 1,245
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -2,112)
68 27 -23 -94 104 -49 108 -2,063 -2,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.8 0.0 91.2 91.2 93.0 96.0 7.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 14 12 15 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,622
COMMITMENTS
23,120 3,078 494 49,262 77,860 72,876 81,432 12,746 4,190
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 720)
180 -512 -173 1,257 243 1,264 -442 -544 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.6 0.6 57.5 90.9 85.1 95.1 14.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 5 4 45 36 65 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,163
COMMITMENTS
17,308 10,412 3,491 28,625 35,187 49,425 49,090 7,738 8,074
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -430)
-2,122 -205 316 1,318 510 -489 621 59 -1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 18.2 6.1 50.1 61.6 86.5 85.9 13.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
74 73 51 82 100 184 196
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 285,816
COMMITMENTS
86,541 52,058 17,457 143,127 175,933 247,124 245,448 38,691 40,368
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -2,149)
-10,612 -1,026 1,580 6,589 2,551 -2,443 3,105 294 -5,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 18.2 6.1 50.1 61.6 86.5 85.9 13.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
74 73 51 82 100 184 196
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 199,574
COMMITMENTS
45,101 92,699 18,430 109,424 40,517 172,955 151,646 26,620 47,928
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 19,524)
17,413 15,798 2,097 -3,481 -713 16,029 17,182 3,495 2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 46.4 9.2 54.8 20.3 86.7 76.0 13.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
26 42 27 25 28 63 86
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,630
COMMITMENTS
150,857 148,950 15,451 358,130 368,227 524,438 532,627 29,192 21,002
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -113)
-4,543 2,635 -83 2,001 -2,787 -2,625 -235 2,512 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 26.9 2.8 64.7 66.5 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
71 56 36 128 112 215 188
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,575
COMMITMENTS
7,725 11,591 2,911 19,086 17,922 29,722 32,424 6,853 4,151
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 2,478)
-1,102 -1,234 2,491 244 739 1,633 1,996 845 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 31.7 8.0 52.2 49.0 81.3 88.7 18.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 8 7 15 9 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,304
COMMITMENTS
19,096 11,417 6,477 24,789 27,177 50,362 45,071 12,942 18,233
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 8,415)
844 1,805 4,707 -2,116 901 3,435 7,413 4,980 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 18.0 10.2 39.2 42.9 79.6 71.2 20.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
16 21 14 27 26 52 52
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 |
--------------------------------------------------------------| 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: 113,465
COMMITMENTS
4,919 2,940 250 108,264 110,182 113,433 113,372 32 93
CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -230)
-196 0 0 -34 -230 -230 -230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.6 0.2 95.4 97.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 1 17 19 24 21
Updated September 14, 2018