BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,733
COMMITMENTS
752 467 1,660 5,620 5,842 8,032 7,969 701 764
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,486)
-171 -122 -248 -1,161 -1,196 -1,580 -1,566 94 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.3 19.0 64.4 66.9 92.0 91.3 8.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 8 11 23 20 34 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,105
COMMITMENTS
15,438 3,254 9,957 12,828 16,658 38,223 29,870 3,882 12,236
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -4,052)
-541 -606 -1,855 -1,369 -1,200 -3,765 -3,660 -287 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 7.7 23.6 30.5 39.6 90.8 70.9 9.2 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 18 26 32 33 65 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,417
COMMITMENTS
1,553 425 1,565 5,482 6,757 8,600 8,747 817 670
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,147)
-156 -212 -349 -601 -524 -1,105 -1,084 -41 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.5 16.6 58.2 71.8 91.3 92.9 8.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 10 24 20 36 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,086
COMMITMENTS
71,566 43,109 126,999 94,632 106,775 293,198 276,882 24,888 41,204
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -751)
-2,309 -2,434 -1,867 3,403 3,864 -773 -437 22 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 13.6 39.9 29.8 33.6 92.2 87.0 7.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
107 97 143 84 91 272 268
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 382,729
COMMITMENTS
123,930 25,877 89,186 136,349 212,660 349,465 327,723 33,263 55,006
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -7,432)
-809 2,838 -5,296 -944 -3,480 -7,049 -5,938 -382 -1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.8 23.3 35.6 55.6 91.3 85.6 8.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
160 84 159 138 162 377 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,142
COMMITMENTS
1,246 1,033 516 1,250 1,609 3,012 3,157 1,130 984
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -331)
-103 -159 -18 -10 -100 -131 -276 -200 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 24.9 12.5 30.2 38.8 72.7 76.2 27.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 10 9 12 13 28 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 65,830
COMMITMENTS
23,005 15,996 17,526 17,015 13,434 57,546 46,955 8,284 18,874
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 485)
1,020 983 87 -952 -1,405 156 -334 330 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 24.3 26.6 25.8 20.4 87.4 71.3 12.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
76 52 65 45 55 156 147
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,157
COMMITMENTS
296 3,084 530 3,292 1,093 4,117 4,707 1,039 450
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -547)
109 -229 -82 -483 -189 -456 -500 -91 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 59.8 10.3 63.8 21.2 79.8 91.3 20.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 6 16 7 23 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,420
COMMITMENTS
2,309 13,180 4,514 22,794 10,500 29,618 28,194 802 2,226
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,361)
-616 -512 129 -990 -1,133 -1,478 -1,516 116 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 43.3 14.8 74.9 34.5 97.4 92.7 2.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 23 14 29 27 48 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,075
COMMITMENTS
10,347 7,702 1 13,088 15,607 23,436 23,310 1,639 1,765
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,370)
4,343 1,580 -1 -5,693 -2,977 -1,351 -1,398 -19 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 30.7 0.0 52.2 62.2 93.5 93.0 6.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 11 1 3 5 16 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,709
COMMITMENTS
38,811 50,104 12,193 54,993 48,020 105,998 110,317 32,712 28,392
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -12,448)
-1,977 -8,682 -5,894 -3,012 289 -10,883 -14,288 -1,565 1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 36.1 8.8 39.6 34.6 76.4 79.5 23.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
22 45 21 30 32 67 83
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,021
COMMITMENTS
15,268 27,457 1,125 37,639 10,235 54,032 38,816 8,989 24,205
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 7,035)
3,162 2,530 486 3,974 -506 7,623 2,510 -588 4,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 43.6 1.8 59.7 16.2 85.7 61.6 14.3 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 19 3 12 14 23 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 209,500
COMMITMENTS
126,765 52,341 991 74,197 153,029 201,954 206,361 7,546 3,139
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -8,625)
-8,884 -9,535 60 366 1,981 -8,458 -7,494 -168 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 25.0 0.5 35.4 73.0 96.4 98.5 3.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
82 33 8 12 24 97 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 260,014
COMMITMENTS
35,404 89,007 30,036 171,096 101,588 236,536 220,632 23,477 39,382
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,879)
4,233 -992 -4,206 -8,355 -269 -8,328 -5,467 1,449 -1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 34.2 11.6 65.8 39.1 91.0 84.9 9.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
26 48 25 34 46 75 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 279,633
COMMITMENTS
45,312 163,043 19,897 191,037 50,354 256,247 233,294 23,386 46,339
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -5,532)
-6,649 -5,463 -6,637 8,680 5,559 -4,606 -6,541 -926 1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 58.3 7.1 68.3 18.0 91.6 83.4 8.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
24 55 24 43 39 79 106
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 553,282
COMMITMENTS
162,021 180,748 50,190 253,126 256,883 465,337 487,821 87,945 65,461
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,235)
-3,584 8,429 -4,527 1,398 -4,753 -6,713 -850 4,478 -1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 32.7 9.1 45.7 46.4 84.1 88.2 15.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
104 81 64 91 84 218 207
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,796
COMMITMENTS
12,614 4,138 203 10,566 29,501 23,383 33,842 14,413 3,954
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 618)
1,800 91 -35 354 -99 2,119 -43 -1,501 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 10.9 0.5 28.0 78.1 61.9 89.5 38.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 2 11 9 23 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,265
COMMITMENTS
5,342 2,694 471 11,913 18,421 17,726 21,586 7,539 3,679
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 10.7 1.9 47.2 72.9 70.2 85.4 29.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 2 12 12 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,381
COMMITMENTS
6,704 25,532 59 28,731 10,109 35,494 35,700 1,887 1,681
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,179)
781 -7,630 -49 -2,968 5,782 -2,236 -1,897 57 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 68.3 0.2 76.9 27.0 95.0 95.5 5.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 15 2 4 8 19 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,711
COMMITMENTS
15,418 49,238 864 46,161 8,119 62,443 58,221 2,268 6,490
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 8,263)
4,740 7,964 -346 3,575 828 7,969 8,446 294 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 76.1 1.3 71.3 12.5 96.5 90.0 3.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
20 62 7 12 11 35 77
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 28,000,049
COMMITMENTS
919,654 2991904 13492910 12948721 10196488 27361285 26681302 638,764 1318747
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,900,651)
35,588 -233,118 1575663 301,554 573,841 1912806 1916386 -12,155 -15,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 10.7 48.2 46.2 36.4 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
72 108 149 116 129 275 310
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,848
COMMITMENTS
2,038 2,289 24 0 170 2,062 2,483 786 365
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 494)
448 371 1 0 15 449 387 45 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 80.4 0.8 0.0 6.0 72.4 87.2 27.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 19 1 0 1 15 20
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 11,870
COMMITMENTS
1,663 251 6,875 3,305 4,675 11,843 11,801 27 69
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 2,161)
-270 -70 2,406 0 -175 2,136 2,161 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.1 57.9 27.8 39.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 13 4 6 20 19
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| 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
1,935 1,415 8,226 15,297 15,813 25,458 25,454 36 40
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 4,531)
-796 -2 922 4,401 3,595 4,527 4,515 4 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.6 32.3 60.0 62.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 6 12 6 8 19 21
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 837,047
COMMITMENTS
113,120 62,938 163,562 473,306 534,558 749,988 761,058 87,058 75,988
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 31,483)
7,312 -378 2,780 12,326 23,004 22,418 25,405 9,065 6,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.5 19.5 56.5 63.9 89.6 90.9 10.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
178 134 174 264 262 517 497
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 73,265
COMMITMENTS
3,626 2,080 13,031 32,935 43,652 49,591 58,763 23,674 14,502
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 8,497)
1,299 -364 -1,962 4,106 10,792 3,443 8,466 5,054 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.8 17.8 45.0 59.6 67.7 80.2 32.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 11 25 20 28 50 54
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| 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: 11,366
COMMITMENTS
879 0 0 7,510 10,378 8,389 10,378 2,977 988
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 66.1 91.3 73.8 91.3 26.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 10 9 13 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,818,908
COMMITMENTS
557,086 313,900 743,043 2201858 2454532 3501986 3511475 316,922 307,434
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 114,931)
35,898 5,764 17,875 41,102 61,059 94,875 84,697 20,056 30,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 8.2 19.5 57.7 64.3 91.7 91.9 8.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
170 129 164 259 258 499 483
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| 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: 14,900
COMMITMENTS
3,227 346 0 9,193 13,928 12,420 14,274 2,480 626
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 557)
0 -3 0 531 621 531 618 26 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.3 0.0 61.7 93.5 83.4 95.8 16.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 9 9 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| 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: 15,764
COMMITMENTS
825 0 0 12,680 14,676 13,505 14,676 2,259 1,088
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,132)
341 -1,950 0 -2,422 -191 -2,081 -2,141 -51 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 80.4 93.1 85.7 93.1 14.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 11 11 13 11
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 210,007
COMMITMENTS
0 21,500 0 210,007 188,507 210,007 210,007 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 16 16 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,178
COMMITMENTS
20,548 1,970 1,747 48,894 75,631 71,189 79,348 11,989 3,830
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,333)
-1,753 -1,675 402 -207 -559 -1,558 -1,832 -775 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.4 2.1 58.8 90.9 85.6 95.4 14.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 4 7 43 34 62 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 53,202
COMMITMENTS
15,445 12,980 2,828 27,187 29,622 45,461 45,430 7,742 7,773
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 676)
-3,164 1,734 297 2,892 -1,395 26 637 649 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 24.4 5.3 51.1 55.7 85.4 85.4 14.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
77 79 43 81 103 181 202
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,012
COMMITMENTS
77,227 64,900 14,139 135,937 148,109 227,303 227,148 38,709 38,864
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 3,379)
-15,818 8,672 1,487 14,462 -6,975 131 3,184 3,247 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 24.4 5.3 51.1 55.7 85.4 85.4 14.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
77 79 43 81 103 181 202
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 189,206
COMMITMENTS
25,016 99,197 13,512 123,987 29,809 162,515 142,518 26,691 46,688
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 13,402)
4,914 6,129 -973 4,853 1,675 8,794 6,831 4,608 6,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 52.4 7.1 65.5 15.8 85.9 75.3 14.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 49 21 21 26 52 84
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 532,675
COMMITMENTS
121,695 168,911 20,094 364,646 324,677 506,435 513,682 26,239 18,993
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -4,003)
-18,518 -8,423 1,426 13,979 5,280 -3,113 -1,718 -890 -2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 31.7 3.8 68.5 61.0 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
78 51 31 125 114 214 185
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,725
COMMITMENTS
8,864 17,840 272 18,287 12,152 27,423 30,264 6,302 3,461
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 538)
-221 62 29 1,404 454 1,212 545 -674 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 52.9 0.8 54.2 36.0 81.3 89.7 18.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 2 15 9 32 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,347
COMMITMENTS
24,297 17,155 1,164 30,482 23,768 55,943 42,087 9,404 23,260
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,740)
-3,138 331 -377 -3,583 -1,477 -7,098 -1,523 358 -5,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 26.3 1.8 46.6 36.4 85.6 64.4 14.4 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 14 3 25 22 43 38
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| 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: 117,054
COMMITMENTS
5,093 2,940 250 111,656 113,771 116,999 116,961 55 93
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,497)
-56 0 0 1,530 1,497 1,474 1,497 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.5 0.2 95.4 97.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 17 18 23 20
Updated October 12, 2018