BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,219
COMMITMENTS
844 890 1,833 6,797 6,538 9,474 9,261 745 958
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 656)
76 422 74 825 523 975 1,019 -319 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.7 17.9 66.5 64.0 92.7 90.6 7.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 11 23 20 34 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,723
COMMITMENTS
17,299 4,077 12,135 20,358 22,559 49,793 38,771 3,930 14,952
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 6,939)
892 1,055 2,574 3,627 1,842 7,092 5,471 -154 1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.6 22.6 37.9 42.0 92.7 72.2 7.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 23 26 33 36 65 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,867
COMMITMENTS
1,579 592 1,574 5,933 7,177 9,086 9,343 781 524
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 196)
32 125 16 239 175 287 316 -91 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.0 15.9 60.1 72.7 92.1 94.7 7.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 11 10 24 20 36 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,435
COMMITMENTS
68,793 41,955 112,240 90,084 100,799 271,117 254,993 24,318 40,441
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -223)
-5,171 -2,966 6,524 -2,090 -3,442 -736 117 513 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 14.2 38.0 30.5 34.1 91.8 86.3 8.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
118 79 149 82 89 272 266
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 377,316
COMMITMENTS
122,998 25,373 90,797 133,494 210,780 347,289 326,950 30,027 50,366
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 4,226)
-994 -1,200 5,896 380 623 5,282 5,318 -1,056 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 6.7 24.1 35.4 55.9 92.0 86.7 8.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
164 81 163 139 165 377 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,018
COMMITMENTS
815 1,120 1,135 1,634 1,586 3,585 3,842 1,433 1,176
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 342)
-72 2 132 107 80 167 214 175 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 22.3 22.6 32.6 31.6 71.4 76.6 28.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 14 11 13 15 32 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,803
COMMITMENTS
20,953 18,426 14,018 17,144 12,721 52,116 45,164 9,687 16,638
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -2,802)
-261 1,251 -2,099 -186 -400 -2,545 -1,248 -256 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 29.8 22.7 27.7 20.6 84.3 73.1 15.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
73 50 67 52 55 165 145
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,947
COMMITMENTS
499 3,660 595 3,758 1,261 4,852 5,515 1,095 432
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 242)
193 229 -3 184 81 374 306 -132 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 61.5 10.0 63.2 21.2 81.6 92.7 18.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 6 16 7 23 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,391
COMMITMENTS
2,583 16,387 5,839 28,792 13,321 37,214 35,547 1,177 2,844
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 4,113)
346 1,620 711 3,055 1,508 4,112 3,839 1 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 42.7 15.2 75.0 34.7 96.9 92.6 3.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 27 15 29 25 48 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,489
COMMITMENTS
13,541 10,978 0 14,303 17,296 27,844 28,274 1,645 1,215
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,188)
2,267 2,535 -1 901 1,056 3,167 3,590 21 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 37.2 0.0 48.5 58.7 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 12 0 3 6 14 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,507
COMMITMENTS
32,446 37,613 13,730 59,742 54,218 105,918 105,561 31,589 31,946
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 4,397)
25 -4,569 1,284 4,477 4,360 5,785 1,075 -1,388 3,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 27.4 10.0 43.4 39.4 77.0 76.8 23.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
21 41 16 30 33 60 81
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,931
COMMITMENTS
13,575 29,994 1,383 48,160 12,933 63,118 44,310 7,813 26,621
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 5,152)
-224 320 4 5,657 1,089 5,438 1,414 -286 3,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 42.3 1.9 67.9 18.2 89.0 62.5 11.0 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 16 3 13 13 23 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 207,255
COMMITMENTS
111,571 53,481 2,045 86,125 148,002 199,740 203,528 7,515 3,727
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -8,917)
-15,753 -5,355 551 6,259 -4,720 -8,943 -9,525 26 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 25.8 1.0 41.6 71.4 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
65 38 11 11 26 82 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 280,940
COMMITMENTS
37,425 79,091 35,655 183,904 123,547 256,984 238,293 23,956 42,648
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 12,889)
-203 -2,581 1,835 10,765 10,614 12,397 9,868 492 3,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 28.2 12.7 65.5 44.0 91.5 84.8 8.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
30 45 22 37 46 77 103
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 232,563
COMMITMENTS
27,442 123,006 20,843 161,628 45,822 209,913 189,671 22,650 42,892
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -2,965)
-931 -8,189 2,234 -4,877 1,217 -3,574 -4,738 608 1,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 52.9 9.0 69.5 19.7 90.3 81.6 9.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
27 43 21 45 42 84 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 560,984
COMMITMENTS
148,160 179,504 51,028 276,024 264,156 475,211 494,687 85,773 66,297
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 28,602)
5,677 9,686 5,018 15,537 13,468 26,233 28,172 2,369 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 32.0 9.1 49.2 47.1 84.7 88.2 15.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
100 80 65 92 86 219 204
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,618
COMMITMENTS
12,575 4,908 204 9,708 26,682 22,487 31,794 14,131 4,824
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 106)
-28 513 0 -27 -21 -55 492 161 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 13.4 0.6 26.5 72.9 61.4 86.8 38.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 5 2 11 9 23 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,616
COMMITMENTS
7,019 3,132 249 12,010 18,118 19,278 21,499 6,338 4,117
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 286)
851 744 -39 -77 59 735 764 -449 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 12.2 1.0 46.9 70.7 75.3 83.9 24.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 1 13 14 20 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,251
COMMITMENTS
8,372 23,637 96 28,810 14,070 37,278 37,803 1,973 1,448
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,563)
1,115 687 5 77 1,039 1,197 1,731 366 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 60.2 0.2 73.4 35.8 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 15 2 3 8 18 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,685
COMMITMENTS
9,634 42,682 995 45,637 8,365 56,266 52,042 2,419 6,643
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -3,808)
-1,502 -3,866 -52 -2,629 300 -4,183 -3,618 375 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 72.7 1.7 77.8 14.3 95.9 88.7 4.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 53 9 13 11 40 68
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 28,021,346
COMMITMENTS
902,102 2972046 13394415 13035516 10213238 27332033 26579700 689,313 1441647
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 862,599)
64,340 64,766 477,683 294,975 245,272 836,998 787,721 25,602 74,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.6 47.8 46.5 36.4 97.5 94.9 2.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
69 108 143 123 132 279 303
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,001
COMMITMENTS
1,870 1,997 466 0 171 2,336 2,634 665 367
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 271)
-92 -193 402 0 1 310 210 -39 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 66.5 15.5 0.0 5.7 77.8 87.8 22.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 21 4 0 1 19 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 12,331
COMMITMENTS
1,595 370 7,329 3,342 4,522 12,266 12,221 65 110
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -1,095)
-170 -163 -963 0 -10 -1,133 -1,136 38 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 3.0 59.4 27.1 36.7 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 12 5 6 21 18
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 29,012
COMMITMENTS
2,041 1,024 8,963 17,474 18,454 28,478 28,441 534 571
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,859)
-383 -267 325 1,655 1,275 1,597 1,333 262 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.5 30.9 60.2 63.6 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 6 12 8 8 22 22
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 913,349
COMMITMENTS
105,153 60,494 199,803 516,946 574,852 821,902 835,149 91,448 78,200
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 8,102)
3,680 -742 -4,249 5,472 11,296 4,902 6,305 3,199 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 6.6 21.9 56.6 62.9 90.0 91.4 10.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
175 118 163 274 271 511 491
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 81,189
COMMITMENTS
3,939 3,468 12,823 40,040 47,470 56,801 63,761 24,387 17,427
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 398)
509 -2,062 1,150 -2,017 -1,613 -359 -2,525 757 2,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.3 15.8 49.3 58.5 70.0 78.5 30.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 18 23 20 26 47 50
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 12,915
COMMITMENTS
662 223 0 9,799 11,720 10,461 11,943 2,454 972
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,022)
-235 223 0 2,419 1,928 2,184 2,151 -162 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.7 0.0 75.9 90.7 81.0 92.5 19.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 11 11 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,160,804
COMMITMENTS
521,727 300,786 919,242 2384532 2636911 3825501 3856939 335,303 303,865
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 38,519)
6,105 -3,151 -17,243 37,443 64,545 26,305 44,150 12,214 -5,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.2 22.1 57.3 63.4 91.9 92.7 8.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642)
168 114 155 270 269 497 480
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 29,293
COMMITMENTS
2,712 269 0 23,961 27,844 26,673 28,113 2,620 1,180
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 480)
-2 9 0 782 7 780 16 -300 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.9 0.0 81.8 95.1 91.1 96.0 8.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 6 13 11 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 15,841
COMMITMENTS
3,439 343 0 10,324 14,952 13,763 15,295 2,078 546
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 21)
0 0 0 493 12 493 12 -472 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.2 0.0 65.2 94.4 86.9 96.6 13.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 0 11 11 17 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 15,735
COMMITMENTS
718 0 0 12,758 14,286 13,476 14,286 2,259 1,449
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -255)
-12 -425 0 51 110 39 -315 -294 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 81.1 90.8 85.6 90.8 14.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 12 12 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 217,007
COMMITMENTS
0 21,500 0 217,007 195,107 217,007 216,607 0 400
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -400 0 -400 0 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.0 100.0 89.9 100.0 99.8 0.0 0.2
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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,299
COMMITMENTS
16,314 1,356 349 49,162 69,304 65,825 71,009 9,474 4,290
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -2,205)
269 -217 -1,118 -1,054 -1,257 -1,903 -2,592 -302 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 1.8 0.5 65.3 92.0 87.4 94.3 12.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 2 5 41 38 54 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 55,036
COMMITMENTS
14,285 12,193 3,099 30,012 31,832 47,396 47,124 7,640 7,912
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 150)
1,931 152 -879 -1,233 1,495 -182 768 331 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 22.2 5.6 54.5 57.8 86.1 85.6 13.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
58 82 40 86 109 165 210
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,182
COMMITMENTS
71,424 60,967 15,495 150,062 159,158 236,981 235,620 38,201 39,562
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 749)
9,654 760 -4,396 -6,166 7,476 -908 3,840 1,657 -3,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 22.2 5.6 54.5 57.8 86.1 85.6 13.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
58 82 40 86 109 165 210
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 177,342
COMMITMENTS
18,872 91,193 13,940 118,933 28,066 151,745 133,199 25,597 44,143
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,859)
-1,025 -908 1,882 -955 1,190 -98 2,164 2,957 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 51.4 7.9 67.1 15.8 85.6 75.1 14.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 46 21 24 24 55 79
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 496,593
COMMITMENTS
77,273 158,207 22,438 372,903 297,300 472,614 477,945 23,979 18,648
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -9,595)
-4,616 -1,511 974 -5,573 -9,414 -9,215 -9,950 -380 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 31.9 4.5 75.1 59.9 95.2 96.2 4.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
66 43 25 121 118 198 175
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,275
COMMITMENTS
7,854 15,681 274 15,735 11,615 23,863 27,570 6,412 2,705
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -2,300)
-607 -1,908 241 -1,648 228 -2,014 -1,439 -286 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 51.8 0.9 52.0 38.4 78.8 91.1 21.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 6 3 15 9 32 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,923
COMMITMENTS
24,186 11,291 953 32,770 22,686 57,909 34,930 9,014 31,993
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -6,180)
-2,484 -2,340 -581 -3,891 749 -6,956 -2,172 776 -4,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 16.9 1.4 49.0 33.9 86.5 52.2 13.5 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 14 5 27 23 46 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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: 121,042
COMMITMENTS
5,700 5,440 250 115,060 115,259 121,010 120,949 32 93
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,359)
607 2,500 0 2,775 859 3,382 3,359 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.5 0.2 95.1 95.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 1 17 17 24 19
Updated October 26, 2018