BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,629
COMMITMENTS
888 901 1,841 7,143 6,895 9,872 9,637 757 992
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 410)
43 11 8 346 356 398 375 12 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.5 17.3 67.2 64.9 92.9 90.7 7.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 8 11 23 21 34 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,277
COMMITMENTS
18,041 5,349 13,570 22,591 24,023 54,202 42,942 4,075 15,335
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 4,554)
742 1,273 1,435 2,232 1,463 4,409 4,171 145 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 9.2 23.3 38.8 41.2 93.0 73.7 7.0 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 20 26 36 37 67 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,418
COMMITMENTS
1,586 626 1,802 6,188 7,366 9,576 9,794 841 624
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 551)
8 34 228 255 189 490 451 60 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 6.0 17.3 59.4 70.7 91.9 94.0 8.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 10 10 23 20 35 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,271
COMMITMENTS
72,523 37,142 112,136 90,364 105,890 275,023 255,168 23,249 43,104
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,837)
3,729 -4,813 -104 280 5,091 3,906 174 -1,069 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 12.5 37.6 30.3 35.5 92.2 85.5 7.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
116 84 141 78 87 270 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 393,555
COMMITMENTS
121,131 29,674 99,506 141,050 213,098 361,687 342,278 31,868 51,277
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 16,238)
-1,867 4,300 8,709 7,556 2,318 14,398 15,328 1,841 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 7.5 25.3 35.8 54.1 91.9 87.0 8.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
151 85 167 141 166 376 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,535
COMMITMENTS
834 1,480 1,214 2,030 1,636 4,078 4,330 1,456 1,205
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 517)
19 359 79 396 50 494 487 23 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 26.7 21.9 36.7 29.6 73.7 78.2 26.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 16 11 18 18 36 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,598
COMMITMENTS
20,003 18,414 11,707 15,426 11,019 47,136 41,140 9,462 15,458
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -5,205)
-950 -12 -2,311 -1,719 -1,702 -4,980 -4,025 -225 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 32.5 20.7 27.3 19.5 83.3 72.7 16.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
68 48 63 52 52 157 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,069
COMMITMENTS
464 3,779 606 3,761 1,260 4,831 5,645 1,238 424
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 122)
-36 119 11 2 -1 -22 130 143 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 62.3 10.0 62.0 20.8 79.6 93.0 20.4 7.0
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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,238
COMMITMENTS
2,846 16,920 6,166 30,084 14,573 39,096 37,659 1,142 2,579
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,847)
263 533 327 1,293 1,251 1,883 2,112 -36 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 42.1 15.3 74.8 36.2 97.2 93.6 2.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 26 17 30 28 50 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,818
COMMITMENTS
14,601 12,029 0 14,449 17,413 29,050 29,442 1,768 1,376
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,329)
1,060 1,051 0 146 117 1,206 1,168 123 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 39.0 0.0 46.9 56.5 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 11 0 3 6 12 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,912
COMMITMENTS
29,601 38,234 12,746 62,082 55,451 104,430 106,431 32,482 30,480
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -595)
-2,845 621 -983 2,340 1,233 -1,488 871 893 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 27.9 9.3 45.3 40.5 76.3 77.7 23.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
19 36 16 30 32 58 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,501
COMMITMENTS
19,233 33,002 1,443 48,135 13,774 68,811 48,220 8,690 29,282
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,570)
5,658 3,008 60 -25 841 5,693 3,910 877 2,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 42.6 1.9 62.1 17.8 88.8 62.2 11.2 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 17 3 13 12 24 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 193,609
COMMITMENTS
93,677 59,611 1,200 92,413 128,145 187,290 188,955 6,319 4,654
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -13,646)
-17,894 6,130 -845 6,288 -19,858 -12,450 -14,573 -1,196 927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 30.8 0.6 47.7 66.2 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
63 40 5 13 22 79 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 302,875
COMMITMENTS
37,272 85,667 44,283 195,701 129,903 277,256 259,853 25,619 43,022
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 21,934)
-153 6,576 8,629 11,797 6,356 20,272 21,560 1,662 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 28.3 14.6 64.6 42.9 91.5 85.8 8.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
32 50 30 39 50 87 114
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 238,768
COMMITMENTS
25,028 120,904 26,961 162,267 50,686 214,256 198,551 24,512 40,217
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,205)
-2,414 -2,103 6,118 640 4,864 4,344 8,879 1,861 -2,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 50.6 11.3 68.0 21.2 89.7 83.2 10.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
24 47 23 49 44 86 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 592,036
COMMITMENTS
156,173 191,342 58,230 286,559 272,037 500,962 521,608 91,075 70,428
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 31,052)
8,013 11,838 7,202 10,535 7,881 25,751 26,921 5,301 4,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 32.3 9.8 48.4 45.9 84.6 88.1 15.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
96 87 67 91 84 215 210
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,921
COMMITMENTS
12,838 5,079 204 9,862 27,066 22,904 32,349 14,017 4,572
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 303)
263 171 0 154 384 417 555 -114 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 13.8 0.6 26.7 73.3 62.0 87.6 38.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 5 2 12 10 24 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,453
COMMITMENTS
7,388 3,234 237 11,432 17,224 19,057 20,695 7,396 5,758
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 837)
369 102 -12 -578 -894 -221 -804 1,058 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 12.2 0.9 43.2 65.1 72.0 78.2 28.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 11 11 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,379
COMMITMENTS
7,777 23,434 242 30,585 15,280 38,604 38,956 1,775 1,423
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,128)
-595 -203 146 1,775 1,210 1,326 1,153 -198 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 58.0 0.6 75.7 37.8 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 13 4 3 9 21 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,720
COMMITMENTS
8,956 43,987 1,007 47,500 8,402 57,463 53,396 2,257 6,324
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,035)
-678 1,305 12 1,863 37 1,197 1,354 -162 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 73.7 1.7 79.5 14.1 96.2 89.4 3.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 48 11 13 11 38 64
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,140
COMMITMENTS
5,394 7,339 0 6,080 2,856 11,474 10,195 666 1,945
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 60.5 0.0 50.1 23.5 94.5 84.0 5.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 13 0 6 2 8 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,846,687
COMMITMENTS
788,848 2747573 13318051 13068307 10360987 27175206 26426610 671,481 1420077
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -174,660)
-113,254 -224,474 -76,364 32,791 147,748 -156,827 -153,090 -17,833 -21,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 9.9 47.8 46.9 37.2 97.6 94.9 2.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
67 112 147 124 135 283 309
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,608
COMMITMENTS
1,973 2,033 82 0 167 2,055 2,282 553 326
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -393)
103 36 -384 0 -4 -281 -352 -112 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 78.0 3.1 0.0 6.4 78.8 87.5 21.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 19 2 0 1 15 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 19,075
COMMITMENTS
1,287 481 7,826 9,858 10,647 18,971 18,954 104 121
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,744)
-308 111 497 6,516 6,125 6,705 6,733 39 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.5 41.0 51.7 55.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 12 6 6 22 18
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 28,675
COMMITMENTS
565 1,241 9,276 18,352 17,587 28,193 28,104 482 571
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -337)
-1,476 217 313 878 -867 -285 -337 -52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.3 32.3 64.0 61.3 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 6 14 9 9 23 25
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 957,941
COMMITMENTS
109,900 58,137 214,733 538,047 607,018 862,680 879,888 95,261 78,053
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 44,592)
4,747 -2,357 14,930 21,101 32,165 40,778 44,739 3,814 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 6.1 22.4 56.2 63.4 90.1 91.9 9.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 668)
184 107 165 286 278 531 490
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 89,309
COMMITMENTS
7,083 4,447 13,555 42,144 54,179 62,782 72,181 26,527 17,128
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 8,120)
3,144 979 732 2,104 6,709 5,981 8,420 2,140 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.0 15.2 47.2 60.7 70.3 80.8 29.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 16 21 19 26 44 49
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| 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: 12,010
COMMITMENTS
646 0 0 9,019 11,228 9,665 11,228 2,345 782
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -905)
-16 -223 0 -780 -492 -796 -715 -109 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 75.1 93.5 80.5 93.5 19.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 11 12 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,343,161
COMMITMENTS
546,236 300,603 973,736 2479516 2764195 3999488 4038535 343,673 304,626
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 182,357)
24,509 -183 54,495 94,984 127,283 173,988 181,595 8,369 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.9 22.4 57.1 63.6 92.1 93.0 7.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
178 104 159 282 277 521 481
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| 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: 28,906
COMMITMENTS
1,710 269 0 24,693 27,372 26,403 27,641 2,503 1,265
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -387)
-1,002 0 0 732 -472 -270 -472 -117 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.9 0.0 85.4 94.7 91.3 95.6 8.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 7 13 10 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| 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: 16,116
COMMITMENTS
2,956 343 0 11,003 15,494 13,959 15,837 2,157 279
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 275)
-483 0 0 679 542 196 542 79 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 2.1 0.0 68.3 96.1 86.6 98.3 13.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 12 12 17 13
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Materials Inde OPEN INTEREST: 12,908
COMMITMENTS
376 1,079 0 12,098 10,930 12,474 12,009 434 899
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.4 0.0 93.7 84.7 96.6 93.0 3.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 6 12 7 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| 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: 15,340
COMMITMENTS
692 0 0 12,656 14,213 13,348 14,213 1,992 1,127
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -395)
-26 0 0 -102 -73 -128 -73 -267 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 82.5 92.7 87.0 92.7 13.0 7.3
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 10/30/18 |
--------------------------------------------------------------| 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 10/23/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,349
COMMITMENTS
16,025 2,255 856 49,459 64,434 66,340 67,545 9,009 7,804
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 50)
-289 899 507 297 -4,870 515 -3,464 -465 3,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 3.0 1.1 65.6 85.5 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 3 3 45 37 57 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 54,668
COMMITMENTS
12,093 10,168 3,761 31,334 32,383 47,188 46,312 7,480 8,356
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -368)
-2,192 -2,026 662 1,321 552 -208 -812 -160 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 18.6 6.9 57.3 59.2 86.3 84.7 13.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
66 72 44 92 95 177 192
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 273,340
COMMITMENTS
60,466 50,839 18,806 156,668 161,916 235,940 231,561 37,401 41,779
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -1,842)
-10,958 -10,128 3,311 6,606 2,758 -1,041 -4,059 -800 2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 18.6 6.9 57.3 59.2 86.3 84.7 13.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
66 72 44 92 95 177 192
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 186,122
COMMITMENTS
22,397 93,821 16,119 124,632 30,890 163,147 140,829 22,974 45,293
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 8,779)
3,525 2,627 2,178 5,698 2,824 11,402 7,630 -2,623 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 50.4 8.7 67.0 16.6 87.7 75.7 12.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
19 49 19 26 27 57 83
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 492,701
COMMITMENTS
80,376 112,432 19,293 370,923 341,962 470,592 473,687 22,109 19,014
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -3,892)
3,103 -45,775 -3,145 -1,980 44,662 -2,022 -4,258 -1,869 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 22.8 3.9 75.3 69.4 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
63 46 25 125 112 196 175
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,026
COMMITMENTS
7,372 14,340 373 14,727 11,026 22,472 25,739 6,554 3,287
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -1,249)
-482 -1,341 99 -1,008 -589 -1,391 -1,831 142 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 49.4 1.3 50.7 38.0 77.4 88.7 22.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 7 4 15 7 31 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,078
COMMITMENTS
22,831 6,995 845 35,323 23,979 58,999 31,819 7,079 34,259
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -845)
-1,355 -4,296 -108 2,553 1,293 1,090 -3,111 -1,935 2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 10.6 1.3 53.5 36.3 89.3 48.2 10.7 51.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 13 7 29 24 52 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| 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: 114,944
COMMITMENTS
5,573 5,890 250 109,084 108,561 114,907 114,701 37 243
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -6,098)
-127 450 0 -5,976 -6,698 -6,103 -6,248 5 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.1 0.2 94.9 94.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 1 16 17 22 19
Updated November 2, 2018