BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,180
COMMITMENTS
465 1,923 2,016 7,957 6,586 10,438 10,524 741 655
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 730)
151 444 131 395 315 678 890 53 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 17.2 18.0 71.2 58.9 93.4 94.1 6.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 10 12 23 22 36 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 61,379
COMMITMENTS
15,380 5,545 16,171 25,396 24,575 56,947 46,291 4,432 15,087
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,046)
-675 -41 1,334 1,348 413 2,007 1,706 39 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 9.0 26.3 41.4 40.0 92.8 75.4 7.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 27 26 36 36 66 76
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,986
COMMITMENTS
1,586 954 2,154 6,473 7,249 10,213 10,356 773 630
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 531)
-14 160 307 158 -17 451 449 81 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 8.7 19.6 58.9 66.0 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 7 11 23 22 35 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,703
COMMITMENTS
2,420 398 965 1,151 1,857 4,535 3,220 167 1,483
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 8.5 20.5 24.5 39.5 96.4 68.5 3.6 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 8 8 9 17 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,375
COMMITMENTS
68,797 25,433 110,494 95,620 120,203 274,911 256,131 25,464 44,244
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -286)
-2,499 -4,267 -468 1,704 5,483 -1,263 749 977 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 8.5 36.8 31.8 40.0 91.5 85.3 8.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
112 80 133 79 94 266 249
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 393,370
COMMITMENTS
121,700 28,874 100,413 137,415 213,664 359,527 342,950 33,843 50,420
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,676)
6,299 -2,978 -1,581 -1,207 6,344 3,511 1,785 165 1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 7.3 25.5 34.9 54.3 91.4 87.2 8.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
154 72 160 148 172 377 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,661
COMMITMENTS
985 1,123 1,198 1,401 1,225 3,584 3,545 1,077 1,116
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -180)
7 -114 -33 -103 3 -129 -145 -51 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 24.1 25.7 30.1 26.3 76.9 76.1 23.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 14 12 12 12 29 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,293
COMMITMENTS
17,465 18,115 13,080 17,009 11,089 47,554 42,283 8,739 14,010
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,267)
653 -194 348 171 822 1,172 976 96 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 32.2 23.2 30.2 19.7 84.5 75.1 15.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
65 49 59 52 53 152 136
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,585
COMMITMENTS
434 3,341 494 3,292 1,295 4,220 5,130 1,364 454
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 142)
19 38 2 -2 104 19 144 124 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 59.8 8.8 59.0 23.2 75.6 91.9 24.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 4 12 6 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,916
COMMITMENTS
2,761 15,996 5,830 29,179 15,065 37,769 36,890 1,147 2,026
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,252)
135 271 225 872 783 1,231 1,280 20 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 41.1 15.0 75.0 38.7 97.1 94.8 2.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 28 18 33 33 53 67
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,900
COMMITMENTS
21,081 10,869 5 13,528 23,809 34,614 34,683 1,286 1,217
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,818)
3,793 3,297 2 569 627 4,364 3,926 -546 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 30.3 0.0 37.7 66.3 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 13 1 7 7 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 160,683
COMMITMENTS
39,864 49,884 11,206 77,777 61,141 128,847 122,231 31,837 38,452
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,611)
3,339 5,530 -3,395 2,297 -2,198 2,241 -62 -631 1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 31.0 7.0 48.4 38.1 80.2 76.1 19.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
22 45 16 29 30 59 83
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,965
COMMITMENTS
17,102 37,849 687 54,442 15,449 72,232 53,984 7,734 25,981
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -2,132)
-539 866 -1,330 559 -907 -1,311 -1,371 -821 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 47.3 0.9 68.1 19.3 90.3 67.5 9.7 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 17 4 15 15 25 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,291
COMMITMENTS
78,150 62,375 4,741 103,563 118,785 186,454 185,901 4,837 5,390
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,882)
5,269 3,980 206 -1,084 -409 4,391 3,778 -509 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 32.6 2.5 54.1 62.1 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
52 54 13 17 25 78 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 287,256
COMMITMENTS
38,111 68,832 42,622 178,238 136,399 258,971 247,853 28,285 39,403
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -2,442)
-2,006 -5,093 175 -2,504 2,070 -4,335 -2,847 1,893 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 24.0 14.8 62.0 47.5 90.2 86.3 9.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
27 39 23 37 49 77 100
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 259,684
COMMITMENTS
31,369 138,705 24,073 180,283 51,501 235,726 214,279 23,958 45,405
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 6,352)
841 5,043 1,223 5,240 475 7,304 6,741 -952 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 53.4 9.3 69.4 19.8 90.8 82.5 9.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
29 47 26 43 42 83 105
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 604,473
COMMITMENTS
150,626 210,522 47,958 306,906 279,109 505,490 537,589 98,983 66,885
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 5,617)
-5,829 1,735 -47 5,254 6,095 -621 7,783 6,238 -2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 34.8 7.9 50.8 46.2 83.6 88.9 16.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
87 85 55 95 84 208 198
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,559
COMMITMENTS
13,106 4,178 199 9,714 27,225 23,019 31,602 13,540 4,957
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -271)
-395 -671 0 92 509 -303 -162 32 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 11.4 0.5 26.6 74.5 63.0 86.4 37.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 4 3 12 10 23 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,829
COMMITMENTS
7,905 3,768 239 12,931 18,078 21,075 22,085 6,754 5,744
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -812)
-1,130 -321 -3 101 -432 -1,032 -756 220 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 13.5 0.9 46.5 65.0 75.7 79.4 24.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 3 11 10 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 15,698
COMMITMENTS
8,484 6,029 82 5,229 8,142 13,795 14,253 1,903 1,445
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 4,909)
-247 1,341 -12 5,229 3,607 4,970 4,936 -61 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 38.4 0.5 33.3 51.9 87.9 90.8 12.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 10 1 3 8 15 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,417
COMMITMENTS
16,374 36,699 889 34,348 11,306 51,610 48,894 2,807 5,523
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 531)
885 2,084 -381 98 -624 602 1,079 -71 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 67.4 1.6 63.1 20.8 94.8 89.9 5.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 31 7 12 13 44 47
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,448,148
COMMITMENTS
795,658 2668692 12192950 12836409 10174554 25825017 25036196 623,131 1411952
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -133,885)
-59,897 19,797 -100,759 48,492 -24,307 -112,165 -105,270 -21,720 -28,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.1 46.1 48.5 38.5 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
58 126 152 128 139 295 318
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,791
COMMITMENTS
2,677 2,750 380 0 251 3,057 3,381 734 410
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 62)
210 174 -219 0 77 -9 32 71 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 72.5 10.0 0.0 6.6 80.6 89.2 19.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 24 6 0 1 23 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 27,553
COMMITMENTS
2,309 1,903 14,300 10,922 11,260 27,531 27,463 22 90
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 772)
75 912 434 289 -580 798 766 -26 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.9 51.9 39.6 40.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 9 15 7 8 27 23
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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
5,280 2,110 4,864 14,826 17,386 24,970 24,360 524 1,134
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -627)
-43 382 -508 -91 -502 -642 -628 15 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 8.3 19.1 58.2 68.2 97.9 95.6 2.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 11 12 14 28 28
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 914,207
COMMITMENTS
93,067 55,216 185,524 542,571 595,709 821,163 836,449 93,044 77,757
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -44,836)
-6,628 -2,312 -26,880 -7,235 -14,903 -40,743 -44,095 -4,093 -740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.0 20.3 59.3 65.2 89.8 91.5 10.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
171 110 162 292 269 530 475
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 86,035
COMMITMENTS
7,514 5,760 7,912 45,091 50,241 60,516 63,913 25,519 22,123
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -3,510)
-1,782 1,132 -1,405 131 -4,082 -3,057 -4,355 -454 845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.7 9.2 52.4 58.4 70.3 74.3 29.7 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 14 16 21 24 41 44
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 14,899
COMMITMENTS
0 214 0 12,795 14,116 12,795 14,330 2,104 569
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -662)
-384 -38 0 -208 -503 -592 -541 -70 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 85.9 94.7 85.9 96.2 14.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 12 11 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,140,856
COMMITMENTS
466,844 286,357 848,986 2487403 2727339 3803234 3862682 337,623 278,175
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -206,627)
-28,494 -21,484 -123,110 -36,828 -54,107 -188,432 -198,701 -18,196 -7,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 6.9 20.5 60.1 65.9 91.8 93.3 8.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
167 104 156 287 267 516 466
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 19,147
COMMITMENTS
2,574 370 0 14,951 18,230 17,525 18,600 1,622 547
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 928)
-258 0 0 1,185 1,129 927 1,129 1 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.9 0.0 78.1 95.2 91.5 97.1 8.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 12 12 17 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 16,539
COMMITMENTS
362 316 0 15,448 15,542 15,810 15,858 729 681
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.9 0.0 93.4 94.0 95.6 95.9 4.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 7 12 8 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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: 15,826
COMMITMENTS
716 0 0 13,021 14,320 13,737 14,320 2,089 1,506
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -309)
0 0 0 -30 -113 -30 -113 -279 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 82.3 90.5 86.8 90.5 13.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 12 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,623
COMMITMENTS
11,367 3,272 218 44,183 55,527 55,768 59,017 7,855 4,606
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -560)
-619 514 -670 832 -106 -457 -262 -103 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 5.1 0.3 69.4 87.3 87.7 92.8 12.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 4 3 47 37 58 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 54,025
COMMITMENTS
11,281 8,702 3,666 31,655 33,851 46,602 46,219 7,423 7,806
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -3,740)
1,167 -899 -1,715 -2,011 -460 -2,560 -3,074 -1,181 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 16.1 6.8 58.6 62.7 86.3 85.6 13.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
66 68 44 89 107 178 197
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,124
COMMITMENTS
56,407 43,511 18,329 158,276 169,253 233,011 231,093 37,113 39,031
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -18,702)
5,833 -4,494 -8,576 -10,057 -2,301 -12,799 -15,371 -5,903 -3,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 16.1 6.8 58.6 62.7 86.3 85.6 13.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
66 68 44 89 107 178 197
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,953
COMMITMENTS
13,255 67,056 12,880 106,885 39,078 133,021 119,015 22,932 36,938
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -5,712)
-2,286 -7,791 -1,785 172 1,547 -3,898 -8,029 -1,814 2,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 43.0 8.3 68.5 25.1 85.3 76.3 14.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 44 16 28 26 50 76
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 479,067
COMMITMENTS
75,530 99,098 15,734 366,803 345,465 458,067 460,297 20,999 18,770
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -853)
4,027 639 -3,177 -1,660 3,604 -811 1,066 -43 -1,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 20.7 3.3 76.6 72.1 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
59 43 21 126 114 191 172
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,975
COMMITMENTS
9,935 14,036 1,046 15,887 13,441 26,868 28,523 5,107 3,452
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 516)
171 -696 667 61 1,079 899 1,050 -383 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 43.9 3.3 49.7 42.0 84.0 89.2 16.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 6 15 8 33 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,524
COMMITMENTS
20,878 11,009 1,120 28,798 33,664 50,796 45,793 7,728 12,731
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,319)
-996 -301 694 -1,142 64 -1,444 457 125 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 18.8 1.9 49.2 57.5 86.8 78.2 13.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 15 6 28 25 48 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 113,617
COMMITMENTS
6,748 4,922 250 106,582 108,312 113,580 113,484 37 133
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 240)
300 -200 0 -60 420 240 220 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.3 0.2 93.8 95.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 15 19 21 21
Updated November 30, 2018