BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,006
COMMITMENTS
338 2,068 2,035 7,905 6,236 10,279 10,339 727 667
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -173)
-127 146 19 -52 -349 -159 -185 -14 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 18.8 18.5 71.8 56.7 93.4 93.9 6.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 10 12 26 24 39 39
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,397
COMMITMENTS
15,014 5,497 16,616 26,246 25,017 57,876 47,130 4,521 15,267
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,018)
-365 -48 445 850 442 930 839 88 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 8.8 26.6 42.1 40.1 92.8 75.5 7.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 23 28 38 37 67 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,249
COMMITMENTS
1,582 1,000 2,160 6,603 7,462 10,345 10,622 904 627
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 262)
-4 46 6 130 213 132 266 130 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 8.9 19.2 58.7 66.3 92.0 94.4 8.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 7 11 24 22 36 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,102
COMMITMENTS
2,751 374 936 1,135 2,402 4,822 3,713 279 1,389
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 399)
331 -23 -29 -15 545 287 493 112 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 7.3 18.3 22.3 47.1 94.5 72.8 5.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 8 8 10 17 20
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,119
COMMITMENTS
69,119 24,234 109,214 88,325 115,728 266,658 249,176 25,460 42,943
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -8,257)
323 -1,200 -1,281 -7,295 -4,475 -8,253 -6,955 -4 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 8.3 37.4 30.2 39.6 91.3 85.3 8.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
113 84 131 81 99 272 255
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 385,490
COMMITMENTS
124,763 26,874 93,659 135,408 215,128 353,830 335,662 31,660 49,829
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -7,880)
3,063 -1,999 -6,754 -2,007 1,465 -5,698 -7,288 -2,182 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 7.0 24.3 35.1 55.8 91.8 87.1 8.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
156 71 159 142 168 371 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,720
COMMITMENTS
623 1,213 1,328 1,648 1,044 3,599 3,585 1,122 1,136
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 59)
-363 90 130 247 -181 14 39 45 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 25.7 28.1 34.9 22.1 76.2 75.9 23.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 14 11 16 10 31 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,176
COMMITMENTS
15,841 18,429 14,871 17,776 10,617 48,488 43,918 9,688 14,258
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,883)
-1,625 314 1,792 767 -471 934 1,635 949 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 31.7 25.6 30.6 18.3 83.3 75.5 16.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
63 51 59 55 52 152 140
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,775
COMMITMENTS
426 3,431 519 3,426 1,357 4,370 5,306 1,405 468
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 190)
-9 89 25 134 62 150 176 41 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 59.4 9.0 59.3 23.5 75.7 91.9 24.3 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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,066
COMMITMENTS
2,718 15,735 6,079 30,086 16,226 38,883 38,039 1,183 2,026
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,149)
-43 -261 249 907 1,160 1,113 1,149 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 39.3 15.2 75.1 40.5 97.0 94.9 3.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
7 29 18 34 32 54 67
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,845
COMMITMENTS
21,001 10,643 26 13,594 23,752 34,621 34,421 1,224 1,424
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -55)
-80 -226 21 66 -57 7 -262 -62 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 29.7 0.1 37.9 66.3 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 14 2 7 7 21 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,849
COMMITMENTS
36,882 51,413 12,968 90,402 69,174 140,252 133,555 32,597 39,294
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 12,165)
-2,982 1,529 1,762 12,625 8,032 11,405 11,324 760 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 29.7 7.5 52.3 40.0 81.1 77.3 18.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
26 42 17 30 32 63 84
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,961
COMMITMENTS
18,112 37,609 974 53,172 15,952 72,258 54,535 7,702 25,426
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -5)
1,010 -240 287 -1,270 504 27 550 -31 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 47.0 1.2 66.5 20.0 90.4 68.2 9.6 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 17 5 14 15 27 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 193,102
COMMITMENTS
64,617 59,642 6,878 117,061 120,512 188,557 187,033 4,545 6,069
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,811)
-13,533 -2,732 2,138 13,498 1,727 2,103 1,132 -292 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 30.9 3.6 60.6 62.4 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
44 56 17 18 25 73 90
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 300,698
COMMITMENTS
40,656 72,715 49,206 185,012 135,221 274,874 257,141 25,824 43,557
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 13,442)
2,545 3,883 6,584 6,774 -1,179 15,903 9,288 -2,461 4,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 24.2 16.4 61.5 45.0 91.4 85.5 8.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
31 42 27 36 50 79 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 256,986
COMMITMENTS
30,406 143,073 22,401 175,222 51,504 228,029 216,978 28,958 40,008
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -2,697)
-964 4,368 -1,672 -5,061 3 -7,697 2,699 5,000 -5,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 55.7 8.7 68.2 20.0 88.7 84.4 11.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
32 45 26 42 43 86 102
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 614,890
COMMITMENTS
147,380 209,835 52,657 316,217 282,584 516,253 545,076 98,637 69,814
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 10,417)
-3,246 -687 4,699 9,311 3,475 10,764 7,487 -347 2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 34.1 8.6 51.4 46.0 84.0 88.6 16.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
91 82 55 91 85 204 200
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,709
COMMITMENTS
13,053 4,074 238 9,466 27,500 22,757 31,812 13,952 4,897
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 150)
-53 -104 39 -248 275 -262 210 412 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 11.1 0.6 25.8 74.9 62.0 86.7 38.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 4 12 10 24 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,897
COMMITMENTS
9,560 3,768 240 12,952 18,694 22,752 22,702 6,145 6,195
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,068)
1,655 0 1 21 616 1,677 617 -609 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 13.0 0.8 44.8 64.7 78.7 78.6 21.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 11 11 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 11,372
COMMITMENTS
6,748 6,237 87 2,840 3,689 9,675 10,013 1,697 1,359
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -4,326)
-1,736 208 5 -2,389 -4,453 -4,120 -4,240 -206 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 54.8 0.8 25.0 32.4 85.1 88.0 14.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 12 2 3 8 16 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 56,464
COMMITMENTS
17,694 38,893 1,056 33,685 10,915 52,435 50,864 4,029 5,600
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,047)
1,320 2,194 167 -662 -391 825 1,970 1,222 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 68.9 1.9 59.7 19.3 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
27 24 9 12 14 45 41
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,526,925
COMMITMENTS
742,762 2566028 12207803 12928303 10325131 25878868 25098962 648,057 1427963
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 78,777)
-52,896 -102,664 14,853 91,894 150,576 53,851 62,766 24,926 16,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 9.7 46.0 48.7 38.9 97.6 94.6 2.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
55 131 148 131 144 296 322
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,301
COMMITMENTS
2,638 2,752 78 0 153 2,716 2,983 585 318
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -490)
-39 2 -302 0 -98 -341 -398 -149 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.9 83.4 2.4 0.0 4.6 82.3 90.4 17.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 22 4 0 1 22 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 28,351
COMMITMENTS
2,159 2,565 14,903 11,240 10,673 28,302 28,141 49 210
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 798)
-150 662 603 318 -587 771 678 27 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.0 52.6 39.6 37.6 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 13 15 7 8 27 23
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 23,630
COMMITMENTS
2,731 2,854 3,449 17,329 16,079 23,509 22,382 121 1,248
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,864)
-2,549 744 -1,415 2,503 -1,307 -1,461 -1,978 -403 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 12.1 14.6 73.3 68.0 99.5 94.7 0.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 8 11 10 12 25 26
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 931,819
COMMITMENTS
83,514 62,581 186,431 560,790 595,141 830,735 844,153 101,085 87,666
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 17,613)
-9,553 7,365 906 18,219 -568 9,572 7,704 8,041 9,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.7 20.0 60.2 63.9 89.2 90.6 10.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
181 101 163 290 280 524 492
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 96,635
COMMITMENTS
8,225 3,100 8,703 54,138 56,254 71,066 68,056 25,569 28,579
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 10,600)
712 -2,660 791 9,047 6,013 10,550 4,144 50 6,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.2 9.0 56.0 58.2 73.5 70.4 26.5 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 6 21 26 28 51 49
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| 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: 19,326
COMMITMENTS
0 0 0 16,229 16,722 16,229 16,722 3,097 2,604
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,427)
0 -214 0 3,434 2,606 3,434 2,392 993 2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.0 86.5 84.0 86.5 16.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 13 13 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,175,920
COMMITMENTS
404,549 325,514 860,533 2533261 2694436 3798344 3880483 377,576 295,436
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 35,063)
-62,295 39,157 11,547 45,858 -32,903 -4,890 17,801 39,953 17,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.8 20.6 60.7 64.5 91.0 92.9 9.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
168 102 154 284 278 506 481
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| 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: 19,937
COMMITMENTS
2,855 348 0 15,531 18,942 18,386 19,290 1,551 647
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 790)
281 -22 0 580 712 861 690 -71 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 1.7 0.0 77.9 95.0 92.2 96.8 7.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 0 12 12 18 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| 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: 19,318
COMMITMENTS
916 0 0 13,703 15,980 14,619 15,980 4,699 3,338
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 3,492)
200 0 0 682 1,660 882 1,660 2,610 1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 70.9 82.7 75.7 82.7 24.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 12 15 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,656
COMMITMENTS
10,674 4,358 398 44,392 54,228 55,464 58,984 8,192 4,672
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 33)
-693 1,086 180 209 -1,299 -304 -33 337 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.8 0.6 69.7 85.2 87.1 92.7 12.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 6 3 45 38 55 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 53,525
COMMITMENTS
8,206 10,122 3,538 34,658 32,419 46,402 46,078 7,123 7,446
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -500)
-3,075 1,419 -128 3,003 -1,431 -200 -140 -300 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 18.9 6.6 64.8 60.6 86.7 86.1 13.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
53 74 42 90 106 170 196
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,624
COMMITMENTS
41,031 50,608 17,689 173,289 162,095 232,009 230,392 35,615 37,232
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -2,499)
-15,375 7,097 -640 15,014 -7,157 -1,002 -700 -1,498 -1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 18.9 6.6 64.8 60.6 86.7 86.1 13.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
53 74 42 90 106 170 196
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 171,478
COMMITMENTS
17,944 67,176 16,578 113,024 52,761 147,546 136,515 23,932 34,963
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 15,525)
4,689 120 3,698 6,139 13,683 14,525 17,500 1,000 -1,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 39.2 9.7 65.9 30.8 86.0 79.6 14.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
18 40 17 29 30 59 75
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 481,067
COMMITMENTS
69,227 103,612 16,736 374,315 338,309 460,278 458,657 20,790 22,410
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,001)
-6,303 4,515 1,001 7,511 -7,155 2,210 -1,639 -209 3,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.5 3.5 77.8 70.3 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
52 45 28 124 116 186 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,683
COMMITMENTS
9,061 17,472 1,094 15,698 9,869 25,853 28,435 5,830 3,248
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -292)
-874 3,436 48 -189 -3,572 -1,015 -88 723 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 55.1 3.5 49.5 31.1 81.6 89.7 18.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 7 6 13 8 30 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,750
COMMITMENTS
26,809 9,523 1,396 28,948 37,046 57,153 47,965 10,597 19,785
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 9,226)
5,931 -1,486 276 150 3,382 6,357 2,172 2,869 7,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 14.1 2.1 42.7 54.7 84.4 70.8 15.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 15 9 30 22 51 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| 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: 113,511
COMMITMENTS
6,988 4,922 250 106,213 108,206 113,451 113,378 60 133
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -106)
240 0 0 -369 -106 -129 -106 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.3 0.2 93.6 95.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 16 20 22 22
Updated December 10, 2018