BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,226
COMMITMENTS
88 2,799 1,695 7,812 5,095 9,595 9,589 631 637
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 302)
14 325 -4 270 -130 281 192 21 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 27.4 16.6 76.4 49.8 93.8 93.8 6.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 10 11 28 26 39 41
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,369
COMMITMENTS
12,699 5,896 14,463 25,773 22,205 52,936 42,564 4,433 14,805
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,484)
1,002 495 411 85 839 1,498 1,745 -15 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.3 25.2 44.9 38.7 92.3 74.2 7.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 27 24 40 37 65 76
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,422
COMMITMENTS
1,548 1,448 2,274 6,626 7,107 10,448 10,830 974 592
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 715)
18 87 141 529 506 688 735 27 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 12.7 19.9 58.0 62.2 91.5 94.8 8.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 9 10 27 23 39 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,906
COMMITMENTS
3,865 317 878 865 3,017 5,608 4,212 298 1,694
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 631)
578 0 39 13 398 630 437 1 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 5.4 14.9 14.6 51.1 95.0 71.3 5.0 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 8 8 10 17 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,819
COMMITMENTS
65,471 25,717 80,945 90,099 115,457 236,515 222,118 25,303 39,700
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -25,266)
-2,902 200 -22,561 259 -1,555 -25,204 -23,915 -62 -1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 9.8 30.9 34.4 44.1 90.3 84.8 9.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
126 67 127 84 94 269 244
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,399
COMMITMENTS
133,053 20,621 90,404 134,586 222,635 358,042 333,659 30,357 54,739
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 11,883)
9,726 -2,100 4,132 603 7,720 14,461 9,752 -2,577 2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 5.3 23.3 34.7 57.3 92.2 85.9 7.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
149 67 148 133 174 355 338
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,014
COMMITMENTS
654 1,564 1,441 1,660 979 3,755 3,984 1,259 1,030
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 53)
-29 82 14 40 1 25 97 28 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 31.2 28.7 33.1 19.5 74.9 79.5 25.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 15 10 16 11 33 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,852
COMMITMENTS
16,265 15,410 16,624 15,915 10,551 48,804 42,585 9,048 15,267
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 491)
320 -2,083 1,975 -571 -344 1,724 -451 -1,234 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 26.6 28.7 27.5 18.2 84.4 73.6 15.6 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
57 45 62 55 51 147 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,828
COMMITMENTS
359 2,942 450 2,828 1,022 3,637 4,414 1,190 413
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -79)
-1 155 16 -75 -257 -60 -87 -18 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 60.9 9.3 58.6 21.2 75.3 91.4 24.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 4 13 7 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,345
COMMITMENTS
2,262 13,372 5,559 27,495 15,245 35,317 34,177 1,029 2,169
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 999)
69 621 104 841 330 1,013 1,055 -14 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 36.8 15.3 75.7 41.9 97.2 94.0 2.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 26 20 34 33 56 66
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,406
COMMITMENTS
23,237 3,551 6 12,889 32,432 36,132 35,989 1,274 1,417
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -11,853)
836 -8,087 -1 -11,903 -2,985 -11,068 -11,073 -785 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 9.5 0.0 34.5 86.7 96.6 96.2 3.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 10 1 4 7 15 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 209,891
COMMITMENTS
48,074 59,147 15,677 117,131 76,039 180,882 150,864 29,009 59,028
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 33,002)
8,559 6,459 -138 25,327 8,064 33,748 14,385 -746 18,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 28.2 7.5 55.8 36.2 86.2 71.9 13.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
23 43 23 32 30 66 85
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,332
COMMITMENTS
8,336 31,363 1,440 53,450 16,304 63,226 49,108 8,106 22,225
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -10,523)
-8,416 -3,762 -770 -1,463 -4,291 -10,649 -8,823 126 -1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 44.0 2.0 74.9 22.9 88.6 68.8 11.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 15 5 10 17 22 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,397
COMMITMENTS
49,848 50,631 3,785 65,401 63,874 119,035 118,290 4,362 5,107
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -61,503)
-16,249 -4,024 -3,336 -41,752 -53,786 -61,337 -61,145 -166 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 41.0 3.1 53.0 51.8 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
40 47 9 12 27 58 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 247,280
COMMITMENTS
25,580 85,731 29,409 170,555 92,325 225,544 207,465 21,736 39,815
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -58,532)
-17,431 -327 -11,316 -26,605 -43,337 -55,353 -54,980 -3,180 -3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 34.7 11.9 69.0 37.3 91.2 83.9 8.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
24 39 18 35 49 69 96
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 239,738
COMMITMENTS
26,631 130,958 18,277 171,156 52,480 216,063 201,715 23,674 38,023
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,321)
2,559 7,552 33 6,586 5,130 9,178 12,715 -4,857 -8,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 54.6 7.6 71.4 21.9 90.1 84.1 9.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
28 44 24 37 37 79 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 557,285
COMMITMENTS
151,172 202,968 40,431 278,999 252,045 470,602 495,444 86,683 61,841
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -107,252)
1,440 -2,529 -920 -79,883 -78,793 -79,363 -82,242 -27,888 -25,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 36.4 7.3 50.1 45.2 84.4 88.9 15.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
86 82 58 85 77 198 191
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,517
COMMITMENTS
4,098 3,877 184 6,940 18,167 11,222 22,228 15,295 4,289
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -9,336)
-8,041 304 -434 -1,212 -7,984 -9,687 -8,114 351 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 14.6 0.7 26.2 68.5 42.3 83.8 57.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 2 9 9 17 12
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 39,033
COMMITMENTS
9,233 4,324 235 18,584 28,983 28,052 33,542 10,981 5,491
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -5,590)
146 5 -1 -10,487 -5,798 -10,342 -5,794 4,752 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 11.1 0.6 47.6 74.3 71.9 85.9 28.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 12 10 19 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,741
COMMITMENTS
8,029 7,810 83 3,071 3,378 11,183 11,271 1,558 1,470
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 388)
785 553 -7 -208 -160 570 386 -182 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 61.3 0.7 24.1 26.5 87.8 88.5 12.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 13 2 3 9 15 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,826
COMMITMENTS
18,822 15,281 932 6,616 8,200 26,369 24,414 3,456 5,412
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -32,907)
-324 -18,963 -562 -31,189 -12,647 -32,075 -32,172 -832 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 51.2 3.1 22.2 27.5 88.4 81.9 11.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
25 23 11 9 11 40 39
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,360,234
COMMITMENTS
685,531 2493031 9048119 10892313 8513061 20625963 20054211 734,271 1306023
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -5,298,510)
-19,702 -100,631 -3234366 -2028392 -1890476 -5282461 -5225473 -16,049 -73,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.7 42.4 51.0 39.9 96.6 93.9 3.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
44 129 143 110 123 268 293
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,359
COMMITMENTS
3,407 3,759 152 0 169 3,559 4,080 800 279
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 389)
316 428 28 -4 -4 340 452 49 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.2 86.2 3.5 0.0 3.9 81.6 93.6 18.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 21 6 0 1 27 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 41,791
COMMITMENTS
5,814 8,714 15,484 18,020 17,262 39,318 41,460 2,473 331
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,373)
2,213 -42 -1,259 975 5,534 1,929 4,233 2,444 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 20.9 37.1 43.1 41.3 94.1 99.2 5.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 10 16 8 9 29 26
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 38,260
COMMITMENTS
3,990 7,862 3,776 30,352 24,962 38,118 36,600 142 1,660
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 6,406)
1,103 1,615 -28 5,294 5,456 6,369 7,043 37 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 20.5 9.9 79.3 65.2 99.6 95.7 0.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 7 14 12 14 28 32
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,025,314
COMMITMENTS
99,744 56,639 221,317 580,984 648,260 902,045 926,215 123,270 99,099
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 67,053)
11,275 2,688 27,220 10,411 27,017 48,906 56,925 18,146 10,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.5 21.6 56.7 63.2 88.0 90.3 12.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649)
187 93 164 292 285 533 488
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 106,270
COMMITMENTS
11,905 6,168 11,458 55,832 54,891 79,196 72,517 27,074 33,753
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 8,889)
3,825 2,329 3,107 684 1,542 7,615 6,977 1,274 1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 5.8 10.8 52.5 51.7 74.5 68.2 25.5 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 10 21 23 26 47 48
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 22,532
COMMITMENTS
1,540 0 0 18,230 20,914 19,770 20,914 2,762 1,618
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 7,835)
4 0 0 6,645 6,481 6,649 6,481 1,186 1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 80.9 92.8 87.7 92.8 12.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 10 17 10
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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: 23,031
COMMITMENTS
0 0 0 19,997 21,509 19,997 21,509 3,034 1,522
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,221)
0 0 0 3,400 3,435 3,400 3,435 821 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 93.4 86.8 93.4 13.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 15 12 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,595,223
COMMITMENTS
488,790 301,950 999,699 2625756 2966845 4114245 4268493 480,978 326,729
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 290,817)
57,270 21,814 100,547 48,640 127,376 206,457 249,737 84,360 41,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.6 21.8 57.1 64.6 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
177 93 157 288 284 520 479
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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: 37,605
COMMITMENTS
1,440 0 0 32,678 35,129 34,118 35,129 3,487 2,476
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 8,983)
-8 0 0 7,225 7,136 7,217 7,136 1,766 1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 86.9 93.4 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 13 16 15 16
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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: 26,563
COMMITMENTS
2,733 348 0 22,302 25,816 25,035 26,164 1,528 399
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 5,406)
-117 0 0 5,462 5,751 5,345 5,751 61 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.3 0.0 84.0 97.2 94.2 98.5 5.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 14 14 19 15
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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: 25,186
COMMITMENTS
286 316 0 24,330 24,662 24,616 24,978 570 208
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 8,096)
-217 0 0 8,433 8,353 8,216 8,353 -120 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 0.0 96.6 97.9 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 10 18 11 19
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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: 21,029
COMMITMENTS
1,129 0 0 17,651 19,529 18,780 19,529 2,249 1,500
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,437)
-2 -230 -46 2,375 2,411 2,327 2,135 110 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 83.9 92.9 89.3 92.9 10.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 18 13 20 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,744
COMMITMENTS
10,356 3,090 188 60,509 73,075 71,053 76,353 9,691 4,391
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 12,890)
-100 -599 -107 12,599 14,761 12,392 14,055 498 -1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.8 0.2 74.9 90.5 88.0 94.6 12.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
9 4 2 53 40 63 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 59,819
COMMITMENTS
10,699 9,774 3,667 36,959 38,459 51,325 51,899 8,495 7,920
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,940)
773 -574 373 821 3,064 1,967 2,863 1,972 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.3 6.1 61.8 64.3 85.8 86.8 14.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
67 56 40 103 113 189 191
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 299,096
COMMITMENTS
53,494 48,870 18,334 184,795 192,294 256,623 259,497 42,473 39,599
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 19,699)
3,866 -2,871 1,867 4,103 15,321 9,837 14,317 9,862 5,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.3 6.1 61.8 64.3 85.8 86.8 14.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
67 56 40 103 113 189 191
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,709
COMMITMENTS
16,679 53,471 12,483 77,225 28,299 106,387 94,254 22,322 34,454
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -35,363)
2,019 -6,535 -5,806 -30,055 -23,837 -33,842 -36,178 -1,521 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 41.5 9.7 60.0 22.0 82.7 73.2 17.3 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 29 16 26 23 52 63
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 567,240
COMMITMENTS
78,753 98,471 20,630 437,300 412,742 536,684 531,843 30,557 35,397
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 73,723)
4,338 3,290 3,829 57,203 50,626 65,370 57,745 8,353 15,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.4 3.6 77.1 72.8 94.6 93.8 5.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
50 48 25 131 127 193 188
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 19,996
COMMITMENTS
6,289 13,989 64 8,484 3,064 14,837 17,117 5,159 2,879
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -21,842)
-4,723 -2,291 -4,651 -10,756 -11,460 -20,130 -18,402 -1,712 -3,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 70.0 0.3 42.4 15.3 74.2 85.6 25.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 6 1 10 6 21 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,509
COMMITMENTS
20,378 6,386 329 27,041 23,692 47,748 30,407 6,761 24,102
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -35,794)
-6,695 -5,593 -5,198 -9,202 -18,221 -21,095 -29,012 -14,699 -6,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 11.7 0.6 49.6 43.5 87.6 55.8 12.4 44.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 14 4 24 21 42 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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: 111,287
COMMITMENTS
6,688 4,922 250 104,312 106,018 111,250 111,190 37 97
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -3,327)
400 0 0 -3,704 -3,327 -3,304 -3,327 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.4 0.2 93.7 95.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 16 20 22 22
Updated December 20, 2018