BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,870
COMMITMENTS
63 3,170 1,790 8,345 5,300 10,198 10,260 672 610
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 644)
-25 371 95 533 205 603 671 41 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 29.2 16.5 76.8 48.8 93.8 94.4 6.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 12 11 28 26 39 42
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,747
COMMITMENTS
12,956 6,195 15,283 26,335 22,327 54,574 43,805 4,173 14,942
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 1,378)
257 299 820 562 122 1,638 1,241 -260 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.5 26.0 44.8 38.0 92.9 74.6 7.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 29 29 40 37 70 80
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,738
COMMITMENTS
1,617 1,547 2,284 6,905 7,349 10,806 11,180 932 558
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 316)
69 98 9 280 242 358 350 -42 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 13.2 19.5 58.8 62.6 92.1 95.2 7.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 10 10 27 23 40 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,257
COMMITMENTS
4,109 328 911 898 3,153 5,919 4,393 338 1,864
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 351)
244 11 33 33 136 311 181 40 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 5.2 14.6 14.4 50.4 94.6 70.2 5.4 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 8 7 10 16 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,926
COMMITMENTS
60,958 26,471 79,873 92,553 114,690 233,383 221,034 25,543 37,892
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -2,893)
-4,513 754 -1,072 2,453 -767 -3,132 -1,085 239 -1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 10.2 30.8 35.7 44.3 90.1 85.4 9.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
124 70 123 84 95 263 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,266
COMMITMENTS
131,385 19,260 95,468 136,255 225,552 363,108 340,280 31,157 53,986
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 5,867)
-1,668 -1,361 5,065 1,669 2,917 5,066 6,621 801 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 4.9 24.2 34.6 57.2 92.1 86.3 7.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
144 69 150 138 181 357 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,007
COMMITMENTS
658 1,493 1,479 1,611 925 3,748 3,898 1,259 1,110
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -7)
4 -71 38 -50 -53 -7 -86 1 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 29.8 29.5 32.2 18.5 74.8 77.8 25.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 15 10 15 10 32 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,896
COMMITMENTS
15,432 13,788 16,224 16,192 11,155 47,848 41,168 9,048 15,728
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -956)
-833 -1,622 -400 277 604 -956 -1,418 0 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 24.2 28.5 28.5 19.6 84.1 72.4 15.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
53 44 57 56 58 141 136
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,005
COMMITMENTS
352 2,997 475 2,949 1,091 3,776 4,563 1,229 442
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 178)
-7 55 24 122 70 139 149 39 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 59.9 9.5 58.9 21.8 75.4 91.2 24.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 5 13 8 18 17
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,129
COMMITMENTS
2,240 14,266 6,025 28,871 15,761 37,136 36,051 993 2,078
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 1,784)
-22 893 466 1,376 516 1,819 1,875 -35 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 37.4 15.8 75.7 41.3 97.4 94.6 2.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
8 30 20 34 33 56 69
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,022
COMMITMENTS
17,848 2,279 0 15,088 30,120 32,936 32,399 1,086 1,623
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -3,384)
-5,389 -1,272 -6 2,199 -2,312 -3,196 -3,590 -188 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 6.7 0.0 44.3 88.5 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 10 0 6 4 19 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 179,754
COMMITMENTS
25,439 73,480 14,431 109,317 54,128 149,188 142,039 30,566 37,715
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -30,137)
-22,634 14,333 -1,246 -7,814 -21,912 -31,694 -8,825 1,557 -21,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 40.9 8.0 60.8 30.1 83.0 79.0 17.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
22 52 22 31 29 65 91
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,134
COMMITMENTS
6,743 30,159 1,312 54,777 17,374 62,832 48,845 8,301 22,289
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -199)
-1,592 -1,204 -128 1,327 1,069 -394 -263 195 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 42.4 1.8 77.0 24.4 88.3 68.7 11.7 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 15 3 10 19 20 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,860
COMMITMENTS
64,375 61,040 4,233 64,700 67,340 133,307 132,612 4,552 5,248
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 14,463)
14,527 10,409 448 -702 3,465 14,273 14,322 190 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 44.3 3.1 46.9 48.8 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
47 49 10 13 30 65 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 253,289
COMMITMENTS
32,324 87,893 28,267 171,802 97,354 232,392 213,514 20,896 39,774
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 6,009)
6,743 2,161 -1,142 1,246 5,029 6,848 6,049 -840 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 34.7 11.2 67.8 38.4 91.8 84.3 8.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 38 24 36 51 76 101
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 259,569
COMMITMENTS
34,867 134,272 24,677 173,539 63,374 233,083 222,323 26,486 37,247
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 19,832)
8,237 3,314 6,400 2,383 10,893 17,020 20,608 2,812 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 51.7 9.5 66.9 24.4 89.8 85.7 10.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
31 44 27 38 40 87 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 560,867
COMMITMENTS
144,334 199,145 38,188 284,708 263,413 467,230 500,746 93,636 60,120
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 3,581)
-6,838 -3,823 -2,243 5,709 11,369 -3,372 5,302 6,953 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 35.5 6.8 50.8 47.0 83.3 89.3 16.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
87 80 55 88 81 200 192
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,015
COMMITMENTS
5,226 4,676 186 8,587 18,821 13,999 23,683 14,016 4,332
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 1,498)
1,128 799 2 1,647 654 2,777 1,455 -1,279 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 16.7 0.7 30.7 67.2 50.0 84.5 50.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 4 3 11 10 20 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,007
COMMITMENTS
4,762 5,575 235 18,384 17,508 23,381 23,318 5,626 5,689
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -10,026)
-4,471 1,251 0 -200 -11,475 -4,671 -10,224 -5,355 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 19.2 0.8 63.4 60.4 80.6 80.4 19.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 1 12 9 18 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 13,226
COMMITMENTS
7,267 7,752 173 3,825 4,033 11,265 11,958 1,961 1,268
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 485)
-762 -58 90 754 655 82 687 403 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 58.6 1.3 28.9 30.5 85.2 90.4 14.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 13 2 2 9 13 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,811
COMMITMENTS
17,951 15,777 646 6,961 6,799 25,558 23,222 3,253 5,589
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -1,015)
-870 496 -286 345 -1,401 -811 -1,192 -204 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 54.8 2.2 24.2 23.6 88.7 80.6 11.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 23 7 10 10 38 35
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,661,065
COMMITMENTS
752,244 2465774 9247212 10956200 8686144 20955657 20399131 705,408 1261934
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 300,831)
66,713 -27,257 199,094 63,887 173,084 329,694 344,920 -28,863 -44,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.4 42.7 50.6 40.1 96.7 94.2 3.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
55 110 142 115 125 270 289
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,857
COMMITMENTS
2,951 3,236 186 0 154 3,137 3,576 720 281
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -502)
-456 -523 34 0 -15 -422 -504 -80 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.5 83.9 4.8 0.0 4.0 81.3 92.7 18.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 24 7 0 1 27 26
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 35,092
COMMITMENTS
4,980 6,754 12,793 17,093 15,223 34,866 34,770 226 322
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -6,699)
-834 -1,960 -2,691 -927 -2,039 -4,452 -6,690 -2,247 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 19.2 36.5 48.7 43.4 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 11 15 6 8 25 24
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 38,102
COMMITMENTS
3,530 7,539 3,756 30,647 24,062 37,933 35,357 169 2,745
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -158)
-460 -323 -20 295 -900 -185 -1,243 27 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 19.8 9.9 80.4 63.2 99.6 92.8 0.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 7 13 13 14 27 31
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 897,930
COMMITMENTS
96,869 65,427 210,045 484,118 544,389 791,032 819,861 106,899 78,070
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -127,384)
-2,875 8,788 -11,272 -96,866 -103,871 -111,013 -106,355 -16,371 -21,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 7.3 23.4 53.9 60.6 88.1 91.3 11.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
174 95 142 274 272 493 465
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 69,011
COMMITMENTS
4,067 634 15,886 23,835 27,365 43,788 43,885 25,224 25,126
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -37,259)
-7,838 -5,533 4,428 -31,998 -27,526 -35,408 -28,631 -1,850 -8,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.9 23.0 34.5 39.7 63.5 63.6 36.5 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 7 16 16 17 35 34
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,144,597
COMMITMENTS
474,613 334,563 960,193 2301415 2585120 3736221 3879876 408,376 264,720
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -450,626)
-14,176 32,614 -39,506 -324,342 -381,725 -378,024 -388,617 -72,602 -62,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 8.1 23.2 55.5 62.4 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
168 94 135 270 272 482 458
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| 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: 18,467
COMMITMENTS
2,496 348 0 14,121 17,541 16,617 17,889 1,850 578
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -8,096)
-237 0 0 -8,181 -8,275 -8,418 -8,275 322 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.9 0.0 76.5 95.0 90.0 96.9 10.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 9 7 13 8
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| 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: 16,956
COMMITMENTS
1,103 0 0 13,425 15,783 14,528 15,783 2,428 1,173
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -4,073)
-26 0 0 -4,226 -3,746 -4,252 -3,746 179 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 79.2 93.1 85.7 93.1 14.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 13 13 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 69,904
COMMITMENTS
12,861 2,418 222 47,916 63,133 60,999 65,773 8,905 4,131
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -10,840)
2,505 -672 34 -12,593 -9,942 -10,054 -10,580 -786 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.5 0.3 68.5 90.3 87.3 94.1 12.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 4 2 50 36 63 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,716
COMMITMENTS
10,457 8,328 1,726 24,964 28,320 37,147 38,374 7,568 6,342
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -15,103)
-241 -1,446 -1,941 -11,995 -10,138 -14,177 -13,525 -926 -1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 18.6 3.9 55.8 63.3 83.1 85.8 16.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
59 43 23 88 102 160 156
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 223,580
COMMITMENTS
52,287 41,639 8,630 124,821 141,602 185,737 191,871 37,842 31,709
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -75,517)
-1,207 -7,230 -9,704 -59,974 -50,692 -70,886 -67,626 -4,631 -7,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 18.6 3.9 55.8 63.3 83.1 85.8 16.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
59 43 23 88 102 160 156
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,814
COMMITMENTS
20,209 55,099 13,619 76,812 32,133 110,640 100,852 26,174 35,962
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 8,105)
3,530 1,628 1,136 -412 3,834 4,253 6,597 3,852 1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 40.3 10.0 56.1 23.5 80.9 73.7 19.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 32 17 25 21 49 63
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 489,589
COMMITMENTS
88,564 91,784 14,447 365,710 358,623 468,721 464,854 20,868 24,735
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -77,651)
9,811 -6,687 -6,183 -71,590 -54,119 -67,963 -66,989 -9,688 -10,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 18.7 3.0 74.7 73.2 95.7 94.9 4.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
56 39 26 127 123 193 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,840
COMMITMENTS
6,255 14,432 65 9,072 3,351 15,392 17,848 5,448 2,992
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 844)
-34 443 1 588 287 555 731 289 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 69.3 0.3 43.5 16.1 73.9 85.6 26.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 7 2 11 7 23 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,680
COMMITMENTS
20,429 6,576 304 31,348 22,573 52,081 29,453 8,599 31,227
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: 6,171)
51 190 -25 4,307 -1,119 4,333 -954 1,838 7,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 10.8 0.5 51.7 37.2 85.8 48.5 14.2 51.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 13 6 31 26 51 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/18 |
--------------------------------------------------------------| 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: 63,675
COMMITMENTS
6,274 3,942 225 57,151 59,425 63,650 63,592 25 83
CHANGES FROM 12/17/18 (CHANGE IN OPEN INTEREST: -47,612)
-414 -980 -25 -47,161 -46,593 -47,600 -47,598 -12 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.2 0.4 89.8 93.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 16 17 21 19
Updated February 1, 2019