BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,881
COMMITMENTS
539 2,906 329 7,499 5,067 8,367 8,302 514 579
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 557)
-80 232 68 514 125 502 425 55 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 32.7 3.7 84.4 57.1 94.2 93.5 5.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 9 6 27 18 34 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,473
COMMITMENTS
6,062 3,643 1,405 9,442 9,168 16,909 14,216 3,564 6,257
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,059)
371 314 4 862 551 1,237 869 -178 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 17.8 6.9 46.1 44.8 82.6 69.4 17.4 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
20 12 16 17 20 42 43
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,924
COMMITMENTS
1,540 1,691 99 6,535 6,395 8,174 8,185 750 739
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 316)
186 -16 -56 158 312 288 240 28 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 18.9 1.1 73.2 71.7 91.6 91.7 8.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 5 26 14 32 23
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,816
COMMITMENTS
4,602 1,005 308 2,741 5,023 7,651 6,336 165 1,480
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 336)
111 103 17 207 203 335 323 1 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 12.9 3.9 35.1 64.3 97.9 81.1 2.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 5 6 13 14 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,436
COMMITMENTS
97,183 63,429 46,390 97,213 124,357 240,786 234,176 22,650 29,260
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,412)
-3,143 362 3,987 1,839 -2,796 2,683 1,553 729 1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 24.1 17.6 36.9 47.2 91.4 88.9 8.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
91 103 98 55 74 211 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,840
COMMITMENTS
92,419 61,057 83,375 121,147 156,992 296,941 301,424 35,899 31,416
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,120)
1,225 638 1,153 -34 686 2,344 2,477 776 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 18.3 25.0 36.4 47.2 89.2 90.6 10.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
107 95 122 111 127 291 295
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,361
COMMITMENTS
880 1,239 2 555 383 1,437 1,624 924 737
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -180)
-102 -113 -94 15 -21 -181 -228 1 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 52.5 0.1 23.5 16.2 60.9 68.8 39.1 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 14 2 9 9 19 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,369
COMMITMENTS
14,465 17,082 10,313 12,592 10,463 37,370 37,858 9,999 9,511
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 136)
147 448 -559 128 397 -284 286 420 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 36.1 21.8 26.6 22.1 78.9 79.9 21.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
42 47 53 55 53 133 131
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,336
COMMITMENTS
2,852 3,206 781 16,087 14,957 19,720 18,944 616 1,392
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 857)
17 353 -113 1,015 757 919 997 -62 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 15.8 3.8 79.1 73.5 97.0 93.2 3.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 11 9 22 20 37 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,164
COMMITMENTS
31,356 4,107 376 31,760 59,379 63,492 63,862 1,672 1,302
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 133)
119 -22 213 210 95 542 286 -409 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 6.3 0.6 48.7 91.1 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 10 4 6 9 22 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,921
COMMITMENTS
48,292 37,387 2,949 72,672 92,086 123,913 132,422 35,008 26,499
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,084)
924 3,056 -146 692 -207 1,470 2,703 1,614 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 23.5 1.9 45.7 57.9 78.0 83.3 22.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 25 14 34 28 65 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,251
COMMITMENTS
14,235 18,035 711 30,589 16,129 45,535 34,875 9,716 20,376
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 310)
6,310 -1,007 627 -5,967 -542 970 -922 -660 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 32.6 1.3 55.4 29.2 82.4 63.1 17.6 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 15 5 12 19 21 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,136
COMMITMENTS
129,991 36,677 916 51,988 147,825 182,895 185,418 6,241 3,718
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -8,389)
-17,551 -506 449 8,514 -8,524 -8,588 -8,581 199 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 19.4 0.5 27.5 78.2 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
65 43 11 19 23 87 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 273,650
COMMITMENTS
38,143 127,171 6,921 206,475 90,595 251,539 224,687 22,111 48,963
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 169)
4,738 1,348 1,812 -3,073 -3,442 3,477 -282 -3,308 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 46.5 2.5 75.5 33.1 91.9 82.1 8.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
23 50 12 33 48 62 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,862
COMMITMENTS
59,795 26,188 3,714 60,327 99,944 123,836 129,846 34,026 28,016
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,200)
9,811 7,358 -691 -6,011 -4,376 3,109 2,291 91 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 16.6 2.4 38.2 63.3 78.4 82.3 21.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 23 14 41 38 78 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 525,065
COMMITMENTS
173,451 212,255 12,779 255,401 239,344 441,631 464,378 83,434 60,687
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -17,741)
4,996 5,823 191 -23,284 -23,134 -18,097 -17,120 356 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 40.4 2.4 48.6 45.6 84.1 88.4 15.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
80 60 31 87 81 175 165
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,232
COMMITMENTS
4,289 5,834 177 9,403 14,956 13,869 20,967 13,363 6,265
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -422)
-29 -427 -7 178 58 142 -376 -564 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 21.4 0.6 34.5 54.9 50.9 77.0 49.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 2 13 10 20 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,455
COMMITMENTS
6,043 2,857 28 12,233 15,123 18,304 18,008 6,151 6,447
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -444)
-391 -313 11 -73 -92 -453 -394 9 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 11.7 0.1 50.0 61.8 74.8 73.6 25.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 12 9 18 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 70,739
COMMITMENTS
26,238 35,990 381 41,550 32,578 68,169 68,949 2,570 1,790
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 29,808)
5,254 6,345 373 23,632 22,838 29,259 29,556 549 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 50.9 0.5 58.7 46.1 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 22 3 7 7 22 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,672
COMMITMENTS
21,135 47,182 1,452 37,631 9,904 60,218 58,538 4,454 6,134
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,912)
62 7,849 346 -277 -5,979 131 2,216 1,781 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 73.0 2.2 58.2 15.3 93.1 90.5 6.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
30 54 11 15 13 48 75
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,108
COMMITMENTS
10,834 3,495 261 3,502 9,160 14,597 12,916 511 2,192
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -1,787)
-1,396 -1,312 81 -516 -535 -1,831 -1,766 44 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 23.1 1.7 23.2 60.6 96.6 85.5 3.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 14 2 4 5 12 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,089,071
COMMITMENTS
3338921 1211569 3026935 5983954 7935550 12349810 12174054 739,261 915,017
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 111,443)
201,294 79,789 -122,564 737 141,977 79,467 99,202 31,976 12,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 9.3 23.1 45.7 60.6 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
76 55 101 105 115 226 233
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,091
COMMITMENTS
2,285 3,470 81 0 26 2,366 3,577 1,725 514
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -394)
-280 -337 -143 0 0 -423 -480 29 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.9 84.8 2.0 0.0 0.6 57.8 87.4 42.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 17 6 0 1 23 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 110,881
COMMITMENTS
9,017 11,500 26,372 74,722 72,554 110,111 110,426 770 455
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 6,194)
-3,722 -544 1,425 8,898 5,813 6,601 6,694 -407 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 10.4 23.8 67.4 65.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 15 19 14 18 36 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 160,229
COMMITMENTS
11,659 55,880 25,261 122,854 78,721 159,774 159,862 455 367
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 23,488)
-481 12,912 1,859 22,052 8,728 23,430 23,499 58 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 34.9 15.8 76.7 49.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 27 26 23 23 53 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 554,812
COMMITMENTS
73,338 62,547 27,493 385,079 393,206 485,911 483,246 68,901 71,567
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 7,850)
2,659 1,723 3,741 5,032 -1,210 11,432 4,254 -3,582 3,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 11.3 5.0 69.4 70.9 87.6 87.1 12.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
114 110 76 237 264 385 417
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 34,608
COMMITMENTS
3,302 6,213 365 16,756 11,625 20,423 18,203 14,185 16,405
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,940)
615 2,064 -72 2,950 -456 3,493 1,536 -553 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 18.0 1.1 48.4 33.6 59.0 52.6 41.0 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 7 2 14 10 17 18
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 15,088
COMMITMENTS
4,090 412 1 9,034 14,103 13,125 14,516 1,963 572
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3)
23 0 0 33 9 56 9 -53 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 2.7 0.0 59.9 93.5 87.0 96.2 13.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 6 9 12 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 8,331
COMMITMENTS
965 228 0 5,535 7,271 6,500 7,499 1,831 832
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 382)
80 228 0 267 -8 347 220 35 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 2.7 0.0 66.4 87.3 78.0 90.0 22.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 10 9 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,601,022
COMMITMENTS
369,829 301,315 115,994 1841617 1907904 2327440 2325213 273,582 275,809
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 24,550)
20,560 8,636 8,725 10,412 -3,771 39,697 13,590 -15,147 10,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 11.6 4.5 70.8 73.4 89.5 89.4 10.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
115 108 74 233 260 381 410
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 21,313
COMMITMENTS
2,250 274 0 16,515 14,666 18,765 14,940 2,548 6,373
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,667)
0 0 0 1,091 -23 1,091 -23 576 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 1.3 0.0 77.5 68.8 88.0 70.1 12.0 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 8 12 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 14,707
COMMITMENTS
1,480 0 0 10,780 13,424 12,260 13,424 2,447 1,283
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -647)
-385 0 -1 -330 -1,088 -716 -1,089 69 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 0.0 0.0 73.3 91.3 83.4 91.3 16.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 8 13 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 69,981
COMMITMENTS
12,432 2,705 85 47,890 62,964 60,407 65,754 9,574 4,227
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,654)
511 -76 -333 1,419 1,854 1,597 1,445 57 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 3.9 0.1 68.4 90.0 86.3 94.0 13.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 6 3 41 34 52 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 40,023
COMMITMENTS
14,078 9,501 1,034 18,488 20,515 33,599 31,050 6,424 8,973
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,669)
-408 -269 366 1,497 912 1,455 1,009 214 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 23.7 2.6 46.2 51.3 83.9 77.6 16.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
50 61 22 78 87 139 159
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 200,114
COMMITMENTS
70,389 47,505 5,168 92,438 102,577 167,995 155,250 32,119 44,864
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 8,346)
-2,040 -1,347 1,832 7,484 4,560 7,276 5,045 1,070 3,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 23.7 2.6 46.2 51.3 83.9 77.6 16.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
50 61 22 78 87 139 159
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 165,752
COMMITMENTS
31,850 92,882 1,718 102,382 29,039 135,950 123,639 29,802 42,113
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -3,423)
-508 -2,257 485 -4,337 -3,783 -4,360 -5,555 937 2,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 56.0 1.0 61.8 17.5 82.0 74.6 18.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 39 10 21 27 44 70
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 468,827
COMMITMENTS
67,465 126,805 6,886 374,393 311,627 448,744 445,318 20,083 23,509
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 16,522)
4,992 810 -334 10,088 14,173 14,746 14,649 1,776 1,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 27.0 1.5 79.9 66.5 95.7 95.0 4.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
49 58 20 120 123 181 189
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,963
COMMITMENTS
13,255 20,810 810 10,763 4,826 24,828 26,446 6,135 4,517
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 65)
-552 90 -267 12 35 -807 -142 872 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 67.2 2.6 34.8 15.6 80.2 85.4 19.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 3 14 7 28 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,093
COMMITMENTS
32,174 17,737 1,141 16,655 31,877 49,970 50,755 7,123 6,338
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -1,725)
754 -2,551 -341 -491 532 -78 -2,360 -1,647 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.4 31.1 2.0 29.2 55.8 87.5 88.9 12.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 15 7 27 24 46 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 117,277
COMMITMENTS
17,703 4,276 1,026 98,523 111,905 117,252 117,207 25 70
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 721)
338 0 0 383 756 721 756 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 3.6 0.9 84.0 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 2 3 15 21 24 25
Updated August 30, 2019