BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,244
COMMITMENTS
49 2,731 461 7,101 4,484 7,611 7,676 633 568
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 375)
-163 -101 124 381 430 342 453 33 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 33.1 5.6 86.1 54.4 92.3 93.1 7.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 10 7 23 18 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,434
COMMITMENTS
7,188 4,013 1,554 9,096 10,154 17,838 15,721 3,596 5,713
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,173)
512 99 66 279 1,205 857 1,370 316 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 18.7 7.3 42.4 47.4 83.2 73.3 16.8 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 16 19 22 30 59 52
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,775
COMMITMENTS
775 1,656 204 5,979 5,309 6,958 7,169 817 606
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 209)
86 94 6 237 406 329 506 -120 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 21.3 2.6 76.9 68.3 89.5 92.2 10.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 6 23 15 31 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,312
COMMITMENTS
3,692 805 217 3,175 4,549 7,084 5,571 228 1,741
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 159)
-13 47 1 57 15 45 63 114 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 11.0 3.0 43.4 62.2 96.9 76.2 3.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 6 6 13 13 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,513
COMMITMENTS
90,550 59,188 52,423 111,731 139,398 254,704 251,009 27,809 31,504
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 4,873)
2,261 -5,650 354 638 9,085 3,253 3,789 1,620 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 21.0 18.6 39.5 49.3 90.2 88.8 9.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
129 74 113 69 88 257 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,028
COMMITMENTS
90,293 55,013 58,278 119,183 148,207 267,754 261,498 32,274 38,530
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -3,552)
3,382 -4,208 -2,516 -3,245 2,325 -2,379 -4,399 -1,173 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 18.3 19.4 39.7 49.4 89.2 87.2 10.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
98 94 111 110 135 279 286
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,327
COMMITMENTS
658 735 152 576 711 1,386 1,598 941 729
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 63)
103 -38 -3 -31 133 69 92 -6 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 31.6 6.5 24.8 30.6 59.6 68.7 40.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 9 2 7 11 20 21
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,649
COMMITMENTS
14,650 12,654 9,639 10,867 9,292 35,156 31,585 6,493 10,064
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,102)
612 -1,176 -106 -610 -45 -104 -1,327 -998 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 30.4 23.1 26.1 22.3 84.4 75.8 15.6 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
45 45 51 40 44 121 114
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,352
COMMITMENTS
297 693 143 1,308 1,281 1,748 2,117 604 235
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 29.5 6.1 55.6 54.5 74.3 90.0 25.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 9 7 15 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,091
COMMITMENTS
2,779 3,053 1,005 13,652 12,470 17,436 16,528 655 1,563
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 523)
134 -21 232 106 143 472 354 51 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 16.9 5.6 75.5 68.9 96.4 91.4 3.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 9 10 22 20 41 34
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,386
COMMITMENTS
29,982 4,896 0 23,534 49,236 53,516 54,132 1,870 1,254
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -8,561)
-8,179 -4,887 0 -613 -3,558 -8,792 -8,445 231 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.1 8.8 0.0 42.5 88.9 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 5 0 6 6 27 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,079
COMMITMENTS
58,007 45,046 2,432 54,260 76,985 114,699 124,463 34,380 24,616
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 12,974)
8,936 1,288 105 563 17,406 9,604 18,799 3,370 -5,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 30.2 1.6 36.4 51.6 76.9 83.5 23.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 28 8 32 28 67 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,763
COMMITMENTS
13,534 26,300 289 42,234 14,902 56,057 41,491 8,706 23,272
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -74)
-1,718 1 -471 2,281 181 92 -289 -166 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 40.6 0.4 65.2 23.0 86.6 64.1 13.4 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 20 2 16 19 25 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 233,100
COMMITMENTS
171,659 58,617 2,113 52,984 169,253 226,756 229,983 6,344 3,117
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 14,834)
11,965 14,319 894 1,243 -66 14,102 15,147 732 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 25.1 0.9 22.7 72.6 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
79 38 8 21 31 100 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 243,309
COMMITMENTS
25,431 98,383 6,557 187,491 103,115 219,479 208,055 23,830 35,254
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -3,587)
-4,051 -4,318 2,032 -3,822 6,506 -5,841 4,220 2,254 -7,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 40.4 2.7 77.1 42.4 90.2 85.5 9.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
22 38 14 32 44 60 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,707
COMMITMENTS
46,416 53,057 2,756 81,307 71,535 130,479 127,348 27,228 30,359
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 7,688)
-6,387 11,266 -1,264 17,098 -8,064 9,447 1,938 -1,759 5,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 33.6 1.7 51.6 45.4 82.7 80.7 17.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
21 28 9 37 33 62 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 517,182
COMMITMENTS
153,261 230,127 17,090 264,794 214,307 435,145 461,524 82,037 55,658
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,544)
-9,516 -8,063 5,493 4,017 8,121 -6 5,551 2,550 -3,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 44.5 3.3 51.2 41.4 84.1 89.2 15.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
83 66 38 93 78 185 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,992
COMMITMENTS
4,495 4,095 686 9,589 16,512 14,770 21,293 12,222 5,699
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,337)
575 610 1 737 730 1,313 1,341 24 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.2 2.5 35.5 61.2 54.7 78.9 45.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 3 15 10 23 17
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,703
COMMITMENTS
456 3,510 0 14,136 12,862 14,592 16,372 7,111 5,331
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,131)
-1,124 25 -15 3 -301 -1,136 -291 5 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 16.2 0.0 65.1 59.3 67.2 75.4 32.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 0 13 11 14 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,844
COMMITMENTS
5,322 49,757 195 46,783 2,797 52,300 52,749 2,544 2,095
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -3,711)
-2,352 -3,750 70 -1,561 -178 -3,843 -3,858 132 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 90.7 0.4 85.3 5.1 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 23 3 7 5 17 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 74,796
COMMITMENTS
14,383 54,399 833 56,518 13,705 71,734 68,937 3,062 5,859
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,003)
6 1,805 -639 1,302 -89 669 1,077 334 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 72.7 1.1 75.6 18.3 95.9 92.2 4.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
23 56 7 20 14 47 73
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,388
COMMITMENTS
7,768 3,133 0 1,990 5,290 9,758 8,423 630 1,965
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -483)
-1,137 -93 -36 692 -307 -481 -436 -2 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.8 30.2 0.0 19.2 50.9 93.9 81.1 6.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 8 0 3 5 10 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,927,249
COMMITMENTS
2768050 741,552 2853743 5622700 7495695 11244493 11090990 682,756 836,259
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -287,439)
-55,861 -8,011 146,174 -339,178 -414,281 -248,865 -276,118 -38,574 -11,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 6.2 23.9 47.1 62.8 94.3 93.0 5.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
75 48 93 105 106 223 212
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,444
COMMITMENTS
1,825 2,691 201 0 0 2,026 2,892 1,418 552
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 109)
20 -21 66 0 0 86 45 23 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 78.1 5.8 0.0 0.0 58.8 84.0 41.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 19 5 0 0 26 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 162,124
COMMITMENTS
26,231 23,719 33,194 101,189 104,623 160,614 161,536 1,510 588
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5,857)
1,908 1,816 -2,026 5,914 5,999 5,796 5,789 61 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 14.6 20.5 62.4 64.5 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 20 19 9 18 33 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 275,111
COMMITMENTS
39,392 126,876 26,454 205,863 120,710 271,709 274,040 3,402 1,071
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 18,020)
6,805 301 4,866 3,381 12,435 15,052 17,602 2,968 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 46.1 9.6 74.8 43.9 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 33 28 22 29 53 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 526,647
COMMITMENTS
72,623 69,164 18,911 368,487 378,430 460,021 466,505 66,627 60,142
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 8,756)
2,538 8,029 -1,648 7,913 2,360 8,803 8,741 -47 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 13.1 3.6 70.0 71.9 87.3 88.6 12.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
119 103 67 245 237 393 378
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 21,082
COMMITMENTS
1,776 2,290 400 6,323 9,545 8,499 12,235 12,583 8,847
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,423)
706 -654 -292 -21 2,275 393 1,329 1,030 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.9 1.9 30.0 45.3 40.3 58.0 59.7 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 1 6 9 10 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,527,826
COMMITMENTS
362,333 342,470 84,456 1810819 1844423 2257608 2271349 270,218 256,477
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 36,666)
10,639 44,895 -8,259 39,672 426 42,052 37,062 -5,386 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.5 3.3 71.6 73.0 89.3 89.9 10.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
121 101 66 243 234 391 374
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| 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: 11,474
COMMITMENTS
1,301 634 16 7,362 9,477 8,679 10,127 2,795 1,347
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 297)
-357 634 16 757 -804 416 -154 -119 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 5.5 0.1 64.2 82.6 75.6 88.3 24.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 9 10 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,741
COMMITMENTS
12,500 2,123 164 41,394 57,416 54,058 59,703 9,683 4,038
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,767)
747 -307 124 -2,048 -1,497 -1,177 -1,680 -590 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 3.3 0.3 64.9 90.1 84.8 93.7 15.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 4 3 39 30 51 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,866
COMMITMENTS
16,782 10,302 583 19,542 23,502 36,908 34,387 5,959 8,479
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,304)
3,447 578 -41 -842 973 2,564 1,511 -260 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 24.0 1.4 45.6 54.8 86.1 80.2 13.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
59 56 24 77 83 146 153
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 214,331
COMMITMENTS
83,912 51,510 2,915 97,711 117,511 184,538 171,936 29,793 42,395
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 11,519)
17,235 2,892 -203 -4,212 4,866 12,820 7,555 -1,301 3,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 24.0 1.4 45.6 54.8 86.1 80.2 13.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
59 56 24 77 83 146 153
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 163,884
COMMITMENTS
42,162 89,767 2,132 90,704 35,866 134,998 127,765 28,886 36,119
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -4,955)
-1,166 -505 -503 -2,573 -1,567 -4,242 -2,575 -713 -2,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 54.8 1.3 55.3 21.9 82.4 78.0 17.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 33 9 21 31 46 67
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 444,796
COMMITMENTS
86,984 121,244 7,090 329,682 297,466 423,756 425,800 21,040 18,996
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5,539)
8,199 1,090 642 -2,723 5,244 6,118 6,976 -579 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 27.3 1.6 74.1 66.9 95.3 95.7 4.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
59 47 22 128 113 197 173
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,929
COMMITMENTS
8,780 18,948 55 12,754 4,529 21,589 23,532 5,340 3,397
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,706)
3,420 3,066 10 1,041 -8 4,471 3,068 -765 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 70.4 0.2 47.4 16.8 80.2 87.4 19.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 1 16 4 32 6
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,510
COMMITMENTS
28,087 14,700 418 12,979 32,482 41,484 47,600 13,026 6,910
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,236)
3,164 -377 363 1,181 4,305 4,708 4,291 1,528 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 27.0 0.8 23.8 59.6 76.1 87.3 23.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 20 4 22 26 38 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| 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: 114,426
COMMITMENTS
19,746 6,178 1,026 93,623 107,142 114,395 114,346 31 80
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,273)
400 -250 0 -1,674 -1,043 -1,274 -1,293 1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 5.4 0.9 81.8 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 3 3 20 21 29 26
Updated October 24, 2019