BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,714
COMMITMENTS
286 4,295 1,639 8,157 4,167 10,081 10,100 633 614
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,023)
11 -586 -128 -964 -288 -1,082 -1,002 58 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 40.1 15.3 76.1 38.9 94.1 94.3 5.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 12 9 22 21 32 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,149
COMMITMENTS
8,873 3,166 13,742 20,204 18,101 42,819 35,009 3,330 11,139
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -7,476)
-1,894 -2,019 -2,003 -3,257 -1,881 -7,154 -5,903 -322 -1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 6.9 29.8 43.8 39.2 92.8 75.9 7.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 25 24 39 32 67 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 15,341
COMMITMENTS
1,030 1,921 3,936 9,110 8,775 14,075 14,632 1,266 709
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -2,082)
-342 -385 -363 -1,370 -1,407 -2,075 -2,155 -7 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 12.5 25.7 59.4 57.2 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 9 11 29 22 43 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,360
COMMITMENTS
5,818 373 1,149 2,021 5,449 8,988 6,971 372 2,389
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,204)
-906 -77 -130 -208 -1,039 -1,245 -1,246 41 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 4.0 12.3 21.6 58.2 96.0 74.5 4.0 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 2 7 13 15 22 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,686
COMMITMENTS
81,072 72,606 109,472 108,937 105,738 299,482 287,816 32,204 43,869
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 13,060)
1,730 1,651 6,045 6,285 5,827 14,060 13,524 -1,000 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 21.9 33.0 32.8 31.9 90.3 86.8 9.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
127 87 136 81 83 266 264
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 472,489
COMMITMENTS
181,266 28,088 117,991 140,788 256,404 440,045 402,483 32,444 70,006
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 15,948)
9,588 1,386 4,875 699 6,448 15,162 12,709 786 3,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 5.9 25.0 29.8 54.3 93.1 85.2 6.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
178 77 147 146 193 395 365
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,122
COMMITMENTS
915 1,119 399 763 1,009 2,077 2,527 1,044 594
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,266)
-268 39 -810 -173 -361 -1,250 -1,132 -16 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 35.9 12.8 24.4 32.3 66.5 81.0 33.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 9 7 14 13 30 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 63,979
COMMITMENTS
17,320 15,975 17,639 18,798 12,191 53,758 45,805 10,222 18,175
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 4,942)
1,471 1,106 2,026 388 284 3,885 3,415 1,058 1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 25.0 27.6 29.4 19.1 84.0 71.6 16.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
57 60 65 67 64 167 159
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,758
COMMITMENTS
2,297 8,511 5,406 21,402 14,122 29,104 28,038 654 1,720
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -5,656)
-514 -2,833 -546 -4,546 -2,013 -5,606 -5,392 -49 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 28.6 18.2 71.9 47.5 97.8 94.2 2.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 24 16 29 26 49 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,281
COMMITMENTS
32,555 13,019 0 15,969 36,200 48,524 49,219 1,757 1,062
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 68)
600 627 0 -563 -625 37 2 31 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 25.9 0.0 31.8 72.0 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 8 0 4 8 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,938
COMMITMENTS
18,876 58,709 8,696 103,476 55,841 131,048 123,246 28,890 36,692
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -2,238)
-3,180 -1,441 -375 -899 -5,084 -4,455 -6,901 2,217 4,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 36.7 5.4 64.7 34.9 81.9 77.1 18.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
23 35 18 37 38 71 80
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 80,593
COMMITMENTS
11,526 36,225 902 59,751 17,314 72,179 54,440 8,415 26,153
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 4,631)
3,103 2,099 197 1,574 -195 4,875 2,101 -243 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 44.9 1.1 74.1 21.5 89.6 67.5 10.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 23 4 15 17 29 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 247,860
COMMITMENTS
176,778 88,458 1,788 61,911 143,739 240,477 233,985 7,383 13,875
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 10,105)
8,378 11,817 48 1,516 -1,711 9,941 10,154 164 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.3 35.7 0.7 25.0 58.0 97.0 94.4 3.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
85 40 9 14 30 104 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 230,390
COMMITMENTS
37,235 67,327 21,493 142,073 104,560 200,801 193,379 29,589 37,011
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -17,587)
-5,257 -10,200 -3,526 -6,054 -3,056 -14,836 -16,782 -2,751 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 29.2 9.3 61.7 45.4 87.2 83.9 12.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
37 32 23 37 47 87 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 235,013
COMMITMENTS
28,919 82,744 25,919 147,966 88,568 202,804 197,230 32,209 37,783
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 23,590)
4,034 15,250 5,510 10,504 -1,624 20,049 19,136 3,541 4,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 35.2 11.0 63.0 37.7 86.3 83.9 13.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
16 45 23 42 42 74 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 600,510
COMMITMENTS
156,601 236,429 38,108 308,149 252,273 502,857 526,809 97,653 73,701
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 16,179)
11,628 18,491 -865 2,580 -8,521 13,343 9,106 2,835 7,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 39.4 6.3 51.3 42.0 83.7 87.7 16.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
88 76 54 93 79 202 190
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,386
COMMITMENTS
7,629 4,681 296 10,131 18,670 18,056 23,647 13,330 7,739
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 29)
841 689 70 -1,551 -1,033 -640 -274 669 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.9 0.9 32.3 59.5 57.5 75.3 42.5 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 5 11 9 20 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 15,907
COMMITMENTS
9,872 6,734 105 3,419 8,039 13,396 14,878 2,511 1,029
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -5,158)
-136 -2,177 -38 -4,446 -2,780 -4,620 -4,995 -538 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 42.3 0.7 21.5 50.5 84.2 93.5 15.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 10 3 6 7 17 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,327
COMMITMENTS
20,687 19,262 1,803 13,871 13,101 36,361 34,166 2,966 5,162
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,898)
2,394 1,879 834 935 1,143 4,164 3,856 -266 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 49.0 4.6 35.3 33.3 92.5 86.9 7.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 29 10 14 15 46 49
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,314
COMMITMENTS
13,094 13,232 2,991 10,028 9,647 26,113 25,870 1,201 1,444
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 48.4 11.0 36.7 35.3 95.6 94.7 4.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 8 2 4 6 11 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,929,410
COMMITMENTS
1048061 1530355 11472276 10662670 9742566 23183007 22745197 746,403 1184213
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -313,349)
31,449 -201,502 -437,197 96,399 342,787 -309,349 -295,912 -4,000 -17,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.4 47.9 44.6 40.7 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
69 105 146 118 123 282 287
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,226
COMMITMENTS
2,203 2,489 165 0 234 2,368 2,888 858 338
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -98)
-165 -197 33 0 4 -132 -160 34 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 77.2 5.1 0.0 7.3 73.4 89.5 26.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
20 18 5 0 2 23 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 59,715
COMMITMENTS
15,760 11,647 17,744 25,639 29,682 59,143 59,073 572 642
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 6,164)
1,190 -485 3,889 629 2,258 5,708 5,662 456 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 19.5 29.7 42.9 49.7 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 9 15 9 9 31 25
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 63,463
COMMITMENTS
15,813 9,843 5,998 40,245 47,080 62,056 62,921 1,407 542
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,807)
-1,295 1,724 350 1,641 1,320 696 3,394 1,111 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 15.5 9.5 63.4 74.2 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 14 16 17 17 42 39
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 757,056
COMMITMENTS
72,968 85,593 147,567 446,782 428,850 667,317 662,010 89,740 95,047
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -53,408)
-3,838 463 -18,790 -11,573 -18,576 -34,202 -36,903 -19,206 -16,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.3 19.5 59.0 56.6 88.1 87.4 11.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
152 119 156 271 273 486 485
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 70,448
COMMITMENTS
8,345 1,564 9,617 30,308 33,427 48,271 44,608 22,178 25,840
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -20,189)
-2,872 -911 -1,733 -16,382 817 -20,987 -1,827 799 -18,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.2 13.7 43.0 47.4 68.5 63.3 31.5 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 8 19 16 20 38 40
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| 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: 13,345
COMMITMENTS
2,083 0 0 9,200 12,357 11,283 12,357 2,062 988
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -214)
57 0 0 19 -255 76 -255 -290 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 0.0 68.9 92.6 84.5 92.6 15.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 8 14 12 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,433,041
COMMITMENTS
362,011 459,044 650,852 2082367 1977113 3095231 3087009 337,810 346,032
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -166,096)
-20,729 -9,026 -69,388 24,045 -96,965 -66,072 -175,379 -100,024 9,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.4 19.0 60.7 57.6 90.2 89.9 9.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
146 117 150 266 268 473 474
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 17,666
COMMITMENTS
405 0 0 15,861 17,369 16,266 17,369 1,400 297
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,331)
201 -250 -7 1,119 1,765 1,313 1,508 18 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 89.8 98.3 92.1 98.3 7.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 6 16 8 16
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 16,586
COMMITMENTS
1,272 316 0 14,151 15,530 15,423 15,846 1,163 740
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 879)
468 0 0 80 511 548 511 331 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.9 0.0 85.3 93.6 93.0 95.5 7.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 7 11 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| 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: 17,779
COMMITMENTS
975 1,192 0 14,536 15,604 15,511 16,796 2,268 983
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -649)
512 -588 0 -1,197 76 -685 -512 36 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.7 0.0 81.8 87.8 87.2 94.5 12.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 0 13 9 17 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,649
COMMITMENTS
13,294 5,232 428 43,884 58,579 57,606 64,239 10,043 3,410
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 47)
89 -755 63 -708 1,291 -556 599 603 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.7 0.6 64.9 86.6 85.2 95.0 14.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
10 8 7 41 36 55 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,999
COMMITMENTS
9,426 13,383 3,253 31,717 24,104 44,395 40,739 5,604 9,260
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,666)
-242 73 679 1,241 549 1,678 1,301 -12 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 26.8 6.5 63.4 48.2 88.8 81.5 11.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
53 57 28 83 93 152 162
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,995
COMMITMENTS
47,128 66,913 16,263 158,585 120,520 221,976 203,696 28,019 46,299
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 8,332)
-1,210 365 3,395 6,206 2,743 8,391 6,504 -59 1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 26.8 6.5 63.4 48.2 88.8 81.5 11.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
53 57 28 83 93 152 162
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,113
COMMITMENTS
22,487 64,050 9,057 99,695 42,814 131,239 115,921 24,874 40,192
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 10,014)
3,426 9,834 459 5,360 -810 9,244 9,483 770 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 41.0 5.8 63.9 27.4 84.1 74.3 15.9 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 34 16 30 31 59 76
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 518,068
COMMITMENTS
107,816 102,074 12,684 378,050 383,812 498,549 498,570 19,518 19,498
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,717)
4,630 -2,671 1,547 -2,320 6,304 3,857 5,180 -140 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 19.7 2.4 73.0 74.1 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
58 56 27 133 110 203 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,260
COMMITMENTS
9,249 21,619 8,545 12,586 4,438 30,380 34,602 8,880 4,658
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 10,026)
67 -316 7,948 -814 688 7,201 8,320 2,825 1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 55.1 21.8 32.1 11.3 77.4 88.1 22.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 8 10 12 7 32 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,241
COMMITMENTS
30,598 10,673 7,131 39,841 33,244 77,570 51,048 9,671 36,193
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 15,892)
1,860 -37 5,879 8,125 9,974 15,864 15,816 28 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 12.2 8.2 45.7 38.1 88.9 58.5 11.1 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 16 13 29 27 56 50
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| 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: 82,296
COMMITMENTS
8,697 2,252 325 73,249 79,658 82,271 82,235 25 61
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,345)
468 200 0 2,877 3,145 3,345 3,345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.7 0.4 89.0 96.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 14 19 19 21
Updated March 08, 2019