BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,541
COMMITMENTS
298 4,507 1,854 8,690 4,521 10,841 10,882 700 660
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 383)
14 81 147 148 153 309 382 73 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 39.1 16.1 75.3 39.2 93.9 94.3 6.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 11 25 22 37 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,533
COMMITMENTS
8,874 3,258 14,913 20,253 19,572 44,040 37,743 3,493 9,790
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 163)
-180 -117 202 -238 1,198 -217 1,283 380 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.9 31.4 42.6 41.2 92.7 79.4 7.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 20 25 42 35 72 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 16,856
COMMITMENTS
1,127 1,873 4,487 10,099 9,450 15,713 15,811 1,143 1,046
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 347)
-24 -153 264 133 129 372 240 -26 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.1 26.6 59.9 56.1 93.2 93.8 6.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 10 11 30 23 43 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,508
COMMITMENTS
6,349 360 1,436 2,457 6,542 10,242 8,338 266 2,170
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 813)
445 -6 168 249 805 861 967 -48 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 3.4 13.7 23.4 62.3 97.5 79.3 2.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 2 8 14 16 24 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,478
COMMITMENTS
99,657 30,066 149,277 119,687 180,377 368,621 359,721 39,857 48,757
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 35,282)
23,394 -16,831 22,306 -3,005 27,581 42,695 33,056 -7,413 2,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 7.4 36.5 29.3 44.2 90.2 88.1 9.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
159 64 141 86 98 301 259
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 508,258
COMMITMENTS
201,569 26,261 118,782 150,995 282,861 471,346 427,904 36,912 80,354
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 8,742)
5,550 216 -1,374 3,494 8,999 7,670 7,841 1,072 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 5.2 23.4 29.7 55.7 92.7 84.2 7.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
186 74 154 171 218 434 391
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,286
COMMITMENTS
820 1,134 666 899 871 2,386 2,671 900 615
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 282)
-60 27 149 148 62 238 238 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 34.5 20.3 27.4 26.5 72.6 81.3 27.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 10 9 15 11 32 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 63,060
COMMITMENTS
20,520 11,264 16,715 17,171 15,438 54,407 43,417 8,654 19,643
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,753)
1,868 -1,626 1,109 166 2,102 3,144 1,586 -391 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 17.9 26.5 27.2 24.5 86.3 68.9 13.7 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
75 50 65 69 83 181 169
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,997
COMMITMENTS
2,212 7,756 6,070 23,019 16,357 31,300 30,183 696 1,814
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,310)
-105 -429 501 848 1,380 1,244 1,451 67 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 24.2 19.0 71.9 51.1 97.8 94.3 2.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 24 18 31 32 53 62
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 57,752
COMMITMENTS
39,912 6,572 0 16,049 50,124 55,961 56,696 1,791 1,056
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,633)
1,723 -1,483 0 -28 2,942 1,695 1,459 -62 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 11.4 0.0 27.8 86.8 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 7 0 5 6 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,625
COMMITMENTS
20,679 59,622 10,529 99,969 51,222 131,178 121,372 27,447 37,252
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -22,162)
4,720 -3,219 1,613 -18,887 -6,131 -12,554 -7,738 -9,609 -14,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 37.6 6.6 63.0 32.3 82.7 76.5 17.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
25 29 17 37 32 71 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,628
COMMITMENTS
5,759 33,267 162 58,502 16,970 64,423 50,399 9,204 23,228
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -3,310)
-1,867 -1,733 57 -2,687 -1,224 -4,497 -2,900 1,187 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 45.2 0.2 79.5 23.0 87.5 68.5 12.5 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 21 3 13 18 21 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 240,144
COMMITMENTS
198,612 52,295 942 33,237 184,381 232,790 237,617 7,353 2,527
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 4,612)
15,032 -8,396 490 -10,856 12,938 4,666 5,032 -55 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.7 21.8 0.4 13.8 76.8 96.9 98.9 3.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
91 39 7 16 29 111 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,297
COMMITMENTS
33,531 40,215 18,539 91,549 84,015 143,619 142,769 30,678 31,528
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 3,416)
3,173 -3,384 290 -1,161 4,762 2,303 1,668 1,113 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 23.1 10.6 52.5 48.2 82.4 81.9 17.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
25 32 16 36 48 69 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 179,515
COMMITMENTS
16,687 80,041 19,618 116,362 45,563 152,666 145,221 26,849 34,294
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 3,824)
-3,040 1,088 3,820 -210 2,670 571 7,579 3,254 -3,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 44.6 10.9 64.8 25.4 85.0 80.9 15.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
25 42 20 42 43 76 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 544,893
COMMITMENTS
141,289 223,989 40,739 273,503 210,736 455,531 475,464 89,362 69,429
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 14,856)
-2,017 3,511 1,909 5,336 3,750 5,229 9,170 9,627 5,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 41.1 7.5 50.2 38.7 83.6 87.3 16.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
84 74 53 97 89 203 194
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,718
COMMITMENTS
3,834 5,859 205 9,745 13,808 13,784 19,872 12,934 6,846
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -306)
-64 227 3 -410 -80 -471 150 165 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 21.9 0.8 36.5 51.7 51.6 74.4 48.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 2 11 9 18 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,143
COMMITMENTS
16,163 19,322 413 15,016 13,016 31,592 32,751 2,551 1,392
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 13,549)
2,163 6,580 257 10,966 6,459 13,386 13,296 163 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 56.6 1.2 44.0 38.1 92.5 95.9 7.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 12 3 5 7 17 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,648
COMMITMENTS
22,570 22,775 772 15,041 14,976 38,383 38,522 4,265 4,126
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 6,495)
5,269 4,344 -144 527 2,860 5,652 7,060 843 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 53.4 1.8 35.3 35.1 90.0 90.3 10.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 29 7 15 11 47 43
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,736,770
COMMITMENTS
1277660 1667367 12402353 10339726 9553027 24019739 23622747 717,032 1114023
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 3,339,260)
172,729 186,206 2324284 825,773 828,162 3322786 3338652 16,474 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.7 50.1 41.8 38.6 97.1 95.5 2.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
62 107 137 116 122 272 279
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,428
COMMITMENTS
1,960 2,326 538 0 232 2,498 3,096 930 332
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -253)
-423 -507 243 0 -49 -180 -313 -73 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 67.9 15.7 0.0 6.8 72.9 90.3 27.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 19 7 0 2 25 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 60,829
COMMITMENTS
18,601 13,904 15,149 26,849 31,499 60,599 60,552 230 277
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -8,645)
347 -2,710 -762 -7,922 -4,819 -8,337 -8,291 -308 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 22.9 24.9 44.1 51.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 10 14 8 12 27 28
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 78,306
COMMITMENTS
16,553 14,543 6,312 55,176 56,908 78,041 77,763 265 543
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -1,647)
-722 1,293 -513 -370 -2,445 -1,605 -1,665 -42 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 18.6 8.1 70.5 72.7 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 14 17 18 20 42 45
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 705,962
COMMITMENTS
75,722 66,254 139,655 406,012 412,013 621,389 617,922 84,572 88,040
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 15,072)
4,074 -10,307 2,997 1,954 14,404 9,026 7,094 6,046 7,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.4 19.8 57.5 58.4 88.0 87.5 12.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
146 117 147 259 258 469 459
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 44,949
COMMITMENTS
4,253 1,043 7,085 12,530 20,514 23,867 28,642 21,082 16,307
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 5,150)
-350 -22 -391 1,734 5,955 992 5,542 4,157 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.3 15.8 27.9 45.6 53.1 63.7 46.9 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 9 18 15 17 37 35
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| 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: 14,350
COMMITMENTS
2,083 241 0 10,238 13,245 12,321 13,486 2,029 864
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 190)
0 241 0 334 212 334 453 -144 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 1.7 0.0 71.3 92.3 85.9 94.0 14.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 12 11 16 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,305,062
COMMITMENTS
372,296 341,005 647,901 1967412 1957492 2987609 2946399 317,453 358,663
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 49,612)
25,621 -47,929 13,444 1,103 42,248 40,167 7,763 9,445 41,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.3 19.6 59.5 59.2 90.4 89.1 9.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
138 116 139 256 255 456 449
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| 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: 10,144
COMMITMENTS
1,898 0 0 5,877 9,572 7,775 9,572 2,369 572
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -417)
-100 0 0 -311 -455 -411 -455 -6 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.0 0.0 57.9 94.4 76.6 94.4 23.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 0 0 8 12 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 62,817
COMMITMENTS
13,088 2,576 764 38,990 56,020 52,842 59,360 9,975 3,457
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -356)
633 -1,108 228 -672 588 189 -292 -545 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 4.1 1.2 62.1 89.2 84.1 94.5 15.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 7 5 41 35 55 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,046
COMMITMENTS
12,215 10,527 2,583 20,932 20,749 35,730 33,860 6,317 8,187
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -513)
-335 -1,330 607 -1,025 293 -753 -429 240 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 25.0 6.1 49.8 49.3 85.0 80.5 15.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
53 46 23 81 90 147 146
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 210,231
COMMITMENTS
61,073 52,637 12,916 104,660 103,745 178,648 169,298 31,583 40,933
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -2,566)
-1,674 -6,650 3,036 -5,127 1,467 -3,766 -2,147 1,200 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 25.0 6.1 49.8 49.3 85.0 80.5 15.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
53 46 23 81 90 147 146
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,328
COMMITMENTS
22,989 76,390 8,153 102,212 31,026 133,355 115,570 22,974 40,759
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 392)
3,018 3,781 19 2,432 -2,584 5,470 1,216 -5,077 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 48.9 5.2 65.4 19.8 85.3 73.9 14.7 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 31 15 29 27 55 69
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 463,296
COMMITMENTS
97,840 96,238 14,010 332,292 334,716 444,141 444,963 19,155 18,333
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 5,621)
-6,644 2,460 3,772 9,331 -637 6,459 5,595 -837 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 20.8 3.0 71.7 72.2 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
62 53 28 127 113 200 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,990
COMMITMENTS
8,395 18,495 39 10,082 2,514 18,516 21,048 5,474 2,942
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 618)
314 848 1 -178 47 137 896 481 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 77.1 0.2 42.0 10.5 77.2 87.7 22.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 6 2 12 5 26 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,750
COMMITMENTS
28,187 12,697 109 17,859 18,906 46,155 31,712 8,595 23,038
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -1,000)
399 1,440 76 -2,023 -1,479 -1,548 37 548 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 23.2 0.2 32.6 34.5 84.3 57.9 15.7 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 15 3 23 18 39 35
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| 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: 90,930
COMMITMENTS
9,682 2,252 325 80,898 88,292 90,905 90,869 25 61
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,969)
380 0 0 1,589 1,969 1,969 1,969 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.5 0.4 89.0 97.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 15 20 20 22
Updated April 3, 2019