MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,604
COMMITMENTS
1,184 3,480 80 20,340 18,044 21,604 21,604 0 0
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 16.1 0.4 94.1 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 1 5 7 10 13
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,270
COMMITMENTS
696 3,569 1,182 8,617 6,250 10,495 11,001 776 270
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -2)
42 5 -75 10 78 -23 8 21 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 31.7 10.5 76.5 55.5 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 10 8 27 24 36 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,338
COMMITMENTS
7,140 2,286 13,378 18,960 19,247 39,478 34,911 4,860 9,427
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,206)
-101 -305 586 225 517 710 797 496 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.2 30.2 42.8 43.4 89.0 78.7 11.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 12 23 39 25 67 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 15,077
COMMITMENTS
774 2,286 3,157 10,367 8,867 14,298 14,310 778 767
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 44)
-14 0 -98 166 191 54 93 -10 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 15.2 20.9 68.8 58.8 94.8 94.9 5.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 11 9 34 22 44 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,921
COMMITMENTS
6,062 370 2,025 3,412 7,029 11,499 9,424 422 2,497
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 403)
-14 13 94 325 277 405 384 -1 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 3.1 17.0 28.6 59.0 96.5 79.1 3.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 3 8 15 20 25 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,719
COMMITMENTS
105,634 32,500 143,958 127,570 189,851 377,162 366,309 36,557 47,410
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -23,896)
-633 836 -15,973 -4,010 -10,111 -20,615 -25,248 -3,281 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 7.9 34.8 30.8 45.9 91.2 88.5 8.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
145 82 148 89 99 300 273
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 403,366
COMMITMENTS
112,320 40,672 114,200 138,807 198,927 365,326 353,799 38,040 49,567
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -4,938)
-724 2,449 -1,386 -2,872 -3,304 -4,982 -2,241 44 -2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 10.1 28.3 34.4 49.3 90.6 87.7 9.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
147 80 139 135 167 351 333
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,948
COMMITMENTS
842 1,348 1,013 1,007 767 2,863 3,128 1,085 820
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,021)
-62 -854 -2 -454 27 -518 -829 -502 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 34.1 25.7 25.5 19.4 72.5 79.2 27.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 14 10 15 14 34 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,282
COMMITMENTS
14,284 16,243 17,725 16,528 11,335 48,537 45,303 11,746 14,980
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,127)
-239 178 999 579 -126 1,339 1,052 -213 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 26.9 29.4 27.4 18.8 80.5 75.2 19.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
64 56 66 75 71 178 170
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,992
COMMITMENTS
679 1,131 457 1,665 2,073 2,801 3,662 1,191 330
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 357)
28 88 20 255 222 302 330 55 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 28.3 11.5 41.7 51.9 70.2 91.7 29.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 6 13 8 20 17
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,341
COMMITMENTS
2,309 4,640 5,399 20,841 17,834 28,548 27,873 792 1,468
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,835)
-468 5 591 1,654 1,139 1,777 1,735 58 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 15.8 18.4 71.0 60.8 97.3 95.0 2.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 14 17 30 33 51 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 61,735
COMMITMENTS
37,977 10,227 0 21,706 50,753 59,683 60,980 2,052 755
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,443)
-291 5,133 -318 -494 -6,192 -1,103 -1,377 -340 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 16.6 0.0 35.2 82.2 96.7 98.8 3.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
21 7 0 3 6 24 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 173,318
COMMITMENTS
19,518 58,471 12,747 76,750 73,144 109,015 144,362 64,303 28,956
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 648)
-6,390 -175 3,554 -25,917 -3,090 -28,753 288 29,402 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 33.7 7.4 44.3 42.2 62.9 83.3 37.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
20 34 19 42 36 77 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,983
COMMITMENTS
6,464 21,801 283 44,958 16,251 51,705 38,335 8,278 21,648
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -13,162)
1,772 -7,453 -241 -13,731 -4,207 -12,200 -11,901 -962 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 36.3 0.5 75.0 27.1 86.2 63.9 13.8 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 18 2 12 19 21 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 203,524
COMMITMENTS
143,700 26,892 539 52,425 173,285 196,664 200,715 6,860 2,809
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -19,172)
1,771 -13,728 -5,778 -15,602 70 -19,609 -19,436 437 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 13.2 0.3 25.8 85.1 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
77 29 7 12 27 90 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,724
COMMITMENTS
32,453 86,330 16,689 153,258 85,021 202,400 188,041 25,324 39,683
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -8,081)
-1,918 7,879 -231 -5,233 -14,665 -7,382 -7,017 -699 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 37.9 7.3 67.3 37.3 88.9 82.6 11.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
29 46 22 36 49 76 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,942
COMMITMENTS
28,363 46,381 17,204 71,757 52,508 117,324 116,093 29,618 30,849
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -45,224)
7,674 -20,746 -2,539 -48,863 -21,126 -43,728 -44,411 -1,496 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 31.6 11.7 48.8 35.7 79.8 79.0 20.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
23 37 21 42 38 79 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 559,379
COMMITMENTS
160,167 216,368 40,402 271,987 241,995 472,556 498,765 86,823 60,614
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -37,944)
11,586 -19,883 -4,830 -38,534 -5,272 -31,778 -29,986 -6,166 -7,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 38.7 7.2 48.6 43.3 84.5 89.2 15.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
77 80 49 93 86 190 195
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,075
COMMITMENTS
3,754 3,532 165 8,465 16,193 12,384 19,890 12,691 5,185
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,579)
378 -2,321 -477 -399 2,010 -498 -788 -1,081 -791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.1 0.7 33.8 64.6 49.4 79.3 50.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 11 9 18 12
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,648
COMMITMENTS
5,537 7,173 1,931 15,191 14,517 22,659 23,621 5,989 5,027
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,554)
842 456 624 49 908 1,515 1,988 39 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 25.0 6.7 53.0 50.7 79.1 82.5 20.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 3 13 10 18 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,985
COMMITMENTS
7,692 30,259 658 32,779 10,494 41,129 41,411 1,856 1,574
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 875)
2,043 -1,037 -296 -681 2,285 1,066 952 -191 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 70.4 1.5 76.3 24.4 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 18 5 6 7 21 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,289
COMMITMENTS
19,542 44,032 344 41,678 13,387 61,564 57,763 2,726 6,526
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,750)
-3,530 4,827 -338 6,261 -2,882 2,393 1,606 -642 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 68.5 0.5 64.8 20.8 95.8 89.8 4.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 55 6 15 11 45 68
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,008
COMMITMENTS
2,770 2,842 0 7,501 6,247 10,271 9,089 737 1,919
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,264)
-2,507 84 -2 1,254 -1,037 -1,255 -955 -9 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 25.8 0.0 68.1 56.7 93.3 82.6 6.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 9 0 3 5 10 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 29,214,958
COMMITMENTS
1571165 1041161 16756478 10133543 10376104 28461187 28173744 753,771 1041214
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -3,130,522)
-74,388 72,828 -1827425 -1147709 -1308217 -3049521 -3062814 -81,001 -67,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.6 57.4 34.7 35.5 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
66 99 130 118 126 267 277
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,391
COMMITMENTS
3,400 4,431 491 0 101 3,891 5,023 1,500 368
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 957)
606 737 211 0 0 817 948 140 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 82.2 9.1 0.0 1.9 72.2 93.2 27.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
32 13 6 0 2 36 18
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 77,702
COMMITMENTS
23,727 16,284 19,814 33,286 40,607 76,827 76,705 875 997
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 3,956)
2,810 1,910 -1,173 2,420 3,403 4,057 4,140 -101 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 21.0 25.5 42.8 52.3 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 6 20 10 18 32 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 81,890
COMMITMENTS
23,356 14,494 18,347 39,927 48,770 81,630 81,611 260 279
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 5,455)
-802 1,744 2,853 3,468 1,238 5,519 5,835 -64 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 17.7 22.4 48.8 59.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 18 21 17 20 41 49
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 906,386
COMMITMENTS
97,184 84,306 184,876 521,506 535,955 803,566 805,137 102,820 101,249
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 85,250)
4,836 4,261 17,644 44,055 49,724 66,534 71,628 18,716 13,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.3 20.4 57.5 59.1 88.7 88.8 11.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
155 117 164 280 284 508 493
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 87,344
COMMITMENTS
6,317 6,447 14,860 35,851 46,326 57,028 67,634 30,316 19,711
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 16,965)
662 531 3,519 7,301 12,902 11,482 16,952 5,484 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.4 17.0 41.0 53.0 65.3 77.4 34.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 15 17 21 23 44 42
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 23,284
COMMITMENTS
4,181 363 0 17,282 21,765 21,463 22,128 1,821 1,156
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 1.6 0.0 74.2 93.5 92.2 95.0 7.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 1 0 9 12 16 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| 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: 17,822
COMMITMENTS
318 456 0 14,899 16,855 15,217 17,311 2,605 511
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 3,324)
63 200 0 2,872 3,343 2,935 3,543 389 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.6 0.0 83.6 94.6 85.4 97.1 14.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 13 15 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,095,207
COMMITMENTS
488,975 423,934 815,437 2428276 2448144 3732688 3687515 362,518 407,691
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 341,423)
26,159 23,936 65,336 183,767 184,107 275,262 273,379 66,162 68,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.4 19.9 59.3 59.8 91.1 90.0 8.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
153 110 159 275 280 494 484
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| 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: 19,889
COMMITMENTS
551 2,653 0 17,103 15,774 17,654 18,427 2,235 1,462
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -5,934)
0 0 0 -5,817 -6,072 -5,817 -6,072 -117 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 13.3 0.0 86.0 79.3 88.8 92.6 11.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 15 13 17 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 13,503
COMMITMENTS
222 428 0 10,893 10,349 11,115 10,777 2,388 2,726
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 0.0 80.7 76.6 82.3 79.8 17.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 12 11 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| 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: 23,769
COMMITMENTS
1,507 696 0 18,668 21,801 20,175 22,497 3,594 1,272
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 6,839)
72 -209 0 6,455 6,645 6,527 6,436 312 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.9 0.0 78.5 91.7 84.9 94.6 15.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 10 15 13 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,482
COMMITMENTS
11,837 2,423 204 48,505 62,091 60,546 64,718 11,936 7,764
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 8,317)
668 41 98 4,440 4,635 5,206 4,774 3,111 3,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 3.3 0.3 66.9 85.7 83.5 89.3 16.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 5 3 43 33 52 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 54,326
COMMITMENTS
14,976 10,268 4,539 27,298 31,538 46,813 46,345 7,513 7,981
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 5,730)
1,179 -777 716 3,479 6,613 5,375 6,552 355 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 18.9 8.4 50.2 58.1 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
53 53 35 92 106 167 172
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 271,631
COMMITMENTS
74,880 51,339 22,695 136,488 157,690 234,064 231,724 37,567 39,907
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 28,649)
5,897 -3,884 3,580 17,396 33,065 26,873 32,762 1,776 -4,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 18.9 8.4 50.2 58.1 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
53 53 35 92 106 167 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 194,403
COMMITMENTS
42,374 107,460 11,803 110,055 30,441 164,232 149,704 30,171 44,698
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -17,989)
10,404 13,057 -3,328 -23,202 -29,169 -16,125 -19,440 -1,864 1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 55.3 6.1 56.6 15.7 84.5 77.0 15.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 43 18 31 28 62 82
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 478,750
COMMITMENTS
48,419 97,131 22,445 384,453 323,878 455,317 443,455 23,433 35,296
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 47,305)
-3,194 4,095 6,041 46,537 25,092 49,383 35,227 -2,078 12,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 20.3 4.7 80.3 67.7 95.1 92.6 4.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
53 49 32 134 128 201 195
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,461
COMMITMENTS
9,288 15,253 13 8,507 5,151 17,808 20,417 5,653 3,044
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -8,976)
710 -7,497 -639 -9,471 -9 -9,400 -8,145 424 -831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 65.0 0.1 36.3 22.0 75.9 87.0 24.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 5 1 11 5 24 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,974
COMMITMENTS
27,811 10,012 49 19,652 18,913 47,512 28,974 7,462 26,000
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -29,483)
-12,972 -1,967 -2,689 -6,832 -17,925 -22,493 -22,581 -6,990 -6,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 18.2 0.1 35.7 34.4 86.4 52.7 13.6 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 10 1 28 18 45 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19 |
--------------------------------------------------------------| 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: 114,113
COMMITMENTS
10,882 5,676 884 102,322 107,493 114,088 114,053 25 60
CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 2,346)
-50 0 32 2,364 2,314 2,346 2,346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.0 0.8 89.7 94.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 3 16 22 22 27
Updated June 21, 2019