BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,882
COMMITMENTS
756 2,688 931 7,527 5,947 9,214 9,566 668 315
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -1,677)
39 -898 -306 -1,265 -485 -1,533 -1,689 -144 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 27.2 9.4 76.2 60.2 93.2 96.8 6.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 7 8 26 23 35 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,353
COMMITMENTS
6,159 2,040 12,911 16,347 18,692 35,417 33,644 6,936 8,709
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -6,736)
-2,005 -592 -2,187 -3,536 -2,549 -7,728 -5,328 992 -1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.8 30.5 38.6 44.1 83.6 79.4 16.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 20 23 31 26 61 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,571
COMMITMENTS
779 1,954 2,138 8,879 7,820 11,795 11,911 775 659
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -2,769)
-66 -331 -832 -1,884 -1,484 -2,782 -2,648 13 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 15.5 17.0 70.6 62.2 93.8 94.8 6.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 9 7 31 18 39 28
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,560
COMMITMENTS
4,960 328 1,924 3,242 5,842 10,125 8,093 435 2,467
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -1,744)
-1,267 -141 -156 -307 -1,292 -1,731 -1,589 -13 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 3.1 18.2 30.7 55.3 95.9 76.6 4.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 2 8 14 18 24 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 414,675
COMMITMENTS
107,043 42,676 143,701 128,714 182,620 379,458 368,997 35,217 45,678
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -8,911)
1,456 2,218 -9,191 -1,638 -1,439 -9,373 -8,411 462 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.3 34.7 31.0 44.0 91.5 89.0 8.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
148 90 147 87 97 307 273
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 387,421
COMMITMENTS
101,471 45,087 114,111 135,058 183,734 350,641 342,933 36,781 44,488
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -19,941)
-1,811 -1,231 -10,121 -7,023 -9,561 -18,954 -20,912 -987 971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 11.6 29.5 34.9 47.4 90.5 88.5 9.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
134 78 139 132 150 336 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,979
COMMITMENTS
826 841 763 387 631 1,976 2,235 1,002 744
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -109)
-3 -18 32 -94 -77 -65 -62 -44 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 28.2 25.6 13.0 21.2 66.4 75.0 33.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 13 10 9 8 26 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,461
COMMITMENTS
14,049 16,678 19,051 17,374 11,666 50,474 47,395 11,988 15,066
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -56)
-405 -652 36 584 108 215 -509 -271 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 26.7 30.5 27.8 18.7 80.8 75.9 19.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
58 48 65 76 75 169 169
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,661
COMMITMENTS
583 972 457 1,547 1,886 2,587 3,314 1,075 347
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -645)
-49 -222 -99 -353 -241 -501 -562 -144 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 26.6 12.5 42.3 51.5 70.7 90.5 29.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 5 9 6 15 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,742
COMMITMENTS
1,531 4,079 5,593 21,741 18,352 28,865 28,024 877 1,718
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -3,367)
-871 -801 -991 -1,436 -1,645 -3,298 -3,436 -69 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 13.7 18.8 73.1 61.7 97.0 94.2 3.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 16 14 30 33 48 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 77,483
COMMITMENTS
48,391 15,936 0 26,633 60,670 75,024 76,606 2,459 877
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 771)
881 472 0 4 388 885 860 -114 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 20.6 0.0 34.4 78.3 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
21 7 0 4 9 25 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 174,754
COMMITMENTS
48,722 38,529 7,332 77,866 104,503 133,921 150,363 40,833 24,390
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 1,792)
4,167 2,197 -4,899 864 5,761 132 3,059 1,660 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 22.0 4.2 44.6 59.8 76.6 86.0 23.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 25 16 41 29 84 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,061
COMMITMENTS
7,337 17,577 582 34,520 14,639 42,439 32,797 10,622 20,264
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 819)
1,373 1,066 -31 -586 -158 756 877 64 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 33.1 1.1 65.1 27.6 80.0 61.8 20.0 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 14 3 11 17 19 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 244,793
COMMITMENTS
181,320 54,825 687 55,934 186,633 237,941 242,145 6,851 2,648
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 8,300)
12,731 -5,461 112 -3,875 13,771 8,969 8,423 -669 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 22.4 0.3 22.8 76.2 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
90 40 12 20 28 114 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,523
COMMITMENTS
33,917 108,723 17,848 191,367 95,205 243,132 221,776 24,391 45,748
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 24,222)
843 10,913 523 24,071 5,211 25,437 16,647 -1,215 7,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 40.6 6.7 71.5 35.6 90.9 82.9 9.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
27 50 23 36 48 73 111
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 154,799
COMMITMENTS
34,307 41,057 16,279 75,015 68,338 125,600 125,673 29,199 29,126
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -8,168)
1,149 3,303 -4,843 -888 -6,032 -4,582 -7,572 -3,586 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 26.5 10.5 48.5 44.1 81.1 81.2 18.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 28 20 41 36 79 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 572,518
COMMITMENTS
158,704 197,896 37,387 285,559 277,663 481,650 512,946 90,868 59,572
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -11,125)
3,255 11,722 -11,639 -3,900 -7,288 -12,284 -7,205 1,159 -3,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 34.6 6.5 49.9 48.5 84.1 89.6 15.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
86 70 55 100 82 205 188
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,246
COMMITMENTS
3,693 4,098 165 8,735 16,355 12,593 20,618 13,653 5,628
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 547)
538 399 0 7 -146 545 253 2 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.6 0.6 33.3 62.3 48.0 78.6 52.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 2 12 10 19 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,856
COMMITMENTS
7,006 7,469 15 13,894 14,430 20,915 21,914 5,941 4,942
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 1,519)
1,530 265 0 5 834 1,535 1,099 -16 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 27.8 0.1 51.7 53.7 77.9 81.6 22.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 1 13 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,212
COMMITMENTS
12,733 12,827 50 11,069 12,014 23,852 24,891 2,360 1,321
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 4,180)
3,306 -862 50 586 4,921 3,942 4,109 238 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 48.9 0.2 42.2 45.8 91.0 95.0 9.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 17 1 8 6 23 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,240
COMMITMENTS
10,481 32,700 981 40,089 14,258 51,551 47,939 2,690 6,302
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -795)
-791 -2,606 190 43 1,053 -557 -1,362 -238 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 60.3 1.8 73.9 26.3 95.0 88.4 5.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 43 7 15 10 40 55
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,474
COMMITMENTS
13,033 9,938 0 6,234 8,523 19,267 18,461 1,207 2,013
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 2,714)
3,485 1,819 0 -1,126 719 2,359 2,538 355 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 48.5 0.0 30.4 41.6 94.1 90.2 5.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 10 0 3 7 6 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 28,891,818
COMMITMENTS
1924015 1075730 16025421 10188165 10809662 28137601 27910812 754,217 981,006
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -1,379,089)
167,534 122,254 -1522767 1,732 33,714 -1353501 -1366798 -25,588 -12,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.7 55.5 35.3 37.4 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
74 98 137 123 130 277 289
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 6,075
COMMITMENTS
4,164 5,472 181 0 78 4,345 5,731 1,730 344
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 236)
82 266 -41 0 0 41 225 195 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 90.1 3.0 0.0 1.3 71.5 94.3 28.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
35 19 5 0 2 38 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 57,914
COMMITMENTS
11,681 15,769 20,309 25,243 21,212 57,233 57,290 681 624
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 254)
-715 -122 1,247 -17 -607 515 518 -261 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 27.2 35.1 43.6 36.6 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 5 20 10 17 31 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 84,730
COMMITMENTS
27,538 16,354 16,047 40,766 52,005 84,351 84,406 379 324
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 13,935)
4,639 2,480 868 9,028 10,391 14,535 13,739 -600 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 19.3 18.9 48.1 61.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 16 21 16 21 41 53
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 733,868
COMMITMENTS
72,765 69,098 142,532 432,862 438,545 648,159 650,175 85,709 83,693
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 8,862)
-2,327 4,673 -419 11,873 5,553 9,127 9,807 -264 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.4 19.4 59.0 59.8 88.3 88.6 11.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
134 122 140 259 253 457 451
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 55,974
COMMITMENTS
2,781 1,977 13,896 13,229 24,474 29,907 40,347 26,067 15,626
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 512)
102 -193 367 733 958 1,201 1,132 -689 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.5 24.8 23.6 43.7 53.4 72.1 46.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 10 16 14 17 35 33
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,389,473
COMMITMENTS
354,987 340,671 638,110 2098166 2070356 3091264 3049138 298,209 340,335
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 41,751)
-11,916 24,558 -4,158 55,700 22,977 39,626 43,376 2,125 -1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.1 18.8 61.9 61.1 91.2 90.0 8.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
132 117 135 256 247 446 441
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| 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: 13,043
COMMITMENTS
616 2,653 0 9,956 9,886 10,572 12,539 2,471 504
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -77)
-235 0 0 15 20 -220 20 143 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 20.3 0.0 76.3 75.8 81.1 96.1 18.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 8 11 10 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 8,466
COMMITMENTS
232 802 0 6,515 6,698 6,747 7,500 1,719 966
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -47)
0 -248 0 -139 222 -139 -26 92 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 9.5 0.0 77.0 79.1 79.7 88.6 20.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 7 9 8 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,284
COMMITMENTS
12,775 3,524 983 40,387 56,837 54,145 61,344 10,139 2,940
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 1,096)
-307 661 186 887 77 766 924 330 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 5.5 1.5 62.8 88.4 84.2 95.4 15.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
9 9 7 42 35 57 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,471
COMMITMENTS
12,695 8,754 3,124 22,790 25,163 38,610 37,041 6,861 8,431
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 352)
-1,460 -129 324 1,181 -430 45 -235 307 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 19.3 6.9 50.1 55.3 84.9 81.5 15.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
48 49 22 74 88 133 148
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 227,357
COMMITMENTS
63,475 43,768 15,622 113,952 125,814 193,049 185,204 34,307 42,153
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 1,762)
-7,301 -647 1,622 5,906 -2,151 227 -1,176 1,535 2,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 19.3 6.9 50.1 55.3 84.9 81.5 15.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
48 49 22 74 88 133 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 170,399
COMMITMENTS
31,599 85,703 7,159 101,182 36,682 139,940 129,545 30,459 40,854
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -6,169)
-2,788 -6,894 -3,175 -2,757 958 -8,719 -9,110 2,550 2,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 50.3 4.2 59.4 21.5 82.1 76.0 17.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
22 39 16 30 31 58 80
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 427,377
COMMITMENTS
50,088 130,537 9,936 347,309 268,285 407,333 408,757 20,044 18,620
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 7,862)
1,903 7,697 -765 7,046 742 8,184 7,674 -322 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 30.5 2.3 81.3 62.8 95.3 95.6 4.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
44 59 24 121 115 179 184
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,512
COMMITMENTS
11,318 18,719 14 8,835 5,169 20,167 23,902 6,345 2,610
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: 375)
-655 317 13 -14 8 -656 338 1,031 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 70.6 0.1 33.3 19.5 76.1 90.2 23.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 4 2 11 5 27 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,291
COMMITMENTS
26,972 14,358 170 20,198 29,787 47,340 44,315 6,951 9,976
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -1,064)
191 -446 42 -1,147 2,803 -914 2,399 -150 -3,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 26.4 0.3 37.2 54.9 87.2 81.6 12.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 15 6 26 27 43 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/19 |
--------------------------------------------------------------| 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: 119,687
COMMITMENTS
14,733 5,176 1,026 103,903 113,425 119,662 119,627 25 60
CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST: -210)
1,750 -500 0 -1,960 290 -210 -210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.3 0.9 86.8 94.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 3 17 22 24 27
Updated July 12, 2019