BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,390
COMMITMENTS
861 2,709 1,028 7,785 6,296 9,674 10,034 716 357
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 509)
105 22 97 258 349 460 467 49 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 26.1 9.9 74.9 60.6 93.1 96.6 6.9 3.4
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 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,781
COMMITMENTS
5,834 2,721 13,142 17,127 17,781 36,102 33,644 6,678 9,137
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 427)
-325 681 230 780 -911 685 0 -258 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.4 30.7 40.0 41.6 84.4 78.6 15.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 20 23 30 27 63 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,807
COMMITMENTS
771 2,066 2,132 9,048 7,921 11,951 12,119 856 688
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 236)
-8 112 -6 170 102 156 207 81 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 16.1 16.6 70.7 61.9 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 8 7 32 19 39 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,398
COMMITMENTS
4,903 159 1,828 3,258 5,999 9,990 7,987 408 2,411
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -162)
-56 -169 -95 16 158 -136 -106 -27 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 1.5 17.6 31.3 57.7 96.1 76.8 3.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 2 8 15 19 25 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 405,438
COMMITMENTS
108,316 39,571 149,087 114,614 172,980 372,017 361,638 33,420 43,799
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -9,237)
1,273 -3,105 5,386 -14,100 -9,640 -7,440 -7,359 -1,797 -1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.8 36.8 28.3 42.7 91.8 89.2 8.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
153 85 155 86 98 312 279
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 379,157
COMMITMENTS
100,981 41,644 110,800 131,698 181,858 343,478 334,301 35,679 44,855
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -8,265)
-491 -3,444 -3,312 -3,360 -1,876 -7,163 -8,632 -1,102 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 11.0 29.2 34.7 48.0 90.6 88.2 9.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
135 84 138 132 154 338 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,026
COMMITMENTS
589 1,040 739 624 583 1,953 2,363 1,074 664
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 47)
-237 199 -23 237 -48 -24 128 71 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 34.4 24.4 20.6 19.3 64.5 78.1 35.5 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 15 11 15 10 31 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,354
COMMITMENTS
13,924 16,391 18,074 18,232 12,382 50,230 46,846 11,124 14,508
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,107)
-125 -288 -977 858 715 -244 -549 -864 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 26.7 29.5 29.7 20.2 81.9 76.4 18.1 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
55 47 62 75 76 165 166
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,753
COMMITMENTS
589 974 524 1,613 1,888 2,726 3,386 1,027 367
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 92)
6 1 68 66 2 140 71 -48 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 25.9 14.0 43.0 50.3 72.6 90.2 27.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 5 10 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,669
COMMITMENTS
2,156 3,882 5,698 21,753 19,133 29,607 28,712 1,062 1,956
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 927)
625 -197 105 12 781 742 689 185 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 12.7 18.6 70.9 62.4 96.5 93.6 3.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 12 16 28 31 48 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 75,219
COMMITMENTS
46,149 14,016 0 26,510 60,359 72,659 74,375 2,560 844
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -2,264)
-2,242 -1,920 0 -123 -311 -2,365 -2,231 101 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 18.6 0.0 35.2 80.2 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 8 0 4 8 27 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 193,137
COMMITMENTS
63,074 40,991 7,354 78,275 121,694 148,703 170,039 44,434 23,098
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 18,383)
14,352 2,462 22 409 17,191 14,782 19,675 3,601 -1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 21.2 3.8 40.5 63.0 77.0 88.0 23.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 26 15 38 26 82 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,664
COMMITMENTS
6,285 17,694 622 36,625 14,771 43,532 33,087 10,132 20,578
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 603)
-1,051 117 40 2,105 132 1,093 289 -490 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 33.0 1.2 68.2 27.5 81.1 61.7 18.9 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 14 2 11 18 17 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 226,271
COMMITMENTS
168,560 40,346 463 49,443 182,568 218,466 223,377 7,805 2,895
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -18,521)
-12,760 -14,479 -224 -6,492 -4,065 -19,475 -18,768 954 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 17.8 0.2 21.9 80.7 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
93 36 10 21 26 116 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 278,246
COMMITMENTS
32,662 110,747 19,898 198,554 101,367 251,114 232,012 27,132 46,234
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 10,723)
-1,256 2,024 2,050 7,187 6,162 7,982 10,237 2,741 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 39.8 7.2 71.4 36.4 90.2 83.4 9.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
28 53 22 35 47 73 112
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 149,366
COMMITMENTS
31,830 45,352 16,268 72,591 61,853 120,688 123,473 28,678 25,893
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -5,433)
-2,477 4,295 -11 -2,424 -6,485 -4,912 -2,200 -521 -3,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 30.4 10.9 48.6 41.4 80.8 82.7 19.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
30 33 22 46 35 87 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 595,995
COMMITMENTS
166,194 203,560 44,680 292,934 285,045 503,808 533,286 92,187 62,710
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 23,477)
7,490 5,665 7,293 7,375 7,382 22,158 20,339 1,319 3,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 34.2 7.5 49.2 47.8 84.5 89.5 15.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
83 71 53 104 83 208 186
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,917
COMMITMENTS
3,717 3,982 165 9,226 16,490 13,108 20,637 13,809 6,280
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 671)
24 -116 0 491 135 515 19 156 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 14.8 0.6 34.3 61.3 48.7 76.7 51.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 2 13 10 20 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,653
COMMITMENTS
7,228 7,402 17 13,696 14,653 20,941 22,072 6,712 5,581
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 797)
222 -67 2 -198 223 26 158 771 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 26.8 0.1 49.5 53.0 75.7 79.8 24.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 2 13 10 17 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,485
COMMITMENTS
14,986 12,621 249 10,323 14,563 25,558 27,433 2,927 1,052
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,273)
2,253 -206 199 -746 2,549 1,706 2,542 567 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 44.3 0.9 36.2 51.1 89.7 96.3 10.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 18 4 6 6 27 24
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,032
COMMITMENTS
10,836 28,158 948 35,164 15,270 46,948 44,376 3,084 5,656
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -4,208)
355 -4,542 -32 -4,925 1,012 -4,602 -3,562 394 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 56.3 1.9 70.3 30.5 93.8 88.7 6.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 43 6 12 10 36 54
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,357
COMMITMENTS
13,624 9,946 0 5,548 8,751 19,172 18,697 1,185 1,660
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -117)
591 8 0 -686 228 -95 236 -22 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 48.9 0.0 27.3 43.0 94.2 91.8 5.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 10 0 3 7 8 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,564,395
COMMITMENTS
1889475 959,429 15075370 9839407 10582856 26804251 26617656 760,144 946,740
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,327,423)
-34,540 -116,300 -950,051 -348,758 -226,805 -1333349 -1293157 5,927 -34,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.5 54.7 35.7 38.4 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
87 86 134 121 128 278 281
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,322
COMMITMENTS
3,322 4,676 211 0 26 3,533 4,913 1,789 409
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -753)
-842 -796 30 0 -52 -812 -818 59 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 87.9 4.0 0.0 0.5 66.4 92.3 33.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
28 21 7 0 1 34 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 61,839
COMMITMENTS
11,975 17,219 19,245 28,855 24,195 60,075 60,659 1,764 1,180
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,925)
294 1,450 -1,064 3,612 2,983 2,842 3,369 1,083 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 27.8 31.1 46.7 39.1 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 18 11 18 31 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 97,546
COMMITMENTS
16,542 23,402 20,514 60,154 53,129 97,210 97,045 336 501
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 12,816)
-10,996 7,048 4,467 19,388 1,124 12,859 12,639 -43 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 24.0 21.0 61.7 54.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 21 23 17 23 43 58
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 765,812
COMMITMENTS
75,304 67,951 153,034 448,167 458,133 676,504 679,118 89,307 86,694
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 31,944)
2,539 -1,147 10,502 15,304 19,589 28,345 28,943 3,599 3,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.9 20.0 58.5 59.8 88.3 88.7 11.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
142 115 144 269 257 474 453
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 66,333
COMMITMENTS
2,875 3,780 19,476 14,804 26,387 37,155 49,644 29,178 16,689
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 10,359)
93 1,803 5,580 1,575 1,914 7,248 9,297 3,111 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.7 29.4 22.3 39.8 56.0 74.8 44.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 10 16 14 19 37 37
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,497,395
COMMITMENTS
368,075 326,782 661,859 2166814 2158730 3196747 3147371 300,648 350,024
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 107,923)
13,088 -13,889 23,748 68,648 88,374 105,484 98,233 2,439 9,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.3 18.9 62.0 61.7 91.4 90.0 8.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
137 110 138 265 252 460 442
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| 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: 15,111
COMMITMENTS
1,964 2,861 0 10,125 11,357 12,089 14,218 3,022 893
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,068)
1,348 208 0 169 1,471 1,517 1,679 551 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 18.9 0.0 67.0 75.2 80.0 94.1 20.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 7 14 9 16
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| 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: 8,526
COMMITMENTS
226 1,030 0 6,515 6,720 6,741 7,750 1,785 776
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 60)
-6 228 0 0 22 -6 250 66 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.1 0.0 76.4 78.8 79.1 90.9 20.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 0 7 9 8 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,660
COMMITMENTS
12,437 4,788 964 40,263 56,037 53,664 61,789 10,996 2,871
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 376)
-338 1,264 -19 -124 -800 -481 445 857 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.4 1.5 62.3 86.7 83.0 95.6 17.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
8 9 6 42 33 55 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,785
COMMITMENTS
15,119 9,674 2,941 21,462 25,714 39,523 38,329 7,262 8,455
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,314)
2,424 921 -183 -1,328 551 913 1,289 400 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 20.7 6.3 45.9 55.0 84.5 81.9 15.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
55 50 25 75 83 141 147
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 233,924
COMMITMENTS
75,596 48,371 14,706 107,312 128,570 197,614 191,647 36,310 42,277
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 6,568)
12,121 4,603 -916 -6,640 2,756 4,565 6,443 2,002 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 20.7 6.3 45.9 55.0 84.5 81.9 15.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
55 50 25 75 83 141 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,789
COMMITMENTS
32,187 84,564 5,884 101,917 42,449 139,988 132,897 28,801 35,892
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,610)
589 -1,139 -1,276 735 5,767 48 3,352 -1,658 -4,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 50.1 3.5 60.4 25.1 82.9 78.7 17.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
18 43 19 29 30 58 81
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 430,509
COMMITMENTS
49,313 138,021 9,908 349,913 263,802 409,135 411,731 21,375 18,778
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,132)
-774 7,484 -27 2,604 -4,483 1,802 2,974 1,330 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 32.1 2.3 81.3 61.3 95.0 95.6 5.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
41 58 23 123 115 180 180
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,565
COMMITMENTS
12,914 18,582 1,115 8,576 5,170 22,605 24,867 4,960 2,698
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,053)
1,596 -137 1,101 -259 1 2,438 965 -1,385 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 67.4 4.0 31.1 18.8 82.0 90.2 18.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 3 2 11 5 30 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,748
COMMITMENTS
26,804 16,606 1,171 20,645 28,665 48,620 46,442 7,128 9,306
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,457)
-168 2,248 1,001 447 -1,122 1,280 2,127 177 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 29.8 2.1 37.0 51.4 87.2 83.3 12.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 19 4 26 26 40 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| 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: 120,270
COMMITMENTS
14,778 5,276 1,026 104,441 113,863 120,245 120,165 25 105
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 583)
45 100 0 538 438 583 538 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.4 0.9 86.8 94.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 3 17 22 24 27
Updated July 19, 2019