BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,427
COMMITMENTS
774 2,700 996 7,975 6,378 9,745 10,074 683 353
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 37)
-87 -9 -32 190 82 71 40 -34 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 25.9 9.6 76.5 61.2 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 8 8 27 23 36 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,259
COMMITMENTS
6,219 2,244 13,721 17,669 18,467 37,609 34,432 6,650 9,827
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,478)
386 -477 579 542 686 1,507 788 -28 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 5.1 31.0 39.9 41.7 85.0 77.8 15.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 17 28 31 29 68 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,220
COMMITMENTS
761 2,001 2,062 9,472 8,352 12,294 12,415 925 805
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 412)
-10 -64 -70 423 430 343 296 69 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 15.1 15.6 71.6 63.2 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 8 7 30 19 37 28
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,401
COMMITMENTS
4,853 168 1,813 3,253 5,667 9,919 7,648 482 2,753
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 3)
-50 9 -16 -5 -332 -70 -339 73 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 1.6 17.4 31.3 54.5 95.4 73.5 4.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 1 8 15 18 25 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 397,396
COMMITMENTS
114,544 39,753 128,813 119,562 185,387 362,919 353,953 34,478 43,443
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -8,041)
6,228 182 -20,274 4,947 12,407 -9,099 -7,685 1,057 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 10.0 32.4 30.1 46.7 91.3 89.1 8.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
145 82 145 87 99 301 265
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 375,801
COMMITMENTS
99,527 39,701 109,382 132,314 183,336 341,223 332,419 34,578 43,382
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -3,355)
-1,453 -1,942 -1,418 617 1,478 -2,255 -1,882 -1,101 -1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.6 29.1 35.2 48.8 90.8 88.5 9.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
129 87 137 143 165 346 328
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,309
COMMITMENTS
523 1,122 785 812 591 2,121 2,499 1,188 810
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 283)
-66 82 46 188 8 168 136 114 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 33.9 23.7 24.5 17.9 64.1 75.5 35.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 17 11 14 11 29 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,156
COMMITMENTS
13,966 16,298 18,211 16,999 11,445 49,175 45,955 10,981 14,201
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -1,198)
42 -92 137 -1,234 -936 -1,055 -892 -143 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 27.1 30.3 28.3 19.0 81.7 76.4 18.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
54 46 63 75 73 167 160
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,542
COMMITMENTS
505 943 507 1,538 1,741 2,549 3,192 993 351
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -211)
-84 -31 -17 -75 -146 -177 -194 -34 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 26.6 14.3 43.4 49.2 72.0 90.1 28.0 9.9
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,205
COMMITMENTS
2,004 3,935 6,154 23,016 19,890 31,174 29,979 1,031 2,226
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,537)
-152 53 457 1,263 757 1,568 1,267 -31 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.2 19.1 71.5 61.8 96.8 93.1 3.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 15 14 29 32 50 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 76,146
COMMITMENTS
47,458 14,538 0 26,530 60,696 73,988 75,234 2,158 912
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 927)
1,309 522 0 20 337 1,329 859 -402 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 19.1 0.0 34.8 79.7 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 8 0 4 8 28 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 197,808
COMMITMENTS
69,720 37,691 8,922 78,687 126,629 157,329 173,242 40,479 24,565
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 4,671)
6,646 -3,300 1,568 412 4,936 8,626 3,204 -3,955 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 19.1 4.5 39.8 64.0 79.5 87.6 20.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
34 29 18 39 28 86 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,908
COMMITMENTS
7,265 20,038 678 35,893 14,008 43,836 34,724 11,072 20,185
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,244)
980 2,344 56 -732 -764 304 1,637 940 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 36.5 1.2 65.4 25.5 79.8 63.2 20.2 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 15 3 12 19 21 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 221,924
COMMITMENTS
162,533 37,658 2,282 50,026 178,804 214,841 218,744 7,083 3,180
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -4,347)
-6,027 -2,688 1,818 584 -3,764 -3,625 -4,633 -722 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.2 17.0 1.0 22.5 80.6 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
91 37 11 20 25 115 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 275,678
COMMITMENTS
29,404 109,677 20,113 199,617 96,891 249,134 226,681 26,544 48,997
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -2,568)
-3,257 -1,070 215 1,062 -4,476 -1,980 -5,332 -588 2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 39.8 7.3 72.4 35.1 90.4 82.2 9.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
20 56 22 36 50 73 111
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,780
COMMITMENTS
32,890 44,489 19,612 76,008 68,533 128,511 132,635 30,269 26,146
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 9,414)
1,061 -863 3,345 3,418 6,680 7,823 9,161 1,591 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 28.0 12.4 47.9 43.2 80.9 83.5 19.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
27 33 20 48 38 85 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 610,661
COMMITMENTS
169,850 215,989 48,542 297,706 277,851 516,098 542,383 94,562 68,278
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 14,665)
3,656 12,429 3,862 4,772 -7,194 12,290 9,097 2,375 5,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 35.4 7.9 48.8 45.5 84.5 88.8 15.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
83 74 55 102 85 206 193
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,705
COMMITMENTS
4,866 4,564 165 9,429 16,746 14,460 21,475 13,245 6,230
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 788)
1,149 582 0 203 256 1,352 838 -564 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.5 0.6 34.0 60.4 52.2 77.5 47.8 22.5
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,062
COMMITMENTS
8,040 7,402 17 13,632 14,862 21,689 22,281 6,373 5,781
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 409)
812 0 0 -64 209 748 209 -339 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 26.4 0.1 48.6 53.0 77.3 79.4 22.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 2 13 10 18 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 29,826
COMMITMENTS
16,409 13,413 298 10,582 14,853 27,289 28,564 2,537 1,262
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,341)
1,423 792 49 259 290 1,731 1,131 -390 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 45.0 1.0 35.5 49.8 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 18 4 6 6 30 25
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,202
COMMITMENTS
16,028 28,254 769 34,367 18,736 51,164 47,759 3,039 6,444
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 4,170)
5,192 96 -179 -797 3,466 4,215 3,382 -45 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 52.1 1.4 63.4 34.6 94.4 88.1 5.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 33 8 13 11 44 51
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,792
COMMITMENTS
14,382 10,245 0 5,267 8,766 19,649 19,011 1,143 1,781
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 435)
758 299 0 -281 15 477 314 -42 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 49.3 0.0 25.3 42.2 94.5 91.4 5.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 0 4 7 9 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,839,094
COMMITMENTS
1770679 943,743 15214915 10047063 10712265 27032658 26870924 806,436 968,170
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 274,699)
-118,795 -15,686 139,545 207,656 129,409 228,406 253,268 46,292 21,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.4 54.7 36.1 38.5 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
89 80 131 124 132 277 283
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,928
COMMITMENTS
3,032 4,254 184 0 26 3,216 4,464 1,712 464
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -394)
-290 -422 -27 0 0 -317 -449 -77 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 86.3 3.7 0.0 0.5 65.3 90.6 34.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
27 15 7 0 1 33 17
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 68,456
COMMITMENTS
14,073 18,186 19,268 32,854 29,257 66,195 66,711 2,261 1,745
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 6,617)
2,098 967 23 3,999 5,062 6,120 6,052 497 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 26.6 28.1 48.0 42.7 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 11 18 12 19 31 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 115,389
COMMITMENTS
20,400 26,200 22,195 72,403 66,543 114,998 114,938 391 451
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 17,843)
3,858 2,798 1,681 12,249 13,414 17,788 17,893 55 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 22.7 19.2 62.7 57.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 19 22 18 23 46 58
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 743,928
COMMITMENTS
77,650 66,592 135,098 440,134 454,490 652,883 656,181 91,045 87,747
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -21,883)
2,346 -1,358 -17,935 -8,032 -3,643 -23,621 -22,937 1,738 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.0 18.2 59.2 61.1 87.8 88.2 12.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
136 124 147 265 252 474 450
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 56,902
COMMITMENTS
3,141 3,682 10,754 12,229 24,622 26,123 39,058 30,779 17,844
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -9,430)
266 -98 -8,723 -2,575 -1,765 -11,032 -10,586 1,601 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.5 18.9 21.5 43.3 45.9 68.6 54.1 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 11 15 11 17 31 33
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,435,130
COMMITMENTS
380,340 322,346 613,932 2139529 2149338 3133800 3085616 301,330 349,514
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -62,265)
12,265 -4,436 -47,927 -27,285 -9,392 -62,947 -61,755 682 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.4 17.9 62.3 62.6 91.2 89.8 8.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
132 118 141 262 246 461 438
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| 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: 14,801
COMMITMENTS
1,730 2,653 0 10,466 10,794 12,196 13,447 2,605 1,354
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -310)
-234 -208 0 341 -563 107 -771 -417 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 17.9 0.0 70.7 72.9 82.4 90.9 17.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 8 12 9 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| 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: 8,467
COMMITMENTS
221 570 0 6,451 7,001 6,672 7,571 1,795 896
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -59)
-5 -460 0 -64 281 -69 -179 10 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.7 0.0 76.2 82.7 78.8 89.4 21.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 7 10 8 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,742
COMMITMENTS
12,537 4,482 971 39,829 56,126 53,337 61,579 11,405 3,163
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 82)
100 -306 7 -434 89 -327 -210 409 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 6.9 1.5 61.5 86.7 82.4 95.1 17.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 7 7 42 31 56 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,164
COMMITMENTS
14,311 9,339 2,836 23,680 27,557 40,828 39,733 7,336 8,431
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,379)
-808 -335 -105 2,218 1,843 1,305 1,403 74 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 19.4 5.9 49.2 57.2 84.8 82.5 15.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
56 49 27 80 88 147 153
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,818
COMMITMENTS
71,556 46,697 14,182 118,402 137,784 204,140 198,663 36,678 42,155
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 6,894)
-4,040 -1,673 -525 11,090 9,214 6,525 7,016 369 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 19.4 5.9 49.2 57.2 84.8 82.5 15.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
56 49 27 80 88 147 153
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,642
COMMITMENTS
29,743 77,301 6,712 94,894 42,081 131,349 126,094 30,293 35,548
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -7,147)
-2,444 -7,263 828 -7,023 -368 -8,639 -6,803 1,492 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 47.8 4.2 58.7 26.0 81.3 78.0 18.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 41 21 28 30 58 81
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 439,350
COMMITMENTS
57,895 144,772 9,676 350,627 265,105 418,198 419,552 21,152 19,798
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 8,841)
8,582 6,751 -233 714 1,303 9,063 7,821 -223 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 33.0 2.2 79.8 60.3 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
47 60 25 121 117 183 187
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,215
COMMITMENTS
10,694 17,201 1,138 8,591 5,188 20,423 23,527 5,792 2,688
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -1,350)
-2,220 -1,381 23 15 18 -2,182 -1,340 832 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 65.6 4.3 32.8 19.8 77.9 89.7 22.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 2 2 11 5 27 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,776
COMMITMENTS
25,673 15,505 1,349 22,376 28,285 49,398 45,139 7,378 11,637
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,028)
-1,131 -1,101 178 1,731 -380 778 -1,303 250 2,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 27.3 2.4 39.4 49.8 87.0 79.5 13.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 18 5 29 27 43 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| 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: 120,350
COMMITMENTS
15,241 5,276 1,026 104,058 113,943 120,325 120,245 25 105
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 80)
463 0 0 -383 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.4 0.9 86.5 94.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 3 17 22 25 27
Updated July 26, 2019