BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,776
COMMITMENTS
362 2,889 1,242 8,595 6,169 10,199 10,301 578 476
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 201)
-149 77 26 344 208 220 311 -19 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 26.8 11.5 79.8 57.2 94.6 95.6 5.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 10 8 28 23 37 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,884
COMMITMENTS
5,081 2,133 12,720 16,948 16,312 34,749 31,165 6,135 9,720
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,408)
623 -33 573 274 380 1,469 920 -61 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.2 31.1 41.5 39.9 85.0 76.2 15.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 15 27 30 32 65 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,060
COMMITMENTS
832 1,972 1,383 8,903 7,846 11,118 11,201 942 859
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 134)
40 68 -16 71 19 95 72 39 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 16.4 11.5 73.8 65.1 92.2 92.9 7.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 8 7 31 18 38 28
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,351
COMMITMENTS
4,753 210 1,889 3,273 5,696 9,916 7,796 436 2,555
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 349)
238 8 -14 141 428 365 422 -16 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 2.0 18.3 31.6 55.0 95.8 75.3 4.2 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 8 16 18 26 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 367,884
COMMITMENTS
102,981 39,057 116,168 121,937 172,978 341,086 328,203 26,798 39,681
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -26,817)
-1,592 1,868 -16,447 -6,995 -11,994 -25,034 -26,573 -1,782 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 10.6 31.6 33.1 47.0 92.7 89.2 7.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
125 92 129 82 85 273 249
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,285
COMMITMENTS
90,033 58,856 114,936 135,861 170,311 340,830 344,103 42,455 39,182
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 14,431)
-4,781 12,914 12,249 3,090 -8,049 10,559 17,114 3,873 -2,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 15.4 30.0 35.4 44.4 88.9 89.8 11.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
130 98 137 134 140 338 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,157
COMMITMENTS
705 983 881 594 569 2,180 2,432 978 725
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -151)
50 16 -59 -15 -10 -23 -53 -127 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 31.1 27.9 18.8 18.0 69.0 77.0 31.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 16 10 14 13 31 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,489
COMMITMENTS
12,680 16,406 20,326 16,603 12,247 49,609 48,979 11,879 12,510
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -3,751)
-934 -715 -776 -1,375 -871 -3,085 -2,363 -666 -1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 26.7 33.1 27.0 19.9 80.7 79.7 19.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
49 47 55 69 63 153 143
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,115
COMMITMENTS
525 711 271 1,359 1,658 2,156 2,640 960 475
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 22.8 8.7 43.6 53.2 69.2 84.7 30.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 3 10 6 15 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,043
COMMITMENTS
2,589 2,977 5,099 20,381 18,652 28,069 26,728 974 2,315
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 650)
2 222 119 509 218 630 559 20 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.2 17.6 70.2 64.2 96.6 92.0 3.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 10 16 29 28 51 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,031
COMMITMENTS
31,237 4,129 163 31,550 59,284 62,950 63,576 2,081 1,455
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -1,023)
-4,690 -539 -496 4,073 -355 -1,113 -1,390 90 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 6.3 0.3 48.5 91.2 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 8 3 6 8 23 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,456
COMMITMENTS
47,639 34,279 8,154 77,291 98,303 133,084 140,736 35,372 27,720
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -4,116)
-2,827 -1,545 165 -1,003 -5,562 -3,665 -6,941 -451 2,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.3 4.8 45.9 58.4 79.0 83.5 21.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
29 27 17 38 30 76 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,745
COMMITMENTS
8,503 18,905 402 36,848 17,613 45,753 36,919 10,992 19,826
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 794)
170 -1,743 112 1,326 2,459 1,609 829 -815 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 33.3 0.7 64.9 31.0 80.6 65.1 19.4 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 14 5 14 18 26 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 198,616
COMMITMENTS
148,066 37,006 831 43,656 157,189 192,553 195,026 6,063 3,590
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -14,764)
-5,169 1,850 16 -9,669 -16,810 -14,821 -14,944 57 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 18.6 0.4 22.0 79.1 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
77 34 13 16 28 95 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 302,136
COMMITMENTS
33,880 127,820 16,962 223,195 106,582 274,037 251,364 28,099 50,772
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -3,587)
1,218 -3,315 -2,836 761 -1,762 -857 -7,912 -2,730 4,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 42.3 5.6 73.9 35.3 90.7 83.2 9.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
24 50 20 36 50 72 108
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 184,918
COMMITMENTS
47,853 17,652 23,318 77,249 115,118 148,421 156,088 36,498 28,830
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -3,747)
-2,270 -8,691 -2,310 -1,560 7,047 -6,140 -3,954 2,393 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 9.5 12.6 41.8 62.3 80.3 84.4 19.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
35 27 21 42 38 88 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 613,127
COMMITMENTS
164,581 210,192 51,976 308,312 285,514 524,868 547,682 88,259 65,445
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -698)
-678 -5,617 2,868 -2,857 5,437 -667 2,687 -31 -3,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 34.3 8.5 50.3 46.6 85.6 89.3 14.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
74 82 50 97 90 192 202
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,654
COMMITMENTS
4,318 6,261 184 9,225 14,898 13,727 21,343 13,927 6,311
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -538)
-219 -604 3 856 -194 640 -795 -1,178 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 22.6 0.7 33.4 53.9 49.6 77.2 50.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 3 13 10 21 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,899
COMMITMENTS
6,434 3,170 17 12,306 15,215 18,757 18,402 6,142 6,497
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -551)
-233 -512 0 347 -82 114 -594 -665 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 12.7 0.1 49.4 61.1 75.3 73.9 24.7 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 12 9 18 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,933
COMMITMENTS
20,984 29,645 8 17,918 9,740 38,910 39,393 2,023 1,540
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 10,586)
971 10,308 -76 9,937 158 10,832 10,390 -246 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 72.4 0.0 43.8 23.8 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 18 1 6 6 20 25
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,813
COMMITMENTS
21,031 39,316 1,168 37,937 15,884 60,136 56,368 2,677 6,445
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,816)
621 5,406 53 2,132 -2,604 2,805 2,855 11 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 62.6 1.9 60.4 25.3 95.7 89.7 4.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 53 14 16 16 51 77
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,895
COMMITMENTS
12,230 4,807 180 4,018 9,695 16,428 14,682 467 2,213
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 893)
-630 114 180 1,407 445 957 739 -64 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 28.5 1.1 23.8 57.4 97.2 86.9 2.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 13 1 4 5 11 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 30,059,933
COMMITMENTS
2070484 844,083 16992098 10205104 11279848 29267686 29116029 792,247 943,903
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -87,478)
-200,486 -48,970 209,504 -84,040 -182,089 -75,022 -21,556 -12,456 -65,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.8 56.5 33.9 37.5 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
86 79 130 119 131 271 277
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,485
COMMITMENTS
2,565 3,807 224 0 26 2,789 4,057 1,696 428
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -244)
-306 -267 114 0 0 -192 -153 -52 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 84.9 5.0 0.0 0.6 62.2 90.5 37.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 17 8 0 1 27 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 104,687
COMMITMENTS
12,739 12,044 24,947 65,824 66,741 103,510 103,732 1,177 955
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 6,579)
436 1,590 -456 6,445 5,122 6,425 6,256 154 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.5 23.8 62.9 63.8 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 15 19 12 19 34 42
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 136,741
COMMITMENTS
12,140 42,968 23,402 100,802 69,993 136,344 136,363 397 378
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 12,187)
-3,804 4,776 4,447 11,348 2,811 11,991 12,034 196 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 31.4 17.1 73.7 51.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 22 26 20 24 52 61
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 786,491
COMMITMENTS
73,787 63,657 173,856 447,531 460,350 695,174 697,862 91,317 88,629
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -1,358)
3,426 -7,226 -3,202 -5,520 7,199 -5,296 -3,230 3,938 1,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.1 22.1 56.9 58.5 88.4 88.7 11.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
133 128 144 263 288 465 491
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 60,560
COMMITMENTS
3,662 4,539 9,907 21,845 20,484 35,414 34,930 25,147 25,630
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,380)
48 -509 -70 705 -1,108 682 -1,687 698 3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.5 16.4 36.1 33.8 58.5 57.7 41.5 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 8 16 15 16 34 33
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 15,085
COMMITMENTS
4,067 412 1 9,001 14,094 13,069 14,507 2,016 578
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 2.7 0.0 59.7 93.4 86.6 96.2 13.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 6 9 12 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 7,949
COMMITMENTS
885 0 0 5,268 7,279 6,153 7,279 1,796 670
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 103)
32 -202 0 -268 443 -236 241 339 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 66.3 91.6 77.4 91.6 22.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 9 10 12 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,629,652
COMMITMENTS
360,003 304,964 810,370 2128429 2199327 3298802 3314661 330,850 314,991
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -13,692)
15,885 -34,592 -14,654 -31,125 41,534 -29,895 -7,712 16,202 -5,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.4 22.3 58.6 60.6 90.9 91.3 9.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
127 126 137 258 281 451 478
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| 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: 17,592
COMMITMENTS
0 4,359 0 15,335 10,494 15,335 14,853 2,257 2,739
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -274)
-565 206 0 490 -237 -75 -31 -199 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.8 0.0 87.2 59.7 87.2 84.4 12.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 10 9 12
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 19,646
COMMITMENTS
2,250 274 0 15,424 14,689 17,674 14,963 1,972 4,683
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 980)
-209 274 0 1,086 585 877 859 103 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.4 0.0 78.5 74.8 90.0 76.2 10.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 8 11 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 15,354
COMMITMENTS
1,865 0 1 11,110 14,512 12,976 14,513 2,378 841
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 91)
-44 0 0 -23 -43 -67 -43 158 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 72.4 94.5 84.5 94.5 15.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 0 1 9 13 15 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 68,327
COMMITMENTS
11,921 2,781 418 46,471 61,110 58,810 64,309 9,517 4,018
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -1,251)
-259 -1,500 57 -574 194 -776 -1,249 -475 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 4.1 0.6 68.0 89.4 86.1 94.1 13.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 6 4 39 33 51 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,974
COMMITMENTS
14,664 9,600 3,846 17,851 20,604 36,361 34,050 6,612 8,923
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -748)
-216 -121 -414 43 -347 -587 -882 -162 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 22.3 8.9 41.5 47.9 84.6 79.2 15.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
55 57 32 85 95 158 166
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 214,868
COMMITMENTS
73,318 48,001 19,231 89,257 103,019 181,806 170,251 33,062 44,617
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -3,742)
-1,079 -606 -2,071 216 -1,733 -2,934 -4,410 -808 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 22.3 8.9 41.5 47.9 84.6 79.2 15.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
55 57 32 85 95 158 166
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 185,430
COMMITMENTS
32,302 94,308 8,690 112,500 40,209 153,492 143,208 31,939 42,223
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -5,548)
-3,948 -4,595 18 -48 192 -3,977 -4,384 -1,571 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 50.9 4.7 60.7 21.7 82.8 77.2 17.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 37 14 27 30 52 73
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 458,080
COMMITMENTS
62,299 125,688 11,091 365,854 298,928 439,244 435,708 18,836 22,373
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,823)
5,406 2,048 -1,946 518 825 3,978 927 -1,155 1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 27.4 2.4 79.9 65.3 95.9 95.1 4.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
52 51 21 124 128 187 190
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,898
COMMITMENTS
13,807 20,720 1,077 10,751 4,791 25,635 26,588 5,263 4,310
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,062)
808 1,590 4 967 -206 1,779 1,388 283 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 67.1 3.5 34.8 15.5 83.0 86.1 17.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 3 2 14 7 29 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,818
COMMITMENTS
31,420 20,288 1,482 17,146 31,345 50,048 53,115 8,770 5,703
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,615)
2,874 4,369 -14 -2,561 3,992 299 8,347 1,316 -6,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 34.5 2.5 29.2 53.3 85.1 90.3 14.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 21 6 27 29 43 54
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| 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: 116,556
COMMITMENTS
17,365 4,276 1,026 98,140 111,149 116,531 116,451 25 105
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -2,241)
540 0 0 -2,781 -2,241 -2,241 -2,241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.7 0.9 84.2 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 2 3 15 21 24 25
Updated August 23, 2019