BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,118
COMMITMENTS
255 3,053 1,420 9,754 6,916 11,428 11,389 690 730
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 131)
-78 -150 40 125 143 87 33 44 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 25.2 11.7 80.5 57.1 94.3 94.0 5.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 8 9 28 24 38 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,649
COMMITMENTS
6,188 2,196 13,591 17,923 17,561 37,702 33,348 5,947 10,301
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 787)
795 -538 554 -631 476 718 492 69 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 5.0 31.1 41.1 40.2 86.4 76.4 13.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 16 29 33 34 68 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,680
COMMITMENTS
968 1,881 1,431 9,282 8,412 11,682 11,724 998 955
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 279)
52 -38 8 189 260 249 230 29 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 14.8 11.3 73.2 66.3 92.1 92.5 7.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 7 8 31 17 39 27
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,861
COMMITMENTS
4,709 224 1,973 3,658 5,868 10,340 8,065 521 2,796
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -97)
-105 -7 -18 13 -110 -110 -135 14 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 2.1 18.2 33.7 54.0 95.2 74.3 4.8 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 7 17 19 26 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,746
COMMITMENTS
100,745 43,078 127,572 126,573 171,291 354,889 341,940 28,857 41,806
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 8,958)
385 2,231 5,586 2,012 1,014 7,984 8,831 973 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 11.2 33.2 33.0 44.6 92.5 89.1 7.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
129 102 144 80 88 290 262
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 401,737
COMMITMENTS
93,157 62,957 126,190 137,979 172,248 357,326 361,394 44,411 40,343
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 12,876)
2,209 3,412 8,324 1,604 1,131 12,138 12,867 738 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 15.7 31.4 34.3 42.9 88.9 90.0 11.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
143 93 145 139 149 355 331
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,390
COMMITMENTS
684 886 178 602 596 1,464 1,661 926 729
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -613)
83 36 -645 2 42 -560 -567 -53 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 37.1 7.5 25.2 25.0 61.3 69.5 38.7 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 10 6 9 12 23 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,792
COMMITMENTS
14,559 17,555 17,340 15,009 11,512 46,908 46,407 10,884 11,385
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -3,174)
1,590 683 -2,098 -1,405 -913 -1,913 -2,328 -1,262 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 30.4 30.0 26.0 19.9 81.2 80.3 18.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
57 45 64 57 57 155 143
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,120
COMMITMENTS
511 720 261 1,397 1,657 2,168 2,638 951 482
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 44)
-1 5 -1 47 26 45 30 -1 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 23.1 8.4 44.8 53.1 69.5 84.5 30.5 15.5
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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,944
COMMITMENTS
2,125 3,255 5,586 22,296 19,968 30,008 28,809 936 2,134
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 801)
-502 278 277 1,000 260 774 814 27 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.5 18.1 72.1 64.5 97.0 93.1 3.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 13 16 28 30 46 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 63,975
COMMITMENTS
30,503 3,038 205 31,792 59,228 62,500 62,471 1,475 1,504
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,189)
-853 -1,069 -171 32 -151 -992 -1,391 -197 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 4.7 0.3 49.7 92.6 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 8 3 6 9 21 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 179,957
COMMITMENTS
48,444 43,478 9,288 86,311 96,979 144,043 149,745 35,914 30,212
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 9,875)
-165 6,060 1,924 8,864 -257 10,623 7,727 -748 2,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 24.2 5.2 48.0 53.9 80.0 83.2 20.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 30 17 40 29 75 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,673
COMMITMENTS
16,755 22,131 2,072 33,241 16,165 52,068 40,368 10,605 22,305
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 5,545)
1,976 4,225 1,050 2,294 -863 5,320 4,412 225 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 35.3 3.3 53.0 25.8 83.1 64.4 16.9 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 16 5 15 18 26 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,370
COMMITMENTS
126,947 34,028 1,892 54,990 149,309 183,829 185,228 5,541 4,142
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -981)
-3,655 -2,425 582 2,817 511 -256 -1,332 -724 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 18.0 1.0 29.0 78.8 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
58 44 15 18 30 80 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 306,697
COMMITMENTS
39,211 126,880 21,966 217,357 107,319 278,534 256,165 28,163 50,532
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,744)
1,279 -1,192 1,897 -3,115 3,964 61 4,669 3,682 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 41.4 7.2 70.9 35.0 90.8 83.5 9.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
21 57 22 33 53 69 117
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 188,292
COMMITMENTS
54,804 27,737 24,310 68,776 107,977 147,889 160,024 40,403 28,268
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -4,429)
-2,972 2,001 -733 -4,421 -3,911 -8,126 -2,644 3,698 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 14.7 12.9 36.5 57.3 78.5 85.0 21.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
33 26 22 45 40 88 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 652,161
COMMITMENTS
173,766 237,736 77,535 310,693 269,929 561,994 585,201 90,167 66,961
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 52,003)
6,207 23,548 20,465 23,609 5,610 50,281 49,623 1,722 2,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 36.5 11.9 47.6 41.4 86.2 89.7 13.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
83 79 55 99 91 202 206
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,616
COMMITMENTS
3,055 5,458 212 9,832 14,785 13,099 20,455 13,517 6,161
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -616)
-1,234 -376 35 429 -171 -770 -512 154 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 20.5 0.8 36.9 55.5 49.2 76.9 50.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 3 14 10 21 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,971
COMMITMENTS
5,567 2,781 19 12,212 15,164 17,798 17,964 6,173 6,007
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -484)
-476 -76 -9 -21 41 -506 -44 22 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 11.6 0.1 50.9 63.3 74.2 74.9 25.8 25.1
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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 74,955
COMMITMENTS
29,002 39,930 264 42,643 32,702 71,909 72,896 3,046 2,059
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 4,211)
2,764 3,940 -117 1,093 124 3,740 3,947 471 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 53.3 0.4 56.9 43.6 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 24 2 8 7 23 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 67,861
COMMITMENTS
21,045 51,742 1,761 42,049 10,097 64,856 63,600 3,006 4,261
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,150)
-73 4,555 288 4,389 192 4,604 5,035 -1,454 -1,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 76.2 2.6 62.0 14.9 95.6 93.7 4.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 54 14 18 12 53 77
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,861
COMMITMENTS
10,833 3,468 75 3,367 9,280 14,275 12,823 586 2,038
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -247)
-1 -27 -186 -135 120 -322 -93 75 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 23.3 0.5 22.7 62.4 96.1 86.3 3.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 11 1 3 5 11 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 30,834,832
COMMITMENTS
2277042 784,489 17474649 10283202 11607898 30034894 29867037 799,938 967,795
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 391,488)
115,206 -66,784 269,515 33,040 183,634 417,761 386,365 -26,273 5,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.5 56.7 33.3 37.6 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
81 84 135 120 132 276 280
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,493
COMMITMENTS
2,755 3,875 154 0 26 2,909 4,055 1,584 438
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 402)
470 405 73 0 0 543 478 -141 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 86.2 3.4 0.0 0.6 64.7 90.3 35.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
26 24 5 0 1 29 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 116,277
COMMITMENTS
10,395 12,510 27,781 76,841 75,408 115,017 115,699 1,260 578
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 5,396)
1,378 1,010 1,409 2,119 2,854 4,906 5,273 490 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.8 23.9 66.1 64.9 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 13 18 14 18 35 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 132,887
COMMITMENTS
10,180 49,012 20,534 100,138 61,816 130,852 131,362 2,035 1,525
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -27,342)
-1,479 -6,868 -4,727 -22,716 -16,905 -28,922 -28,500 1,580 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 36.9 15.5 75.4 46.5 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 23 24 20 21 47 56
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 800,390
COMMITMENTS
71,688 70,720 175,582 456,067 457,593 703,338 703,895 97,053 96,495
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -4,978)
-4,067 5,258 -5,540 -3,473 -8,042 -13,080 -8,324 8,102 3,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.8 21.9 57.0 57.2 87.9 87.9 12.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
142 127 155 266 280 481 489
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 70,169
COMMITMENTS
4,902 8,128 11,272 28,768 21,390 44,942 40,789 25,227 29,380
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 6,688)
1,163 1,437 2,400 2,859 495 6,423 4,332 265 2,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 11.6 16.1 41.0 30.5 64.0 58.1 36.0 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 10 14 21 19 39 36
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| 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: 15,985
COMMITMENTS
4,242 412 0 8,951 14,966 13,193 15,378 2,792 607
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 897)
152 0 -1 -83 863 68 862 829 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 2.6 0.0 56.0 93.6 82.5 96.2 17.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 0 5 11 11 12
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| 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: 8,964
COMMITMENTS
647 232 0 6,050 7,689 6,697 7,921 2,267 1,043
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 633)
-318 4 0 515 418 197 422 436 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.6 0.0 67.5 85.8 74.7 88.4 25.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 8 12 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,651,107
COMMITMENTS
363,041 342,074 792,442 2136496 2181015 3291979 3315531 359,128 335,576
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -58,330)
-13,360 31,901 -52,496 -31,660 -42,683 -97,516 -63,279 39,186 4,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.4 21.7 58.5 59.7 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
137 124 149 261 273 469 475
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| 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: 15,445
COMMITMENTS
1,734 0 0 11,249 13,754 12,983 13,754 2,462 1,691
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 738)
254 0 0 469 330 723 330 15 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.0 72.8 89.1 84.1 89.1 15.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 0 8 12 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 68,519
COMMITMENTS
12,895 2,914 63 45,895 61,631 58,853 64,608 9,666 3,911
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,462)
463 209 -22 -1,995 -1,333 -1,554 -1,146 92 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 4.3 0.1 67.0 89.9 85.9 94.3 14.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 5 3 41 35 52 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,177
COMMITMENTS
14,439 9,324 3,847 18,804 22,118 37,090 35,289 7,086 8,888
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -380)
205 -72 -167 -650 553 -612 314 233 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 21.1 8.7 42.6 50.1 84.0 79.9 16.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
54 60 34 85 84 160 157
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 220,883
COMMITMENTS
72,194 46,618 19,235 94,022 110,589 185,452 176,443 35,430 44,440
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,898)
1,023 -362 -836 -3,250 2,766 -3,062 1,568 1,164 -3,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 21.1 8.7 42.6 50.1 84.0 79.9 16.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
54 60 34 85 84 160 157
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 191,978
COMMITMENTS
34,322 92,775 10,741 113,510 47,390 158,573 150,906 33,405 41,072
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 9,097)
2,576 572 1,082 5,121 10,618 8,779 12,272 318 -3,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 48.3 5.6 59.1 24.7 82.6 78.6 17.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
26 35 18 27 30 60 76
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 468,929
COMMITMENTS
68,277 127,394 11,793 367,257 308,128 447,327 447,315 21,602 21,614
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -7,685)
973 892 -322 -9,168 -5,633 -8,517 -5,063 832 -2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 27.2 2.5 78.3 65.7 95.4 95.4 4.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
48 57 25 125 132 187 200
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,613
COMMITMENTS
14,902 21,496 1,391 10,808 4,606 27,101 27,493 5,512 5,120
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,650)
1,647 686 581 45 -220 2,273 1,047 -623 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 65.9 4.3 33.1 14.1 83.1 84.3 16.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 5 3 13 6 28 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,576
COMMITMENTS
32,704 20,373 1,721 17,474 35,889 51,899 57,983 12,677 6,593
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 7,483)
530 2,636 580 819 4,012 1,929 7,228 5,554 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 31.5 2.7 27.1 55.6 80.4 89.8 19.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 18 6 28 24 45 44
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| 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: 118,074
COMMITMENTS
17,783 4,276 1,026 99,240 112,712 118,049 118,014 25 60
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 797)
80 0 0 717 807 797 807 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.6 0.9 84.0 95.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 2 3 16 21 25 25
Updated September 06, 2019