BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,891
COMMITMENTS
117 2,630 1,221 8,832 6,216 10,169 10,066 722 825
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 256)
20 80 59 260 60 339 198 -83 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 24.1 11.2 81.1 57.1 93.4 92.4 6.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 8 10 26 21 36 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,370
COMMITMENTS
7,474 1,916 14,965 17,934 19,797 40,373 36,678 5,997 9,692
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,249)
-251 294 598 667 204 1,014 1,096 235 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.1 32.3 38.7 42.7 87.1 79.1 12.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 16 29 37 38 77 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,835
COMMITMENTS
844 1,575 1,330 8,578 7,716 10,751 10,621 1,084 1,214
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 218)
45 -32 42 103 162 190 172 28 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 13.3 11.2 72.5 65.2 90.8 89.7 9.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 7 28 16 35 25
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,678
COMMITMENTS
4,139 340 1,869 4,171 5,581 10,179 7,790 499 2,888
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 574)
253 -11 29 283 513 564 531 10 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 3.2 17.5 39.1 52.3 95.3 73.0 4.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 3 7 16 18 25 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,360
COMMITMENTS
90,580 37,703 130,634 126,773 168,760 347,987 337,097 30,373 41,263
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,169)
151 -3,599 7,345 -4,610 377 2,886 4,123 1,283 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.0 34.5 33.5 44.6 92.0 89.1 8.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
141 91 136 86 95 294 263
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 389,363
COMMITMENTS
93,791 69,855 118,912 131,721 158,064 344,424 346,831 44,939 42,532
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -10,203)
-867 -2,185 -4,752 -4,084 -2,883 -9,703 -9,820 -500 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 17.9 30.5 33.8 40.6 88.5 89.1 11.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
126 97 142 146 146 347 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| 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
608 745 326 661 786 1,595 1,857 795 532
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 48)
66 -55 57 -131 122 -8 125 56 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 31.2 13.7 27.7 32.9 66.7 77.7 33.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 11 9 14 12 30 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,903
COMMITMENTS
15,635 15,746 15,768 14,543 11,958 45,946 43,472 8,957 11,432
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -1,358)
261 -1,728 -522 -341 17 -602 -2,233 -756 876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 28.7 28.7 26.5 21.8 83.7 79.2 16.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
55 50 61 60 56 157 137
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,878
COMMITMENTS
318 780 250 1,260 1,567 1,828 2,596 1,050 281
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 62)
0 46 7 -2 36 5 89 57 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 27.1 8.7 43.8 54.4 63.5 90.2 36.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 4 11 7 16 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,924
COMMITMENTS
2,272 3,623 6,061 21,494 18,996 29,826 28,680 1,098 2,244
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 399)
409 84 115 -142 145 382 345 17 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 11.7 19.6 69.5 61.4 96.5 92.7 3.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 11 15 29 30 51 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 67,298
COMMITMENTS
36,064 11,452 0 29,347 54,451 65,411 65,903 1,887 1,395
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,558)
2,366 1,305 0 19 947 2,385 2,252 173 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 17.0 0.0 43.6 80.9 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 8 0 4 7 24 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,066
COMMITMENTS
40,019 35,640 6,779 54,120 64,360 100,918 106,779 33,148 27,287
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -64,954)
-21,849 -6,691 -4,996 -34,180 -51,598 -61,025 -63,285 -3,929 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 26.6 5.1 40.4 48.0 75.3 79.6 24.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 27 16 32 31 70 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,275
COMMITMENTS
14,518 24,861 591 34,002 12,730 49,112 38,182 9,163 20,093
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,549)
-791 5,157 -408 6,096 443 4,897 5,192 -348 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 42.7 1.0 58.3 21.8 84.3 65.5 15.7 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 18 6 15 16 28 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 200,233
COMMITMENTS
150,713 57,523 1,348 42,285 138,299 194,346 197,169 5,887 3,064
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 10,777)
13,851 3,608 -500 -2,551 7,841 10,801 10,949 -24 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.3 28.7 0.7 21.1 69.1 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
73 38 12 13 33 90 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 268,266
COMMITMENTS
24,880 106,681 20,760 198,337 98,991 243,977 226,432 24,289 41,834
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 12,623)
351 -1,181 5,117 7,490 8,683 12,958 12,619 -334 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 39.8 7.7 73.9 36.9 90.9 84.4 9.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
20 46 19 35 47 65 102
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,164
COMMITMENTS
45,421 33,228 21,543 70,136 88,678 137,101 143,448 31,064 24,716
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 11,135)
-3,017 7,268 3,021 10,055 -466 10,058 9,822 1,077 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 19.8 12.8 41.7 52.7 81.5 85.3 18.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
29 30 19 39 37 79 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 578,955
COMMITMENTS
156,647 229,169 50,096 286,254 238,317 492,997 517,582 85,958 61,373
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 575)
-7,855 -10,713 4,504 -667 2,766 -4,018 -3,443 4,593 4,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 39.6 8.7 49.4 41.2 85.2 89.4 14.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
79 80 61 97 87 201 204
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,647
COMMITMENTS
4,120 3,669 705 8,290 15,193 13,115 19,567 12,532 6,080
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 585)
-17 564 0 -206 -146 -223 418 808 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 14.3 2.7 32.3 59.2 51.1 76.3 48.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 2 12 9 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 46,934
COMMITMENTS
8,996 43,446 95 34,900 1,506 43,991 45,047 2,943 1,887
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -36)
150 298 -20 -578 -55 -448 222 412 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 92.6 0.2 74.4 3.2 93.7 96.0 6.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 26 2 8 3 19 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 75,412
COMMITMENTS
19,443 59,113 1,074 51,776 9,486 72,294 69,674 3,118 5,739
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 6,818)
3,684 7,246 67 2,551 -274 6,302 7,039 516 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 78.4 1.4 68.7 12.6 95.9 92.4 4.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
25 62 10 18 12 48 79
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,744
COMMITMENTS
14,570 7,739 0 1,531 6,876 16,101 14,615 643 2,129
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,275)
2,528 1,647 0 -100 569 2,428 2,216 -153 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.0 46.2 0.0 9.1 41.1 96.2 87.3 3.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 15 0 1 5 5 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,719,303
COMMITMENTS
1632250 554,958 13013031 9273043 10255818 23918325 23823807 800,979 895,496
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 347,565)
-166,293 -82,607 206,042 247,934 202,403 287,683 325,838 59,882 21,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.2 52.6 37.5 41.5 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
87 69 119 127 130 273 260
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,178
COMMITMENTS
2,253 3,321 297 0 26 2,550 3,644 1,628 534
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4)
-249 -251 78 0 0 -171 -173 175 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 79.5 7.1 0.0 0.6 61.0 87.2 39.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 24 6 0 1 27 29
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 141,823
COMMITMENTS
22,091 23,119 27,727 89,759 90,579 139,577 141,425 2,246 398
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -4,525)
-2,324 -1,573 -2,000 -301 -851 -4,625 -4,424 100 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 16.3 19.6 63.3 63.9 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 19 17 7 17 29 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 257,560
COMMITMENTS
20,563 140,690 29,299 207,028 87,095 256,890 257,084 670 476
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 52,246)
2,672 52,281 -1,796 51,098 4,525 51,974 55,010 272 -2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 54.6 11.4 80.4 33.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 24 25 22 26 58 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 728,079
COMMITMENTS
66,863 63,622 163,881 416,451 425,057 647,195 652,560 80,884 75,520
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -150,317)
-10,345 -8,894 -22,270 -87,158 -97,512 -119,772 -128,677 -30,545 -21,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.7 22.5 57.2 58.4 88.9 89.6 11.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
143 109 144 255 260 462 450
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 49,231
COMMITMENTS
2,339 935 16,151 9,100 18,391 27,589 35,477 21,642 13,754
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -31,260)
-4,073 -5,753 235 -17,702 -12,138 -21,541 -17,656 -9,720 -13,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.9 32.8 18.5 37.4 56.0 72.1 44.0 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 10 20 11 18 35 38
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,394,241
COMMITMENTS
329,012 319,825 732,260 2036758 2033328 3098030 3085414 296,210 308,827
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -595,284)
-60,280 -44,631 -83,601 -347,277 -426,873 -491,158 -555,105 -104,127 -40,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 9.4 21.6 60.0 59.9 91.3 90.9 8.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
137 106 136 252 258 449 440
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| 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: 21,008
COMMITMENTS
2,660 0 0 15,990 12,371 18,650 12,371 2,358 8,637
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -5,739)
205 0 0 -2,681 -5,412 -2,476 -5,412 -3,263 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 0.0 76.1 58.9 88.8 58.9 11.2 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 10 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| 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: 11,999
COMMITMENTS
1,292 251 21 8,095 10,690 9,408 10,962 2,591 1,037
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -11,057)
27 -419 -1 -10,699 -10,032 -10,673 -10,452 -384 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.1 0.2 67.5 89.1 78.4 91.4 21.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 8 11 12 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,803
COMMITMENTS
13,879 3,697 104 39,678 57,156 53,661 60,957 10,142 2,846
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -2,755)
1,905 245 -486 -3,976 -1,521 -2,557 -1,762 -198 -993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 5.8 0.2 62.2 89.6 84.1 95.5 15.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 7 2 39 29 54 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,854
COMMITMENTS
13,988 11,033 3,152 20,406 21,871 37,546 36,056 6,308 7,798
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -10,350)
-2,475 1,809 -2,399 -4,517 -8,396 -9,391 -8,985 -959 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 25.2 7.2 46.5 49.9 85.6 82.2 14.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
61 56 30 78 85 151 159
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 219,270
COMMITMENTS
69,940 55,167 15,758 102,031 109,357 187,729 180,282 31,541 38,988
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -51,748)
-12,374 9,045 -11,994 -22,585 -41,978 -46,953 -44,927 -4,794 -6,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 25.2 7.2 46.5 49.9 85.6 82.2 14.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
61 56 30 78 85 151 159
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,925
COMMITMENTS
45,860 93,794 9,489 91,867 36,148 147,216 139,432 28,709 36,494
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 24,686)
11,341 18,969 2,428 9,705 2,644 23,473 24,041 1,213 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 53.3 5.4 52.2 20.5 83.7 79.3 16.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 37 15 26 31 53 78
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 448,110
COMMITMENTS
91,897 122,672 10,964 323,612 295,962 426,474 429,598 21,636 18,511
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -74,024)
2,190 8,712 -3,639 -70,653 -75,947 -72,101 -70,873 -1,923 -3,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 27.4 2.4 72.2 66.0 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
62 49 26 127 120 201 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,977
COMMITMENTS
5,714 13,126 70 9,668 4,540 15,452 17,736 5,525 3,241
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 884)
1,156 794 22 -474 -206 704 610 180 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 62.6 0.3 46.1 21.6 73.7 84.5 26.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 1 12 4 23 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,943
COMMITMENTS
22,645 11,706 184 13,844 28,964 36,673 40,854 10,270 6,089
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 5,107)
2,375 1,976 180 2,058 1,377 4,613 3,533 494 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 24.9 0.4 29.5 61.7 78.1 87.0 21.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 18 3 23 24 37 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| 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: 115,590
COMMITMENTS
17,982 5,678 1,026 96,356 108,826 115,364 115,530 226 60
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -595)
300 0 0 -1,095 -595 -795 -595 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 4.9 0.9 83.4 94.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 3 19 21 28 25
Updated September 27, 2019