BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,247
COMMITMENTS
187 2,823 1,251 9,122 6,493 10,560 10,567 687 680
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 356)
71 193 30 290 278 391 501 -35 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 25.1 11.1 81.1 57.7 93.9 94.0 6.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 9 10 27 23 37 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,962
COMMITMENTS
7,918 1,791 14,969 17,992 20,130 40,879 36,890 6,083 10,072
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 592)
444 -125 4 58 334 506 213 86 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.8 31.9 38.3 42.9 87.0 78.6 13.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 13 28 38 38 77 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,384
COMMITMENTS
949 1,629 1,522 8,779 8,111 11,249 11,262 1,135 1,122
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 549)
105 54 191 202 395 498 640 51 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 13.2 12.3 70.9 65.5 90.8 90.9 9.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 7 8 28 16 36 26
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,878
COMMITMENTS
4,181 353 1,888 4,264 5,644 10,334 7,885 545 2,993
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 200)
43 13 19 93 62 154 95 46 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 3.2 17.4 39.2 51.9 95.0 72.5 5.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 4 7 16 18 25 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,247
COMMITMENTS
95,722 34,197 131,813 128,495 177,588 356,031 343,598 30,216 42,649
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 7,887)
5,143 -3,506 1,180 1,722 8,828 8,044 6,501 -157 1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 8.9 34.1 33.3 46.0 92.2 89.0 7.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
151 87 140 87 99 306 271
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,937
COMMITMENTS
94,115 60,070 111,790 131,642 162,307 337,546 334,167 41,392 44,771
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -10,426)
324 -9,785 -7,123 -79 4,243 -6,878 -12,665 -3,548 2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 15.9 29.5 34.7 42.8 89.1 88.2 10.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
117 101 141 148 146 342 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,416
COMMITMENTS
528 760 316 644 565 1,489 1,641 927 775
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 26)
-79 15 -10 -17 -221 -106 -216 132 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 31.5 13.1 26.7 23.4 61.6 67.9 38.4 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 7 11 10 24 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,777
COMMITMENTS
14,816 14,171 12,014 13,914 11,543 40,744 37,727 8,033 11,050
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -6,126)
-819 -1,575 -3,754 -629 -415 -5,202 -5,745 -924 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 29.1 24.6 28.5 23.7 83.5 77.3 16.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
55 44 60 56 57 151 133
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,025
COMMITMENTS
349 777 270 1,391 1,672 2,010 2,719 1,015 305
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 147)
31 -2 20 131 105 181 123 -35 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.7 8.9 46.0 55.3 66.4 89.9 33.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 11 7 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,468
COMMITMENTS
2,332 3,778 6,261 21,703 19,201 30,295 29,239 1,173 2,229
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 544)
60 154 200 209 205 469 559 75 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 12.0 19.9 69.0 61.0 96.3 92.9 3.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 12 16 28 28 53 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 68,604
COMMITMENTS
39,201 12,939 0 27,758 54,366 66,959 67,305 1,645 1,299
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,306)
3,137 1,487 0 -1,589 -85 1,548 1,402 -242 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 18.9 0.0 40.5 79.2 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 7 0 3 8 22 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,334
COMMITMENTS
46,361 40,343 5,917 55,930 69,138 108,208 115,398 34,126 26,936
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 8,267)
6,342 4,703 -863 1,810 4,778 7,290 8,619 977 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 28.3 4.2 39.3 48.6 76.0 81.1 24.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 28 15 33 32 71 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,029
COMMITMENTS
18,269 29,878 1,142 39,960 13,115 59,371 44,135 7,658 22,894
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 8,754)
3,751 5,017 551 5,957 385 10,259 5,953 -1,506 2,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 44.6 1.7 59.6 19.6 88.6 65.8 11.4 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 22 4 16 17 29 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 216,529
COMMITMENTS
162,957 46,495 1,730 46,328 164,854 211,015 213,079 5,514 3,450
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 16,296)
12,244 -11,028 382 4,043 26,556 16,668 15,910 -373 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.3 21.5 0.8 21.4 76.1 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
72 38 9 13 34 89 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 270,768
COMMITMENTS
25,727 105,870 20,045 198,882 101,851 244,655 227,766 26,113 43,001
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,502)
847 -811 -715 545 2,860 678 1,334 1,824 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 39.1 7.4 73.5 37.6 90.4 84.1 9.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
22 42 15 34 49 62 100
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 178,684
COMMITMENTS
57,300 43,839 16,636 71,937 92,355 145,874 152,831 32,810 25,853
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 10,520)
11,878 10,611 -4,906 1,801 3,677 8,773 9,382 1,746 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 24.5 9.3 40.3 51.7 81.6 85.5 18.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 31 18 41 39 83 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 601,576
COMMITMENTS
163,450 242,447 52,610 296,499 245,896 512,558 540,953 89,017 60,623
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 22,621)
6,803 13,278 2,514 10,245 7,579 19,561 23,371 3,059 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 40.3 8.7 49.3 40.9 85.2 89.9 14.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
85 81 58 100 89 208 205
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,867
COMMITMENTS
3,920 3,562 685 8,783 16,040 13,388 20,287 12,479 5,580
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 220)
-200 -107 -20 493 847 273 720 -53 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.8 2.6 34.0 62.0 51.8 78.4 48.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 2 13 10 19 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,033
COMMITMENTS
1,246 3,878 15 14,554 13,143 15,815 17,036 7,218 5,997
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 16.8 0.1 63.2 57.1 68.7 74.0 31.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 1 13 11 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 71,604
COMMITMENTS
14,187 54,067 189 54,550 15,093 68,926 69,349 2,678 2,255
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 24,670)
5,191 10,621 94 19,650 13,587 24,935 24,302 -265 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 75.5 0.3 76.2 21.1 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 26 2 8 9 20 36
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 75,659
COMMITMENTS
16,041 58,585 1,159 55,242 9,977 72,442 69,722 3,217 5,938
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 247)
-3,403 -528 85 3,466 491 148 48 99 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 77.4 1.5 73.0 13.2 95.7 92.2 4.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
25 57 10 19 13 48 76
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,390
COMMITMENTS
11,818 4,377 0 993 7,115 12,811 11,492 579 1,898
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -3,354)
-2,752 -3,362 0 -538 239 -3,290 -3,123 -64 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.3 32.7 0.0 7.4 53.1 95.7 85.8 4.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 13 0 1 7 8 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,942,330
COMMITMENTS
1731306 534,348 13174478 9272661 10382689 24178445 24091515 763,885 850,815
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 223,027)
99,056 -20,610 161,446 -383 126,872 260,120 267,708 -37,093 -44,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.1 52.8 37.2 41.6 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
92 71 126 123 126 275 264
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,348
COMMITMENTS
1,801 2,666 137 0 0 1,938 2,803 1,410 545
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -830)
-452 -655 -160 0 -26 -612 -841 -218 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 79.6 4.1 0.0 0.0 57.9 83.7 42.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
23 18 5 0 0 25 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 149,515
COMMITMENTS
23,531 22,779 31,138 93,223 95,147 147,892 149,064 1,623 451
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 7,692)
1,440 -340 3,411 3,464 4,568 8,315 7,639 -623 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 15.2 20.8 62.4 63.6 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 20 18 7 18 30 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 240,619
COMMITMENTS
25,969 122,641 18,132 195,589 99,485 239,690 240,258 929 361
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -16,941)
5,406 -18,049 -11,167 -11,439 12,390 -17,200 -16,826 259 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 51.0 7.5 81.3 41.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 28 26 18 25 47 65
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 731,661
COMMITMENTS
63,888 63,310 162,260 420,096 430,097 646,243 655,668 85,418 75,993
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,582)
-2,975 -312 -1,621 3,644 5,040 -952 3,108 4,534 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.7 22.2 57.4 58.8 88.3 89.6 11.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
135 107 141 257 255 456 440
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 51,511
COMMITMENTS
1,400 2,586 16,448 10,736 19,248 28,584 38,281 22,928 13,230
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,280)
-939 1,651 297 1,636 856 995 2,804 1,285 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.0 31.9 20.8 37.4 55.5 74.3 44.5 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 10 18 13 17 35 37
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,400,750
COMMITMENTS
321,894 313,077 719,606 2046799 2054248 3088299 3086932 312,451 313,818
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 6,509)
-7,118 -6,748 -12,654 10,041 20,921 -9,731 1,518 16,241 4,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 9.2 21.2 60.2 60.4 90.8 90.8 9.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
127 106 133 254 252 444 428
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| 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: 12,279
COMMITMENTS
1,301 206 21 8,419 10,981 9,741 11,208 2,538 1,071
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 280)
9 -45 0 324 291 333 246 -53 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.7 0.2 68.6 89.4 79.3 91.3 20.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 8 12 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,341
COMMITMENTS
13,006 2,629 131 39,893 57,167 53,030 59,927 10,311 3,414
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -462)
-873 -1,068 27 215 11 -631 -1,030 169 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.2 0.2 63.0 90.3 83.7 94.6 16.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 5 3 41 27 55 33
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,446
COMMITMENTS
15,047 9,531 3,062 19,905 23,609 38,014 36,202 6,432 8,245
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 593)
1,060 -1,503 -90 -501 1,738 468 145 124 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 21.4 6.9 44.8 53.1 85.5 81.4 14.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
59 57 32 81 89 154 164
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,232
COMMITMENTS
75,237 47,654 15,308 99,526 118,046 190,071 181,008 32,161 41,224
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,963)
5,298 -7,513 -450 -2,505 8,689 2,342 726 621 2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 21.4 6.9 44.8 53.1 85.5 81.4 14.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
59 57 32 81 89 154 164
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 190,716
COMMITMENTS
46,512 100,218 11,113 100,704 39,264 158,329 150,595 32,387 40,121
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 14,791)
652 6,423 1,624 8,837 3,117 11,113 11,163 3,678 3,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 52.5 5.8 52.8 20.6 83.0 79.0 17.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 36 14 27 33 54 78
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 449,727
COMMITMENTS
89,821 112,856 11,674 325,692 307,787 427,186 432,317 22,541 17,410
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,617)
-2,076 -9,815 709 2,080 11,825 712 2,719 905 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 25.1 2.6 72.4 68.4 95.0 96.1 5.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
67 48 29 130 119 211 182
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,212
COMMITMENTS
8,471 15,902 61 11,131 4,531 19,663 20,494 4,549 3,718
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,235)
2,757 2,776 -9 1,463 -9 4,211 2,758 -976 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 65.7 0.3 46.0 18.7 81.2 84.6 18.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 5 1 14 4 26 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,397
COMMITMENTS
26,440 17,206 102 11,962 29,121 38,504 46,429 12,893 4,968
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,454)
3,795 5,500 -82 -1,882 157 1,831 5,575 2,623 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 33.5 0.2 23.3 56.7 74.9 90.3 25.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 21 3 21 27 36 51
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| 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: 117,202
COMMITMENTS
18,862 6,178 1,026 97,288 109,938 117,176 117,142 26 60
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,612)
880 500 0 932 1,112 1,812 1,612 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.3 0.9 83.0 93.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 3 3 19 21 28 26
Updated October 04, 2019