BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,301
COMMITMENTS
153 2,658 1,410 8,814 6,388 10,377 10,455 925 846
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 817)
94 62 105 527 498 726 665 91 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 23.5 12.5 78.0 56.5 91.8 92.5 8.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 10 9 24 23 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,487
COMMITMENTS
8,614 1,448 14,436 16,741 19,601 39,791 35,486 5,696 10,001
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,393)
1,100 -103 428 170 710 1,698 1,035 -305 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 3.2 31.7 36.8 43.1 87.5 78.0 12.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 13 29 40 39 88 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,036
COMMITMENTS
894 1,475 1,666 8,349 8,087 10,910 11,228 1,126 807
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 603)
76 -37 132 389 459 596 554 6 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 12.3 13.8 69.4 67.2 90.6 93.3 9.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 8 8 28 19 38 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,144
COMMITMENTS
3,943 590 1,689 3,924 5,118 9,555 7,397 589 2,748
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -23)
14 311 -32 8 -56 -10 223 -14 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 5.8 16.6 38.7 50.5 94.2 72.9 5.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 6 9 16 17 26 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,064
COMMITMENTS
89,973 38,324 122,635 134,686 178,199 347,293 339,157 35,771 43,907
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -24,233)
-2,680 6,359 -19,895 -4,353 -10,575 -26,929 -24,112 2,696 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 10.0 32.0 35.2 46.5 90.7 88.5 9.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
154 83 148 91 101 308 286
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 360,848
COMMITMENTS
101,834 49,573 94,975 128,815 169,655 325,625 314,203 35,223 46,645
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 8,886)
5,884 -1,976 5,408 43 5,271 11,334 8,702 -2,448 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 13.7 26.3 35.7 47.0 90.2 87.1 9.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
130 94 142 145 155 347 335
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,157
COMMITMENTS
880 660 475 774 1,314 2,128 2,449 1,029 708
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 520)
284 44 57 140 479 481 580 39 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 20.9 15.0 24.5 41.6 67.4 77.6 32.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 8 7 13 15 32 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,034
COMMITMENTS
13,689 12,036 12,679 13,010 10,554 39,378 35,269 7,656 11,765
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -2,209)
-755 -149 -1,799 59 -27 -2,495 -1,975 286 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 25.6 27.0 27.7 22.4 83.7 75.0 16.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
56 42 56 59 55 150 128
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,079
COMMITMENTS
392 633 343 1,595 1,772 2,329 2,748 750 330
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -45)
21 -29 15 -82 -42 -45 -56 0 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 20.6 11.1 51.8 57.6 75.7 89.3 24.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 4 12 7 19 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,293
COMMITMENTS
2,264 3,636 6,013 19,974 17,059 28,251 26,708 1,042 2,584
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,281)
149 181 193 927 649 1,268 1,022 13 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 12.4 20.5 68.2 58.2 96.4 91.2 3.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 12 16 27 25 53 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,261
COMMITMENTS
29,841 4,860 0 23,127 49,192 52,968 54,052 2,293 1,209
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -125)
-141 -36 0 -407 -44 -548 -80 423 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 8.8 0.0 41.9 89.0 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 6 0 7 6 27 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,631
COMMITMENTS
70,807 37,517 9,631 65,438 113,303 145,876 160,450 38,755 24,181
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 23,185)
13,401 -7,548 2,317 4,720 30,442 20,437 25,211 2,748 -2,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 20.3 5.2 35.4 61.4 79.0 86.9 21.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
30 26 16 37 34 76 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,946
COMMITMENTS
12,875 24,504 973 39,080 16,232 52,928 41,709 10,018 21,237
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -3,285)
-432 -1,916 160 -4,043 756 -4,315 -1,000 1,030 -2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 38.9 1.5 62.1 25.8 84.1 66.3 15.9 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 19 4 16 20 25 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 255,983
COMMITMENTS
193,712 79,952 1,616 54,018 170,528 249,346 252,095 6,637 3,888
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 21,467)
21,378 21,271 -836 916 712 21,459 21,147 9 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 31.2 0.6 21.1 66.6 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
87 38 14 23 33 114 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 274,549
COMMITMENTS
35,693 90,666 26,246 184,619 123,314 246,559 240,227 27,990 34,322
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -18,440)
9,453 -11,619 -1,449 -27,122 -1,325 -19,118 -14,392 677 -4,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 33.0 9.6 67.2 44.9 89.8 87.5 10.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
26 42 17 39 49 74 99
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,931
COMMITMENTS
40,869 59,361 16,643 97,621 77,255 155,132 153,258 28,798 30,673
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -630)
-4,810 7,509 -785 5,166 -6,344 -428 380 -202 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 32.3 9.0 53.1 42.0 84.3 83.3 15.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
26 34 20 43 41 79 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 593,975
COMMITMENTS
171,189 223,611 39,874 294,961 271,597 506,025 535,082 87,951 58,893
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 18,953)
16,786 -9,551 -1,197 2,324 30,974 17,912 20,226 1,040 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 37.6 6.7 49.7 45.7 85.2 90.1 14.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
89 73 56 101 85 210 194
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,348
COMMITMENTS
6,782 3,611 686 8,919 16,516 16,387 20,813 10,961 6,535
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 356)
2,287 -484 0 -670 4 1,617 -480 -1,261 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.2 2.5 32.6 60.4 59.9 76.1 40.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 3 14 10 23 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,716
COMMITMENTS
996 4,935 0 14,096 12,568 15,092 17,503 7,624 5,213
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,013)
540 1,425 0 -40 -294 500 1,131 513 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 21.7 0.0 62.1 55.3 66.4 77.1 33.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 13 11 15 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 60,366
COMMITMENTS
7,297 54,321 324 49,937 3,663 57,558 58,308 2,808 2,058
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,521)
1,975 4,564 129 3,154 866 5,258 5,559 263 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 90.0 0.5 82.7 6.1 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 23 3 10 6 24 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 73,925
COMMITMENTS
12,148 52,406 1,480 57,514 14,015 71,142 67,901 2,783 6,024
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,312)
-2,347 -2,034 499 857 141 -991 -1,394 -321 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 70.9 2.0 77.8 19.0 96.2 91.9 3.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
21 53 10 19 13 46 70
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,309
COMMITMENTS
6,449 2,311 14 2,162 5,127 8,625 7,452 684 1,857
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,079)
-1,319 -822 14 172 -163 -1,133 -971 54 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 24.8 0.2 23.2 55.1 92.7 80.1 7.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 8 1 3 5 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,932,132
COMMITMENTS
1861702 384,948 12471042 8853656 10197520 23186399 23053510 745,733 878,623
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 277,694)
91,483 -59,620 59,465 135,167 263,947 286,115 263,792 -8,421 13,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.6 52.1 37.0 42.6 96.9 96.3 3.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
90 66 116 122 122 268 250
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,093
COMMITMENTS
1,493 2,263 216 0 0 1,709 2,479 1,384 614
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -351)
-332 -428 15 0 0 -317 -413 -34 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 73.2 7.0 0.0 0.0 55.3 80.1 44.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 18 5 0 0 24 20
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 160,523
COMMITMENTS
25,681 21,695 32,380 100,855 105,750 158,916 159,825 1,607 698
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,601)
-550 -2,024 -814 -334 1,127 -1,698 -1,711 97 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.5 20.2 62.8 65.9 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 18 19 8 18 31 42
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 294,390
COMMITMENTS
48,036 128,322 30,833 215,166 132,932 294,035 292,087 355 2,303
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 19,279)
8,644 1,446 4,379 9,303 12,222 22,326 18,047 -3,047 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 43.6 10.5 73.1 45.2 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 34 28 23 30 54 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 721,172
COMMITMENTS
73,253 65,347 148,787 420,799 431,726 642,839 645,860 78,334 75,313
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -22,468)
2,352 -931 -16,111 -5,159 -4,931 -18,917 -21,973 -3,551 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.1 20.6 58.3 59.9 89.1 89.6 10.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
139 112 138 269 271 473 456
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 45,679
COMMITMENTS
2,348 860 12,481 9,952 17,611 24,781 30,952 20,898 14,727
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -7,083)
545 -1,802 -3,849 -4,427 358 -7,731 -5,293 648 -1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.9 27.3 21.8 38.6 54.3 67.8 45.7 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 10 17 14 15 34 33
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,377,465
COMMITMENTS
359,665 327,575 676,388 2054235 2070576 3090287 3074539 287,178 302,927
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -76,925)
8,143 3,463 -60,416 -3,660 -26,445 -55,933 -83,398 -20,992 6,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.7 20.0 60.8 61.3 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
135 108 132 265 268 462 446
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 20,318
COMMITMENTS
228 1,417 0 16,662 15,887 16,890 17,304 3,428 3,014
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.0 0.0 82.0 78.2 83.1 85.2 16.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 7 14 8 15
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 9,795
COMMITMENTS
1,549 1,546 0 6,895 7,708 8,444 9,254 1,351 541
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 15.8 0.0 70.4 78.7 86.2 94.5 13.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 0 5 9 8 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| 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: 12,408
COMMITMENTS
1,276 794 18 8,562 10,301 9,856 11,113 2,552 1,295
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 934)
-25 160 2 1,200 824 1,177 986 -243 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.4 0.1 69.0 83.0 79.4 89.6 20.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 9 10 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,775
COMMITMENTS
13,573 2,514 170 44,282 60,898 58,025 63,582 9,750 4,193
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,034)
1,073 391 6 2,888 3,482 3,967 3,879 67 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.7 0.3 65.3 89.9 85.6 93.8 14.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 4 3 38 31 52 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,835
COMMITMENTS
16,823 10,518 2,818 20,301 25,276 39,941 38,611 6,894 8,224
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1)
103 527 -566 -154 930 -616 892 615 -893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 22.5 6.0 43.3 54.0 85.3 82.4 14.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
59 61 33 82 85 153 167
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,174
COMMITMENTS
84,113 52,588 14,089 101,505 126,380 199,706 193,056 34,468 41,118
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -7)
517 2,637 -2,828 -770 4,651 -3,081 4,460 3,074 -4,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 22.5 6.0 43.3 54.0 85.3 82.4 14.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
59 61 33 82 85 153 167
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 176,375
COMMITMENTS
36,669 83,220 12,396 96,955 43,605 146,021 139,221 30,354 37,154
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -5,726)
-5,285 -8,259 1,772 -1,382 1,275 -4,895 -5,212 -831 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 47.2 7.0 55.0 24.7 82.8 78.9 17.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 40 15 25 34 50 78
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 452,582
COMMITMENTS
90,913 117,780 11,983 329,593 304,727 432,489 434,490 20,092 18,091
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,019)
3,850 -3,520 -827 -2,539 5,014 484 667 -1,503 -1,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 26.0 2.6 72.8 67.3 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
64 53 30 128 121 208 188
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,151
COMMITMENTS
8,937 19,023 57 12,126 4,521 21,120 23,601 6,031 3,550
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 222)
157 75 2 -628 -8 -469 69 691 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 70.1 0.2 44.7 16.7 77.8 86.9 22.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 2 1 14 4 29 6
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,714
COMMITMENTS
29,888 15,852 318 15,981 36,853 46,187 53,023 11,527 4,691
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,204)
1,801 1,152 -100 3,002 4,371 4,703 5,423 -1,499 -2,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 27.5 0.6 27.7 63.9 80.0 91.9 20.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 24 3 25 28 42 52
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| 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: 113,390
COMMITMENTS
19,956 5,777 1,027 92,357 106,526 113,340 113,330 50 60
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,036)
210 -401 1 -1,266 -616 -1,055 -1,016 19 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.1 0.9 81.5 93.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 3 4 21 21 31 26
Updated October 25, 2019