BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,715
COMMITMENTS
1 2,480 1,416 9,287 7,177 10,703 11,072 1,011 643
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 597)
-143 136 102 627 359 586 597 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.2 12.1 79.3 61.3 91.4 94.5 8.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 8 6 25 24 31 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,200
COMMITMENTS
7,443 1,649 14,872 19,110 20,504 41,424 37,025 5,776 10,175
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 780)
3 129 206 478 327 687 662 93 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.5 31.5 40.5 43.4 87.8 78.4 12.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 17 32 42 45 89 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,337
COMMITMENTS
536 1,426 1,951 8,436 8,325 10,923 11,702 1,414 635
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 686)
-26 45 187 426 438 587 670 99 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.6 15.8 68.4 67.5 88.5 94.9 11.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 3 7 29 23 40 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,957
COMMITMENTS
3,826 432 1,737 3,866 5,092 9,430 7,261 527 2,696
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 117)
-9 -6 21 109 111 122 126 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 4.3 17.4 38.8 51.1 94.7 72.9 5.3 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 8 18 18 28 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 397,792
COMMITMENTS
89,045 52,633 133,118 140,130 169,809 362,293 355,560 35,499 42,232
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 6,072)
-407 6,320 5,645 858 -5,583 6,097 6,383 -24 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.2 33.5 35.2 42.7 91.1 89.4 8.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
167 88 157 92 102 322 298
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 432,314
COMMITMENTS
135,896 35,357 123,240 141,753 212,646 400,889 371,242 31,425 61,071
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 18,414)
7,045 1,227 10,014 4,192 3,934 21,251 15,174 -2,836 3,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 8.2 28.5 32.8 49.2 92.7 85.9 7.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
145 87 159 154 182 382 367
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,505
COMMITMENTS
1,428 461 376 712 1,857 2,516 2,694 989 811
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 223)
56 -114 106 11 91 173 84 50 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 13.1 10.7 20.3 53.0 71.8 76.9 28.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 6 9 10 17 31 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,129
COMMITMENTS
17,050 10,513 14,466 11,681 11,453 43,197 36,432 7,932 14,697
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,153)
587 -827 210 306 1,127 1,103 511 50 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 20.6 28.3 22.8 22.4 84.5 71.3 15.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
58 45 64 59 62 155 144
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,095
COMMITMENTS
398 458 373 1,462 1,908 2,233 2,740 862 355
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 298)
98 8 52 24 204 173 264 125 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 14.8 12.1 47.3 61.7 72.2 88.5 27.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 5 11 7 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,981
COMMITMENTS
2,523 2,471 5,915 20,462 19,317 28,900 27,702 1,081 2,279
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 655)
256 15 -63 413 675 607 627 49 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.2 19.7 68.2 64.4 96.4 92.4 3.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 12 17 35 32 60 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,198
COMMITMENTS
30,952 5,199 0 22,196 48,834 53,148 54,033 2,050 1,165
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -554)
-759 -185 0 95 -427 -664 -612 110 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 9.4 0.0 40.2 88.5 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 9 0 8 6 28 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 186,072
COMMITMENTS
65,124 35,204 9,021 74,925 118,157 149,070 162,382 37,002 23,690
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -8,084)
-8,744 3,911 1,782 -750 -15,126 -7,713 -9,432 -371 1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 18.9 4.8 40.3 63.5 80.1 87.3 19.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
34 24 15 42 37 81 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,946
COMMITMENTS
11,668 28,178 748 48,117 17,780 60,534 46,706 9,412 23,240
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 254)
-1,310 -257 173 1,515 1,320 378 1,236 -124 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 40.3 1.1 68.8 25.4 86.5 66.8 13.5 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 20 4 18 20 27 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 295,177
COMMITMENTS
214,477 74,117 1,806 72,869 215,404 289,153 291,327 6,025 3,850
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -3,707)
-5,378 -3,158 583 1,194 -1,199 -3,601 -3,775 -107 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 25.1 0.6 24.7 73.0 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
79 40 13 25 32 111 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 244,447
COMMITMENTS
39,472 70,916 16,443 154,349 125,085 210,264 212,444 34,183 32,003
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 12,047)
-341 2,759 760 6,487 7,493 6,906 11,012 5,141 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 29.0 6.7 63.1 51.2 86.0 86.9 14.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 30 16 40 48 71 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,114
COMMITMENTS
44,208 80,967 13,096 113,536 76,509 170,840 170,572 33,274 33,542
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -978)
786 553 -364 -2,853 829 -2,432 1,018 1,454 -1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 39.7 6.4 55.6 37.5 83.7 83.6 16.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
26 36 17 35 39 71 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 625,648
COMMITMENTS
165,900 226,104 37,742 329,863 300,192 533,504 564,037 92,144 61,611
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 9,257)
-4,243 -2,442 5,062 8,905 5,816 9,724 8,436 -467 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 36.1 6.0 52.7 48.0 85.3 90.2 14.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
82 71 52 111 91 211 196
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,130
COMMITMENTS
5,507 2,838 684 8,617 15,874 14,808 19,396 11,322 6,734
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -601)
-388 -317 -2 -279 -18 -669 -337 68 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 10.9 2.6 33.0 60.8 56.7 74.2 43.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 3 2 13 10 21 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,481
COMMITMENTS
1,340 3,879 15 13,942 14,020 15,297 17,914 7,184 4,567
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 419)
448 60 0 -131 557 317 617 102 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 17.3 0.1 62.0 62.4 68.0 79.7 32.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 15 12 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 57,196
COMMITMENTS
6,353 49,266 651 46,839 5,083 53,843 55,000 3,353 2,196
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,488)
2,486 2,141 610 56 424 3,151 3,175 337 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 86.1 1.1 81.9 8.9 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 24 3 9 7 28 33
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 73,703
COMMITMENTS
12,754 47,840 893 57,211 19,348 70,858 68,081 2,846 5,622
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -6,249)
-4,062 -5,144 64 -1,952 -969 -5,950 -6,049 -299 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 64.9 1.2 77.6 26.3 96.1 92.4 3.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
27 48 10 21 14 53 67
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,292
COMMITMENTS
13,400 6,699 0 1,139 6,767 14,539 13,466 753 1,826
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,551)
1,552 1,922 0 12 -112 1,564 1,810 -13 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.6 43.8 0.0 7.4 44.3 95.1 88.1 4.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 13 0 2 4 8 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,098,045
COMMITMENTS
1744120 417,828 12556857 9074194 10194274 23375171 23168958 722,874 929,087
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 260,025)
107,075 77,708 288,238 -174,054 -152,470 221,260 213,477 38,764 46,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.7 52.1 37.7 42.3 97.0 96.1 3.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
77 63 115 120 122 255 246
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,157
COMMITMENTS
1,630 2,540 125 0 0 1,755 2,665 1,402 492
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 66)
-49 -4 -13 0 0 -62 -17 128 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 80.5 4.0 0.0 0.0 55.6 84.4 44.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
26 19 6 0 0 28 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 172,430
COMMITMENTS
27,341 17,506 39,042 104,673 115,113 171,056 171,661 1,374 769
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 9,657)
608 -869 3,162 5,636 7,061 9,406 9,354 251 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 10.2 22.6 60.7 66.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 15 20 10 19 35 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 308,795
COMMITMENTS
46,687 118,598 48,265 213,499 139,261 308,451 306,124 344 2,671
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 33,381)
3,200 14,449 6,406 23,752 11,796 33,358 32,651 23 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 38.4 15.6 69.1 45.1 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 31 28 24 34 55 82
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 794,881
COMMITMENTS
79,519 78,005 154,565 473,512 475,308 707,596 707,878 87,285 87,003
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,749)
4,944 6,514 -2,531 -802 -5,481 1,611 -1,497 138 3,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.8 19.4 59.6 59.8 89.0 89.1 11.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
144 129 149 274 283 495 484
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 66,696
COMMITMENTS
4,217 1,911 19,745 19,436 21,890 43,398 43,545 23,298 23,151
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,522)
1,964 737 1,211 1,562 -3,591 4,737 -1,644 -3,215 3,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.9 29.6 29.1 32.8 65.1 65.3 34.9 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 10 19 17 15 40 35
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,640,924
COMMITMENTS
391,637 395,599 658,972 2270380 2267092 3320990 3321664 319,935 319,261
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,134)
23,421 37,406 -27,226 -11,824 -9,445 -15,628 735 16,762 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 10.9 18.1 62.4 62.3 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
138 125 141 270 280 481 473
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 23,843
COMMITMENTS
255 1,267 0 20,643 19,444 20,898 20,711 2,945 3,132
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 467)
255 0 0 214 426 469 426 -2 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.3 0.0 86.6 81.6 87.6 86.9 12.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 8 14 9 15
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 22,227
COMMITMENTS
2,163 0 0 17,480 12,683 19,643 12,683 2,584 9,544
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 21)
-983 0 0 735 35 -248 35 269 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 78.6 57.1 88.4 57.1 11.6 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 9 8 13 8
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 11,136
COMMITMENTS
1,750 1,316 0 8,115 9,092 9,865 10,408 1,271 728
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 737)
54 0 0 879 907 933 907 -196 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.8 0.0 72.9 81.6 88.6 93.5 11.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 8 9 12 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 13,160
COMMITMENTS
1,234 0 500 8,454 11,042 10,188 11,542 2,972 1,618
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -333)
64 0 0 -719 -231 -655 -231 322 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 3.8 64.2 83.9 77.4 87.7 22.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 10 13 13 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,584
COMMITMENTS
15,525 4,527 749 46,273 64,334 62,547 69,610 11,037 3,974
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 113)
184 1,103 121 -710 -631 -405 593 518 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.2 1.0 62.9 87.4 85.0 94.6 15.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 6 4 42 40 57 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,805
COMMITMENTS
17,969 10,735 3,439 21,323 25,732 42,730 39,905 7,074 9,900
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -434)
-700 320 -212 301 -814 -610 -706 176 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 21.6 6.9 42.8 51.7 85.8 80.1 14.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
56 58 33 90 85 165 158
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,024
COMMITMENTS
89,844 53,673 17,193 106,615 128,658 213,652 199,524 35,371 49,499
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -2,172)
-3,498 1,599 -1,060 1,506 -4,071 -3,052 -3,532 880 1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 21.6 6.9 42.8 51.7 85.8 80.1 14.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
56 58 33 90 85 165 158
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 187,560
COMMITMENTS
42,785 91,633 9,903 105,141 51,470 157,829 153,006 29,731 34,554
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 12,076)
2,296 8,625 434 11,134 2,972 13,865 12,032 -1,789 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 48.9 5.3 56.1 27.4 84.1 81.6 15.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
18 39 13 29 37 53 83
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 481,084
COMMITMENTS
103,924 107,595 13,657 338,139 340,281 455,719 461,532 25,364 19,552
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,161)
1,294 -2,683 -1,393 3,005 5,186 2,905 1,109 256 2,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 22.4 2.8 70.3 70.7 94.7 95.9 5.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
68 51 30 133 111 218 175
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,505
COMMITMENTS
15,799 22,229 443 12,902 7,559 29,144 30,231 5,361 4,274
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 213)
-25 765 -23 -9 -25 -57 717 270 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 64.4 1.3 37.4 21.9 84.5 87.6 15.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 2 14 6 29 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,433
COMMITMENTS
36,383 21,076 734 24,044 39,654 61,161 61,464 9,272 8,969
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -1,937)
3,281 -355 -15 190 -5,311 3,456 -5,681 -5,393 3,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 29.9 1.0 34.1 56.3 86.8 87.3 13.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 14 5 25 26 51 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 121,946
COMMITMENTS
19,532 6,378 1,032 101,352 114,475 121,916 121,885 30 61
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 738)
-1,756 600 -8 2,502 146 738 738 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.2 0.8 83.1 93.9 100.0 99.9 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 4 25 21 36 26
Updated November 22, 2019