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This Month in 3-month Eurodollars Futures Market
|
Long and Short Positions in CME 3-month Eurodollars Futures by Trader Category (in thousands) |
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| Long Position in 3-month Eurodollars by Trader Category | More Data | ||||||
|---|---|---|---|---|---|---|---|
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 5134.5 | 4964.2 | 4886.8 | 4823.4 | 4886.8 | 5040.4 | 5286.5 |
| Non-commercials Total | 1746.7 | 1890.6 | 2094.5 | 2146.6 | 2302.2 | 1728.0 | 1821.5 |
| Non-commercials | 266.1 | 362.3 | 658.7 | 727.6 | 771.2 | 300.4 | 857.9 |
| Non-commercials spread | 1480.6 | 1528.3 | 1435.8 | 1419.0 | 1531.0 | 1427.5 | 963.5 |
| Non-Reportables | 708.7 | 808.0 | 852.5 | 894.1 | 867.2 | 698.7 | 825.0 |
| Total | 7590.0 | 7662.7 | 7833.8 | 7864.1 | 8056.1 | 7467.0 | 7933.0 |
| Short Position in 3-month Eurodollars by Trader Category | More Data | ||||||
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 4308.1 | 4374.1 | 4752.0 | 4822.9 | 4991.1 | 4259.0 | 5547.0 |
| Non-commercials Total | 2316.1 | 2334.4 | 2110.2 | 2099.1 | 2162.3 | 2240.0 | 1492.9 |
| Non-commercials | 835.5 | 806.2 | 674.4 | 680.1 | 631.3 | 812.4 | 529.4 |
| Non-commercials spread | 1480.6 | 1528.3 | 1435.8 | 1419.0 | 1531.0 | 1427.5 | 963.5 |
| Non-Reportables | 965.8 | 954.2 | 971.5 | 942.0 | 902.7 | 968.1 | 893.2 |
| Total | 7590.0 | 7662.7 | 7833.8 | 7864.1 | 8056.1 | 7467.0 | 7933.0 |
Commercials and Non-commercials Positions in 3-month Eurodollars Futures
Commercials and Non-commercials Share of Total Open Interest in 3-month Eurodollars Futures
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in 3-month Eurodollars Futures
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 3-month Eurodollars Futures
This Month in 3-month Eurodollars Futures & Options Market
|
Long and Short Positions in CME 3-month Eurodollars Futures & Options by Trader Category (in thousands) |
|||||||
| Long Position in 3-month Eurodollars by Trader Category | More Data | ||||||
|---|---|---|---|---|---|---|---|
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 6352.4 | 6221.1 | 6266.4 | 6220.3 | 6426.0 | 6279.1 | 6748.5 |
| Non-commercials Total | 4664.2 | 5065.9 | 5606.7 | 5570.8 | 6262.8 | 4495.0 | 5194.8 |
| Non-commercials | 216.0 | 323.2 | 603.5 | 659.2 | 707.0 | 250.3 | 825.4 |
| Non-commercials spread | 4448.2 | 4742.7 | 5003.2 | 4911.6 | 5555.9 | 4244.6 | 4369.4 |
| Non-Reportables | 769.3 | 866.1 | 914.5 | 953.7 | 935.9 | 764.2 | 874.9 |
| Total | 11785.9 | 12153.1 | 12787.7 | 12744.8 | 13624.7 | 11538.2 | 12818.1 |
| Short Position in 3-month Eurodollars by Trader Category | More Data | ||||||
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 5560.8 | 5622.1 | 6070.3 | 6201.6 | 6468.2 | 5542.8 | 7212.5 |
| Non-commercials Total | 5183.3 | 5505.2 | 5670.2 | 5531.0 | 6180.6 | 4946.8 | 4653.4 |
| Non-commercials | 735.1 | 762.5 | 667.0 | 619.3 | 624.7 | 702.2 | 283.9 |
| Non-commercials spread | 4448.2 | 4742.7 | 5003.2 | 4911.6 | 5555.9 | 4244.6 | 4369.4 |
| Non-Reportables | 1041.8 | 1025.8 | 1047.2 | 1012.3 | 975.9 | 1048.7 | 952.3 |
| Total | 11785.9 | 12153.1 | 12787.7 | 12744.8 | 13624.7 | 11538.2 | 12818.1 |
Commercials and Non-commercials Positions in 3-month Eurodollars Futures & Options
Commercials and Non-commercials Share of Total Open Interest in 3-month Eurodollars Futures & Options
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in 3-month Eurodollars Futures & Options
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 3-month Eurodollars Futures & Options
