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This Month in Euro-FX Futures Market
|
Long and Short Positions in CME Euro-FX Futures by Trader Category (in thousands) |
|||||||
| Long Position in Euro-FX 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 | 213.0 | 231.8 | 238.3 | 248.4 | 239.1 | 204.3 | 63.0 |
| Non-commercials Total | 41.4 | 30.9 | 29.8 | 33.2 | 34.3 | 46.2 | 74.6 |
| Non-commercials | 40.4 | 29.8 | 28.4 | 31.3 | 31.9 | 45.2 | 73.5 |
| Non-commercials spread | 0.9 | 1.1 | 1.4 | 1.9 | 2.4 | 1.0 | 1.1 |
| Non-Reportables | 28.4 | 31.6 | 33.0 | 33.7 | 31.9 | 25.5 | 62.1 |
| Total | 282.8 | 294.3 | 301.0 | 315.4 | 305.3 | 276.0 | 199.7 |
| Short Position in Euro-FX 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 | 46.9 | 50.1 | 51.1 | 50.8 | 55.2 | 47.7 | 91.1 |
| Non-commercials Total | 180.3 | 186.1 | 189.8 | 204.6 | 191.8 | 174.0 | 51.7 |
| Non-commercials | 179.3 | 185.0 | 188.4 | 202.6 | 189.5 | 173.1 | 50.6 |
| Non-commercials spread | 0.9 | 1.1 | 1.4 | 1.9 | 2.4 | 1.0 | 1.1 |
| Non-Reportables | 55.6 | 58.1 | 60.1 | 59.9 | 58.3 | 54.3 | 57.0 |
| Total | 282.8 | 294.3 | 301.0 | 315.4 | 305.3 | 276.0 | 199.7 |
Commercials and Non-commercials Positions in Euro-FX Futures
Commercials and Non-commercials Share of Total Open Interest in Euro-FX Futures
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in Euro-FX Futures
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in Euro-FX Futures
This Month in Euro-FX Futures & Options Market
|
Long and Short Positions in CME Euro-FX Futures & Options by Trader Category (in thousands) |
|||||||
| Long Position in Euro-FX 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 | 224.2 | 239.8 | 248.8 | 261.1 | 253.0 | 214.5 | 78.6 |
| Non-commercials Total | 73.3 | 60.9 | 63.9 | 63.1 | 66.3 | 75.2 | 109.3 |
| Non-commercials | 40.4 | 30.8 | 28.3 | 30.9 | 30.6 | 45.5 | 73.1 |
| Non-commercials spread | 32.9 | 30.2 | 35.6 | 32.3 | 35.8 | 29.7 | 36.2 |
| Non-Reportables | 31.9 | 35.0 | 37.3 | 37.6 | 36.2 | 29.0 | 66.2 |
| Total | 329.5 | 335.7 | 350.1 | 361.9 | 355.5 | 318.7 | 254.1 |
| Short Position in Euro-FX 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 | 56.6 | 57.8 | 61.0 | 61.6 | 66.7 | 56.5 | 102.4 |
| Non-commercials Total | 211.1 | 214.1 | 222.5 | 232.9 | 222.3 | 202.1 | 84.5 |
| Non-commercials | 178.2 | 183.9 | 186.9 | 200.6 | 186.6 | 172.4 | 48.3 |
| Non-commercials spread | 32.9 | 30.2 | 35.6 | 32.3 | 35.8 | 29.7 | 36.2 |
| Non-Reportables | 61.8 | 63.9 | 66.6 | 67.4 | 66.6 | 60.2 | 67.3 |
| Total | 329.5 | 335.7 | 350.1 | 361.9 | 355.6 | 318.7 | 254.1 |
Commercials and Non-commercials Positions in Euro-FX Futures & Options
Commercials and Non-commercials Share of Total Open Interest in Euro-FX Futures & Options
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in Euro-FX Futures & Options
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in Euro-FX Futures & Options
