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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) |
||||||
| Long Position in 3-month Eurodollars by Trader Category | More Data | |||||
|---|---|---|---|---|---|---|
| Most Recent | Month Ago | Year Ago | ||||
| 12/6/2011 | 12/13/2011 | 12/20/2011 | 12/27/2011 | 11/29/2011 | 12/28/2010 | |
| Commercials | 5811.5 | 5777.3 | 5062.6 | 5040.4 | 5977.7 | 4873.6 |
| Non-commercials Total | 1951.6 | 2101.6 | 1740.8 | 1728.0 | 1974.8 | 1433.3 |
| Non-commercials | 421.2 | 511.6 | 324.8 | 300.4 | 427.8 | 674.8 |
| Non-commercials spread | 1530.5 | 1590.0 | 1416.0 | 1427.5 | 1547.0 | 758.5 |
| Non-Reportables | 732.3 | 798.2 | 756.9 | 698.7 | 769.2 | 744.1 |
| Total | 8495.5 | 8677.1 | 7560.3 | 7467.0 | 8721.6 | 7051.0 |
| Short Position in 3-month Eurodollars by Trader Category | More Data | |||||
| Most Recent | Month Ago | Year Ago | ||||
| 12/6/2011 | 12/13/2011 | 12/20/2011 | 12/27/2011 | 11/29/2011 | 12/28/2010 | |
| Commercials | 4908.2 | 5002.2 | 4281.8 | 4259.0 | 4851.5 | 5058.2 |
| Non-commercials Total | 2580.9 | 2668.7 | 2301.4 | 2240.0 | 2743.0 | 1145.5 |
| Non-commercials | 1050.4 | 1078.7 | 885.3 | 812.4 | 1196.0 | 387.0 |
| Non-commercials spread | 1530.5 | 1590.0 | 1416.0 | 1427.5 | 1547.0 | 758.5 |
| Non-Reportables | 1006.4 | 1006.1 | 977.1 | 968.1 | 1127.1 | 847.4 |
| Total | 8495.5 | 8677.1 | 7560.3 | 7467.0 | 8721.6 | 7051.0 |
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 | ||||
| 12/6/2011 | 12/13/2011 | 12/20/2011 | 12/27/2011 | 11/29/2011 | 12/28/2010 | |
| Commercials | 7600.3 | 7584.4 | 6260.6 | 6279.1 | 7817.2 | 6170.9 |
| Non-commercials Total | 6123.0 | 6461.8 | 4481.5 | 4495.0 | 6177.2 | 4431.9 |
| Non-commercials | 278.2 | 372.2 | 272.4 | 250.3 | 278.3 | 585.2 |
| Non-commercials spread | 5844.8 | 6089.6 | 4209.1 | 4244.6 | 5898.9 | 3846.7 |
| Non-Reportables | 815.1 | 886.5 | 827.5 | 764.2 | 859.3 | 797.6 |
| Total | 14538.4 | 14932.7 | 11569.6 | 11538.2 | 14853.7 | 11400.5 |
| Short Position in 3-month Eurodollars by Trader Category | More Data | |||||
| Most Recent | Month Ago | Year Ago | ||||
| 12/6/2011 | 12/13/2011 | 12/20/2011 | 12/27/2011 | 11/29/2011 | 12/28/2010 | |
| Commercials | 6632.7 | 6784.4 | 5523.3 | 5542.8 | 6706.1 | 6456.2 |
| Non-commercials Total | 6792.9 | 7027.4 | 4982.1 | 4946.8 | 6902.6 | 4038.4 |
| Non-commercials | 948.1 | 937.8 | 773.0 | 702.2 | 1003.7 | 191.7 |
| Non-commercials spread | 5844.8 | 6089.6 | 4209.1 | 4244.6 | 5898.9 | 3846.7 |
| Non-Reportables | 1112.8 | 1120.8 | 1064.2 | 1048.7 | 1245.0 | 905.9 |
| Total | 14538.4 | 14932.6 | 11569.6 | 11538.2 | 14853.7 | 11400.5 |
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
