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This Month in 3-month Eurodollars Futures Market

This Month in Futures Markets reports will not be released on an ongoing basis effective January 2013. Information pertaining to the positions held by traders in futures markets is released on a weekly basis in the Commitments of Traders reports, which can be accessed at  http://www.cftc.gov/MarketReports/CommitmentsOfTraders/Index.htm. Submit comments on This Month in Futures Markets to marketreports@cftc.gov.

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
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 4719.6 4734.9 4742.8 4849.6 4760.7 5977.7
Non-commercials Total 2846.2 2846.7 2966.8 2803.4 2696.1 1974.8
Non-commercials 1488.7 1514.6 1598.3 1395.3 1358.7 427.8
Non-commercials spread 1357.6 1332.0 1368.5 1408.0 1337.4 1547.0
Non-Reportables 926.8 898.8 876.7 872.7 888.8 769.2
Total 8492.6 8480.3 8586.2 8525.6 8345.6 8721.6
Short Position in 3-month Eurodollars by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 5412.5 5503.7 5476.6 5334.0 5442.6 4851.5
Non-commercials Total 2080.4 1982.0 2099.1 2164.6 1910.6 2743.0
Non-commercials 722.9 650.0 730.6 756.6 573.1 1196.0
Non-commercials spread 1357.6 1332.0 1368.5 1408.0 1337.4 1547.0
Non-Reportables 999.7 994.7 1010.6 1027.0 992.5 1127.1
Total 8492.6 8480.3 8586.2 8525.6 8345.6 8721.6

Commercials and Non-commercials Positions in 3-month Eurodollars Futures

Commercials open interest: 3-month Eurodollars futures
Non-commercials open interest: 3-month Eurodollars futures

Commercials and Non-commercials Share of Total Open Interest in 3-month Eurodollars Futures

Commercials share of open interest: 3-month Eurodollars futures
Non-commercials share of open interest: 3-month Eurodollars futures

Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in 3-month Eurodollars Futures

Commercials net share of open interest: 3-month Eurodollars futures
Non-commercials net share of open interest: 3-month Eurodollars futures

Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 3-month Eurodollars Futures

Largest 4 traders share of open interest: 3-month Eurodollars futures
Largest 8 traders share of open interest: 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
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 5835.2 5833.8 5773.8 5872.9 5857.6 7817.2
Non-commercials Total 5460.1 5705.3 5595.8 5434.9 5270.8 6177.2
Non-commercials 1402.7 1442.4 1484.7 1281.3 1301.7 278.3
Non-commercials spread 4057.4 4262.9 4111.0 4153.6 3969.1 5898.9
Non-Reportables 963.6 935.8 917.2 913.7 922.7 859.3
Total 12258.9 12474.9 12286.8 12221.4 12051.0 14853.7
Short Position in 3-month Eurodollars by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 6604.6 6641.2 6547.0 6398.3 6605.9 6706.1
Non-commercials Total 4609.1 4791.2 4676.6 4742.7 4408.1 6902.6
Non-commercials 551.7 528.3 565.6 589.1 439.0 1003.7
Non-commercials spread 4057.4 4262.9 4111.0 4153.6 3969.1 5898.9
Non-Reportables 1045.2 1042.5 1063.2 1080.4 1037.0 1245.0
Total 12258.9 12474.9 12286.8 12221.4 12051.0 14853.7

Commercials and Non-commercials Positions in 3-month Eurodollars Futures & Options

Commercials open interest: 3-month Eurodollars futures and options
Non-commercials open interest: 3-month Eurodollars futures and options

Commercials and Non-commercials Share of Total Open Interest in 3-month Eurodollars Futures & Options

Commercials share of open interest: 3-month Eurodollars futures and options
Noncommercials share of open interest: 3-month Eurodollars futures and options

Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in 3-month Eurodollars Futures & Options

Commercials net share of open interest: 3-month Eurodollars futures and options
Non-commercials net share of open interest: 3-month Eurodollars futures and options

Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 3-month Eurodollars Futures & Options

Largest 4 traders share of open interest: 3-month Eurodollars futures and options
Largest 8 traders share of interest: 3-month Eurodollars futures and options