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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
  10/6/2009 10/13/2009 10/20/2009 10/27/2009 9/29/2009 10/28/2008
Commercials 3897.3 4051.4 4069.8 4212.0 3748.2 5817.4
Non-commercials Total 2092.3 2007.9 2010.0 1963.1 1968.9 1606.6
Non-commercials 1208.2 1097.6 1046.8 1017.5 1013.0 1066.1
Non-commercials spread 884.1 910.3 963.1 945.6 955.9 540.5
Non-Reportables 872.9 829.6 861.3 835.4 825.4 841.2
Total 6862.5 6888.9 6941.1 7010.5 6542.5 8265.2
Short Position in 3-month Eurodollars by Trader Category More Data
  Most Recent Month Ago Year Ago
  10/6/2009 10/13/2009 10/20/2009 10/27/2009 9/29/2009 10/28/2008
Commercials 4826.5 4848.9 4715.6 4779.9 4499.6 6658.2
Non-commercials Total 1261.7 1301.1 1421.0 1441.0 1279.8 942.8
Non-commercials 377.7 390.8 457.8 495.4 323.9 402.3
Non-commercials spread 884.1 910.3 963.1 945.6 955.9 540.5
Non-Reportables 774.3 738.9 804.5 789.6 763.1 664.2
Total 6862.5 6888.9 6941.1 7010.5 6542.5 8265.2

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
  10/6/2009 10/13/2009 10/20/2009 10/27/2009 9/29/2009 10/28/2008
Commercials 5694.7 5866.6 5825.1 6059.2 5502.8 7943.9
Non-commercials Total 5563.9 5558.8 5444.0 5530.8 5285.3 6179.5
Non-commercials 1301.0 1217.7 1173.4 1134.5 1106.1 806.6
Non-commercials spread 4262.9 4341.2 4270.6 4396.3 4179.2 5372.9
Non-Reportables 977.7 928.3 960.4 931.3 922.1 953.8
Total 12236.3 12353.8 12229.5 12521.4 11710.2 15077.1
Short Position in 3-month Eurodollars by Trader Category More Data
  Most Recent Month Ago Year Ago
  10/6/2009 10/13/2009 10/20/2009 10/27/2009 9/29/2009 10/28/2008
Commercials 6748.9 6826.2 6670.9 6838.2 6384.4 8606.5
Non-commercials Total 4591.7 4670.1 4637.9 4779.5 4452.2 5715.1
Non-commercials 328.8 328.9 367.3 383.2 273.0 342.2
Non-commercials spread 4262.9 4341.2 4270.6 4396.3 4179.2 5372.9
Non-Reportables 895.6 857.5 920.7 903.8 873.6 755.5
Total 12236.3 12353.8 12229.5 12521.4 11710.2 15077.1

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