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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 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
  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 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