BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,873
COMMITMENTS
5 3,244 1,587 10,398 7,464 11,990 12,295 883 578
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 45)
-2 -98 42 -26 97 14 41 31 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.2 12.3 80.8 58.0 93.1 95.5 6.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 10 6 31 27 37 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,966
COMMITMENTS
5,425 1,917 12,055 19,061 18,310 36,541 32,281 5,425 9,685
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -223)
-267 -162 -145 213 -106 -199 -413 -25 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.6 28.7 45.4 43.6 87.1 76.9 12.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 15 28 42 41 82 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,356
COMMITMENTS
512 1,972 1,958 8,675 7,624 11,144 11,554 1,211 802
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -118)
-33 -35 23 -22 -142 -32 -153 -86 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.0 15.8 70.2 61.7 90.2 93.5 9.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 7 8 33 27 44 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,476
COMMITMENTS
5,335 316 1,355 3,375 5,791 10,065 7,461 410 3,014
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -52)
-2 12 -22 -26 -96 -50 -106 -2 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 3.0 12.9 32.2 55.3 96.1 71.2 3.9 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 7 15 17 24 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 364,525
COMMITMENTS
85,089 53,035 112,563 133,450 159,724 331,102 325,322 33,423 39,203
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 3,046)
1,109 -1,692 417 1,642 3,729 3,168 2,454 -122 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 14.5 30.9 36.6 43.8 90.8 89.2 9.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
148 83 142 93 94 302 272
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 427,786
COMMITMENTS
145,269 40,094 108,798 145,975 222,649 400,043 371,541 27,744 56,246
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -1,972)
-4,196 939 1,283 2,847 -1,513 -66 710 -1,906 -2,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 9.4 25.4 34.1 52.0 93.5 86.9 6.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
149 76 143 141 187 356 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,482
COMMITMENTS
1,568 408 397 517 1,703 2,482 2,507 1,000 975
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -165)
58 -136 -76 -164 -134 -182 -345 17 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 11.7 11.4 14.8 48.9 71.3 72.0 28.7 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 6 9 10 13 33 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,329
COMMITMENTS
16,907 10,021 20,863 11,028 10,744 48,798 41,628 7,532 14,701
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -885)
19 -231 62 -229 -2 -148 -172 -737 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 17.8 37.0 19.6 19.1 86.6 73.9 13.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
56 49 74 52 63 158 157
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,781
COMMITMENTS
297 475 380 1,218 1,591 1,895 2,446 886 335
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 53)
20 29 -18 63 67 65 78 -12 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 17.1 13.7 43.8 57.2 68.1 87.9 31.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 7 12 8 19 18
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,856
COMMITMENTS
1,806 3,200 5,490 20,621 17,996 27,917 26,685 939 2,171
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 74)
-248 129 -31 356 49 77 148 -3 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.1 19.0 71.5 62.4 96.7 92.5 3.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 15 16 34 30 57 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,790
COMMITMENTS
33,886 4,879 0 20,442 50,915 54,328 55,794 2,462 996
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,512)
802 1,006 0 465 412 1,267 1,418 245 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 8.6 0.0 36.0 89.7 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
26 5 0 7 10 33 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 193,703
COMMITMENTS
61,816 52,225 10,930 72,732 109,826 145,478 172,981 48,225 20,722
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 22,657)
10,863 9,454 2,338 1,047 8,161 14,247 19,953 8,409 2,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 27.0 5.6 37.5 56.7 75.1 89.3 24.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
34 25 20 36 38 82 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,046
COMMITMENTS
14,433 20,005 1,619 30,228 15,746 46,281 37,370 10,765 19,675
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -4,793)
-306 -4,382 959 -5,787 -333 -5,134 -3,757 340 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 35.1 2.8 53.0 27.6 81.1 65.5 18.9 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 16 4 14 21 26 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 278,332
COMMITMENTS
193,128 42,791 1,899 66,762 230,473 261,790 275,163 16,542 3,168
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 3,012)
-9,012 -1,107 581 1,082 3,519 -7,349 2,993 10,362 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 15.4 0.7 24.0 82.8 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
94 28 12 27 34 124 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 233,003
COMMITMENTS
64,401 51,341 23,381 109,976 131,378 197,758 206,100 35,245 26,903
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 5,016)
-3,576 -9,184 8,466 1,027 2,916 5,918 2,198 -902 2,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 22.0 10.0 47.2 56.4 84.9 88.5 15.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
31 28 21 40 48 83 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 195,225
COMMITMENTS
43,101 68,603 16,696 106,355 70,868 166,153 156,167 29,072 39,057
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 3,001)
3,429 -6,196 3,859 -2,401 1,298 4,887 -1,039 -1,886 4,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 35.1 8.6 54.5 36.3 85.1 80.0 14.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 45 25 37 45 76 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 616,838
COMMITMENTS
165,844 241,071 45,047 308,873 269,223 519,765 555,342 97,073 61,496
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 34,152)
6,055 3,400 12,403 7,823 13,799 26,281 29,602 7,871 4,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 39.1 7.3 50.1 43.6 84.3 90.0 15.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
86 69 52 101 84 205 187
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,490
COMMITMENTS
3,488 3,545 741 8,230 12,258 12,459 16,544 11,031 6,946
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -90)
0 -589 0 10 255 10 -334 -100 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 15.1 3.2 35.0 52.2 53.0 70.4 47.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 13 10 18 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,832
COMMITMENTS
3,210 1,851 586 10,806 16,873 14,602 19,310 8,230 3,522
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 8.1 2.6 47.3 73.9 64.0 84.6 36.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 2 13 11 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,106
COMMITMENTS
5,260 43,990 239 45,458 7,576 50,957 51,805 3,149 2,301
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 202)
-181 -1,429 62 -67 874 -186 -493 388 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 81.3 0.4 84.0 14.0 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 23 4 12 8 27 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,492
COMMITMENTS
24,289 29,427 767 19,071 14,071 44,127 44,265 5,365 5,227
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,158)
5,154 2,538 501 -5,604 -352 51 2,688 2,107 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 59.5 1.5 38.5 28.4 89.2 89.4 10.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
36 30 7 20 11 60 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,513
COMMITMENTS
15,230 3,855 61 1,648 13,264 16,939 17,180 1,574 1,333
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 307)
302 -512 18 -285 844 35 350 272 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.3 20.8 0.3 8.9 71.6 91.5 92.8 8.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 10 1 4 8 17 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,430,528
COMMITMENTS
1324858 387,518 9683652 7791551 8498348 18800060 18569517 630,468 861,011
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 35,322)
-64,129 43,070 29,490 71,472 -46,980 36,833 25,581 -1,511 9,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.0 49.8 40.1 43.7 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
80 50 111 119 118 250 232
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,186
COMMITMENTS
1,699 2,728 133 0 0 1,832 2,861 1,354 325
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -355)
-26 -325 7 0 0 -19 -318 -336 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 85.6 4.2 0.0 0.0 57.5 89.8 42.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
24 23 6 0 0 28 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 130,526
COMMITMENTS
27,967 12,923 31,576 69,759 85,896 129,302 130,395 1,224 131
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -669)
107 221 -782 7 -145 -668 -706 -1 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 9.9 24.2 53.4 65.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 19 22 9 14 35 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 375,232
COMMITMENTS
39,458 121,339 57,464 278,225 193,422 375,147 372,225 85 3,007
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 4,610)
-947 -7,204 4,368 2,100 7,541 5,521 4,705 -911 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 32.3 15.3 74.1 51.5 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 38 23 23 36 53 85
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 735,636
COMMITMENTS
82,151 72,924 126,552 443,460 461,525 652,164 661,001 83,472 74,635
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -16,445)
4,706 1,607 -18,450 -3,696 252 -17,439 -16,591 994 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.9 17.2 60.3 62.7 88.7 89.9 11.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
152 104 127 263 260 462 444
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 53,003
COMMITMENTS
2,643 4,711 12,268 17,147 21,076 32,059 38,055 20,944 14,947
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -5,491)
-109 2,614 -11,444 5,658 3,849 -5,894 -4,981 404 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.9 23.1 32.4 39.8 60.5 71.8 39.5 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 9 15 14 19 35 36
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,413,165
COMMITMENTS
423,271 366,799 545,687 2131566 2202244 3100524 3114730 312,641 298,436
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -54,771)
35,344 6,232 -46,295 -46,774 -17,986 -57,725 -58,049 2,954 3,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.7 16.0 62.5 64.5 90.8 91.3 9.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
147 100 123 257 254 448 433
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,682
COMMITMENTS
234 2,712 0 25,068 20,759 25,302 23,471 3,380 5,211
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 72)
-5 279 0 -236 -50 -241 229 313 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.5 0.0 87.4 72.4 88.2 81.8 11.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 10 11 11 14
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 8,660
COMMITMENTS
309 710 0 6,403 7,232 6,712 7,942 1,948 718
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 8.2 0.0 73.9 83.5 77.5 91.7 22.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 9 9 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 11,380
COMMITMENTS
686 788 0 8,602 9,402 9,288 10,190 2,092 1,190
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 159)
-3 0 0 98 0 95 0 64 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.9 0.0 75.6 82.6 81.6 89.5 18.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 9 11 11 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,012
COMMITMENTS
17,524 4,376 743 47,646 70,726 65,913 75,845 12,099 2,167
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -635)
1,605 220 -66 -3,079 -107 -1,540 47 905 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 5.6 1.0 61.1 90.7 84.5 97.2 15.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
16 8 9 40 37 58 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,199
COMMITMENTS
14,262 8,875 3,915 20,322 25,541 38,498 38,331 7,700 7,868
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,051)
1,679 -789 -354 -1,027 2,173 297 1,030 754 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 19.2 8.5 44.0 55.3 83.3 83.0 16.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
68 56 30 77 78 160 150
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 230,993
COMMITMENTS
71,308 44,373 19,576 101,609 127,704 192,492 191,653 38,501 39,341
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 5,257)
8,393 -3,944 -1,772 -5,135 10,866 1,485 5,150 3,772 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 19.2 8.5 44.0 55.3 83.3 83.0 16.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
68 56 30 77 78 160 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 186,804
COMMITMENTS
48,449 87,990 14,606 95,094 56,354 158,149 158,949 28,655 27,855
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 13,185)
10,359 2,202 1,513 -2,054 10,479 9,819 14,194 3,366 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 47.1 7.8 50.9 30.2 84.7 85.1 15.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 28 15 23 34 57 68
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 490,318
COMMITMENTS
119,880 68,047 17,883 326,045 389,078 463,808 475,008 26,510 15,310
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 7,615)
3,970 -6,638 1,826 -459 12,987 5,336 8,175 2,278 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 13.9 3.6 66.5 79.4 94.6 96.9 5.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
73 49 28 130 106 217 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,444
COMMITMENTS
4,864 11,817 28 10,759 7,585 15,651 19,430 6,793 3,014
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -13)
-903 769 -5 -142 1 -1,050 765 1,037 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 52.7 0.1 47.9 33.8 69.7 86.6 30.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 2 12 6 22 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,519
COMMITMENTS
22,017 8,235 346 29,386 7,002 51,749 15,583 8,770 44,936
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,106)
-723 1,088 -462 2,230 -1,927 1,045 -1,301 61 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 13.6 0.6 48.6 11.6 85.5 25.7 14.5 74.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 10 3 25 13 42 24
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 80,536
COMMITMENTS
20,207 4,031 1,004 59,301 75,440 80,512 80,475 24 61
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 990)
1,570 0 10 -590 980 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 5.0 1.2 73.6 93.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 4 25 19 39 24
Updated January 06, 2020