BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,950
COMMITMENTS
142 2,709 313 7,821 5,397 8,276 8,419 674 531
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 585)
-12 283 -43 632 518 577 758 8 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 30.3 3.5 87.4 60.3 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 9 6 22 19 28 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,587
COMMITMENTS
7,897 2,968 1,881 9,486 11,764 19,264 16,613 3,323 5,974
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 768)
544 -530 62 83 1,090 689 622 79 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 13.1 8.3 42.0 52.1 85.3 73.6 14.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
34 13 14 25 32 66 52
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,118
COMMITMENTS
473 1,642 365 6,235 5,672 7,073 7,679 1,045 439
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 508)
-101 38 85 422 489 406 612 102 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 20.2 4.5 76.8 69.9 87.1 94.6 12.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 7 7 22 15 33 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,399
COMMITMENTS
3,501 863 471 3,233 4,479 7,205 5,813 194 1,586
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 199)
138 -24 35 28 122 201 133 -2 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 11.7 6.4 43.7 60.5 97.4 78.6 2.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 6 7 13 14 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,059
COMMITMENTS
85,223 70,770 54,649 119,746 133,138 259,618 258,557 30,441 31,502
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,950)
-3,194 -3,921 -50 -315 2,152 -3,559 -1,819 -391 -2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 24.4 18.8 41.3 45.9 89.5 89.1 10.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
124 92 117 67 94 261 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 352,270
COMMITMENTS
128,301 53,665 66,422 127,631 185,086 322,354 305,173 29,916 47,097
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,067)
8,643 -2,964 -6,103 -825 7,533 1,715 -1,534 1,352 4,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 15.2 18.9 36.2 52.5 91.5 86.6 8.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
130 83 114 113 170 301 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,928
COMMITMENTS
1,435 564 81 517 1,652 2,033 2,297 895 631
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -221)
-82 -78 -41 -101 -30 -224 -149 3 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 19.3 2.8 17.7 56.4 69.4 78.4 30.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 9 4 9 18 29 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,637
COMMITMENTS
16,352 12,577 10,224 9,965 8,913 36,541 31,714 7,096 11,923
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,337)
695 -455 2,079 -1,103 91 1,671 1,715 666 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 28.8 23.4 22.8 20.4 83.7 72.7 16.3 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
49 50 54 42 48 130 125
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,862
COMMITMENTS
2,538 2,544 1,331 14,390 13,488 18,259 17,363 603 1,499
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,066)
19 -402 510 547 1,121 1,076 1,229 -10 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 13.5 7.1 76.3 71.5 96.8 92.1 3.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 12 12 27 22 49 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,752
COMMITMENTS
31,711 5,384 0 22,101 49,261 53,812 54,645 1,940 1,107
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 329)
1,045 423 0 -506 -76 539 347 -210 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 9.7 0.0 39.6 88.4 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 9 0 7 7 28 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,793
COMMITMENTS
73,671 31,298 3,040 70,603 127,432 147,314 161,770 35,479 21,023
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -10,089)
-14,103 -2,474 1,707 6,097 -10,151 -6,299 -10,918 -3,790 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 17.1 1.7 38.6 69.7 80.6 88.5 19.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
38 20 14 39 32 81 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,066
COMMITMENTS
12,824 27,944 36 46,010 16,166 58,870 44,146 9,196 23,920
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 211)
-1,224 -257 0 1,514 -300 290 -557 -79 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 41.1 0.1 67.6 23.8 86.5 64.9 13.5 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 20 1 16 16 23 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 298,167
COMMITMENTS
219,312 77,275 1,173 71,568 216,011 292,053 294,459 6,114 3,708
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -867)
-12,969 -14,604 -345 13,514 13,849 200 -1,100 -1,067 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 25.9 0.4 24.0 72.4 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
84 38 10 25 32 117 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 209,312
COMMITMENTS
40,348 68,481 6,030 136,814 106,039 183,192 180,550 26,120 28,762
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,995)
-636 -1,538 -838 4,773 5,970 3,299 3,594 -304 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 32.7 2.9 65.4 50.7 87.5 86.3 12.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 30 12 35 45 61 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,480
COMMITMENTS
43,964 78,961 3,471 106,504 67,386 153,939 149,818 29,541 33,662
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 6,374)
-32 8,360 -2,321 5,287 864 2,934 6,903 3,440 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 43.0 1.9 58.0 36.7 83.9 81.7 16.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
24 35 10 35 37 63 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 569,527
COMMITMENTS
170,250 227,919 10,792 300,579 273,909 481,621 512,620 87,906 56,907
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 6,191)
6,067 2,990 -6,178 2,846 8,243 2,735 5,055 3,456 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 40.0 1.9 52.8 48.1 84.6 90.0 15.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
82 63 34 101 79 191 168
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,731
COMMITMENTS
5,895 3,155 686 8,896 15,892 15,477 19,733 11,254 6,998
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -469)
-384 -5 0 108 -171 -276 -176 -193 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 11.8 2.6 33.3 59.5 57.9 73.8 42.1 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 3 13 10 22 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,062
COMMITMENTS
892 3,819 15 14,073 13,463 14,980 17,297 7,082 4,765
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 196)
11 -19 -24 70 75 57 32 139 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 17.3 0.1 63.8 61.0 67.9 78.4 32.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 15 12 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,541
COMMITMENTS
3,901 46,999 0 46,624 4,659 50,525 51,658 3,016 1,883
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -474)
-489 -843 -161 143 110 -507 -894 33 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 87.8 0.0 87.1 8.7 94.4 96.5 5.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 21 0 9 4 21 25
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 79,394
COMMITMENTS
16,750 52,985 437 59,119 20,227 76,306 73,649 3,088 5,745
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 4,068)
2,374 -356 -288 2,036 4,589 4,122 3,945 -54 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 66.7 0.6 74.5 25.5 96.1 92.8 3.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
24 50 6 19 15 45 69
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,741
COMMITMENTS
11,848 4,777 0 1,127 6,879 12,975 11,656 766 2,085
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 419)
405 289 0 -16 10 389 299 30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.2 34.8 0.0 8.2 50.1 94.4 84.8 5.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 12 0 2 5 5 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,138,498
COMMITMENTS
2912725 719,952 2822760 5774700 7739177 11510185 11281889 628,313 856,609
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 92,635)
-12,336 -26,158 100,069 29,326 14,958 117,059 88,869 -24,424 3,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 5.9 23.3 47.6 63.8 94.8 92.9 5.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
70 49 95 103 105 219 210
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,091
COMMITMENTS
1,679 2,544 138 0 0 1,817 2,682 1,274 409
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -429)
-357 -407 -49 0 0 -406 -456 -23 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 82.3 4.5 0.0 0.0 58.8 86.8 41.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
30 16 5 0 0 30 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 162,773
COMMITMENTS
26,733 18,375 35,880 99,037 108,052 161,650 162,307 1,123 466
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,523)
-371 -234 -1,173 287 48 -1,257 -1,359 -266 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 11.3 22.0 60.8 66.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 18 20 9 19 34 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 275,414
COMMITMENTS
43,487 104,149 41,859 189,747 127,465 275,093 273,473 321 1,941
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 11,118)
-6,188 3,076 8,370 8,909 -219 11,091 11,227 27 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 37.8 15.2 68.9 46.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 30 28 22 31 54 79
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 574,424
COMMITMENTS
78,300 74,564 14,016 414,971 422,273 507,286 510,853 67,138 63,571
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 16,129)
372 -365 -2,332 16,466 16,829 14,506 14,132 1,624 1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 13.0 2.4 72.2 73.5 88.3 88.9 11.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
119 100 72 250 250 397 395
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 24,364
COMMITMENTS
2,348 615 0 7,240 14,713 9,588 15,328 14,776 9,036
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,595)
-1,311 -22 -800 366 2,116 -1,745 1,294 3,340 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 2.5 0.0 29.7 60.4 39.4 62.9 60.6 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 0 5 11 11 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,750,302
COMMITMENTS
388,038 378,027 61,798 2038656 2037800 2488492 2477625 261,810 272,677
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 72,672)
7,858 -2,270 -7,105 80,501 73,564 81,254 64,189 -8,582 8,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.7 2.2 74.1 74.1 90.5 90.1 9.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
119 100 67 248 249 391 393
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 23,376
COMMITMENTS
0 1,267 0 20,429 19,018 20,429 20,285 2,947 3,091
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,354)
0 0 0 1,280 793 1,280 793 74 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 0.0 87.4 81.4 87.4 86.8 12.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 8 13 8 14
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 22,206
COMMITMENTS
3,146 0 0 16,745 12,648 19,891 12,648 2,315 9,558
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.0 0.0 75.4 57.0 89.6 57.0 10.4 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 10 8 14 8
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 10,399
COMMITMENTS
1,696 1,316 0 7,236 8,185 8,932 9,501 1,467 898
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 494)
280 0 0 15 275 295 275 199 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 12.7 0.0 69.6 78.7 85.9 91.4 14.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 6 10 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 13,493
COMMITMENTS
1,170 0 500 9,173 11,273 10,843 11,773 2,650 1,720
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 697)
-149 -675 500 724 687 1,075 512 -378 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.0 3.7 68.0 83.5 80.4 87.3 19.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 10 13 13 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,471
COMMITMENTS
15,341 3,424 628 46,983 64,965 62,952 69,017 10,519 4,454
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,433)
38 -610 332 1,249 997 1,619 719 -186 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 4.7 0.9 63.9 88.4 85.7 93.9 14.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 5 4 42 39 58 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,371
COMMITMENTS
18,729 10,754 1,014 20,145 25,707 39,888 37,475 6,483 8,895
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,000)
267 525 364 419 207 1,049 1,096 -48 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 23.2 2.2 43.4 55.4 86.0 80.8 14.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
62 53 25 85 82 158 149
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 231,853
COMMITMENTS
93,644 53,770 5,071 100,725 128,536 199,440 187,377 32,413 44,476
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 5,002)
1,333 2,627 1,818 2,093 1,033 5,244 5,478 -242 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 23.2 2.2 43.4 55.4 86.0 80.8 14.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
62 53 25 85 82 158 149
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,129
COMMITMENTS
41,261 82,070 1,781 87,164 43,025 130,206 126,876 29,923 33,253
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,282)
-8,571 5,444 304 8,239 -2,625 -28 3,123 -1,254 -4,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 51.3 1.1 54.4 26.9 81.3 79.2 18.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 34 7 22 30 42 68
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 469,843
COMMITMENTS
102,651 110,092 9,978 332,592 333,081 445,221 453,151 24,622 16,692
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 8,925)
1,050 -2,595 1,517 4,831 9,560 7,398 8,482 1,527 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 23.4 2.1 70.8 70.9 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
70 48 28 124 114 207 177
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,292
COMMITMENTS
15,824 21,464 466 12,911 7,584 29,201 29,514 5,091 4,778
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 20)
650 521 167 145 12 962 700 -942 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 62.6 1.4 37.7 22.1 85.2 86.1 14.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 6 2 14 6 30 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,370
COMMITMENTS
33,102 21,431 749 23,854 44,965 57,705 67,145 14,665 5,225
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -290)
2,051 -2,456 241 -272 1,725 2,020 -490 -2,310 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 29.6 1.0 33.0 62.1 79.7 92.8 20.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 16 5 25 28 49 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 121,208
COMMITMENTS
21,288 5,778 1,040 98,850 114,329 121,178 121,147 30 61
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 468)
383 0 10 575 958 968 968 -500 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 4.8 0.9 81.6 94.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 2 4 24 21 35 26
Updated November 15, 2019