BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,427
COMMITMENTS
0 2,914 324 8,427 5,658 8,751 8,896 676 531
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 477)
-142 205 11 606 261 475 477 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 30.9 3.4 89.4 60.0 92.8 94.4 7.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 9 5 23 20 28 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,087
COMMITMENTS
8,093 3,062 1,999 9,604 11,958 19,696 17,019 3,391 6,068
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 500)
196 94 118 118 194 432 406 68 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 13.3 8.7 41.6 51.8 85.3 73.7 14.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
33 14 18 26 34 69 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,382
COMMITMENTS
478 1,614 392 6,486 5,952 7,356 7,958 1,026 424
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 264)
5 -28 27 251 280 283 279 -19 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 19.3 4.7 77.4 71.0 87.8 94.9 12.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 4 7 24 16 35 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,531
COMMITMENTS
3,529 865 460 3,353 4,602 7,342 5,927 189 1,604
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 132)
28 2 -11 120 123 137 114 -5 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 11.5 6.1 44.5 61.1 97.5 78.7 2.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 5 5 8 14 14 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,483
COMMITMENTS
87,013 78,871 56,447 120,823 128,149 264,283 263,467 30,200 31,016
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,424)
1,790 8,101 1,798 1,077 -4,989 4,665 4,910 -241 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 26.8 19.2 41.0 43.5 89.7 89.5 10.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
122 97 115 68 90 256 254
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 369,746
COMMITMENTS
135,508 56,271 75,030 131,909 189,118 342,447 320,419 27,299 49,327
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 17,476)
7,207 2,606 8,608 4,278 4,032 20,093 15,246 -2,617 2,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 15.2 20.3 35.7 51.1 92.6 86.7 7.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
125 86 129 116 167 312 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,048
COMMITMENTS
1,485 535 101 528 1,656 2,114 2,292 934 756
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 120)
50 -29 20 11 4 81 -5 39 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 17.6 3.3 17.3 54.3 69.4 75.2 30.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 8 2 8 16 25 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,864
COMMITMENTS
16,893 11,769 10,400 10,407 10,288 37,700 32,457 7,164 12,407
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,227)
541 -808 176 442 1,375 1,159 743 68 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 26.2 23.2 23.2 22.9 84.0 72.3 16.0 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
52 48 58 46 57 137 135
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,802
COMMITMENTS
2,868 2,420 1,508 14,782 14,352 19,158 18,280 644 1,522
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 940)
330 -124 177 392 864 899 917 41 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 12.2 7.6 74.6 72.5 96.7 92.3 3.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 11 13 27 24 48 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,198
COMMITMENTS
30,952 5,199 0 22,196 48,834 53,148 54,033 2,050 1,165
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -554)
-759 -185 0 95 -427 -664 -612 110 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 9.4 0.0 40.2 88.5 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 9 0 8 6 28 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,759
COMMITMENTS
65,040 36,175 3,435 68,701 110,343 137,176 149,953 35,583 22,806
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -10,034)
-8,631 4,877 395 -1,902 -17,089 -10,138 -11,817 104 1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 20.9 2.0 39.8 63.9 79.4 86.8 20.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 24 10 40 33 76 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,223
COMMITMENTS
11,573 27,765 85 47,555 17,419 59,213 45,269 9,010 22,954
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 157)
-1,251 -179 49 1,545 1,253 343 1,123 -186 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 40.7 0.1 69.7 25.5 86.8 66.4 13.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 20 3 18 19 26 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 294,412
COMMITMENTS
213,938 74,117 1,736 72,760 214,787 288,434 290,640 5,978 3,772
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -3,755)
-5,374 -3,158 563 1,192 -1,224 -3,619 -3,819 -136 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.7 25.2 0.6 24.7 73.0 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
78 40 11 25 31 110 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 218,042
COMMITMENTS
39,205 71,108 6,224 141,288 111,145 186,717 188,477 31,325 29,565
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 8,730)
-1,143 2,627 194 4,474 5,106 3,525 7,927 5,205 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 32.6 2.9 64.8 51.0 85.6 86.4 14.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
20 28 12 37 43 62 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,445
COMMITMENTS
45,423 80,454 2,708 102,992 67,501 151,123 150,663 31,322 31,782
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -1,035)
1,459 1,493 -763 -3,512 115 -2,816 845 1,781 -1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 44.1 1.5 56.5 37.0 82.8 82.6 17.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 32 12 30 36 61 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 577,689
COMMITMENTS
163,898 226,401 16,020 310,291 278,082 490,209 520,503 87,480 57,186
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 8,162)
-6,352 -1,518 5,228 9,712 4,173 8,588 7,883 -426 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 39.2 2.8 53.7 48.1 84.9 90.1 15.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
80 62 35 105 86 195 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,130
COMMITMENTS
5,507 2,838 684 8,617 15,874 14,808 19,396 11,322 6,734
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -601)
-388 -317 -2 -279 -18 -669 -337 68 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 10.9 2.6 33.0 60.8 56.7 74.2 43.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 3 2 13 10 21 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,481
COMMITMENTS
1,340 3,879 15 13,942 14,020 15,297 17,914 7,184 4,567
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 419)
448 60 0 -131 557 317 617 102 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 17.3 0.1 62.0 62.4 68.0 79.7 32.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 15 12 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 57,140
COMMITMENTS
6,381 49,244 617 46,789 5,083 53,787 54,944 3,353 2,196
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,599)
2,480 2,245 617 165 424 3,262 3,286 337 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 86.2 1.1 81.9 8.9 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 23 2 9 7 27 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 73,073
COMMITMENTS
12,349 47,448 766 57,196 19,276 70,311 67,490 2,762 5,583
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -6,321)
-4,401 -5,537 329 -1,923 -951 -5,995 -6,159 -326 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 64.9 1.0 78.3 26.4 96.2 92.4 3.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
27 47 8 20 14 50 66
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,292
COMMITMENTS
13,400 6,699 0 1,139 6,767 14,539 13,466 753 1,826
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,551)
1,552 1,922 0 12 -112 1,564 1,810 -13 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.6 43.8 0.0 7.4 44.3 95.1 88.1 4.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 13 0 2 4 8 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,906,620
COMMITMENTS
2945780 833,472 2715784 5587610 7450687 11249174 10999943 657,446 906,677
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -231,878)
33,055 113,520 -106,976 -187,090 -288,490 -261,011 -281,946 29,133 50,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 7.0 22.8 46.9 62.6 94.5 92.4 5.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
67 48 90 105 109 214 210
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,157
COMMITMENTS
1,630 2,540 125 0 0 1,755 2,665 1,402 492
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 66)
-49 -4 -13 0 0 -62 -17 128 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 80.5 4.0 0.0 0.0 55.6 84.4 44.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
26 19 6 0 0 28 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 172,430
COMMITMENTS
27,341 17,506 39,042 104,673 115,113 171,056 171,661 1,374 769
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 9,657)
608 -869 3,162 5,636 7,061 9,406 9,354 251 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 10.2 22.6 60.7 66.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 15 20 10 19 35 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 308,795
COMMITMENTS
46,687 118,598 48,265 213,499 139,261 308,451 306,124 344 2,671
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 33,381)
3,200 14,449 6,406 23,752 11,796 33,358 32,651 23 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 38.4 15.6 69.1 45.1 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 31 28 24 34 55 82
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 585,963
COMMITMENTS
79,312 78,141 19,102 418,674 421,473 517,088 518,716 68,875 67,247
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 11,538)
1,013 3,577 5,086 3,703 -800 9,801 7,863 1,737 3,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 13.3 3.3 71.5 71.9 88.2 88.5 11.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
120 107 73 247 251 397 402
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 27,151
COMMITMENTS
4,221 1,369 116 9,823 12,424 14,160 13,909 12,991 13,242
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,787)
1,873 754 116 2,583 -2,289 4,572 -1,419 -1,785 4,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 5.0 0.4 36.2 45.8 52.2 51.2 47.8 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 1 4 12 10 18
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,794,058
COMMITMENTS
392,101 400,505 78,283 2044254 2045247 2514638 2524035 279,420 270,023
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 43,756)
4,063 22,478 16,485 5,598 7,447 26,146 46,410 17,610 -2,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 14.3 2.8 73.2 73.2 90.0 90.3 10.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
120 107 70 246 250 394 400
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 23,843
COMMITMENTS
255 1,267 0 20,643 19,444 20,898 20,711 2,945 3,132
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 467)
255 0 0 214 426 469 426 -2 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.3 0.0 86.6 81.6 87.6 86.9 12.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 8 14 9 15
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 22,227
COMMITMENTS
2,163 0 0 17,480 12,683 19,643 12,683 2,584 9,544
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 21)
-983 0 0 735 35 -248 35 269 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.0 0.0 78.6 57.1 88.4 57.1 11.6 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 9 8 13 8
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 11,136
COMMITMENTS
1,750 1,316 0 8,115 9,092 9,865 10,408 1,271 728
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 737)
54 0 0 879 907 933 907 -196 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.8 0.0 72.9 81.6 88.6 93.5 11.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 8 9 12 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 13,160
COMMITMENTS
1,234 0 500 8,454 11,042 10,188 11,542 2,972 1,618
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -333)
64 0 0 -719 -231 -655 -231 322 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 3.8 64.2 83.9 77.4 87.7 22.6 12.3
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,584
COMMITMENTS
15,525 4,527 749 46,273 64,334 62,547 69,610 11,037 3,974
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 113)
184 1,103 121 -710 -631 -405 593 518 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 6.2 1.0 62.9 87.4 85.0 94.6 15.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 6 4 42 40 57 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,589
COMMITMENTS
18,032 11,117 1,243 20,601 25,048 39,876 37,408 6,713 9,181
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 218)
-697 363 229 456 -659 -12 -67 231 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 23.9 2.7 44.2 53.8 85.6 80.3 14.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
57 51 24 84 84 153 148
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,945
COMMITMENTS
90,161 55,587 6,214 103,004 125,241 199,379 187,042 33,566 45,903
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,092)
-3,483 1,817 1,143 2,279 -3,295 -61 -335 1,153 1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 23.9 2.7 44.2 53.8 85.6 80.3 14.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
57 51 24 84 84 153 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 172,425
COMMITMENTS
43,871 91,111 1,835 98,695 46,234 144,401 139,180 28,024 33,245
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 12,296)
2,610 9,041 54 11,531 3,209 14,195 12,304 -1,899 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 52.8 1.1 57.2 26.8 83.7 80.7 16.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 36 7 23 32 44 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 475,095
COMMITMENTS
103,960 107,753 9,815 336,473 338,679 450,248 456,247 24,847 18,848
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 5,252)
1,309 -2,339 -163 3,881 5,598 5,027 3,096 225 2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 22.7 2.1 70.8 71.3 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
67 51 24 131 109 212 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,505
COMMITMENTS
15,799 22,229 443 12,902 7,559 29,144 30,231 5,361 4,274
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 213)
-25 765 -23 -9 -25 -57 717 270 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 64.4 1.3 37.4 21.9 84.5 87.6 15.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 2 14 6 29 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,433
COMMITMENTS
36,383 21,076 734 24,044 39,654 61,161 61,464 9,272 8,969
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -1,937)
3,281 -355 -15 190 -5,311 3,456 -5,681 -5,393 3,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 29.9 1.0 34.1 56.3 86.8 87.3 13.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 14 5 25 26 51 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| 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: 121,946
COMMITMENTS
19,532 6,378 1,032 101,352 114,475 121,916 121,885 30 61
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 738)
-1,756 600 -8 2,502 146 738 738 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 5.2 0.8 83.1 93.9 100.0 99.9 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 4 25 21 36 26
Updated November 22, 2019