BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,690
COMMITMENTS
0 2,944 324 8,680 5,814 9,004 9,082 686 608
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 263)
0 30 0 253 156 253 186 10 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 30.4 3.3 89.6 60.0 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 10 6 23 20 29 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,726
COMMITMENTS
8,334 2,707 2,288 9,801 12,585 20,423 17,580 3,303 6,146
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 639)
241 -355 289 197 627 727 561 -88 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 11.4 9.6 41.3 53.0 86.1 74.1 13.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
33 13 21 26 30 69 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,476
COMMITMENTS
505 1,685 391 6,466 6,000 7,362 8,076 1,114 400
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 94)
27 71 -1 -20 48 6 118 88 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 19.9 4.6 76.3 70.8 86.9 95.3 13.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 5 6 26 16 36 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,724
COMMITMENTS
3,703 878 431 3,378 4,698 7,512 6,007 212 1,717
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 193)
174 13 -29 25 96 170 80 23 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 11.4 5.6 43.7 60.8 97.3 77.8 2.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 5 5 8 15 14 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,730
COMMITMENTS
84,887 84,767 60,292 120,672 119,387 265,851 264,446 30,879 32,284
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,247)
-2,126 5,896 3,845 -151 -8,762 1,568 979 679 1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 28.6 20.3 40.7 40.2 89.6 89.1 10.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
117 105 119 69 87 253 261
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,203
COMMITMENTS
139,209 59,757 78,980 135,947 192,916 354,136 331,653 30,067 52,550
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 14,457)
3,701 3,486 3,950 4,038 3,798 11,689 11,234 2,768 3,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 15.6 20.6 35.4 50.2 92.2 86.3 7.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
125 83 127 118 172 315 333
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,317
COMMITMENTS
1,599 624 215 537 1,688 2,351 2,527 966 790
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 269)
114 89 114 9 32 237 235 32 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 18.8 6.5 16.2 50.9 70.9 76.2 29.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 8 4 11 18 34 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,333
COMMITMENTS
16,768 12,230 11,845 9,719 9,967 38,332 34,042 7,001 11,291
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 469)
-125 461 1,445 -688 -321 632 1,585 -163 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 27.0 26.1 21.4 22.0 84.6 75.1 15.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
44 48 54 41 53 124 132
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,382
COMMITMENTS
2,859 2,802 1,559 15,361 14,432 19,779 18,793 603 1,589
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 580)
-9 382 51 579 80 621 513 -41 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 13.7 7.6 75.4 70.8 97.0 92.2 3.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 11 13 28 25 51 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,239
COMMITMENTS
31,924 4,590 0 20,457 48,553 52,381 53,143 1,858 1,096
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -959)
972 -609 0 -1,739 -281 -767 -890 -192 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 8.5 0.0 37.7 89.5 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
23 8 0 10 6 33 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,350
COMMITMENTS
60,930 40,586 3,784 67,607 99,823 132,321 144,193 35,029 23,157
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -5,409)
-4,110 4,411 349 -1,094 -10,520 -4,855 -5,760 -554 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 24.3 2.3 40.4 59.6 79.1 86.2 20.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
30 27 14 41 31 77 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,318
COMMITMENTS
14,767 35,742 104 52,354 18,126 67,225 53,972 10,093 23,346
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,095)
3,194 7,977 19 4,799 707 8,012 8,703 1,083 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 46.2 0.1 67.7 23.4 86.9 69.8 13.1 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 27 2 17 20 25 48
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 292,397
COMMITMENTS
202,534 66,885 4,267 79,931 217,734 286,732 288,886 5,665 3,511
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,015)
-11,404 -7,232 2,531 7,171 2,947 -1,702 -1,754 -313 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 22.9 1.5 27.3 74.5 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
79 38 11 26 33 113 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 223,181
COMMITMENTS
38,646 75,222 6,201 149,337 109,855 194,184 191,278 28,997 31,903
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 5,139)
-559 4,114 -23 8,049 -1,290 7,467 2,801 -2,328 2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 33.7 2.8 66.9 49.2 87.0 85.7 13.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
20 28 12 38 45 63 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,894
COMMITMENTS
49,278 88,869 4,482 115,116 68,413 168,876 161,764 28,018 35,130
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 14,449)
3,855 8,415 1,774 12,124 912 17,753 11,101 -3,304 3,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 45.1 2.3 58.5 34.7 85.8 82.2 14.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
28 33 13 37 37 69 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 578,450
COMMITMENTS
169,916 231,332 10,906 308,994 277,623 489,816 519,861 88,634 58,589
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 761)
6,018 4,931 -5,114 -1,297 -459 -393 -642 1,154 1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 40.0 1.9 53.4 48.0 84.7 89.9 15.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
80 62 32 105 86 193 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,805
COMMITMENTS
4,921 3,726 353 10,215 15,928 15,489 20,007 11,316 6,798
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 675)
-586 888 -331 1,598 54 681 611 -6 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 13.9 1.3 38.1 59.4 57.8 74.6 42.2 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 2 13 10 21 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,562
COMMITMENTS
1,340 3,733 21 13,799 13,859 15,160 17,613 7,402 4,949
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 81)
0 -146 6 -143 -161 -137 -301 218 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 16.5 0.1 61.2 61.4 67.2 78.1 32.8 21.9
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 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 69,259
COMMITMENTS
7,408 52,022 388 58,445 14,565 66,241 66,975 3,018 2,284
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,119)
1,027 2,778 -229 11,656 9,482 12,454 12,031 -335 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 75.1 0.6 84.4 21.0 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 24 3 10 8 29 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 70,840
COMMITMENTS
10,626 46,452 476 56,770 18,354 67,872 65,282 2,968 5,558
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,233)
-1,723 -996 -290 -426 -922 -2,439 -2,208 206 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 65.6 0.7 80.1 25.9 95.8 92.2 4.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
22 49 8 19 14 45 67
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,336
COMMITMENTS
13,372 6,544 7 1,204 6,975 14,583 13,526 753 1,810
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 44)
-28 -155 7 65 208 44 60 0 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.2 42.7 0.0 7.9 45.5 95.1 88.2 4.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 13 1 3 5 10 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,359,263
COMMITMENTS
3145523 932,801 2858150 5652572 7626568 11656245 11417519 703,018 941,744
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 452,643)
199,743 99,329 142,366 64,962 175,881 407,071 417,576 45,572 35,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 7.5 23.1 45.7 61.7 94.3 92.4 5.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
67 50 93 105 109 217 213
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,554
COMMITMENTS
1,583 2,593 302 0 0 1,885 2,895 1,669 659
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 397)
-47 53 177 0 0 130 230 267 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 73.0 8.5 0.0 0.0 53.0 81.5 47.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 19 8 0 0 25 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 182,646
COMMITMENTS
31,426 17,777 43,585 106,386 121,194 181,397 182,556 1,249 90
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 10,216)
4,085 271 4,543 1,713 6,081 10,341 10,895 -125 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 9.7 23.9 58.2 66.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 15 21 10 20 36 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 381,497
COMMITMENTS
66,599 142,384 56,441 258,189 179,283 381,229 378,108 268 3,389
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 72,702)
19,912 23,786 8,176 44,690 40,022 72,778 71,984 -76 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 37.3 14.8 67.7 47.0 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 35 34 25 34 63 89
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 605,622
COMMITMENTS
84,581 84,577 18,601 430,992 434,933 534,173 538,112 71,449 67,510
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 19,659)
5,268 6,436 -500 12,318 13,460 17,086 19,396 2,574 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 14.0 3.1 71.2 71.8 88.2 88.9 11.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
116 106 67 250 249 392 398
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 28,188
COMMITMENTS
5,250 1,882 499 9,620 13,149 15,369 15,530 12,819 12,658
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,037)
1,029 513 383 -203 725 1,209 1,621 -172 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 6.7 1.8 34.1 46.6 54.5 55.1 45.5 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 3 6 10 15 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 11,560
COMMITMENTS
402 203 500 7,336 9,802 8,238 10,505 3,322 1,055
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.8 4.3 63.5 84.8 71.3 90.9 28.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 7 11 9 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,887,170
COMMITMENTS
421,948 438,771 65,216 2106858 2108922 2594022 2612909 293,148 274,261
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 93,112)
29,847 38,266 -13,067 62,604 63,675 79,384 88,874 13,728 4,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 15.2 2.3 73.0 73.0 89.8 90.5 10.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
116 106 63 247 248 386 396
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| 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: 25,704
COMMITMENTS
489 1,267 0 22,238 21,354 22,727 22,621 2,977 3,083
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,861)
234 0 0 1,595 1,910 1,829 1,910 32 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 4.9 0.0 86.5 83.1 88.4 88.0 11.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 9 14 10 15
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| 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: 22,271
COMMITMENTS
2,145 0 3 17,489 12,723 19,637 12,726 2,634 9,545
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 44)
-18 0 3 9 40 -6 43 50 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.0 78.5 57.1 88.2 57.1 11.8 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 9 8 13 9
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| 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: 11,644
COMMITMENTS
2,366 1,316 0 7,903 9,443 10,269 10,759 1,375 885
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 508)
616 0 0 -212 351 404 351 104 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 11.3 0.0 67.9 81.1 88.2 92.4 11.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 8 9 12 11
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 271,022
COMMITMENTS
0 11,750 0 271,022 258,872 271,022 270,622 0 400
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 14 15 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,719
COMMITMENTS
16,684 4,012 743 47,548 67,216 64,975 71,971 10,744 3,748
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,135)
1,159 -515 -6 1,275 2,882 2,428 2,361 -293 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 5.3 1.0 62.8 88.8 85.8 95.1 14.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
17 7 5 42 41 60 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,884
COMMITMENTS
18,029 11,378 1,058 18,909 23,344 37,995 35,779 6,889 9,105
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,705)
-4 261 -185 -1,692 -1,705 -1,880 -1,629 176 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 25.3 2.4 42.1 52.0 84.7 79.7 15.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
59 54 20 88 80 157 144
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 224,422
COMMITMENTS
90,143 56,890 5,288 94,546 116,718 189,977 178,896 34,445 45,526
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -8,523)
-18 1,303 -926 -8,458 -8,523 -9,402 -8,146 879 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 25.3 2.4 42.1 52.0 84.7 79.7 15.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
59 54 20 88 80 157 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 184,471
COMMITMENTS
52,639 97,994 4,063 100,068 51,305 156,770 153,362 27,701 31,109
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,046)
8,768 6,883 2,228 1,373 5,071 12,369 14,182 -323 -2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 53.1 2.2 54.2 27.8 85.0 83.1 15.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 36 12 23 34 51 78
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 484,052
COMMITMENTS
112,209 105,420 13,392 335,428 347,943 461,029 466,755 23,023 17,297
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 8,957)
8,249 -2,333 3,577 -1,045 9,264 10,781 10,508 -1,824 -1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 21.8 2.8 69.3 71.9 95.2 96.4 4.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
68 51 23 128 113 209 174
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,628
COMMITMENTS
15,619 22,711 448 12,963 7,548 29,030 30,707 5,598 3,921
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 123)
-180 482 5 61 -11 -114 476 237 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 65.6 1.3 37.4 21.8 83.8 88.7 16.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 2 14 6 28 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,077
COMMITMENTS
37,296 20,999 698 25,341 38,132 63,335 59,829 7,742 11,248
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 644)
913 -77 -36 1,297 -1,522 2,174 -1,635 -1,530 2,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 29.5 1.0 35.7 53.6 89.1 84.2 10.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 15 4 26 26 50 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| 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: 126,844
COMMITMENTS
19,934 6,478 1,024 104,589 118,014 125,547 125,516 1,297 1,328
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 4,898)
402 100 -8 3,237 3,539 3,631 3,631 1,267 1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 5.1 0.8 82.5 93.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 2 4 25 22 37 27
Updated December 02, 2019