BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,953
COMMITMENTS
0 2,900 347 8,923 6,026 9,270 9,273 683 680
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 263)
0 -44 23 243 212 266 191 -3 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.1 3.5 89.7 60.5 93.1 93.2 6.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 10 6 24 21 30 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,404
COMMITMENTS
8,621 2,726 2,395 10,078 13,046 21,094 18,167 3,310 6,237
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 678)
287 19 107 277 461 671 587 7 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 11.2 9.8 41.3 53.5 86.4 74.4 13.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 13 23 27 32 72 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,621
COMMITMENTS
507 1,575 516 6,460 6,150 7,483 8,241 1,138 380
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 145)
2 -110 125 -6 150 121 165 24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 18.3 6.0 74.9 71.3 86.8 95.6 13.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 6 8 27 16 38 26
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,793
COMMITMENTS
3,739 675 428 3,408 4,966 7,575 6,069 218 1,724
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 69)
36 -203 -3 30 268 63 62 6 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 8.7 5.5 43.7 63.7 97.2 77.9 2.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 5 9 16 15 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,770
COMMITMENTS
84,627 86,194 62,456 122,530 119,096 269,613 267,746 28,157 30,024
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,040)
-260 1,427 2,164 1,858 -291 3,762 3,300 -2,722 -2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 28.9 21.0 41.1 40.0 90.5 89.9 9.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
123 101 125 69 86 260 265
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 382,583
COMMITMENTS
140,036 61,709 75,510 139,466 195,664 355,012 332,883 27,571 49,700
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -1,620)
827 1,952 -3,470 3,519 2,748 876 1,230 -2,496 -2,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 16.1 19.7 36.5 51.1 92.8 87.0 7.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
124 90 125 112 175 308 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,225
COMMITMENTS
1,635 572 134 515 1,697 2,284 2,403 941 822
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -92)
36 -52 -81 -22 9 -67 -124 -25 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 17.7 4.2 16.0 52.6 70.8 74.5 29.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 9 4 8 15 29 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,327
COMMITMENTS
16,914 12,933 12,978 10,299 9,948 40,191 35,859 7,136 11,468
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,994)
146 703 1,133 580 -19 1,859 1,817 135 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 27.3 27.4 21.8 21.0 84.9 75.8 15.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
43 53 60 43 56 131 140
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,790
COMMITMENTS
2,824 2,953 1,628 15,745 14,615 20,197 19,196 593 1,594
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 408)
-35 151 69 384 183 418 403 -10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 14.2 7.8 75.7 70.3 97.1 92.3 2.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 11 14 28 24 52 42
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 60,168
COMMITMENTS
33,196 5,239 11 25,197 53,839 58,404 59,089 1,764 1,079
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 5,929)
1,272 649 11 4,740 5,286 6,023 5,946 -94 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 8.7 0.0 41.9 89.5 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
23 9 1 8 9 32 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,060
COMMITMENTS
64,040 42,569 6,860 79,966 110,194 150,866 159,623 33,194 24,437
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 16,710)
3,110 1,983 3,076 12,359 10,371 18,545 15,430 -1,835 1,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 23.1 3.7 43.4 59.9 82.0 86.7 18.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 26 15 38 34 77 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,183
COMMITMENTS
15,119 37,406 577 52,799 17,354 68,495 55,337 10,688 23,846
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,865)
352 1,664 473 445 -772 1,270 1,365 595 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 47.2 0.7 66.7 21.9 86.5 69.9 13.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 23 4 16 20 29 44
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 290,980
COMMITMENTS
196,052 65,925 3,829 84,564 217,740 284,445 287,494 6,535 3,486
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -1,417)
-6,482 -960 -438 4,633 6 -2,287 -1,392 870 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.4 22.7 1.3 29.1 74.8 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
81 31 12 26 34 114 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 236,714
COMMITMENTS
47,755 77,805 6,841 151,535 121,233 206,131 205,879 30,583 30,835
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 13,533)
9,109 2,583 640 2,198 11,378 11,947 14,601 1,586 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 32.9 2.9 64.0 51.2 87.1 87.0 12.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 33 13 40 45 70 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 214,223
COMMITMENTS
48,312 96,135 6,777 126,334 76,981 181,423 179,893 32,800 34,330
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 17,329)
-966 7,266 2,295 11,218 8,568 12,547 18,129 4,782 -800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 44.9 3.2 59.0 35.9 84.7 84.0 15.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
29 36 14 39 42 75 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 590,124
COMMITMENTS
164,392 233,441 16,006 321,158 285,706 501,556 535,153 88,568 54,971
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 11,674)
-5,524 2,109 5,100 12,164 8,083 11,740 15,292 -66 -3,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 39.6 2.7 54.4 48.4 85.0 90.7 15.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
79 64 40 102 87 193 179
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,575
COMMITMENTS
5,650 4,018 531 10,300 15,948 16,481 20,497 11,094 7,078
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 770)
729 292 178 85 20 992 490 -222 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 14.6 1.9 37.4 57.8 59.8 74.3 40.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 4 13 10 22 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,734
COMMITMENTS
1,309 6,023 84 14,972 13,537 16,365 19,644 7,369 4,090
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,172)
-31 2,290 63 1,173 -322 1,205 2,031 -33 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 25.4 0.4 63.1 57.0 69.0 82.8 31.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 3 14 12 19 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 61,720
COMMITMENTS
6,180 57,454 346 52,121 2,170 58,647 59,970 3,073 1,750
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -7,539)
-1,228 5,432 -42 -6,324 -12,395 -7,594 -7,005 55 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 93.1 0.6 84.4 3.5 95.0 97.2 5.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 24 3 9 10 24 37
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 71,895
COMMITMENTS
16,467 43,459 1,346 50,696 21,633 68,509 66,438 3,386 5,457
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,055)
5,841 -2,993 870 -6,074 3,279 637 1,156 418 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 60.4 1.9 70.5 30.1 95.3 92.4 4.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 43 13 18 15 56 64
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,456
COMMITMENTS
12,633 6,365 99 979 6,036 13,711 12,500 745 1,956
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -880)
-739 -179 92 -225 -939 -872 -1,026 -8 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.4 44.0 0.7 6.8 41.8 94.8 86.5 5.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 9 3 2 7 9 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,276,044
COMMITMENTS
2995523 809,301 2919787 5652464 7648441 11567774 11377529 708,270 898,515
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -83,219)
-150,000 -123,500 61,637 -108 21,873 -88,471 -39,990 5,252 -43,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 6.6 23.8 46.0 62.3 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
71 49 94 106 109 223 212
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,983
COMMITMENTS
1,425 2,151 72 0 0 1,497 2,223 1,486 760
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -571)
-158 -442 -230 0 0 -388 -672 -183 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 72.1 2.4 0.0 0.0 50.2 74.5 49.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
23 16 5 0 0 25 19
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 180,085
COMMITMENTS
31,495 15,035 43,036 104,353 121,982 178,884 180,053 1,201 32
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,561)
69 -2,742 -549 -2,033 788 -2,513 -2,503 -48 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 8.3 23.9 57.9 67.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 16 24 10 20 39 48
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 327,427
COMMITMENTS
60,257 118,975 47,435 219,503 157,848 327,195 324,258 232 3,169
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -54,070)
-6,342 -23,409 -9,006 -38,686 -21,435 -54,034 -53,850 -36 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 36.3 14.5 67.0 48.2 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 38 32 21 35 58 91
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 606,563
COMMITMENTS
76,731 82,681 19,768 439,869 439,506 536,368 541,955 70,196 64,608
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 941)
-7,850 -1,896 1,167 8,877 4,573 2,194 3,843 -1,253 -2,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 13.6 3.3 72.5 72.5 88.4 89.3 11.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
117 110 74 259 260 407 414
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 27,843
COMMITMENTS
4,617 2,768 1,099 10,648 11,789 16,364 15,656 11,479 12,187
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -345)
-633 886 600 1,028 -1,360 995 126 -1,340 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 9.9 3.9 38.2 42.3 58.8 56.2 41.2 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 4 3 8 9 16 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| 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: 10,861
COMMITMENTS
538 203 500 7,347 8,972 8,385 9,675 2,476 1,186
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -699)
136 0 0 11 -830 147 -830 -846 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 1.9 4.6 67.6 82.6 77.2 89.1 22.8 10.9
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,893,602
COMMITMENTS
384,480 423,475 69,435 2146104 2138585 2600019 2631495 293,583 262,107
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 6,432)
-37,468 -15,296 4,219 39,246 29,663 5,997 18,586 435 -12,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 14.6 2.4 74.2 73.9 89.9 90.9 10.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
117 110 71 256 260 402 413
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| 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: 27,316
COMMITMENTS
482 1,469 0 23,856 22,802 24,338 24,271 2,978 3,045
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,612)
-7 202 0 1,618 1,448 1,611 1,650 1 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 5.4 0.0 87.3 83.5 89.1 88.9 10.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 9 15 10 17
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| 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: 22,534
COMMITMENTS
2,163 0 0 17,418 13,132 19,581 13,132 2,953 9,402
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 263)
18 0 -3 -71 409 -56 406 319 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.0 77.3 58.3 86.9 58.3 13.1 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 9 9 13 9
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| 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: 11,837
COMMITMENTS
2,456 1,316 0 8,013 9,478 10,469 10,794 1,368 1,043
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 193)
90 0 0 110 35 200 35 -7 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 11.1 0.0 67.7 80.1 88.4 91.2 11.6 8.8
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 12/03/19 |
--------------------------------------------------------------| 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: 14,458
COMMITMENTS
1,301 288 500 10,197 11,461 11,998 12,249 2,460 2,209
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.0 3.5 70.5 79.3 83.0 84.7 17.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 11 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 74,094
COMMITMENTS
16,243 2,740 540 45,884 67,933 62,667 71,213 11,427 2,881
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -1,625)
-441 -1,272 -203 -1,664 717 -2,308 -758 683 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 3.7 0.7 61.9 91.7 84.6 96.1 15.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 6 6 41 40 58 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,146
COMMITMENTS
14,095 9,674 1,406 19,934 22,586 35,435 33,666 6,711 8,480
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,738)
-3,934 -1,704 349 1,025 -758 -2,560 -2,113 -178 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 23.0 3.3 47.3 53.6 84.1 79.9 15.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
59 48 19 89 92 156 151
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 210,730
COMMITMENTS
70,475 48,369 7,032 99,669 112,930 177,176 168,331 33,554 42,399
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -13,692)
-19,668 -8,521 1,744 5,123 -3,788 -12,801 -10,565 -891 -3,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 23.0 3.3 47.3 53.6 84.1 79.9 15.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
59 48 19 89 92 156 151
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 185,828
COMMITMENTS
57,550 93,983 4,032 94,723 56,145 156,305 154,160 29,523 31,668
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,357)
4,911 -4,011 -31 -5,345 4,840 -465 798 1,822 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 50.6 2.2 51.0 30.2 84.1 83.0 15.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 35 9 24 31 53 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 478,609
COMMITMENTS
105,033 74,191 13,052 336,991 369,448 455,076 456,691 23,533 21,918
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -5,443)
-7,176 -31,229 -340 1,563 21,505 -5,953 -10,064 510 4,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 15.5 2.7 70.4 77.2 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
71 46 22 135 113 217 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,622
COMMITMENTS
17,537 26,496 245 14,075 7,330 31,857 34,071 7,765 5,551
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 4,994)
1,918 3,785 -203 1,112 -218 2,827 3,364 2,167 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 66.9 0.6 35.5 18.5 80.4 86.0 19.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 7 2 15 5 32 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,205
COMMITMENTS
41,063 21,831 1,494 25,630 40,216 68,187 63,541 8,018 12,664
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 5,128)
3,767 832 796 289 2,084 4,852 3,712 276 1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 28.6 2.0 33.6 52.8 89.5 83.4 10.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 19 6 27 29 51 52
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| 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: 129,750
COMMITMENTS
20,343 6,478 1,041 108,336 122,170 129,720 129,689 30 61
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,906)
409 0 17 3,747 4,156 4,173 4,173 -1,267 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 5.0 0.8 83.5 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 2 4 25 23 38 28
Updated December 06, 2019