BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,208
COMMITMENTS
0 3,821 269 9,230 5,593 9,499 9,683 709 525
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 347)
0 248 4 290 100 294 352 53 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 37.4 2.6 90.4 54.8 93.1 94.9 6.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 11 3 25 23 28 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,422
COMMITMENTS
6,420 2,654 1,549 9,190 10,660 17,159 14,863 3,263 5,559
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -58)
-456 -9 -22 442 -62 -36 -93 -22 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 13.0 7.6 45.0 52.2 84.0 72.8 16.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 15 18 25 32 59 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,645
COMMITMENTS
544 2,101 312 6,835 5,660 7,691 8,073 954 572
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 300)
-30 193 -29 425 134 366 298 -66 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 24.3 3.6 79.1 65.5 89.0 93.4 11.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 7 6 30 18 39 27
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,205
COMMITMENTS
5,002 663 171 2,920 5,404 8,093 6,238 112 1,967
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 204)
190 5 -4 -23 94 163 95 41 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 8.1 2.1 35.6 65.9 98.6 76.0 1.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 5 7 14 13 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 279,346
COMMITMENTS
81,738 76,774 51,542 117,398 121,814 250,678 250,130 28,668 29,216
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -10,050)
162 -7,199 -5,790 -2,686 3,709 -8,314 -9,280 -1,736 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 27.5 18.5 42.0 43.6 89.7 89.5 10.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
111 93 102 70 80 244 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 382,290
COMMITMENTS
147,389 56,168 72,195 136,461 205,882 356,045 334,245 26,245 48,045
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -4,248)
-3,776 -2,175 1,233 -880 -1,797 -3,423 -2,739 -825 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 14.7 18.9 35.7 53.9 93.1 87.4 6.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
126 81 112 105 166 291 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,210
COMMITMENTS
1,616 662 121 516 1,673 2,253 2,456 957 754
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 52)
95 24 -8 -23 -83 64 -67 -12 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 20.6 3.8 16.1 52.1 70.2 76.5 29.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 11 6 11 16 31 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,844
COMMITMENTS
16,806 12,479 16,290 10,203 9,035 43,299 37,804 7,545 13,040
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 501)
-796 581 432 855 -407 491 606 10 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 24.5 32.0 20.1 17.8 85.2 74.4 14.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
50 48 60 48 53 141 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,223
COMMITMENTS
274 478 252 895 1,255 1,421 1,985 802 238
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 20)
-9 -9 9 21 33 21 33 -1 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 21.5 11.3 40.3 56.5 63.9 89.3 36.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 7 10 7 17 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,436
COMMITMENTS
1,636 2,985 1,638 15,619 13,290 18,893 17,913 543 1,523
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 422)
-166 12 152 418 257 404 421 18 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 15.4 8.4 80.4 68.4 97.2 92.2 2.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 13 12 25 26 44 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,278
COMMITMENTS
33,084 3,873 0 19,977 50,503 53,061 54,376 2,217 902
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,039)
-1,014 116 0 131 -1,223 -883 -1,107 -156 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 7.0 0.0 36.1 91.4 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
27 5 0 8 9 35 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,666
COMMITMENTS
51,478 42,981 3,234 65,276 95,855 119,988 142,070 38,678 16,596
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -30,792)
3,955 6,649 -7,515 -20,708 -25,646 -24,268 -26,512 -6,524 -4,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 27.1 2.0 41.1 60.4 75.6 89.5 24.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
31 20 14 36 34 73 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,450
COMMITMENTS
14,516 24,195 2 35,919 16,060 50,437 40,257 10,013 20,193
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,180)
754 -641 -16 -920 65 -182 -592 -998 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 40.0 0.0 59.4 26.6 83.4 66.6 16.6 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 15 1 13 20 21 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 274,987
COMMITMENTS
202,097 43,881 1,169 65,565 226,855 268,831 271,905 6,156 3,082
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -13,799)
-9,553 -15,509 120 -3,778 1,030 -13,211 -14,359 -588 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 16.0 0.4 23.8 82.5 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
92 32 8 27 34 121 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 206,283
COMMITMENTS
68,574 59,877 5,842 98,829 117,972 173,245 183,691 33,038 22,592
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 4,697)
9,263 -5,214 541 -6,052 12,699 3,752 8,026 945 -3,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 29.0 2.8 47.9 57.2 84.0 89.0 16.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
24 27 11 36 44 66 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 173,142
COMMITMENTS
40,592 74,134 3,349 99,923 61,911 143,864 139,394 29,278 33,748
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -5,387)
-2,826 -11,346 -1,252 -2,825 7,907 -6,903 -4,691 1,516 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 42.8 1.9 57.7 35.8 83.1 80.5 16.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 39 12 35 38 62 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 540,395
COMMITMENTS
160,263 233,206 13,131 282,401 241,064 455,795 487,401 84,600 52,994
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -2,528)
-5,092 2,157 1,646 -5,912 -3,211 -9,358 592 6,830 -3,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 43.2 2.4 52.3 44.6 84.3 90.2 15.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
77 67 37 93 78 182 170
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,580
COMMITMENTS
3,488 4,134 741 8,220 12,003 12,449 16,878 11,131 6,702
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -224)
-503 -171 0 5 -119 -498 -290 274 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 17.5 3.1 34.9 50.9 52.8 71.6 47.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 13 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,904
COMMITMENTS
5,441 45,419 177 45,525 6,702 51,143 52,298 2,761 1,606
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -424)
-503 -3,215 -217 187 2,848 -533 -584 109 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 84.3 0.3 84.5 12.4 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 23 3 13 10 27 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,630
COMMITMENTS
18,651 26,447 202 24,538 14,326 43,391 40,975 3,239 5,655
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,290)
2,491 2,070 -561 381 732 2,311 2,241 -21 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 56.7 0.4 52.6 30.7 93.1 87.9 6.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 33 5 20 11 56 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,206
COMMITMENTS
14,928 4,367 43 1,933 12,420 16,904 16,830 1,302 1,376
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 401)
-344 381 15 713 89 384 485 17 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.0 24.0 0.2 10.6 68.2 92.8 92.4 7.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 10 1 4 8 17 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,877,555
COMMITMENTS
2214218 559,508 2711433 5371194 6777135 10296845 10048076 580,710 829,479
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -3,642)
49,549 -48,740 -31,137 2,851 55,176 21,263 -24,701 -24,905 21,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 5.1 24.9 49.4 62.3 94.7 92.4 5.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
65 37 87 103 103 205 197
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,541
COMMITMENTS
1,725 3,053 126 0 0 1,851 3,179 1,690 362
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -299)
-320 -168 -11 0 0 -331 -179 32 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 86.2 3.6 0.0 0.0 52.3 89.8 47.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 21 8 0 0 30 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 131,195
COMMITMENTS
27,860 12,702 32,358 69,752 86,041 129,970 131,101 1,225 94
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -44,068)
-6,283 -1,468 -6,294 -31,506 -36,302 -44,083 -44,064 15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 9.7 24.7 53.2 65.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 20 22 9 14 35 42
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 370,622
COMMITMENTS
40,405 128,543 53,096 276,125 185,881 369,626 367,520 996 3,102
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,542)
-4,807 -2,427 -4,535 10,950 9,729 1,608 2,767 934 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 34.7 14.3 74.5 50.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
18 42 28 21 34 56 87
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 556,980
COMMITMENTS
79,420 73,245 12,169 400,285 415,816 491,874 501,230 65,106 55,750
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -118,150)
-793 -5,140 -15,640 -74,600 -81,275 -91,033 -102,054 -27,116 -16,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.2 2.2 71.9 74.7 88.3 90.0 11.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
115 101 58 229 239 362 380
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,716,155
COMMITMENTS
395,868 368,801 49,698 1996968 2045871 2442534 2464370 273,621 251,785
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -483,583)
-929 -41,521 -48,445 -299,742 -347,973 -349,116 -437,939 -134,467 -45,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.6 1.8 73.5 75.3 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
116 100 56 227 238 359 378
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,610
COMMITMENTS
239 2,433 0 25,304 20,809 25,543 23,242 3,067 5,368
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -12,787)
12 643 -837 -8,564 -12,275 -9,389 -12,469 -3,398 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.5 0.0 88.4 72.7 89.3 81.2 10.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 11 11 12 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 11,221
COMMITMENTS
689 788 0 8,504 9,402 9,193 10,190 2,028 1,031
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -8,517)
-1,172 500 -865 -6,249 -6,932 -8,286 -7,297 -231 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 7.0 0.0 75.8 83.8 81.9 90.8 18.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 9 11 11 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,647
COMMITMENTS
15,919 4,156 809 50,725 70,833 67,453 75,798 11,194 2,849
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -10,897)
-378 -842 415 -10,117 -9,828 -10,080 -10,255 -817 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 5.3 1.0 64.5 90.1 85.8 96.4 14.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 7 7 43 36 59 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,219
COMMITMENTS
12,661 9,965 2,031 20,936 23,001 35,628 34,997 6,590 7,222
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -13,046)
-444 -1,561 -948 -11,011 -8,841 -12,403 -11,350 -643 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 23.6 4.8 49.6 54.5 84.4 82.9 15.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
65 44 21 76 80 149 137
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 211,094
COMMITMENTS
63,307 49,825 10,155 104,680 115,004 178,142 174,984 32,952 36,110
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -65,231)
-2,219 -7,804 -4,741 -55,054 -44,204 -62,014 -56,749 -3,217 -8,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 23.6 4.8 49.6 54.5 84.4 82.9 15.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
65 44 21 76 80 149 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,810
COMMITMENTS
39,526 85,690 3,587 89,022 39,846 132,135 129,123 23,675 26,687
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,306)
6,232 5,818 -257 -1,870 -1,936 4,105 3,625 -1,799 -1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 55.0 2.3 57.1 25.6 84.8 82.9 15.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 30 9 20 32 47 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 477,320
COMMITMENTS
115,130 74,398 12,930 325,426 374,743 453,486 462,071 23,834 15,249
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -64,615)
-852 1,025 -2,727 -60,246 -44,576 -63,825 -46,278 -790 -18,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 15.6 2.7 68.2 78.5 95.0 96.8 5.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
72 49 21 129 103 211 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,457
COMMITMENTS
5,767 11,048 33 10,901 7,584 16,701 18,665 5,756 3,792
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -330)
52 -499 -2 161 -12 211 -513 -541 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 49.2 0.1 48.5 33.8 74.4 83.1 25.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 7 2 12 6 24 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,413
COMMITMENTS
22,740 7,147 808 27,156 8,929 50,704 16,884 8,709 42,529
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,546)
80 200 400 405 -2,581 885 -1,981 661 3,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 12.0 1.4 45.7 15.0 85.3 28.4 14.7 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 9 1 24 14 43 23
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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: 79,546
COMMITMENTS
18,637 4,031 994 59,891 74,460 79,522 79,485 24 61
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -50,681)
-2,094 -2,447 -37 -48,544 -48,197 -50,675 -50,681 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 5.1 1.2 75.3 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 2 4 25 19 38 24
Updated December 30, 2019