BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 12,024
COMMITMENTS
0 2,517 1,436 9,565 7,361 11,001 11,314 1,023 710
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 309)
-1 37 20 278 185 297 242 11 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.9 11.9 79.5 61.2 91.5 94.1 8.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 10 8 25 24 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 48,869
COMMITMENTS
7,693 1,192 15,746 19,384 21,631 42,823 38,569 6,046 10,300
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,669)
250 -457 874 274 1,127 1,399 1,544 270 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.4 32.2 39.7 44.3 87.6 78.9 12.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 16 31 41 43 87 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED 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: 12,443
COMMITMENTS
567 1,513 1,973 8,437 8,355 10,976 11,840 1,467 602
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 105)
30 87 22 1 30 52 138 53 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.2 15.9 67.8 67.1 88.2 95.2 11.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 5 7 30 24 41 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED 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: 10,181
COMMITMENTS
3,970 429 1,752 3,898 5,186 9,620 7,367 561 2,814
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 224)
144 -3 15 31 94 190 107 34 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 4.2 17.2 38.3 50.9 94.5 72.4 5.5 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 8 18 19 28 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 402,552
COMMITMENTS
86,662 60,219 138,262 140,287 159,811 365,212 358,292 37,341 44,260
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 4,761)
-2,383 7,586 5,145 157 -9,998 2,918 2,733 1,842 2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 15.0 34.3 34.8 39.7 90.7 89.0 9.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
161 95 153 95 100 320 298
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 448,826
COMMITMENTS
139,871 39,250 128,940 146,159 216,321 414,970 384,512 33,856 64,314
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 16,512)
3,974 3,894 5,700 4,407 3,676 14,081 13,269 2,431 3,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 8.7 28.7 32.6 48.2 92.5 85.7 7.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
143 85 156 155 187 381 366
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 3,796
COMMITMENTS
1,545 475 544 677 1,926 2,766 2,945 1,029 851
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 291)
117 14 168 -35 69 250 251 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 12.5 14.3 17.8 50.8 72.9 77.6 27.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 6 12 11 19 38 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 50,512
COMMITMENTS
16,924 11,222 15,096 10,760 10,690 42,780 37,008 7,732 13,504
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -617)
-126 709 630 -921 -763 -417 576 -200 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 22.2 29.9 21.3 21.2 84.7 73.3 15.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
53 43 61 53 56 143 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED 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: 3,183
COMMITMENTS
306 513 419 1,468 1,788 2,193 2,720 990 463
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 88)
-91 54 46 6 -120 -40 -20 128 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.1 13.2 46.1 56.2 68.9 85.5 31.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 5 11 7 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 31,438
COMMITMENTS
2,401 2,954 6,368 21,575 19,670 30,344 28,992 1,094 2,446
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,457)
-123 483 453 1,113 353 1,444 1,290 13 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.4 20.3 68.6 62.6 96.5 92.2 3.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 12 17 35 32 62 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 180,887
COMMITMENTS
60,407 40,362 9,220 74,398 107,143 144,024 156,725 36,863 24,162
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -5,185)
-4,717 5,158 199 -528 -11,014 -5,046 -5,657 -139 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 22.3 5.1 41.1 59.2 79.6 86.6 20.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
30 27 17 42 35 80 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 79,849
COMMITMENTS
15,063 36,520 1,001 53,077 18,663 69,141 56,184 10,708 23,665
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,903)
3,395 8,342 253 4,960 883 8,607 9,478 1,296 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 45.7 1.3 66.5 23.4 86.6 70.4 13.4 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 27 3 17 22 26 51
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 293,056
COMMITMENTS
203,017 66,885 4,305 80,046 218,272 287,368 289,462 5,688 3,594
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,121)
-11,460 -7,232 2,499 7,176 2,869 -1,784 -1,864 -337 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 22.8 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 13 26 34 113 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 249,571
COMMITMENTS
37,939 75,817 16,118 163,042 123,722 217,099 215,657 32,472 33,914
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 5,124)
-1,534 4,901 -324 8,693 -1,363 6,835 3,214 -1,711 1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 30.4 6.5 65.3 49.6 87.0 86.4 13.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
22 31 16 42 50 72 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 218,814
COMMITMENTS
47,034 90,099 15,319 126,545 76,690 188,898 182,109 29,916 36,705
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 14,700)
2,826 9,132 2,223 13,009 181 18,058 11,536 -3,359 3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 41.2 7.0 57.8 35.0 86.3 83.2 13.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
29 38 19 42 40 81 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 629,940
COMMITMENTS
172,677 233,461 33,423 330,723 300,423 536,824 567,307 93,117 62,633
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 4,292)
6,777 7,357 -4,318 861 231 3,319 3,270 973 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 37.1 5.3 52.5 47.7 85.2 90.1 14.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
79 73 49 111 93 208 197
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 69,279
COMMITMENTS
7,392 52,022 408 58,461 14,565 66,261 66,995 3,018 2,284
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,083)
1,039 2,756 -243 11,622 9,482 12,418 11,995 -335 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 59)
19 24 4 11 8 31 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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: 71,265
COMMITMENTS
10,685 46,496 745 56,786 18,426 68,215 65,666 3,049 5,598
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,439)
-2,070 -1,345 -148 -425 -922 -2,643 -2,415 204 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 65.2 1.0 79.7 25.9 95.7 92.1 4.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
22 49 10 20 14 48 67
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 24,278,941
COMMITMENTS
1747976 411,328 12644736 9098873 10268700 23491585 23324763 787,356 954,177
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 180,896)
3,856 -6,500 87,879 24,679 74,426 116,414 155,806 64,482 25,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.7 52.1 37.5 42.3 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
79 64 113 122 119 257 244
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 820,022
COMMITMENTS
83,782 83,747 157,499 487,769 490,370 729,050 731,617 90,971 88,405
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 25,141)
4,263 5,742 2,935 14,257 15,062 21,455 23,739 3,686 1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.2 19.2 59.5 59.8 88.9 89.2 11.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
139 130 144 276 280 491 479
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 73,561
COMMITMENTS
5,429 3,040 23,129 21,244 24,261 49,802 50,429 23,759 23,132
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 6,865)
1,212 1,129 3,384 1,808 2,371 6,404 6,884 461 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.1 31.4 28.9 33.0 67.7 68.6 32.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 13 19 18 17 43 38
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 3,732,303
COMMITMENTS
416,368 428,140 647,249 2332625 2330550 3396243 3405938 336,061 326,365
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 91,379)
24,731 32,541 -11,723 62,245 63,457 75,253 84,275 16,126 7,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 11.5 17.3 62.5 62.4 91.0 91.3 9.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
135 123 137 272 277 476 469
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 48,354
COMMITMENTS
17,937 10,947 3,498 19,660 24,108 41,095 38,553 7,260 9,801
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,451)
-32 213 60 -1,663 -1,624 -1,636 -1,351 185 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 22.6 7.2 40.7 49.9 85.0 79.7 15.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
60 61 31 95 82 171 158
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 241,770
COMMITMENTS
89,683 54,736 17,491 98,298 120,539 205,473 192,767 36,298 49,004
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -7,253)
-161 1,063 298 -8,317 -8,118 -8,179 -6,757 926 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 22.6 7.2 40.7 49.9 85.0 79.7 15.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
60 61 31 95 82 171 158
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 201,486
COMMITMENTS
50,938 98,485 13,146 107,695 57,107 171,779 168,739 29,706 32,747
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 13,925)
8,153 6,852 3,243 2,554 5,637 13,950 15,733 -25 -1,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 48.9 6.5 53.5 28.3 85.3 83.7 14.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
24 39 17 29 39 59 89
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 491,669
COMMITMENTS
112,201 105,467 18,553 337,370 349,699 468,125 473,720 23,544 17,949
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 10,585)
8,277 -2,128 4,897 -768 9,418 12,405 12,187 -1,820 -1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 21.5 3.8 68.6 71.1 95.2 96.3 4.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
68 51 30 130 115 216 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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