BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 12,688
COMMITMENTS
0 2,532 1,595 10,222 7,771 11,817 11,898 871 791
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 665)
0 15 159 657 410 816 583 -152 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.0 12.6 80.6 61.2 93.1 93.8 6.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 10 7 27 24 34 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 50,506
COMMITMENTS
7,314 1,154 16,605 20,486 22,291 44,404 40,050 6,102 10,456
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,638)
-379 -38 859 1,102 660 1,581 1,481 56 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.3 32.9 40.6 44.1 87.9 79.3 12.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
33 17 31 43 46 91 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED 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: 12,562
COMMITMENTS
633 1,487 2,034 8,426 8,464 11,093 11,985 1,469 577
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 120)
66 -26 61 -10 109 117 145 2 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.8 16.2 67.1 67.4 88.3 95.4 11.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 5 9 31 24 43 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED 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: 10,259
COMMITMENTS
4,017 241 1,726 3,948 5,457 9,691 7,424 568 2,835
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 77)
47 -188 -26 50 270 71 56 7 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 2.4 16.8 38.5 53.2 94.5 72.4 5.5 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 2 8 18 20 28 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 399,748
COMMITMENTS
85,798 62,557 138,675 141,260 157,246 365,733 358,478 34,015 41,270
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,804)
-864 2,339 412 972 -2,566 521 185 -3,326 -2,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 15.6 34.7 35.3 39.3 91.5 89.7 8.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
160 96 158 96 101 325 302
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 448,048
COMMITMENTS
139,952 41,235 126,219 150,574 219,207 416,745 386,661 31,303 61,387
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -777)
81 1,985 -2,720 4,414 2,885 1,775 2,149 -2,552 -2,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 9.2 28.2 33.6 48.9 93.0 86.3 7.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
143 83 155 150 187 373 368
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 3,550
COMMITMENTS
1,579 470 384 598 1,819 2,561 2,674 989 876
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -246)
34 -4 -160 -80 -107 -205 -271 -41 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 13.3 10.8 16.8 51.2 72.2 75.3 27.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 7 9 9 16 33 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 52,712
COMMITMENTS
17,043 11,812 16,426 11,391 10,762 44,860 39,000 7,852 13,712
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,200)
119 590 1,330 631 72 2,080 1,992 120 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 22.4 31.2 21.6 20.4 85.1 74.0 14.9 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
51 48 68 56 59 151 147
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED 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: 3,184
COMMITMENTS
307 523 417 1,481 1,826 2,205 2,766 979 417
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1)
0 10 -1 13 38 12 47 -11 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.4 13.1 46.5 57.4 69.3 86.9 30.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 6 5 12 8 18 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 32,105
COMMITMENTS
2,309 2,995 6,614 22,054 20,026 30,977 29,635 1,128 2,470
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 666)
-92 41 246 479 356 632 643 34 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.3 20.6 68.7 62.4 96.5 92.3 3.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 11 17 35 32 62 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 199,033
COMMITMENTS
64,137 42,324 13,107 86,890 117,783 164,134 173,215 34,899 25,819
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 18,146)
3,731 1,962 3,887 12,492 10,641 20,110 16,490 -1,964 1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 21.3 6.6 43.7 59.2 82.5 87.0 17.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
34 26 20 39 38 81 77
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 80,775
COMMITMENTS
15,312 37,509 1,248 53,281 17,831 69,840 56,589 10,934 24,186
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 926)
249 989 247 204 -832 699 404 227 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 46.4 1.5 66.0 22.1 86.5 70.1 13.5 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 25 5 16 22 30 48
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 291,640
COMMITMENTS
196,534 65,925 3,865 84,678 218,302 285,077 288,092 6,563 3,548
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -1,416)
-6,483 -960 -440 4,632 30 -2,291 -1,370 875 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 22.6 1.3 29.0 74.9 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
81 31 14 26 35 114 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 267,786
COMMITMENTS
47,647 77,388 19,066 167,625 138,225 234,338 234,680 33,448 33,106
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 18,215)
9,708 1,571 2,948 4,582 14,503 17,239 19,022 976 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 28.9 7.1 62.6 51.6 87.5 87.6 12.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
28 36 17 43 52 79 97
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 239,023
COMMITMENTS
46,531 96,781 18,420 139,040 87,296 203,991 202,497 35,032 36,527
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 20,210)
-503 6,682 3,100 12,495 10,606 15,093 20,388 5,117 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 40.5 7.7 58.2 36.5 85.3 84.7 14.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
28 41 22 43 47 84 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 648,810
COMMITMENTS
167,814 234,760 42,141 345,186 311,856 555,142 588,757 93,668 60,052
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 18,869)
-4,862 1,299 8,717 14,463 11,434 18,318 21,450 551 -2,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 36.2 6.5 53.2 48.1 85.6 90.7 14.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
83 70 55 108 93 208 201
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: -7,559)
-1,212 5,432 -62 -6,340 -12,395 -7,614 -7,025 55 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 72,347
COMMITMENTS
16,725 43,644 1,399 50,728 21,721 68,852 66,764 3,495 5,583
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,082)
6,041 -2,852 654 -6,058 3,295 637 1,098 445 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 60.3 1.9 70.1 30.0 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 43 15 19 15 58 65
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 24,174,213
COMMITMENTS
1718389 427,979 12540444 9134798 10280911 23393631 23249334 780,581 924,879
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -104,728)
-29,587 16,651 -104,292 35,925 12,211 -97,953 -75,430 -6,775 -29,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.8 51.9 37.8 42.5 96.8 96.2 3.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
84 59 115 121 120 259 243
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 818,970
COMMITMENTS
76,961 81,912 157,461 495,558 495,822 729,979 735,195 88,991 83,775
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -1,052)
-6,821 -1,835 -39 7,789 5,451 929 3,578 -1,980 -4,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 10.0 19.2 60.5 60.5 89.1 89.8 10.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
151 119 146 284 291 499 493
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 63,251
COMMITMENTS
4,697 3,212 18,124 19,806 20,834 42,626 42,170 20,625 21,081
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -10,310)
-732 172 -5,005 -1,439 -3,426 -7,175 -8,259 -3,135 -2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.1 28.7 31.3 32.9 67.4 66.7 32.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 12 20 18 16 42 37
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 3,778,596
COMMITMENTS
385,638 417,822 672,363 2378761 2374938 3436763 3465124 341,833 313,472
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 46,293)
-30,730 -10,317 25,114 46,136 44,388 40,521 59,185 5,772 -12,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.1 17.8 63.0 62.9 91.0 91.7 9.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
146 114 139 280 288 485 483
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 45,770
COMMITMENTS
14,092 9,373 3,956 20,579 23,265 38,626 36,595 7,144 9,175
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,584)
-3,845 -1,574 458 919 -842 -2,468 -1,958 -116 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 20.5 8.6 45.0 50.8 84.4 80.0 15.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
59 54 29 96 94 169 163
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 228,851
COMMITMENTS
70,458 46,867 19,781 102,893 116,327 193,132 182,975 35,718 45,876
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -12,920)
-19,226 -7,869 2,290 4,595 -4,212 -12,341 -9,792 -579 -3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 20.5 8.6 45.0 50.8 84.4 80.0 15.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
59 54 29 96 94 169 163
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 204,750
COMMITMENTS
53,195 94,126 15,369 104,914 61,693 173,478 171,188 31,272 33,562
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 3,264)
2,257 -4,359 2,223 -2,781 4,586 1,699 2,449 1,566 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 46.0 7.5 51.2 30.1 84.7 83.6 15.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 38 15 26 36 57 84
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 486,027
COMMITMENTS
104,693 74,219 18,302 338,862 370,860 461,857 463,381 24,170 22,646
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -5,641)
-7,508 -31,248 -252 1,492 21,161 -6,267 -10,339 626 4,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 15.3 3.8 69.7 76.3 95.0 95.3 5.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
70 48 28 138 115 223 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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