BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,731
COMMITMENTS
4 2,561 1,520 9,433 7,043 10,956 11,123 775 608
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -957)
4 29 -75 -789 -729 -861 -774 -97 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.8 13.0 80.4 60.0 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 10 7 30 27 37 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,162
COMMITMENTS
6,193 1,357 11,850 16,540 17,231 34,583 30,438 5,579 9,724
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -10,345)
-1,120 202 -4,755 -3,946 -5,059 -9,822 -9,612 -523 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.4 29.5 41.2 42.9 86.1 75.8 13.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 14 28 37 41 79 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,081
COMMITMENTS
489 1,690 1,667 7,536 7,096 9,691 10,452 1,389 629
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,481)
-143 202 -367 -891 -1,368 -1,401 -1,533 -80 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 15.2 15.0 68.0 64.0 87.5 94.3 12.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 7 8 31 23 43 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,688
COMMITMENTS
4,577 225 1,391 3,200 5,256 9,167 6,871 521 2,817
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -570)
560 -17 -336 -748 -201 -524 -553 -47 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 2.3 14.4 33.0 54.3 94.6 70.9 5.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 8 15 18 25 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,788
COMMITMENTS
84,231 66,071 136,682 139,573 153,206 360,486 355,959 34,302 38,829
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -4,960)
-1,567 3,514 -1,993 -1,687 -4,039 -5,247 -2,518 287 -2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 16.7 34.6 35.4 38.8 91.3 90.2 8.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
150 103 150 96 99 317 293
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,596
COMMITMENTS
143,557 42,399 102,112 140,969 213,427 386,638 357,938 33,958 62,657
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -27,452)
3,605 1,164 -24,107 -9,604 -5,780 -30,107 -28,723 2,654 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 10.1 24.3 33.5 50.7 91.9 85.1 8.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
140 84 143 141 177 359 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,627
COMMITMENTS
1,446 513 486 745 1,970 2,676 2,969 951 658
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 78)
-134 43 101 147 151 115 295 -37 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 14.2 13.4 20.5 54.3 73.8 81.9 26.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 9 10 13 20 36 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,884
COMMITMENTS
16,575 11,176 17,756 10,654 10,488 44,985 39,419 8,899 14,465
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,172)
-468 -636 1,330 -737 -274 125 419 1,047 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 20.7 33.0 19.8 19.5 83.5 73.2 16.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
47 46 70 60 61 152 151
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,728
COMMITMENTS
227 437 354 1,177 1,506 1,758 2,296 970 432
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -456)
-80 -86 -64 -304 -320 -447 -470 -8 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 16.0 13.0 43.2 55.2 64.4 84.2 35.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 6 11 8 17 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,352
COMMITMENTS
2,514 2,874 4,985 17,946 16,291 25,445 24,150 907 2,202
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -5,752)
206 -121 -1,629 -4,108 -3,735 -5,531 -5,485 -221 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 10.9 18.9 68.1 61.8 96.6 91.6 3.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 11 16 32 29 57 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 66,686
COMMITMENTS
33,175 5,985 737 30,543 58,814 64,455 65,536 2,231 1,150
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 6,518)
-21 746 726 5,346 4,975 6,051 6,447 467 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 9.0 1.1 45.8 88.2 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
23 8 1 10 9 34 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,170
COMMITMENTS
55,726 34,451 12,596 76,275 108,295 144,597 155,342 37,573 26,828
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -16,863)
-8,412 -7,874 -511 -10,615 -9,488 -19,537 -17,872 2,674 1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 18.9 6.9 41.9 59.4 79.4 85.3 20.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
33 18 15 38 34 75 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,898
COMMITMENTS
10,230 31,077 5,428 49,965 19,114 65,624 55,619 11,275 21,279
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,876)
-5,081 -6,433 4,180 -3,316 1,283 -4,216 -970 340 -2,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 40.4 7.1 65.0 24.9 85.3 72.3 14.7 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 19 8 16 22 29 47
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 305,132
COMMITMENTS
196,628 66,032 8,293 92,949 227,563 297,870 301,888 7,262 3,244
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 13,492)
94 107 4,428 8,271 9,261 12,792 13,796 699 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 21.6 2.7 30.5 74.6 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
84 33 14 29 37 118 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 280,774
COMMITMENTS
52,595 74,385 25,395 165,504 150,066 243,494 249,846 37,280 30,928
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 12,988)
4,948 -3,003 6,329 -2,121 11,841 9,156 15,167 3,832 -2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 26.5 9.0 58.9 53.4 86.7 89.0 13.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
32 31 21 45 54 88 95
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 218,233
COMMITMENTS
40,633 85,452 16,663 131,311 78,786 188,607 180,901 29,626 37,332
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -20,790)
-5,898 -11,329 -1,756 -7,729 -8,510 -15,384 -21,595 -5,407 805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 39.2 7.6 60.2 36.1 86.4 82.9 13.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
19 45 20 41 40 74 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 690,434
COMMITMENTS
166,063 235,098 42,083 381,764 342,169 589,910 619,350 100,524 71,084
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 41,624)
-1,752 338 -58 36,578 30,313 34,768 30,593 6,856 11,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 34.1 6.1 55.3 49.6 85.4 89.7 14.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
82 66 56 107 91 205 198
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,344
COMMITMENTS
5,687 4,415 1,193 10,737 16,045 17,617 21,653 12,727 8,691
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,769)
37 397 662 437 97 1,136 1,156 1,633 1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 14.5 3.9 35.4 52.9 58.1 71.4 41.9 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 5 5 14 10 23 18
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,942
COMMITMENTS
886 6,379 1,191 17,483 16,278 19,560 23,848 8,382 4,094
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 4,208)
-423 356 1,107 2,511 2,741 3,195 4,204 1,013 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 22.8 4.3 62.6 58.3 70.0 85.3 30.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 6 4 15 13 20 19
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 58,221
COMMITMENTS
7,004 53,999 400 47,877 2,059 55,281 56,458 2,940 1,763
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,499)
824 -3,455 54 -4,244 -111 -3,366 -3,512 -133 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 92.7 0.7 82.2 3.5 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 25 3 8 10 27 38
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 75,718
COMMITMENTS
14,513 39,797 3,570 54,068 26,640 72,151 70,007 3,568 5,711
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 3,372)
-2,213 -3,846 2,171 3,340 4,919 3,299 3,244 73 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 52.6 4.7 71.4 35.2 95.3 92.5 4.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
26 42 11 17 18 50 65
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,569
COMMITMENTS
11,039 5,072 370 10,279 15,087 21,688 20,529 881 2,040
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 8,113)
-1,594 -1,293 271 9,300 9,051 7,977 8,029 136 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 22.5 1.6 45.5 66.8 96.1 91.0 3.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 9 1 2 8 7 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,803,953
COMMITMENTS
1710147 440,201 12192277 9206108 10253236 23108532 22885713 695,421 918,239
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -370,260)
-8,242 12,222 -348,167 71,310 -27,675 -285,100 -363,620 -85,160 -6,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.8 51.2 38.7 43.1 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
86 56 114 121 122 258 244
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,232
COMMITMENTS
1,566 2,447 122 0 0 1,688 2,569 1,544 663
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 249)
141 296 50 0 0 191 346 58 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 75.7 3.8 0.0 0.0 52.2 79.5 47.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 19 4 0 0 24 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 175,468
COMMITMENTS
31,920 13,734 40,858 101,439 120,802 174,217 175,394 1,251 74
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -4,617)
425 -1,301 -2,178 -2,914 -1,180 -4,667 -4,659 50 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.8 23.3 57.8 68.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 19 25 10 20 39 49
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 343,069
COMMITMENTS
67,846 127,381 38,650 236,383 173,994 342,879 340,025 190 3,044
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 15,642)
7,589 8,406 -8,785 16,880 16,146 15,684 15,767 -42 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 37.1 11.3 68.9 50.7 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
23 43 31 20 34 59 93
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 846,047
COMMITMENTS
74,814 77,966 166,641 512,919 514,406 754,374 759,013 91,674 87,034
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 27,077)
-2,147 -3,946 9,180 17,361 18,584 24,395 23,818 2,682 3,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.2 19.7 60.6 60.8 89.2 89.7 10.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
148 124 156 288 288 509 496
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 73,879
COMMITMENTS
7,035 5,814 21,424 22,337 22,273 50,795 49,510 23,084 24,369
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 10,628)
2,337 2,602 3,300 2,531 1,438 8,169 7,340 2,459 3,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 7.9 29.0 30.2 30.1 68.8 67.0 31.2 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 12 19 19 16 42 38
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| 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: 12,268
COMMITMENTS
779 0 500 8,449 10,629 9,728 11,129 2,540 1,139
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,407)
241 -203 0 1,102 1,657 1,343 1,454 64 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 4.1 68.9 86.6 79.3 90.7 20.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 9 11 12 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,860,841
COMMITMENTS
383,107 404,972 681,875 2452909 2460665 3517892 3547512 342,949 313,328
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 82,245)
-2,532 -12,850 9,512 74,148 85,727 81,128 82,389 1,116 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.5 17.7 63.5 63.7 91.1 91.9 8.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
144 118 149 284 285 495 486
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| 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: 30,372
COMMITMENTS
239 1,267 0 26,895 26,415 27,134 27,682 3,238 2,690
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 3,056)
-243 -202 0 3,039 3,613 2,796 3,411 260 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.2 0.0 88.6 87.0 89.3 91.1 10.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 9 15 10 16
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| 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: 11,174
COMMITMENTS
2,069 1,316 0 7,195 9,144 9,264 10,460 1,910 714
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -663)
-387 0 0 -818 -334 -1,205 -334 542 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 11.8 0.0 64.4 81.8 82.9 93.6 17.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 0 6 10 9 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 11,253
COMMITMENTS
586 733 0 9,015 9,950 9,601 10,683 1,652 570
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.5 0.0 80.1 88.4 85.3 94.9 14.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 10 11 11 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| 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: 16,522
COMMITMENTS
1,421 905 512 12,464 12,967 14,397 14,384 2,125 2,138
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,064)
120 617 12 2,267 1,506 2,399 2,135 -335 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.5 3.1 75.4 78.5 87.1 87.1 12.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 11 10 14 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,074
COMMITMENTS
16,629 3,631 378 47,893 69,595 64,900 73,604 12,174 3,470
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,980)
386 891 -162 2,009 1,662 2,233 2,391 747 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.7 0.5 62.1 90.3 84.2 95.5 15.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 5 3 41 42 57 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,100
COMMITMENTS
13,096 10,315 4,479 21,248 21,864 38,823 36,658 7,277 9,442
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 330)
-996 942 523 670 -1,402 197 63 133 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 22.4 9.7 46.1 47.4 84.2 79.5 15.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
63 54 27 94 88 171 155
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 230,501
COMMITMENTS
65,478 51,575 22,396 106,242 109,318 194,116 183,289 36,385 47,212
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,650)
-4,980 4,708 2,615 3,349 -7,009 984 314 666 1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 22.4 9.7 46.1 47.4 84.2 79.5 15.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
63 54 27 94 88 171 155
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 194,969
COMMITMENTS
45,770 83,471 12,088 106,322 66,612 164,181 162,171 30,788 32,798
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -9,781)
-7,425 -10,655 -3,280 1,408 4,918 -9,298 -9,017 -484 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 42.8 6.2 54.5 34.2 84.2 83.2 15.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
23 36 16 31 38 61 83
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 509,470
COMMITMENTS
111,523 74,637 18,880 354,081 393,284 484,484 486,801 24,986 22,669
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 23,442)
6,830 418 578 15,219 22,425 22,626 23,420 816 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 14.6 3.7 69.5 77.2 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
69 49 31 136 119 223 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,177
COMMITMENTS
19,222 28,720 2,583 16,284 10,517 38,089 41,820 8,088 4,357
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 6,555)
1,685 2,224 2,338 2,209 3,187 6,232 7,749 323 -1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 62.2 5.6 35.3 22.8 82.5 90.6 17.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 8 7 15 7 37 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 98,981
COMMITMENTS
42,861 24,623 3,496 32,366 41,192 78,723 69,311 20,258 29,670
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 22,776)
1,798 2,792 2,002 6,736 976 10,536 5,770 12,240 17,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 24.9 3.5 32.7 41.6 79.5 70.0 20.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 18 10 31 31 55 55
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| 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: 128,356
COMMITMENTS
19,896 6,478 1,026 107,404 120,791 128,326 128,295 30 61
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,394)
-447 0 -15 -932 -1,379 -1,394 -1,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.0 0.8 83.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 2 4 25 22 38 27
Updated December 13, 2019