BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,526
COMMITMENTS
5 3,063 1,573 10,148 7,313 11,726 11,949 800 576
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 795)
1 502 54 715 271 770 826 25 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.5 12.6 81.0 58.4 93.6 95.4 6.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 9 7 31 27 38 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,251
COMMITMENTS
6,110 2,151 11,887 17,954 17,547 35,951 31,585 5,300 9,666
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,089)
-83 794 37 1,414 316 1,368 1,147 -279 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.2 28.8 43.5 42.5 87.2 76.6 12.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 18 29 40 42 82 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,778
COMMITMENTS
600 1,889 1,750 8,079 7,388 10,429 11,027 1,349 751
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 697)
110 199 84 543 292 738 575 -41 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 16.0 14.9 68.6 62.7 88.5 93.6 11.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 4 8 31 25 43 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,255
COMMITMENTS
5,072 229 1,384 3,432 5,772 9,888 7,385 367 2,870
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 567)
495 4 -6 232 516 721 514 -154 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 2.2 13.5 33.5 56.3 96.4 72.0 3.6 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 2 8 17 19 27 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,255
COMMITMENTS
84,608 63,111 116,704 135,395 152,876 336,707 332,691 35,549 39,564
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -22,533)
377 -2,960 -19,978 -4,178 -331 -23,779 -23,268 1,246 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 17.0 31.4 36.4 41.1 90.5 89.4 9.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
144 97 143 92 94 308 277
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 434,442
COMMITMENTS
153,519 42,436 105,792 144,700 225,664 404,011 373,892 30,430 60,550
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 13,846)
9,963 36 3,680 3,731 12,237 17,373 15,954 -3,527 -2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 9.8 24.4 33.3 51.9 93.0 86.1 7.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
149 79 143 144 182 365 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,583
COMMITMENTS
1,414 522 486 681 1,907 2,581 2,915 1,001 667
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -45)
-32 9 1 -64 -63 -95 -54 50 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 14.6 13.6 19.0 53.2 72.0 81.4 28.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 9 10 13 18 36 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,313
COMMITMENTS
17,615 9,887 20,118 10,344 10,864 48,077 40,869 8,237 15,444
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,429)
1,040 -1,288 2,362 -310 376 3,092 1,450 -663 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 17.6 35.7 18.4 19.3 85.4 72.6 14.6 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
54 43 69 58 63 157 149
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,738
COMMITMENTS
288 460 392 1,155 1,505 1,836 2,357 901 381
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 10)
62 23 39 -22 -1 78 60 -69 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 16.8 14.3 42.2 55.0 67.1 86.1 32.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 7 7 12 8 19 18
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,920
COMMITMENTS
2,383 3,064 5,200 19,473 17,375 27,056 25,638 865 2,282
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,568)
-131 189 215 1,527 1,084 1,610 1,488 -42 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.0 18.6 69.7 62.2 96.9 91.8 3.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
12 12 16 34 31 57 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,317
COMMITMENTS
34,098 3,757 0 19,846 51,726 53,944 55,483 2,373 834
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -10,369)
923 -2,228 -737 -10,697 -7,088 -10,511 -10,053 142 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 6.7 0.0 35.2 91.8 95.8 98.5 4.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
27 5 0 7 8 34 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 204,852
COMMITMENTS
48,046 36,213 16,252 94,261 129,606 158,560 182,072 46,292 22,780
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 22,682)
-7,680 1,763 3,656 17,987 21,311 13,963 26,729 8,719 -4,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 17.7 7.9 46.0 63.3 77.4 88.9 22.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 19 22 41 37 80 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,924
COMMITMENTS
13,900 24,996 659 36,919 16,018 51,478 41,673 11,446 21,250
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -13,975)
3,669 -6,080 -4,769 -13,046 -3,096 -14,146 -13,946 172 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 39.7 1.0 58.7 25.5 81.8 66.2 18.2 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 14 3 11 20 21 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 289,147
COMMITMENTS
211,720 59,405 1,198 69,460 225,941 282,379 286,544 6,768 2,602
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -15,985)
15,092 -6,627 -7,095 -23,489 -1,621 -15,491 -15,343 -494 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.2 20.5 0.4 24.0 78.1 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
88 37 13 28 33 121 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 226,820
COMMITMENTS
60,646 62,478 16,204 114,877 120,307 191,727 198,989 35,093 27,831
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -53,954)
8,052 -11,907 -9,191 -50,628 -29,759 -51,767 -50,857 -2,187 -3,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 27.5 7.1 50.6 53.0 84.5 87.7 15.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
32 33 18 44 50 81 96
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 198,907
COMMITMENTS
42,150 87,067 14,039 112,788 62,064 168,977 163,170 29,931 35,738
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -19,326)
1,517 1,615 -2,625 -18,523 -16,722 -19,631 -17,732 305 -1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 43.8 7.1 56.7 31.2 85.0 82.0 15.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
27 43 21 38 39 76 92
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 591,708
COMMITMENTS
163,703 231,564 36,384 309,165 262,937 509,252 530,884 82,456 60,823
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -98,726)
-2,360 -3,534 -5,699 -72,599 -79,232 -80,658 -88,466 -18,069 -10,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 39.1 6.1 52.2 44.4 86.1 89.7 13.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
85 64 52 102 85 199 189
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,804
COMMITMENTS
3,991 4,305 741 8,215 12,122 12,947 17,168 10,857 6,636
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -6,540)
-1,696 -110 -452 -2,522 -3,923 -4,670 -4,485 -1,870 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 18.1 3.1 34.5 50.9 54.4 72.1 45.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 1 13 10 19 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,753
COMMITMENTS
909 7,765 180 18,746 17,146 19,835 25,091 8,918 3,662
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 811)
23 1,386 -1,011 1,263 868 275 1,243 536 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 27.0 0.6 65.2 59.6 69.0 87.3 31.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 7 2 14 12 17 19
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,328
COMMITMENTS
5,944 48,634 394 45,338 3,854 51,676 52,882 2,652 1,446
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -3,893)
-1,060 -5,365 -6 -2,539 1,795 -3,605 -3,576 -288 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 89.5 0.7 83.5 7.1 95.1 97.3 4.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 22 4 12 9 28 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,945
COMMITMENTS
16,363 24,503 1,059 24,246 13,664 41,668 39,226 3,278 5,719
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -30,773)
1,850 -15,294 -2,511 -29,822 -12,976 -30,483 -30,781 -290 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 54.5 2.4 53.9 30.4 92.7 87.3 7.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 38 9 19 12 56 54
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,805
COMMITMENTS
15,272 3,986 28 1,220 12,331 16,520 16,345 1,285 1,460
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -4,764)
4,233 -1,086 -342 -9,059 -2,756 -5,168 -4,184 404 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.8 22.4 0.2 6.9 69.3 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 9 1 3 7 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,209,442
COMMITMENTS
1401318 411,241 9494940 7652363 8469385 18548622 18375567 660,820 833,875
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -4,594,511)
-308,828 -28,960 -2697337 -1553745 -1783850 -4559910 -4510147 -34,601 -84,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.1 49.4 39.8 44.1 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
79 52 112 112 112 243 227
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,840
COMMITMENTS
2,045 3,221 137 0 0 2,182 3,358 1,658 482
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 608)
479 774 15 0 0 494 789 114 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 83.9 3.6 0.0 0.0 56.8 87.4 43.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 24 6 0 0 24 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 175,263
COMMITMENTS
34,143 14,170 38,652 101,258 122,343 174,053 175,165 1,210 98
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -205)
2,223 436 -2,206 -181 1,541 -164 -229 -41 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 8.1 22.1 57.8 69.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 20 26 10 20 39 51
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 368,080
COMMITMENTS
45,212 130,970 57,631 265,175 176,152 368,018 364,753 62 3,327
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 25,011)
-22,634 3,589 18,981 28,792 2,158 25,139 24,728 -128 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 35.6 15.7 72.0 47.9 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 43 27 23 37 57 90
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 928,026
COMMITMENTS
79,933 81,337 190,436 543,825 562,089 814,194 833,861 113,832 94,165
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 81,979)
5,119 3,371 23,795 30,906 47,683 59,821 74,848 22,158 7,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.8 20.5 58.6 60.6 87.7 89.9 12.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
141 124 156 285 290 503 494
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 91,713
COMMITMENTS
8,122 3,750 30,665 30,123 32,854 68,911 67,270 22,802 24,443
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 17,834)
1,088 -2,064 9,242 7,786 10,582 18,115 17,759 -282 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.1 33.4 32.8 35.8 75.1 73.3 24.9 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 11 21 22 23 47 46
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 11,430
COMMITMENTS
2,900 560 104 5,766 9,578 8,770 10,242 2,660 1,188
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 4.9 0.9 50.4 83.8 76.7 89.6 23.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 10 12 13 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,181,566
COMMITMENTS
398,390 427,270 759,517 2568511 2646171 3726418 3832958 455,148 348,608
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 320,726)
15,283 22,298 77,642 115,602 185,506 208,527 285,445 112,199 35,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 10.2 18.2 61.4 63.3 89.1 91.7 10.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
133 120 148 280 287 487 482
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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: 41,397
COMMITMENTS
227 1,790 837 33,868 33,084 34,932 35,711 6,465 5,686
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 11,025)
-12 523 837 6,973 6,669 7,798 8,029 3,227 2,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.3 2.0 81.8 79.9 84.4 86.3 15.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 15 16 18 19
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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: 27,729
COMMITMENTS
1,637 0 0 21,632 17,703 23,269 17,703 4,460 10,026
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 78.0 63.8 83.9 63.8 16.1 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 13 16 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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: 11,515
COMMITMENTS
1,593 1,316 26 7,511 9,029 9,130 10,371 2,385 1,144
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 341)
-476 0 26 316 -115 -134 -89 475 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.4 0.2 65.2 78.4 79.3 90.1 20.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 7 9 10 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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: 12,984
COMMITMENTS
453 722 0 9,910 11,437 10,363 12,159 2,621 825
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,731)
-133 -11 0 895 1,487 762 1,476 969 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.6 0.0 76.3 88.1 79.8 93.6 20.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 10 14 11 17
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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: 19,738
COMMITMENTS
1,861 288 865 14,753 16,334 17,479 17,487 2,259 2,251
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,216)
440 -617 353 2,289 3,367 3,082 3,103 134 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.5 4.4 74.7 82.8 88.6 88.6 11.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 15 13 18 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,544
COMMITMENTS
16,297 4,998 394 60,842 80,661 77,533 86,053 12,011 3,491
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 12,470)
-332 1,367 16 12,949 11,066 12,633 12,449 -163 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.6 0.4 67.9 90.1 86.6 96.1 13.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 6 6 46 42 64 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 59,510
COMMITMENTS
13,167 11,185 6,002 32,782 32,698 51,950 49,885 7,560 9,625
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 13,409)
71 870 1,522 11,533 10,835 13,127 13,227 283 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 18.8 10.1 55.1 54.9 87.3 83.8 12.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
69 54 37 109 93 197 167
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,548
COMMITMENTS
65,833 55,924 30,008 163,909 163,492 259,750 249,425 37,798 48,124
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 67,047)
355 4,349 7,612 57,667 54,174 65,634 66,135 1,413 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 18.8 10.1 55.1 54.9 87.3 83.8 12.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
69 54 37 109 93 197 167
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 169,088
COMMITMENTS
31,583 79,661 12,917 97,242 46,511 141,742 139,088 27,346 29,999
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -25,881)
-14,187 -3,810 828 -9,080 -20,101 -22,439 -23,083 -3,442 -2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 47.1 7.6 57.5 27.5 83.8 82.3 16.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 42 15 23 34 50 79
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 550,976
COMMITMENTS
115,571 72,706 22,625 387,692 421,403 525,889 516,735 25,087 34,240
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 41,506)
4,048 -1,931 3,746 33,611 28,119 41,405 29,934 101 11,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 13.2 4.1 70.4 76.5 95.4 93.8 4.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
73 50 30 146 117 236 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,787
COMMITMENTS
5,715 11,547 35 10,740 7,596 16,490 19,178 6,297 3,609
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -23,390)
-13,507 -17,173 -2,548 -5,544 -2,921 -21,599 -22,642 -1,791 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 50.7 0.2 47.1 33.3 72.4 84.2 27.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 2 11 6 23 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,867
COMMITMENTS
22,660 6,947 408 26,751 11,510 49,819 18,865 8,048 39,002
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -41,114)
-20,201 -17,676 -3,088 -5,615 -29,682 -28,904 -50,446 -12,210 9,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 12.0 0.7 46.2 19.9 86.1 32.6 13.9 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 12 1 23 19 41 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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: 130,227
COMMITMENTS
20,731 6,478 1,031 108,435 122,657 130,197 130,166 30 61
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,871)
835 0 5 1,031 1,866 1,871 1,871 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.0 0.8 83.3 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 2 4 25 22 38 27
Updated December 20, 2019