BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,670
COMMITMENTS
0 3,119 1,144 9,296 6,773 10,440 11,035 1,230 635
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,203)
-5 -125 -443 -1,102 -691 -1,550 -1,260 347 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.7 9.8 79.7 58.0 89.5 94.6 10.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 9 4 26 25 30 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,608
COMMITMENTS
4,159 995 8,438 14,579 13,031 27,175 22,463 4,433 9,144
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,358)
-1,266 -923 -3,617 -4,483 -5,279 -9,366 -9,818 -993 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 3.1 26.7 46.1 41.2 86.0 71.1 14.0 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
23 12 24 30 27 62 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,804
COMMITMENTS
470 1,856 1,620 7,528 6,597 9,618 10,073 1,186 731
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,552)
-42 -116 -337 -1,147 -1,027 -1,526 -1,481 -26 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 17.2 15.0 69.7 61.1 89.0 93.2 11.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 7 31 26 40 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,850
COMMITMENTS
5,144 289 1,141 3,197 5,346 9,482 6,776 368 3,074
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -626)
-191 -26 -214 -178 -445 -583 -685 -43 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 2.9 11.6 32.5 54.3 96.3 68.8 3.7 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 6 14 16 22 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 369,859
COMMITMENTS
84,274 54,930 116,768 135,873 158,080 336,915 329,779 32,944 40,080
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,334)
-815 1,896 4,205 2,423 -1,644 5,814 4,457 -480 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 14.9 31.6 36.7 42.7 91.1 89.2 8.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
142 83 144 90 91 296 269
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,544
COMMITMENTS
144,530 40,972 108,666 149,409 224,580 402,605 374,218 28,939 57,326
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,758)
-739 878 -132 3,433 1,930 2,563 2,677 1,195 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 9.5 25.2 34.6 52.0 93.3 86.7 6.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
142 76 141 143 187 357 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,578
COMMITMENTS
1,594 472 435 527 1,735 2,556 2,642 1,022 937
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 96)
26 65 38 10 32 74 135 23 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 13.2 12.2 14.7 48.5 71.4 73.8 28.6 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 7 10 10 15 32 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,319
COMMITMENTS
18,610 9,880 22,110 10,459 11,405 51,179 43,396 7,140 14,923
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,989)
1,703 -141 1,247 -569 661 2,382 1,767 -392 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 16.9 37.9 17.9 19.6 87.8 74.4 12.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
59 47 75 53 64 164 157
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,142
COMMITMENTS
1,758 2,916 4,214 16,437 14,259 22,409 21,389 733 1,753
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,714)
-48 -284 -1,276 -4,184 -3,737 -5,508 -5,296 -206 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 12.6 18.2 71.0 61.6 96.8 92.4 3.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 11 12 28 27 48 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,490
COMMITMENTS
32,995 4,205 0 20,079 50,325 53,074 54,530 2,416 960
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,300)
-891 -674 0 -363 -590 -1,254 -1,264 -46 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 7.6 0.0 36.2 90.7 95.6 98.3 4.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
27 4 0 9 10 36 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 203,289
COMMITMENTS
68,673 41,478 11,995 77,402 127,535 158,070 181,008 45,219 22,280
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 9,586)
6,857 -10,747 1,065 4,670 17,709 12,592 8,028 -3,006 1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 20.4 5.9 38.1 62.7 77.8 89.0 22.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
36 23 17 41 39 87 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,075
COMMITMENTS
11,442 16,072 793 26,480 15,059 38,715 31,925 12,360 19,150
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,971)
-2,991 -3,933 -826 -3,749 -687 -7,566 -5,445 1,595 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 31.5 1.6 51.8 29.5 75.8 62.5 24.2 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 14 3 15 21 24 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 283,539
COMMITMENTS
203,546 46,265 1,867 71,086 232,276 276,500 280,408 7,039 3,131
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,207)
10,418 3,474 -32 4,324 1,803 14,710 5,245 -9,502 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 16.3 0.7 25.1 81.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
96 31 10 28 34 127 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,984
COMMITMENTS
67,083 50,275 14,797 96,502 125,658 178,382 190,731 36,602 24,253
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -18,020)
2,682 -1,066 -8,584 -13,475 -5,719 -19,376 -15,369 1,356 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 23.4 6.9 44.9 58.5 83.0 88.7 17.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
31 26 18 39 47 78 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 180,072
COMMITMENTS
48,013 60,279 12,126 89,455 72,370 149,594 144,775 30,478 35,297
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -15,153)
4,912 -8,324 -4,571 -16,900 1,502 -16,559 -11,392 1,406 -3,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 33.5 6.7 49.7 40.2 83.1 80.4 16.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 42 23 36 43 78 92
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 597,223
COMMITMENTS
164,017 228,706 32,109 305,740 278,296 501,867 539,111 95,356 58,112
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -19,615)
-1,827 -12,365 -12,938 -3,133 9,072 -17,898 -16,231 -1,717 -3,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 38.3 5.4 51.2 46.6 84.0 90.3 16.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
83 73 54 100 81 202 189
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,493
COMMITMENTS
3,495 2,523 741 7,058 12,259 11,294 15,523 11,199 6,970
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -997)
7 -1,022 0 -1,172 1 -1,165 -1,021 168 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.2 3.3 31.4 54.5 50.2 69.0 49.8 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 12 10 17 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,229
COMMITMENTS
3,791 1,851 586 10,878 16,873 15,255 19,310 7,974 3,919
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 397)
581 0 0 72 0 653 0 -256 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 8.0 2.5 46.8 72.6 65.7 83.1 34.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 2 13 11 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,290
COMMITMENTS
6,016 25,639 14 26,490 8,537 32,520 34,190 2,770 1,100
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -18,816)
756 -18,351 -225 -18,968 961 -18,437 -17,615 -379 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 72.7 0.0 75.1 24.2 92.2 96.9 7.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 22 2 13 9 28 33
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,134
COMMITMENTS
27,324 28,682 809 18,989 16,640 47,122 46,130 4,013 5,004
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,642)
3,036 -746 42 -82 2,569 2,995 1,865 -1,353 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 56.1 1.6 37.1 32.5 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
39 31 7 20 14 61 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,327
COMMITMENTS
15,011 3,637 59 1,500 13,337 16,570 17,033 1,757 1,294
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -186)
-219 -218 -2 -148 73 -369 -147 183 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 19.8 0.3 8.2 72.8 90.4 92.9 9.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 9 1 5 8 16 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,745,688
COMMITMENTS
1425329 461,103 9696715 7995126 8727296 19117169 18885114 628,519 860,574
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 315,161)
100,471 73,585 13,063 203,575 228,949 317,109 315,597 -1,949 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.3 49.1 40.5 44.2 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
69 64 113 118 119 251 236
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,400
COMMITMENTS
3,385 4,820 258 0 0 3,643 5,078 1,757 322
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,214)
1,686 2,092 125 0 0 1,811 2,217 403 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 89.3 4.8 0.0 0.0 67.5 94.0 32.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
33 25 7 0 0 37 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 131,481
COMMITMENTS
28,614 12,197 30,787 70,817 88,437 130,218 131,421 1,263 60
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 955)
647 -726 -789 1,058 2,541 916 1,026 39 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 9.3 23.4 53.9 67.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 13 23 10 16 36 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 208,807
COMMITMENTS
54,623 48,514 41,070 113,035 118,533 208,728 208,117 79 690
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -166,425)
15,165 -72,825 -16,394 -165,190 -74,889 -166,419 -164,108 -6 -2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 23.2 19.7 54.1 56.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 27 22 19 32 47 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 745,366
COMMITMENTS
79,365 75,125 133,810 448,382 456,737 661,558 665,672 83,808 79,694
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 9,730)
-2,786 2,201 7,258 4,922 -4,789 9,394 4,670 336 5,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.1 18.0 60.2 61.3 88.8 89.3 11.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
143 111 133 276 280 479 464
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 52,886
COMMITMENTS
3,242 5,825 10,944 15,639 19,010 29,825 35,780 23,061 17,106
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -116)
598 1,115 -1,324 -1,508 -2,066 -2,234 -2,275 2,117 2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.0 20.7 29.6 35.9 56.4 67.7 43.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 10 17 11 15 32 33
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,462,397
COMMITMENTS
410,200 376,082 584,746 2163717 2188631 3158662 3149458 303,734 312,938
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 49,231)
-13,072 9,282 39,059 32,151 -13,613 58,138 34,728 -8,907 14,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.9 16.9 62.5 63.2 91.2 91.0 8.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
139 106 126 269 275 463 452
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| 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: 26,480
COMMITMENTS
235 2,224 0 22,953 20,033 23,188 22,257 3,292 4,223
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,202)
1 -488 0 -2,115 -726 -2,114 -1,214 -88 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.4 0.0 86.7 75.7 87.6 84.1 12.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 9 11 10 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| 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: 8,654
COMMITMENTS
280 1,213 0 6,611 6,468 6,891 7,681 1,763 973
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6)
-29 503 0 208 -764 179 -261 -185 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 14.0 0.0 76.4 74.7 79.6 88.8 20.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 0 10 7 11 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| 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: 12,111
COMMITMENTS
1,116 500 2 8,106 10,493 9,224 10,995 2,887 1,116
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 731)
430 -288 2 -496 1,091 -64 805 795 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.1 0.0 66.9 86.6 76.2 90.8 23.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 9 11 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,324
COMMITMENTS
16,512 6,153 524 48,095 67,863 65,131 74,540 12,193 2,784
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -688)
-1,012 1,777 -219 449 -2,863 -782 -1,305 94 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 8.0 0.7 62.2 87.8 84.2 96.4 15.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 7 7 40 34 57 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,510
COMMITMENTS
12,796 9,232 4,530 20,561 22,979 37,887 36,741 7,623 8,768
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -689)
-1,466 357 615 239 -2,562 -612 -1,589 -77 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 20.3 10.0 45.2 50.5 83.3 80.7 16.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
66 53 31 77 86 157 156
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 227,548
COMMITMENTS
63,980 46,160 22,650 102,804 114,897 189,434 183,707 38,114 43,841
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,446)
-7,328 1,787 3,074 1,195 -12,808 -3,058 -7,946 -387 4,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 20.3 10.0 45.2 50.5 83.3 80.7 16.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
66 53 31 77 86 157 156
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 171,917
COMMITMENTS
51,620 79,625 10,277 71,891 56,682 133,788 146,583 38,130 25,334
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -14,887)
3,171 -8,365 -4,329 -23,203 328 -24,361 -12,366 9,474 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 46.3 6.0 41.8 33.0 77.8 85.3 22.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 23 14 25 34 59 63
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 491,774
COMMITMENTS
119,041 73,165 19,853 327,350 382,282 466,244 475,301 25,530 16,473
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,456)
-839 5,118 1,970 1,305 -6,795 2,436 293 -981 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 14.9 4.0 66.6 77.7 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
69 44 32 139 108 222 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,507
COMMITMENTS
3,046 11,008 30 9,976 7,579 13,052 18,617 7,455 1,890
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,937)
-1,818 -809 2 -783 -6 -2,599 -813 662 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 53.7 0.1 48.6 37.0 63.6 90.8 36.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 1 11 6 17 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,196
COMMITMENTS
19,982 11,357 325 28,721 6,595 49,028 18,277 9,168 39,919
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,323)
-2,035 3,122 -21 -665 -407 -2,721 2,694 398 -5,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 19.5 0.6 49.4 11.3 84.2 31.4 15.8 68.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 12 2 27 14 47 26
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| 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: 77,755
COMMITMENTS
21,498 4,031 1,008 55,225 72,655 77,731 77,694 24 61
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,781)
1,291 0 4 -4,076 -2,785 -2,781 -2,781 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 5.2 1.3 71.0 93.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 4 25 19 39 24
Updated January 10, 2020