BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,816
COMMITMENTS
0 3,869 1,629 12,266 8,706 13,896 14,205 921 612
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 508)
0 -78 112 411 606 523 640 -15 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.1 11.0 82.8 58.8 93.8 95.9 6.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 11 5 33 26 38 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,842
COMMITMENTS
5,058 1,992 12,308 18,455 15,916 35,821 30,216 5,021 10,626
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,443)
395 844 377 800 -182 1,572 1,038 -129 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.9 30.1 45.2 39.0 87.7 74.0 12.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 13 26 34 30 66 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,147
COMMITMENTS
479 2,080 2,599 9,979 8,931 13,057 13,611 1,089 536
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 541)
-44 -61 103 748 612 807 653 -266 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 14.7 18.4 70.5 63.1 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 8 8 36 26 47 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,168
COMMITMENTS
5,273 793 1,574 4,784 6,734 11,631 9,101 537 3,067
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 607)
-398 224 216 680 223 498 663 109 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 6.5 12.9 39.3 55.3 95.6 74.8 4.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 2 7 18 22 26 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 401,518
COMMITMENTS
95,606 65,908 139,739 135,179 157,082 370,524 362,728 30,995 38,790
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 15,468)
6,451 6,016 11,009 -2,066 -1,205 15,394 15,820 74 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 16.4 34.8 33.7 39.1 92.3 90.3 7.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
131 106 145 94 99 298 291
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 400,107
COMMITMENTS
112,840 30,580 108,106 147,968 209,216 368,914 347,902 31,193 52,205
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -24,747)
-18,363 -6,363 -3,588 -6,280 -10,339 -28,231 -20,290 3,485 -4,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 7.6 27.0 37.0 52.3 92.2 87.0 7.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
142 80 145 149 171 363 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,682
COMMITMENTS
1,486 506 500 640 1,793 2,626 2,799 1,056 883
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 45)
-79 11 20 82 -41 23 -10 22 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 13.8 13.6 17.4 48.7 71.3 76.0 28.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 8 10 11 14 35 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,031
COMMITMENTS
15,906 15,377 24,966 12,702 9,165 53,573 49,508 10,458 14,523
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,375)
-1,808 2,296 1,624 1,168 -376 985 3,544 1,391 -1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 24.0 39.0 19.8 14.3 83.7 77.3 16.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
54 57 74 65 69 163 172
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,422
COMMITMENTS
1,841 3,564 5,276 18,613 15,894 25,730 24,734 692 1,688
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 15)
121 338 -186 221 -131 156 21 -142 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.5 20.0 70.4 60.2 97.4 93.6 2.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 16 16 31 29 59 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,702
COMMITMENTS
27,325 910 0 21,268 48,380 48,593 49,290 2,109 1,412
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,045)
-4,372 -1,640 0 976 -1,220 -3,396 -2,860 351 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 1.8 0.0 41.9 95.4 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 4 0 12 8 36 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,407
COMMITMENTS
66,629 50,125 7,967 70,882 108,125 145,477 166,216 43,929 23,191
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -9,199)
-8,896 7,675 351 -4,480 -17,388 -13,025 -9,363 3,826 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 26.5 4.2 37.4 57.1 76.8 87.8 23.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
30 22 16 40 38 77 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,602
COMMITMENTS
14,551 9,652 1,276 23,472 23,231 39,299 34,158 13,304 18,444
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,895)
1,288 -27 -45 -2,226 981 -983 909 -911 -2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 18.3 2.4 44.6 44.2 74.7 64.9 25.3 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 11 3 20 24 30 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 309,308
COMMITMENTS
206,605 41,350 2,737 91,721 261,853 301,063 305,940 8,246 3,369
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,095)
-736 4,388 934 2,888 -1,560 3,086 3,762 9 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 13.4 0.9 29.7 84.7 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
98 37 13 28 40 132 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,665
COMMITMENTS
60,680 47,180 16,302 118,359 136,726 195,341 200,208 32,324 27,456
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 4,243)
-2,635 1,688 1,957 5,969 3,323 5,291 6,968 -1,047 -2,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.7 7.2 52.0 60.1 85.8 87.9 14.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
32 27 19 46 47 87 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 219,095
COMMITMENTS
57,063 84,226 14,762 119,720 81,630 191,545 180,618 27,550 38,477
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 7,358)
12,088 742 -289 -3,691 7,724 8,108 8,177 -750 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 38.4 6.7 54.6 37.3 87.4 82.4 12.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
31 50 21 40 45 85 103
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 651,676
COMMITMENTS
167,699 247,676 38,394 346,268 305,143 552,361 591,213 99,314 60,463
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,481)
-10,186 3,693 -2,443 9,182 -6,692 -3,447 -5,442 -34 1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 38.0 5.9 53.1 46.8 84.8 90.7 15.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
85 83 50 105 87 211 199
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,841
COMMITMENTS
3,642 4,117 695 7,219 12,054 11,556 16,866 12,285 6,975
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 272)
-33 17 33 9 119 9 169 263 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 17.3 2.9 30.3 50.6 48.5 70.7 51.5 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 11 10 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 46,403
COMMITMENTS
9,198 39,534 377 34,297 4,470 43,872 44,381 2,531 2,022
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -4,844)
-4,123 2,589 -371 -148 -6,784 -4,642 -4,566 -202 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 85.2 0.8 73.9 9.6 94.5 95.6 5.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 26 2 9 10 25 37
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,344
COMMITMENTS
19,233 20,791 1,209 19,496 16,650 39,939 38,651 4,406 5,694
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -2,740)
-4,130 -31 -18 809 -3,394 -3,338 -3,442 599 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 46.9 2.7 44.0 37.5 90.1 87.2 9.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
30 34 11 23 14 57 55
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,207
COMMITMENTS
12,870 1,869 0 1,923 12,842 14,793 14,711 1,414 1,496
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,812)
-2,753 -868 -68 1,023 -911 -1,798 -1,847 -14 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.4 11.5 0.0 11.9 79.2 91.3 90.8 8.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 0 3 7 12 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,719,569
COMMITMENTS
1757647 690,875 10791144 8456606 9334550 21005397 20816569 714,172 903,000
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,028,286)
86,328 121,617 655,588 283,355 226,873 1025271 1004078 3,014 24,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.2 49.7 38.9 43.0 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
81 60 119 121 125 261 249
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,412
COMMITMENTS
2,307 3,791 225 0 0 2,532 4,016 1,880 396
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -604)
-311 -380 -177 0 0 -487 -557 -117 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 85.9 5.1 0.0 0.0 57.4 91.0 42.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
32 15 5 0 0 34 18
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 153,153
COMMITMENTS
24,480 21,180 28,048 99,274 102,334 151,803 151,562 1,350 1,590
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,385)
-3,137 1,274 -4,416 6,042 1,511 -1,510 -1,632 126 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.8 18.3 64.8 66.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 15 24 10 17 38 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 177,293
COMMITMENTS
55,851 35,425 37,887 83,484 103,134 177,222 176,446 71 847
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -61,953)
-6,376 -21,641 -11,116 -44,477 -28,882 -61,969 -61,639 16 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.0 21.4 47.1 58.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 26 22 18 28 44 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 770,580
COMMITMENTS
87,316 78,610 141,662 451,993 464,828 680,971 685,100 89,609 85,481
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -16,898)
3,476 532 -10,264 -11,699 -8,282 -18,487 -18,014 1,589 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.2 18.4 58.7 60.3 88.4 88.9 11.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
132 131 145 282 286 493 483
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 66,440
COMMITMENTS
5,929 5,293 12,222 26,820 26,974 44,971 44,489 21,469 21,952
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 676)
-328 2,456 -773 1,649 -2,516 549 -833 127 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.0 18.4 40.4 40.6 67.7 67.0 32.3 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 16 18 18 22 42 42
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 15,668
COMMITMENTS
215 202 6 9,722 14,495 9,943 14,703 5,725 965
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 653)
215 202 6 -2,610 394 -2,389 602 3,042 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 0.0 62.1 92.5 63.5 93.8 36.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 11 12 12 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,520,700
COMMITMENTS
445,072 404,717 609,065 2125863 2189271 3180000 3203054 340,699 317,646
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -87,869)
28,973 334 -57,414 -66,742 -28,826 -95,182 -85,906 7,314 -1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.5 17.3 60.4 62.2 90.3 91.0 9.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
128 124 136 277 280 477 468
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 31,832
COMMITMENTS
1,494 3,495 0 27,264 24,383 28,758 27,878 3,074 3,954
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,578)
650 470 0 1,023 401 1,673 871 -95 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.0 0.0 85.6 76.6 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 0 9 13 13 17
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 10,970
COMMITMENTS
0 676 0 8,805 9,769 8,805 10,445 2,165 525
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -21)
-239 -159 0 -158 119 -397 -40 376 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.0 80.3 89.1 80.3 95.2 19.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 11 11 11 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 13,737
COMMITMENTS
1,320 1,400 0 9,206 9,153 10,526 10,553 3,211 3,184
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 321)
17 608 0 174 -2,399 191 -1,791 130 2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 10.2 0.0 67.0 66.6 76.6 76.8 23.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 11 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,951
COMMITMENTS
17,016 3,567 559 49,898 69,793 67,473 73,919 10,478 4,032
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,061)
365 -661 -522 2,525 1,636 2,368 453 -1,307 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 4.6 0.7 64.0 89.5 86.6 94.8 13.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 4 6 38 35 55 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 47,800
COMMITMENTS
14,127 9,558 6,447 19,580 21,555 40,154 37,559 7,646 10,241
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 736)
-100 337 1,084 301 -1,168 1,285 252 -549 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 20.0 13.5 41.0 45.1 84.0 78.6 16.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
72 65 38 90 89 182 173
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 239,002
COMMITMENTS
70,636 47,788 32,234 97,900 107,774 200,770 187,796 38,232 51,206
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,682)
-499 1,685 5,419 1,506 -5,842 6,426 1,262 -2,745 2,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 20.0 13.5 41.0 45.1 84.0 78.6 16.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
72 65 38 90 89 182 173
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 200,365
COMMITMENTS
47,323 91,915 12,247 107,220 58,050 166,791 162,213 33,574 38,152
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 25,998)
3,688 18,803 1,242 21,763 3,989 26,693 24,035 -695 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 45.9 6.1 53.5 29.0 83.2 81.0 16.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 40 19 27 37 62 87
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 502,150
COMMITMENTS
121,867 68,260 15,842 339,214 398,845 476,923 482,948 25,227 19,202
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -5,289)
-10,153 -5,285 -1,153 6,593 -2,127 -4,713 -8,565 -576 3,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 13.6 3.2 67.6 79.4 95.0 96.2 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
69 43 29 138 111 214 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,556
COMMITMENTS
2,169 8,064 23 9,634 6,755 11,826 14,842 5,730 2,714
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,425)
-2,165 -2,353 -12 -1,109 -495 -3,286 -2,860 -139 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 45.9 0.1 54.9 38.5 67.4 84.5 32.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 9 1 10 5 15 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,361
COMMITMENTS
14,081 7,394 432 27,145 9,598 41,658 17,424 9,703 33,937
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -6,294)
-6,538 -92 65 -1,231 265 -7,704 238 1,410 -6,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 14.4 0.8 52.9 18.7 81.1 33.9 18.9 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 10 4 32 17 49 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 91,360
COMMITMENTS
29,058 4,581 909 61,369 85,816 91,336 91,306 24 54
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,089)
1,804 100 -47 1,332 3,043 3,089 3,096 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 5.0 1.0 67.2 93.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 2 4 27 19 42 24
Updated February 07, 2020