BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 13,951
COMMITMENTS
66 3,570 1,571 11,472 8,210 13,109 13,351 841 599
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -866)
66 -298 -58 -794 -496 -786 -853 -79 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 25.6 11.3 82.2 58.9 94.0 95.7 6.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 9 7 32 26 39 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,837
COMMITMENTS
4,940 2,012 9,886 16,269 14,481 31,095 26,379 4,742 9,458
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -5,005)
-118 20 -2,422 -2,186 -1,435 -4,726 -3,838 -279 -1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.6 27.6 45.4 40.4 86.8 73.6 13.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 18 27 32 29 65 61
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,637
COMMITMENTS
405 1,948 2,549 9,596 8,644 12,550 13,141 1,087 496
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -509)
-74 -132 -50 -383 -287 -507 -470 -2 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.3 18.7 70.4 63.4 92.0 96.4 8.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 8 8 35 26 47 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,871
COMMITMENTS
4,657 792 1,839 4,814 6,387 11,310 9,018 561 2,853
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -297)
-616 0 265 29 -348 -322 -83 25 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 6.7 15.5 40.6 53.8 95.3 76.0 4.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 8 18 22 27 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,968
COMMITMENTS
94,714 67,839 136,278 129,300 151,234 360,292 355,351 30,676 35,617
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -10,551)
-892 1,931 -3,460 -5,879 -5,848 -10,232 -7,377 -319 -3,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 17.4 34.9 33.1 38.7 92.2 90.9 7.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
126 108 147 93 98 297 293
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,762
COMMITMENTS
100,161 33,872 96,688 142,873 194,736 339,722 325,297 39,040 53,466
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -21,345)
-12,679 3,292 -11,417 -5,095 -14,480 -29,192 -22,605 7,847 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 8.9 25.5 37.7 51.4 89.7 85.9 10.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
130 75 133 144 161 340 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,464
COMMITMENTS
1,826 565 599 733 2,192 3,158 3,356 1,306 1,107
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 782)
340 59 99 93 400 532 558 250 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 12.7 13.4 16.4 49.1 70.7 75.2 29.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 11 11 9 15 34 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 65,360
COMMITMENTS
16,594 16,790 24,958 12,780 8,950 54,331 50,699 11,029 14,662
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,329)
688 1,413 -8 78 -215 758 1,190 571 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 25.7 38.2 19.6 13.7 83.1 77.6 16.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
54 58 71 62 61 157 163
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,822
COMMITMENTS
1,007 4,154 3,781 17,383 13,554 22,171 21,489 651 1,332
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,600)
-835 589 -1,495 -1,230 -2,340 -3,559 -3,245 -41 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 18.2 16.6 76.2 59.4 97.1 94.2 2.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 16 14 30 29 52 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,196
COMMITMENTS
27,913 977 0 23,109 51,196 51,022 52,173 2,174 1,023
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 2,494)
588 67 0 1,841 2,816 2,429 2,883 65 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 1.8 0.0 43.4 96.2 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
28 5 0 12 8 40 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 177,163
COMMITMENTS
67,481 58,788 6,968 63,230 82,328 137,680 148,084 39,483 29,079
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -12,244)
852 8,663 -998 -7,652 -25,797 -7,798 -18,132 -4,446 5,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 33.2 3.9 35.7 46.5 77.7 83.6 22.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 23 15 37 39 74 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,153
COMMITMENTS
16,161 12,428 1,230 24,023 20,405 41,414 34,063 12,739 20,090
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,550)
1,610 2,776 -46 552 -2,825 2,115 -95 -565 1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 22.9 2.3 44.4 37.7 76.5 62.9 23.5 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 12 5 17 22 29 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 303,074
COMMITMENTS
194,018 37,584 1,567 99,294 260,210 294,879 299,361 8,195 3,713
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -6,235)
-12,588 -3,766 -1,170 7,573 -1,643 -6,184 -6,579 -51 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 12.4 0.5 32.8 85.9 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
95 36 13 29 35 129 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 231,911
COMMITMENTS
66,137 44,516 16,608 116,477 142,640 199,222 203,764 32,689 28,147
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,246)
5,458 -2,664 305 -1,882 5,914 3,881 3,556 365 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 19.2 7.2 50.2 61.5 85.9 87.9 14.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 26 21 47 49 89 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 220,112
COMMITMENTS
54,547 84,605 13,932 124,188 80,777 192,667 179,314 27,445 40,798
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,017)
-2,516 380 -830 4,468 -854 1,122 -1,304 -105 2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 38.4 6.3 56.4 36.7 87.5 81.5 12.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
28 43 22 39 46 82 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 672,682
COMMITMENTS
168,381 259,869 40,132 366,890 307,289 575,403 607,290 97,279 65,392
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 21,007)
682 12,193 1,738 20,622 2,146 23,042 16,077 -2,035 4,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 38.6 6.0 54.5 45.7 85.5 90.3 14.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
82 83 50 110 87 215 197
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,488
COMMITMENTS
3,350 4,031 450 7,301 12,052 11,101 16,533 12,387 6,955
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -353)
-292 -86 -245 82 -2 -455 -333 102 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 17.2 1.9 31.1 51.3 47.3 70.4 52.7 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 1 11 10 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,331
COMMITMENTS
9,459 41,664 516 36,988 4,761 46,963 46,941 2,368 2,390
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 2,928)
261 2,130 139 2,691 291 3,091 2,560 -163 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 84.5 1.0 75.0 9.7 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 30 4 9 11 31 43
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,171
COMMITMENTS
19,955 23,969 2,461 22,754 16,819 45,169 43,248 4,002 5,923
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,827)
722 3,178 1,251 3,257 168 5,230 4,598 -404 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 48.7 5.0 46.3 34.2 91.9 88.0 8.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 40 11 22 14 58 60
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,625
COMMITMENTS
13,475 2,289 1 3,108 13,805 16,584 16,095 1,041 1,530
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,418)
605 420 1 1,185 963 1,791 1,384 -373 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.5 13.0 0.0 17.6 78.3 94.1 91.3 5.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 1 4 7 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,054,195
COMMITMENTS
1891227 692,875 10975912 8443821 9401815 21310960 21070602 743,236 983,594
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 334,627)
133,580 1,999 184,768 -12,785 67,265 305,563 254,033 29,063 80,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.1 49.8 38.3 42.6 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
81 66 116 127 130 268 255
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 6,190
COMMITMENTS
3,586 5,285 439 0 0 4,025 5,724 2,165 466
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,778)
1,279 1,494 214 0 0 1,493 1,708 285 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 85.4 7.1 0.0 0.0 65.0 92.5 35.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
40 19 9 0 0 46 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 167,664
COMMITMENTS
16,491 18,990 40,080 109,728 106,971 166,299 166,041 1,365 1,622
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 14,511)
-7,989 -2,190 12,031 10,454 4,637 14,496 14,479 15 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 11.3 23.9 65.4 63.8 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 19 23 11 18 42 45
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 212,852
COMMITMENTS
69,563 42,487 46,857 93,992 122,676 210,412 212,020 2,440 832
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 35,559)
13,712 7,062 8,970 10,508 19,542 33,190 35,574 2,369 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 20.0 22.0 44.2 57.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 31 27 22 30 52 73
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 807,567
COMMITMENTS
89,932 84,483 158,126 471,483 481,057 719,541 723,665 88,026 83,902
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 36,987)
2,615 5,873 16,464 19,490 16,228 38,570 38,566 -1,583 -1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 10.5 19.6 58.4 59.6 89.1 89.6 10.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
143 130 156 285 277 503 488
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 71,750
COMMITMENTS
7,976 5,825 14,036 30,669 30,264 52,681 50,126 19,069 21,625
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 5,310)
2,047 533 1,814 3,849 3,290 7,710 5,637 -2,400 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.1 19.6 42.7 42.2 73.4 69.9 26.6 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 15 18 19 24 43 44
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 13,759
COMMITMENTS
1,177 658 7 9,889 11,796 11,073 12,461 2,686 1,298
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 4.8 0.1 71.9 85.7 80.5 90.6 19.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 7 11 9 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 14,720
COMMITMENTS
538 377 46 11,384 12,850 11,968 13,273 2,752 1,447
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -948)
323 175 40 1,662 -1,645 2,025 -1,430 -2,973 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.6 0.3 77.3 87.3 81.3 90.2 18.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 12 10 14 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,679,084
COMMITMENTS
458,527 442,033 671,701 2204070 2253963 3334298 3367698 344,786 311,386
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 158,385)
13,455 37,316 62,636 78,207 64,692 154,298 164,644 4,087 -6,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.0 18.3 59.9 61.3 90.6 91.5 9.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
140 123 148 280 270 487 474
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 32,087
COMMITMENTS
1,460 2,905 0 27,369 26,006 28,829 28,911 3,258 3,176
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 255)
-34 -590 0 105 1,623 71 1,033 184 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.1 0.0 85.3 81.0 89.8 90.1 10.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 0 9 14 13 17
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 11,962
COMMITMENTS
200 670 0 8,433 10,695 8,633 11,365 3,329 597
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 992)
200 -6 0 -372 926 -172 920 1,164 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.6 0.0 70.5 89.4 72.2 95.0 27.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 11 12 12 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 17,272
COMMITMENTS
1,362 1,300 0 11,710 14,528 13,072 15,828 4,200 1,444
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 3,535)
42 -100 0 2,504 5,375 2,546 5,275 989 -1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 7.5 0.0 67.8 84.1 75.7 91.6 24.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 9 13 12 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,717
COMMITMENTS
16,465 4,225 818 50,506 69,992 67,789 75,035 10,928 3,682
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 766)
-551 658 259 608 199 316 1,116 450 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 5.4 1.0 64.2 88.9 86.1 95.3 13.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 6 6 37 36 53 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,116
COMMITMENTS
14,852 12,697 6,880 19,543 20,443 41,275 40,020 7,842 9,096
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,316)
725 3,140 433 -37 -1,112 1,121 2,461 195 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 25.9 14.0 39.8 41.6 84.0 81.5 16.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
73 64 34 94 95 184 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 245,581
COMMITMENTS
74,261 63,486 34,398 97,714 102,216 206,373 200,100 39,208 45,481
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 6,579)
3,625 15,698 2,164 -186 -5,558 5,603 12,304 975 -5,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 25.9 14.0 39.8 41.6 84.0 81.5 16.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
73 64 34 94 95 184 176
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 195,734
COMMITMENTS
47,001 80,961 12,214 104,850 65,335 164,066 158,511 31,668 37,223
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,631)
-322 -10,954 -33 -2,370 7,285 -2,725 -3,702 -1,906 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 41.4 6.2 53.6 33.4 83.8 81.0 16.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 38 20 27 38 65 86
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 492,115
COMMITMENTS
109,905 69,646 11,765 344,737 392,767 466,408 474,179 25,706 17,936
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -10,036)
-11,961 1,386 -4,077 5,523 -6,078 -10,515 -8,769 479 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.2 2.4 70.1 79.8 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
64 44 30 135 109 211 171
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,958
COMMITMENTS
2,728 8,448 386 9,937 6,742 13,051 15,576 5,907 3,382
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,402)
559 384 363 303 -13 1,225 734 177 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 44.6 2.0 52.4 35.6 68.8 82.2 31.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 2 9 5 17 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,300
COMMITMENTS
17,643 6,943 850 30,000 11,499 48,493 19,292 7,807 37,008
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,939)
3,562 -451 418 2,855 1,901 6,835 1,868 -1,896 3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 12.3 1.5 53.3 20.4 86.1 34.3 13.9 65.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 12 5 32 21 55 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 98,445
COMMITMENTS
33,006 5,181 909 64,506 92,294 98,421 98,384 24 61
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 7,085)
3,948 600 0 3,137 6,478 7,085 7,078 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 5.3 0.9 65.5 93.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 3 4 27 19 42 25
Updated February 14, 2020