BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,861
COMMITMENTS
0 3,573 265 8,940 5,493 9,205 9,331 656 530
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 661)
0 578 -20 658 133 638 691 23 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 36.2 2.7 90.7 55.7 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 11 4 24 23 28 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,480
COMMITMENTS
6,876 2,663 1,571 8,748 10,722 17,195 14,956 3,285 5,524
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 331)
74 8 -26 336 676 384 658 -53 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 13.0 7.7 42.7 52.4 84.0 73.0 16.0 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 12 18 23 31 61 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,345
COMMITMENTS
574 1,908 341 6,410 5,526 7,325 7,775 1,020 570
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 553)
91 251 -18 538 227 611 460 -58 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 22.9 4.1 76.8 66.2 87.8 93.2 12.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 7 6 28 17 38 26
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,001
COMMITMENTS
4,812 658 175 2,943 5,310 7,930 6,143 71 1,858
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 662)
587 13 -10 207 539 784 542 -122 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 8.2 2.2 36.8 66.4 99.1 76.8 0.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 3 5 8 15 14 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 289,396
COMMITMENTS
81,576 83,973 57,332 120,084 118,105 258,992 259,410 30,404 29,986
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -5,365)
-2,623 -6,412 -3,758 -948 2,600 -7,329 -7,570 1,964 2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 29.0 19.8 41.5 40.8 89.5 89.6 10.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
113 103 116 67 77 253 242
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,538
COMMITMENTS
151,165 58,343 70,962 137,341 207,679 359,468 336,984 27,070 49,554
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 9,425)
8,888 -330 1,288 3,053 10,936 13,229 11,894 -3,804 -2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 15.1 18.4 35.5 53.7 93.0 87.2 7.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
126 87 111 109 172 295 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,158
COMMITMENTS
1,521 638 129 539 1,756 2,189 2,523 969 635
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -102)
10 36 -97 -74 -71 -161 -132 59 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 20.2 4.1 17.1 55.6 69.3 79.9 30.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 7 11 17 32 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,343
COMMITMENTS
17,602 11,898 15,858 9,348 9,442 42,808 37,198 7,535 13,145
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,016)
1,136 -582 1,727 -178 -61 2,685 1,084 -669 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 23.6 31.5 18.6 18.8 85.0 73.9 15.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
49 44 59 45 57 134 139
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,203
COMMITMENTS
283 487 243 874 1,222 1,400 1,952 803 251
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 22.1 11.0 39.7 55.5 63.5 88.6 36.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 7 10 7 17 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,014
COMMITMENTS
1,802 2,973 1,486 15,201 13,033 18,489 17,492 525 1,522
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,133)
-444 -69 272 1,306 879 1,134 1,082 -1 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 15.6 7.8 79.9 68.5 97.2 92.0 2.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 14 12 24 25 43 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,317
COMMITMENTS
34,098 3,757 0 19,846 51,726 53,944 55,483 2,373 834
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -10,369)
923 -2,228 -737 -10,697 -7,088 -10,511 -10,053 142 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 6.7 0.0 35.2 91.8 95.8 98.5 4.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
27 5 0 7 8 34 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,458
COMMITMENTS
47,523 36,332 10,749 85,984 121,501 144,256 168,582 45,202 20,876
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 20,239)
-7,762 1,788 2,820 16,302 19,967 11,360 24,575 8,879 -4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 19.2 5.7 45.4 64.1 76.1 89.0 23.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 19 21 39 34 78 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,630
COMMITMENTS
13,762 24,836 18 36,839 15,995 50,619 40,849 11,011 20,781
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -14,020)
3,580 -6,211 -4,764 -12,751 -2,723 -13,935 -13,698 -85 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 40.3 0.0 59.8 26.0 82.1 66.3 17.9 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 14 1 11 19 19 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 288,786
COMMITMENTS
211,650 59,390 1,049 69,343 225,825 282,042 286,264 6,744 2,522
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -16,062)
14,977 -6,642 -7,095 -23,487 -1,670 -15,605 -15,407 -457 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.3 20.6 0.4 24.0 78.2 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
87 38 10 27 33 118 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 201,586
COMMITMENTS
59,311 65,091 5,301 104,881 105,273 169,493 175,665 32,093 25,921
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -54,967)
7,391 -9,468 -10,138 -50,107 -33,261 -52,854 -52,867 -2,113 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 32.3 2.6 52.0 52.2 84.1 87.1 15.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 30 10 41 38 70 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 178,529
COMMITMENTS
43,418 85,480 4,601 102,748 54,004 150,767 144,085 27,762 34,444
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -20,171)
1,575 -45 -2,534 -19,360 -16,473 -20,319 -19,052 148 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 47.9 2.6 57.6 30.2 84.4 80.7 15.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 40 13 35 34 66 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 542,923
COMMITMENTS
165,355 231,049 11,485 288,313 244,275 465,153 486,809 77,770 56,114
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -103,494)
623 -1,326 -10,679 -75,367 -81,236 -85,423 -93,241 -18,071 -10,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 42.6 2.1 53.1 45.0 85.7 89.7 14.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
85 59 39 95 78 186 170
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,804
COMMITMENTS
3,991 4,305 741 8,215 12,122 12,947 17,168 10,857 6,636
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -6,540)
-1,696 -110 -452 -2,522 -3,923 -4,670 -4,485 -1,870 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 18.1 3.1 34.5 50.9 54.4 72.1 45.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 1 13 10 19 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,753
COMMITMENTS
909 7,765 180 18,746 17,146 19,835 25,091 8,918 3,662
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 811)
23 1,386 -1,011 1,263 868 275 1,243 536 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 27.0 0.6 65.2 59.6 69.0 87.3 31.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 7 2 14 12 17 19
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,328
COMMITMENTS
5,944 48,634 394 45,338 3,854 51,676 52,882 2,652 1,446
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -3,893)
-1,060 -5,365 -6 -2,539 1,795 -3,605 -3,576 -288 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 89.5 0.7 83.5 7.1 95.1 97.3 4.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 22 4 12 9 28 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,340
COMMITMENTS
16,160 24,377 763 24,157 13,594 41,080 38,734 3,260 5,606
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -30,854)
1,727 -15,396 -2,463 -29,876 -13,030 -30,612 -30,889 -242 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 55.0 1.7 54.5 30.7 92.6 87.4 7.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 37 6 19 11 55 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,805
COMMITMENTS
15,272 3,986 28 1,220 12,331 16,520 16,345 1,285 1,460
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -4,764)
4,233 -1,086 -342 -9,059 -2,756 -5,168 -4,184 404 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.8 22.4 0.2 6.9 69.3 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 9 1 3 7 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,881,197
COMMITMENTS
2164669 608,248 2742570 5368343 6721959 10275582 10072777 605,615 808,420
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,471,262)
-878,832 -185,888 -209,385 -354,228 -1001137 -1442445 -1396410 -28,817 -74,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 5.6 25.2 49.3 61.8 94.4 92.6 5.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
65 42 90 97 97 203 195
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,840
COMMITMENTS
2,045 3,221 137 0 0 2,182 3,358 1,658 482
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 608)
479 774 15 0 0 494 789 114 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 83.9 3.6 0.0 0.0 56.8 87.4 43.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 24 6 0 0 24 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 175,263
COMMITMENTS
34,143 14,170 38,652 101,258 122,343 174,053 175,165 1,210 98
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -205)
2,223 436 -2,206 -181 1,541 -164 -229 -41 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 8.1 22.1 57.8 69.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 20 26 10 20 39 51
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 368,080
COMMITMENTS
45,212 130,970 57,631 265,175 176,152 368,018 364,753 62 3,327
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 25,011)
-22,634 3,589 18,981 28,792 2,158 25,139 24,728 -128 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 35.6 15.7 72.0 47.9 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 43 27 23 37 57 90
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 675,130
COMMITMENTS
80,214 78,385 27,808 474,885 497,091 582,907 603,284 92,223 71,846
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 52,990)
4,102 193 6,585 21,010 40,016 31,697 46,795 21,293 6,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 11.6 4.1 70.3 73.6 86.3 89.4 13.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
116 103 84 267 258 418 411
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 35,182
COMMITMENTS
7,997 3,463 1,037 15,543 18,322 24,577 22,822 10,605 12,360
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 5,811)
1,008 -1,875 1,021 4,502 7,062 6,531 6,208 -720 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 9.8 2.9 44.2 52.1 69.9 64.9 30.1 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 5 3 14 15 22 22
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 11,430
COMMITMENTS
2,900 560 104 5,766 9,578 8,770 10,242 2,660 1,188
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 4.9 0.9 50.4 83.8 76.7 89.6 23.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 10 12 13 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,199,738
COMMITMENTS
396,797 410,322 98,143 2296710 2393844 2791650 2902309 408,088 297,429
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 235,893)
13,420 8,292 29,870 82,538 164,772 125,828 202,934 110,065 32,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 12.8 3.1 71.8 74.8 87.2 90.7 12.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
115 104 82 264 258 414 410
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 41,397
COMMITMENTS
227 1,790 837 33,868 33,084 34,932 35,711 6,465 5,686
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 11,025)
-12 523 837 6,973 6,669 7,798 8,029 3,227 2,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 4.3 2.0 81.8 79.9 84.4 86.3 15.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 15 16 18 19
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 27,729
COMMITMENTS
1,637 0 0 21,632 17,703 23,269 17,703 4,460 10,026
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 0.0 78.0 63.8 83.9 63.8 16.1 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 13 16 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 11,515
COMMITMENTS
1,593 1,316 26 7,511 9,029 9,130 10,371 2,385 1,144
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 341)
-476 0 26 316 -115 -134 -89 475 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 11.4 0.2 65.2 78.4 79.3 90.1 20.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 7 9 10 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,984
COMMITMENTS
453 722 0 9,910 11,437 10,363 12,159 2,621 825
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,731)
-133 -11 0 895 1,487 762 1,476 969 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 5.6 0.0 76.3 88.1 79.8 93.6 20.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 10 14 11 17
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 19,738
COMMITMENTS
1,861 288 865 14,753 16,334 17,479 17,487 2,259 2,251
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,216)
440 -617 353 2,289 3,367 3,082 3,103 134 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 1.5 4.4 74.7 82.8 88.6 88.6 11.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 15 13 18 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,544
COMMITMENTS
16,297 4,998 394 60,842 80,661 77,533 86,053 12,011 3,491
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 12,470)
-332 1,367 16 12,949 11,066 12,633 12,449 -163 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 5.6 0.4 67.9 90.1 86.6 96.1 13.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 6 6 46 42 64 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 55,265
COMMITMENTS
13,105 11,526 2,979 31,947 31,842 48,031 46,347 7,234 8,918
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 12,664)
5 865 996 11,370 10,630 12,370 12,491 294 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 20.9 5.4 57.8 57.6 86.9 83.9 13.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
68 50 29 103 91 186 157
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,325
COMMITMENTS
65,526 57,629 14,896 159,734 159,208 240,156 231,733 36,169 44,592
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 63,322)
23 4,326 4,981 56,848 53,148 61,852 62,455 1,470 867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 20.9 5.4 57.8 57.6 86.9 83.9 13.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
68 50 29 103 91 186 157
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 153,504
COMMITMENTS
33,294 79,872 3,844 90,892 41,782 128,030 125,498 25,474 28,006
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -27,992)
-13,320 -3,550 -743 -10,282 -20,483 -24,345 -24,776 -3,647 -3,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 52.0 2.5 59.2 27.2 83.4 81.8 16.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 38 10 19 28 43 67
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 541,935
COMMITMENTS
115,982 73,373 15,657 385,672 419,319 517,311 508,349 24,624 33,586
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 41,067)
4,309 -950 2,740 33,832 27,770 40,881 29,560 186 11,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 13.5 2.9 71.2 77.4 95.5 93.8 4.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
73 49 24 144 116 229 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,787
COMMITMENTS
5,715 11,547 35 10,740 7,596 16,490 19,178 6,297 3,609
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -23,390)
-13,507 -17,173 -2,548 -5,544 -2,921 -21,599 -22,642 -1,791 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 50.7 0.2 47.1 33.3 72.4 84.2 27.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 2 11 6 23 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,867
COMMITMENTS
22,660 6,947 408 26,751 11,510 49,819 18,865 8,048 39,002
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -41,114)
-20,201 -17,676 -3,088 -5,615 -29,682 -28,904 -50,446 -12,210 9,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 12.0 0.7 46.2 19.9 86.1 32.6 13.9 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 12 1 23 19 41 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 130,227
COMMITMENTS
20,731 6,478 1,031 108,435 122,657 130,197 130,166 30 61
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,871)
835 0 5 1,031 1,866 1,871 1,871 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 5.0 0.8 83.3 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 2 4 25 22 38 27
Updated December 20, 2019