BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,203
COMMITMENTS
0 3,740 282 9,190 5,649 9,472 9,671 731 532
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -5)
0 -81 13 -40 56 -27 -12 22 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 36.7 2.8 90.1 55.4 92.8 94.8 7.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 11 3 25 23 28 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,372
COMMITMENTS
6,158 2,474 1,569 9,386 10,529 17,113 14,572 3,259 5,800
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -50)
-262 -180 20 196 -131 -46 -291 -4 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 12.1 7.7 46.1 51.7 84.0 71.5 16.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 14 17 25 31 59 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,629
COMMITMENTS
524 2,060 358 6,874 5,595 7,756 8,013 873 616
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -16)
-20 -41 46 39 -65 65 -60 -81 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 23.9 4.1 79.7 64.8 89.9 92.9 10.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 7 6 30 19 39 28
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,213
COMMITMENTS
4,955 675 201 2,921 5,343 8,077 6,219 136 1,994
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 8)
-47 12 30 1 -61 -16 -19 24 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 8.2 2.4 35.6 65.1 98.3 75.7 1.7 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 5 7 14 13 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,358
COMMITMENTS
82,703 73,695 52,212 118,734 126,512 253,649 252,419 28,709 29,939
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 3,012)
965 -3,079 670 1,336 4,698 2,971 2,289 41 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 26.1 18.5 42.1 44.8 89.8 89.4 10.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
108 97 106 70 80 244 233
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,966
COMMITMENTS
142,987 56,501 73,289 138,310 203,782 354,586 333,572 24,380 45,394
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -3,324)
-4,402 333 1,094 1,849 -2,100 -1,459 -673 -1,865 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 14.9 19.3 36.5 53.8 93.6 88.0 6.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
122 87 112 107 171 288 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,277
COMMITMENTS
1,627 542 172 506 1,621 2,305 2,335 972 942
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 67)
11 -120 51 -10 -52 52 -121 15 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 16.5 5.2 15.4 49.5 70.3 71.3 29.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 8 5 9 13 30 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,679
COMMITMENTS
16,905 12,491 16,060 9,961 8,721 42,926 37,272 6,753 12,407
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -1,165)
99 12 -230 -242 -314 -373 -532 -792 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 25.1 32.3 20.1 17.6 86.4 75.0 13.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
51 50 64 43 53 139 143
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,272
COMMITMENTS
285 507 239 952 1,308 1,476 2,054 796 218
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 49)
11 29 -13 57 53 55 69 -6 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 22.3 10.5 41.9 57.6 65.0 90.4 35.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 7 10 7 17 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,794
COMMITMENTS
1,684 3,254 1,589 15,999 13,520 19,272 18,363 522 1,431
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 358)
48 269 -49 380 230 379 450 -21 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 16.4 8.0 80.8 68.3 97.4 92.8 2.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 14 12 26 26 45 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,790
COMMITMENTS
33,886 4,879 0 20,442 50,915 54,328 55,794 2,462 996
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,512)
802 1,006 0 465 412 1,267 1,418 245 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 8.6 0.0 36.0 89.7 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
26 5 0 7 10 33 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,666
COMMITMENTS
63,961 52,048 3,404 61,553 101,602 128,918 157,054 46,748 18,612
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 17,000)
12,483 9,067 170 -3,723 5,747 8,930 14,984 8,070 2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 29.6 1.9 35.0 57.8 73.4 89.4 26.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
35 22 17 34 35 78 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,514
COMMITMENTS
14,549 20,274 454 29,867 15,369 44,870 36,097 10,644 19,417
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -4,936)
33 -3,921 452 -6,052 -691 -5,567 -4,160 631 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 36.5 0.8 53.8 27.7 80.8 65.0 19.2 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 15 2 13 20 24 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 277,946
COMMITMENTS
193,069 42,803 1,729 66,642 230,351 261,440 274,883 16,506 3,063
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,959)
-9,028 -1,078 560 1,077 3,496 -7,391 2,978 10,350 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.5 15.4 0.6 24.0 82.9 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
93 29 9 26 34 121 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 206,784
COMMITMENTS
64,574 52,181 12,036 97,705 118,255 174,315 182,472 32,469 24,312
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 501)
-4,000 -7,696 6,194 -1,124 283 1,070 -1,219 -569 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 25.2 5.8 47.2 57.2 84.3 88.2 15.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
27 23 15 34 40 70 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 174,966
COMMITMENTS
43,668 68,970 6,136 97,526 62,360 147,330 137,466 27,636 37,500
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,824)
3,076 -5,164 2,787 -2,397 449 3,466 -1,928 -1,642 3,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 39.4 3.5 55.7 35.6 84.2 78.6 15.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
26 38 17 31 40 65 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 557,585
COMMITMENTS
168,852 243,197 13,523 285,490 245,540 467,865 502,260 89,720 55,325
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 17,190)
8,589 9,991 392 3,089 4,476 12,070 14,859 5,120 2,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 43.6 2.4 51.2 44.0 83.9 90.1 16.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
86 62 36 94 78 190 166
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,490
COMMITMENTS
3,488 3,545 741 8,230 12,258 12,459 16,544 11,031 6,946
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -90)
0 -589 0 10 255 10 -334 -100 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 15.1 3.2 35.0 52.2 53.0 70.4 47.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 13 10 18 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,832
COMMITMENTS
3,210 1,851 586 10,806 16,873 14,602 19,310 8,230 3,522
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 8.1 2.6 47.3 73.9 64.0 84.6 36.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 2 13 11 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,106
COMMITMENTS
5,260 43,990 239 45,458 7,576 50,957 51,805 3,149 2,301
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 202)
-181 -1,429 62 -67 874 -186 -493 388 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 81.3 0.4 84.0 14.0 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 23 4 12 8 27 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,744
COMMITMENTS
23,893 28,951 651 18,852 13,929 43,396 43,531 5,348 5,213
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,114)
5,242 2,504 449 -5,686 -397 5 2,556 2,109 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 59.4 1.3 38.7 28.6 89.0 89.3 11.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
37 29 4 20 10 60 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,513
COMMITMENTS
15,230 3,855 61 1,648 13,264 16,939 17,180 1,574 1,333
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 307)
302 -512 18 -285 844 35 350 272 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.3 20.8 0.3 8.9 71.6 91.5 92.8 8.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 10 1 4 8 17 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,939,959
COMMITMENTS
2152827 591,139 2734184 5474616 6784070 10361627 10109393 578,332 830,566
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 62,404)
-61,391 31,631 22,751 103,422 6,935 64,782 61,317 -2,378 1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 5.4 25.0 50.0 62.0 94.7 92.4 5.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
66 37 86 101 103 203 196
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,186
COMMITMENTS
1,699 2,728 133 0 0 1,832 2,861 1,354 325
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -355)
-26 -325 7 0 0 -19 -318 -336 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 85.6 4.2 0.0 0.0 57.5 89.8 42.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
24 23 6 0 0 28 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 130,526
COMMITMENTS
27,967 12,923 31,576 69,759 85,896 129,302 130,395 1,224 131
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -669)
107 221 -782 7 -145 -668 -706 -1 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 9.9 24.2 53.4 65.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 19 22 9 14 35 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 375,232
COMMITMENTS
39,458 121,339 57,464 278,225 193,422 375,147 372,225 85 3,007
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 4,610)
-947 -7,204 4,368 2,100 7,541 5,521 4,705 -911 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 32.3 15.3 74.1 51.5 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 38 23 23 36 53 85
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 566,928
COMMITMENTS
83,186 73,119 15,406 401,218 421,508 499,810 510,033 67,118 56,895
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 9,948)
3,766 -126 3,237 933 5,692 7,936 8,803 2,012 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 12.9 2.7 70.8 74.3 88.2 90.0 11.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553)
121 96 59 238 232 375 371
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 22,871
COMMITMENTS
2,603 4,604 0 8,710 12,678 11,313 17,282 11,558 5,589
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 20.1 0.0 38.1 55.4 49.5 75.6 50.5 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 0 6 7 10 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,720,284
COMMITMENTS
427,066 366,723 52,881 1962538 2044151 2442485 2463755 277,799 256,529
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 4,129)
31,198 -2,078 3,183 -34,430 -1,720 -49 -615 4,178 4,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 13.5 1.9 72.1 75.1 89.8 90.6 10.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
121 96 57 234 230 370 368
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| 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: 28,682
COMMITMENTS
234 2,712 0 25,068 20,759 25,302 23,471 3,380 5,211
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 72)
-5 279 0 -236 -50 -241 229 313 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 9.5 0.0 87.4 72.4 88.2 81.8 11.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 10 11 11 14
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| 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: 8,660
COMMITMENTS
309 710 0 6,403 7,232 6,712 7,942 1,948 718
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 8.2 0.0 73.9 83.5 77.5 91.7 22.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 9 9 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| 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: 11,380
COMMITMENTS
686 788 0 8,602 9,402 9,288 10,190 2,092 1,190
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 159)
-3 0 0 98 0 95 0 64 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 6.9 0.0 75.6 82.6 81.6 89.5 18.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 9 11 11 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,012
COMMITMENTS
17,524 4,376 743 47,646 70,726 65,913 75,845 12,099 2,167
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -635)
1,605 220 -66 -3,079 -107 -1,540 47 905 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 5.6 1.0 61.1 90.7 84.5 97.2 15.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
16 8 9 40 37 58 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,347
COMMITMENTS
14,302 9,175 1,732 19,969 25,228 36,004 36,135 7,343 7,212
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,128)
1,641 -790 -299 -967 2,227 375 1,138 753 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 21.2 4.0 46.1 58.2 83.1 83.4 16.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
68 49 22 72 78 150 140
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 216,734
COMMITMENTS
71,510 45,874 8,662 99,846 126,140 180,018 180,676 36,716 36,058
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 5,640)
8,203 -3,951 -1,493 -4,834 11,136 1,876 5,692 3,764 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 21.2 4.0 46.1 58.2 83.1 83.4 16.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
68 49 22 72 78 150 140
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,305
COMMITMENTS
49,430 87,769 3,301 84,632 48,224 137,363 139,294 26,942 25,011
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 8,495)
9,904 2,079 -286 -4,390 8,378 5,228 10,171 3,267 -1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 53.4 2.0 51.5 29.4 83.6 84.8 16.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 24 10 22 29 52 57
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 485,652
COMMITMENTS
119,660 67,800 14,757 325,133 388,323 459,550 470,880 26,102 14,772
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 8,332)
4,530 -6,598 1,827 -293 13,580 6,064 8,809 2,268 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 14.0 3.0 66.9 80.0 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
74 47 22 127 105 212 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,444
COMMITMENTS
4,864 11,817 28 10,759 7,585 15,651 19,430 6,793 3,014
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -13)
-903 769 -5 -142 1 -1,050 765 1,037 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 52.7 0.1 47.9 33.8 69.7 86.6 30.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 2 12 6 22 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,519
COMMITMENTS
22,017 8,235 346 29,386 7,002 51,749 15,583 8,770 44,936
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,106)
-723 1,088 -462 2,230 -1,927 1,045 -1,301 61 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 13.6 0.6 48.6 11.6 85.5 25.7 14.5 74.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 10 3 25 13 42 24
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| 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: 80,536
COMMITMENTS
20,207 4,031 1,004 59,301 75,440 80,512 80,475 24 61
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 990)
1,570 0 10 -590 980 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 5.0 1.2 73.6 93.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 4 25 19 39 24
Updated January 06, 2020