BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,828
COMMITMENTS
8 3,342 1,545 10,423 7,367 11,976 12,254 852 573
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 302)
3 280 -28 275 54 250 305 52 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 26.1 12.0 81.3 57.4 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 9 6 31 27 37 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,190
COMMITMENTS
5,692 2,079 12,199 18,849 18,416 36,739 32,694 5,450 9,495
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 939)
-418 -72 312 895 869 789 1,109 150 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.9 28.9 44.7 43.7 87.1 77.5 12.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 15 29 43 43 83 76
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,474
COMMITMENTS
545 2,007 1,934 8,697 7,766 11,176 11,707 1,298 767
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 696)
-55 118 184 618 378 747 680 -51 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 16.1 15.5 69.7 62.3 89.6 93.8 10.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 7 8 33 26 44 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,527
COMMITMENTS
5,337 303 1,377 3,401 5,887 10,115 7,567 412 2,960
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 272)
265 74 -7 -32 115 227 182 45 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 2.9 13.1 32.3 55.9 96.1 71.9 3.9 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 7 16 17 25 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,479
COMMITMENTS
83,980 54,727 112,146 131,807 155,995 327,934 322,868 33,546 38,611
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -10,776)
-628 -8,384 -4,558 -3,587 3,119 -8,773 -9,823 -2,003 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 15.1 31.0 36.5 43.2 90.7 89.3 9.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
148 81 139 93 95 302 267
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 429,758
COMMITMENTS
149,466 39,154 107,515 143,128 224,162 400,108 370,831 29,650 58,927
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -4,684)
-4,054 -3,281 1,723 -1,572 -1,502 -3,903 -3,061 -781 -1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 9.1 25.0 33.3 52.2 93.1 86.3 6.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
146 77 141 137 178 354 344
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,647
COMMITMENTS
1,511 543 473 680 1,836 2,664 2,853 983 794
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 64)
97 21 -13 -1 -71 83 -63 -19 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 14.9 13.0 18.7 50.4 73.0 78.2 27.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 12 11 13 17 37 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,214
COMMITMENTS
16,888 10,253 20,801 11,257 10,747 48,946 41,800 8,268 15,414
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 901)
-727 365 683 913 -118 869 931 32 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 17.9 36.4 19.7 18.8 85.5 73.1 14.5 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
58 44 68 58 63 159 152
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,728
COMMITMENTS
277 447 398 1,155 1,524 1,830 2,368 898 360
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -9)
-12 -13 5 0 19 -6 11 -3 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 16.4 14.6 42.4 55.8 67.1 86.8 32.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 7 12 8 19 18
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,782
COMMITMENTS
2,054 3,071 5,520 20,265 17,946 27,839 26,537 942 2,245
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 861)
-329 7 320 792 571 784 899 78 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.7 19.2 70.4 62.4 96.7 92.2 3.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 14 16 34 31 57 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,278
COMMITMENTS
33,084 3,873 0 19,977 50,503 53,061 54,376 2,217 902
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,039)
-1,014 116 0 131 -1,223 -883 -1,107 -156 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 7.0 0.0 36.1 91.4 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
27 5 0 8 9 35 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 171,046
COMMITMENTS
50,954 42,771 8,592 71,686 101,665 131,231 153,028 39,815 18,018
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -33,806)
2,907 6,558 -7,660 -22,576 -27,941 -27,329 -29,044 -6,477 -4,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 25.0 5.0 41.9 59.4 76.7 89.5 23.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
30 21 16 39 37 77 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,839
COMMITMENTS
14,739 24,387 660 36,015 16,080 51,414 41,127 10,425 20,712
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,085)
840 -609 1 -904 62 -63 -546 -1,022 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 39.4 1.1 58.2 26.0 83.1 66.5 16.9 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 16 3 13 21 23 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 275,319
COMMITMENTS
202,140 43,897 1,319 65,680 226,954 269,139 272,170 6,180 3,149
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -13,828)
-9,580 -15,508 121 -3,780 1,013 -13,239 -14,374 -588 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 15.9 0.5 23.9 82.4 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
92 32 11 28 34 123 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,988
COMMITMENTS
67,976 60,526 14,915 108,949 128,461 191,840 203,902 36,147 24,086
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,167)
7,330 -1,952 -1,290 -5,927 8,154 113 4,912 1,054 -3,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 26.5 6.5 47.8 56.3 84.1 89.4 15.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
30 30 18 42 51 80 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 192,224
COMMITMENTS
39,672 74,799 12,838 108,757 69,570 161,266 157,206 30,958 35,018
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -6,683)
-2,478 -12,268 -1,201 -4,031 7,506 -7,711 -5,964 1,027 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 38.9 6.7 56.6 36.2 83.9 81.8 16.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
24 42 20 40 43 73 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 582,686
COMMITMENTS
159,790 237,672 32,644 301,050 255,424 493,484 525,740 89,202 56,946
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -9,021)
-3,913 6,108 -3,740 -8,115 -7,513 -15,768 -5,144 6,746 -3,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 40.8 5.6 51.7 43.8 84.7 90.2 15.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
79 70 51 101 81 196 186
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,580
COMMITMENTS
3,488 4,134 741 8,220 12,003 12,449 16,878 11,131 6,702
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -224)
-503 -171 0 5 -119 -498 -290 274 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.5 3.1 34.9 50.9 52.8 71.6 47.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 13 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,904
COMMITMENTS
5,441 45,419 177 45,525 6,702 51,143 52,298 2,761 1,606
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -424)
-503 -3,215 -217 187 2,848 -533 -584 109 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 84.3 0.3 84.5 12.4 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 23 3 13 10 27 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,334
COMMITMENTS
19,135 26,889 266 24,675 14,423 44,076 41,578 3,258 5,757
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,389)
2,772 2,386 -794 429 759 2,408 2,351 -19 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 56.8 0.6 52.1 30.5 93.1 87.8 6.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
33 34 8 20 12 57 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,206
COMMITMENTS
14,928 4,367 43 1,933 12,420 16,904 16,830 1,302 1,376
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 401)
-344 381 15 713 89 384 485 17 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.0 24.0 0.2 10.6 68.2 92.8 92.4 7.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 10 1 4 8 17 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,395,206
COMMITMENTS
1388987 344,448 9654161 7720079 8545327 18763227 18543936 631,979 851,270
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 185,764)
-12,331 -66,794 159,222 67,715 75,942 214,606 168,370 -28,841 17,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.8 49.8 39.8 44.1 96.7 95.6 3.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
74 54 110 120 119 249 232
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,541
COMMITMENTS
1,725 3,053 126 0 0 1,851 3,179 1,690 362
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -299)
-320 -168 -11 0 0 -331 -179 32 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 86.2 3.6 0.0 0.0 52.3 89.8 47.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 21 8 0 0 30 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 131,195
COMMITMENTS
27,860 12,702 32,358 69,752 86,041 129,970 131,101 1,225 94
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -44,068)
-6,283 -1,468 -6,294 -31,506 -36,302 -44,083 -44,064 15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 9.7 24.7 53.2 65.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 20 22 9 14 35 42
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 370,622
COMMITMENTS
40,405 128,543 53,096 276,125 185,881 369,626 367,520 996 3,102
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,542)
-4,807 -2,427 -4,535 10,950 9,729 1,608 2,767 934 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 34.7 14.3 74.5 50.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
18 42 28 21 34 56 87
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 752,081
COMMITMENTS
77,445 71,317 145,001 447,157 461,273 669,603 677,592 82,478 74,489
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -175,945)
-2,488 -10,020 -45,434 -96,669 -100,815 -144,591 -156,269 -31,354 -19,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.5 19.3 59.5 61.3 89.0 90.1 11.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
148 112 133 259 264 462 454
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 58,494
COMMITMENTS
2,753 2,097 23,712 11,489 17,227 37,953 43,036 20,540 15,458
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -33,219)
-5,370 -1,653 -6,953 -18,635 -15,627 -30,958 -24,233 -2,262 -8,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.6 40.5 19.6 29.5 64.9 73.6 35.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 9 17 12 14 35 33
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,467,937
COMMITMENTS
387,927 360,567 591,982 2178340 2220230 3158249 3172779 309,687 295,158
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -713,629)
-10,463 -66,703 -167,535 -390,171 -425,941 -568,169 -660,179 -145,460 -53,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 10.4 17.1 62.8 64.0 91.1 91.5 8.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
143 106 127 253 260 446 443
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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: 28,610
COMMITMENTS
239 2,433 0 25,304 20,809 25,543 23,242 3,067 5,368
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -12,787)
12 643 -837 -8,564 -12,275 -9,389 -12,469 -3,398 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.5 0.0 88.4 72.7 89.3 81.2 10.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 11 11 12 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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: 11,221
COMMITMENTS
689 788 0 8,504 9,402 9,193 10,190 2,028 1,031
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -8,517)
-1,172 500 -865 -6,249 -6,932 -8,286 -7,297 -231 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.0 0.0 75.8 83.8 81.9 90.8 18.1 9.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,647
COMMITMENTS
15,919 4,156 809 50,725 70,833 67,453 75,798 11,194 2,849
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -10,897)
-378 -842 415 -10,117 -9,828 -10,080 -10,255 -817 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.3 1.0 64.5 90.1 85.8 96.4 14.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 7 7 43 36 59 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,147
COMMITMENTS
12,583 9,663 4,270 21,349 23,368 38,201 37,301 6,946 7,847
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -14,362)
-584 -1,522 -1,732 -11,433 -9,331 -13,749 -12,584 -614 -1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 21.4 9.5 47.3 51.8 84.6 82.6 15.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
65 49 30 82 81 160 147
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 225,736
COMMITMENTS
62,915 48,317 21,348 106,744 116,838 191,007 186,503 34,729 39,233
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -71,812)
-2,918 -7,608 -8,660 -57,165 -46,654 -68,743 -62,922 -3,069 -8,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 21.4 9.5 47.3 51.8 84.6 82.6 15.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
65 49 30 82 81 160 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,619
COMMITMENTS
38,090 85,788 13,093 97,147 45,875 148,330 144,755 25,289 28,864
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 4,531)
6,507 6,127 176 -95 -636 6,588 5,667 -2,057 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 49.4 7.5 56.0 26.4 85.4 83.4 14.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 35 15 24 37 55 77
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 482,703
COMMITMENTS
115,910 74,686 16,058 326,504 376,090 458,471 466,834 24,232 15,870
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -68,272)
339 1,979 -6,568 -61,189 -45,313 -67,418 -49,902 -855 -18,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 15.5 3.3 67.6 77.9 95.0 96.7 5.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
72 50 27 132 105 217 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,457
COMMITMENTS
5,767 11,048 33 10,901 7,584 16,701 18,665 5,756 3,792
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -330)
52 -499 -2 161 -12 211 -513 -541 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 49.2 0.1 48.5 33.8 74.4 83.1 25.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 7 2 12 6 24 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,413
COMMITMENTS
22,740 7,147 808 27,156 8,929 50,704 16,884 8,709 42,529
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,546)
80 200 400 405 -2,581 885 -1,981 661 3,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 12.0 1.4 45.7 15.0 85.3 28.4 14.7 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 9 1 24 14 43 23
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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: 79,546
COMMITMENTS
18,637 4,031 994 59,891 74,460 79,522 79,485 24 61
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -50,681)
-2,094 -2,447 -37 -48,544 -48,197 -50,675 -50,681 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 5.1 1.2 75.3 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 2 4 25 19 38 24
Updated December 30, 2019