BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,591
COMMITMENTS
0 3,458 183 8,448 5,371 8,631 9,012 960 579
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -612)
0 -282 -99 -742 -278 -841 -659 229 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 36.1 1.9 88.1 56.0 90.0 94.0 10.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 9 3 21 24 24 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,850
COMMITMENTS
4,282 1,773 1,015 7,952 7,587 13,249 10,375 2,601 5,475
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,522)
-1,876 -701 -554 -1,434 -2,942 -3,864 -4,197 -658 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 11.2 6.4 50.2 47.9 83.6 65.5 16.4 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 11 14 18 18 45 39
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,542
COMMITMENTS
492 1,884 247 5,945 4,785 6,684 6,916 858 626
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,087)
-32 -176 -111 -929 -810 -1,072 -1,097 -15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 25.0 3.3 78.8 63.4 88.6 91.7 11.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 5 27 17 34 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,711
COMMITMENTS
4,746 590 126 2,755 4,950 7,627 5,666 84 2,045
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -502)
-209 -85 -75 -166 -393 -450 -553 -52 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 7.7 1.6 35.7 64.2 98.9 73.5 1.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 4 7 13 13 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,334
COMMITMENTS
82,796 76,018 56,121 121,155 125,518 260,072 257,657 28,262 30,677
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,976)
93 2,323 3,909 2,421 -994 6,423 5,238 -447 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 26.4 19.5 42.0 43.5 90.2 89.4 9.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
103 95 114 68 77 243 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,118
COMMITMENTS
142,231 57,231 72,462 140,647 204,893 355,340 334,586 25,778 46,532
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,152)
-756 730 -827 2,337 1,111 754 1,014 1,398 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 15.0 19.0 36.9 53.8 93.2 87.8 6.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
124 78 111 111 174 296 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,330
COMMITMENTS
1,638 627 188 506 1,633 2,332 2,448 998 882
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 53)
11 85 16 0 12 27 113 26 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 18.8 5.6 15.2 49.0 70.0 73.5 30.0 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 9 5 9 14 28 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,424
COMMITMENTS
18,587 12,505 17,153 9,324 9,237 45,064 38,895 6,360 12,529
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,745)
1,682 14 1,093 -637 516 2,138 1,623 -393 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 24.3 33.4 18.1 18.0 87.6 75.6 12.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
50 50 65 42 53 141 142
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,479
COMMITMENTS
1,444 2,791 1,385 13,215 11,217 16,044 15,393 435 1,086
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,315)
-240 -463 -204 -2,784 -2,303 -3,228 -2,970 -87 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 16.9 8.4 80.2 68.1 97.4 93.4 2.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 10 9 20 23 38 36
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,490
COMMITMENTS
32,995 4,205 0 20,079 50,325 53,074 54,530 2,416 960
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,300)
-891 -674 0 -363 -590 -1,254 -1,264 -46 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 7.6 0.0 36.2 90.7 95.6 98.3 4.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
27 4 0 9 10 36 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,996
COMMITMENTS
68,756 42,389 6,735 70,831 120,354 146,322 169,478 43,674 20,518
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 14,330)
4,795 -9,659 3,331 9,278 18,752 17,404 12,424 -3,074 1,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 22.3 3.5 37.3 63.3 77.0 89.2 23.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
35 24 14 37 37 80 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,365
COMMITMENTS
11,298 15,767 10 25,815 14,588 37,123 30,365 12,242 19,000
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,149)
-3,251 -4,507 -444 -4,052 -781 -7,747 -5,732 1,598 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 31.9 0.0 52.3 29.6 75.2 61.5 24.8 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 12 1 14 20 21 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 283,332
COMMITMENTS
203,580 46,262 1,725 71,014 232,233 276,319 280,220 7,013 3,112
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,386)
10,511 3,459 -4 4,372 1,882 14,879 5,337 -9,493 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.9 16.3 0.6 25.1 82.0 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
96 31 7 27 34 125 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,490
COMMITMENTS
67,403 50,893 7,527 88,398 116,133 163,328 174,553 34,162 22,937
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,294)
2,829 -1,288 -4,509 -9,307 -2,122 -10,987 -7,919 1,693 -1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 25.8 3.8 44.8 58.8 82.7 88.4 17.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
27 25 11 33 41 66 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 162,094
COMMITMENTS
47,846 60,094 3,966 82,055 64,595 133,867 128,655 28,227 33,439
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,872)
4,178 -8,876 -2,170 -15,471 2,235 -13,463 -8,811 591 -4,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 37.1 2.4 50.6 39.9 82.6 79.4 17.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
25 38 15 31 40 67 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 555,940
COMMITMENTS
164,813 226,477 12,802 288,408 263,100 466,023 502,379 89,917 53,561
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,645)
-4,039 -16,720 -721 2,918 17,560 -1,842 119 197 -1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 40.7 2.3 51.9 47.3 83.8 90.4 16.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
80 67 37 94 76 186 168
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,493
COMMITMENTS
3,495 2,523 741 7,058 12,259 11,294 15,523 11,199 6,970
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -997)
7 -1,022 0 -1,172 1 -1,165 -1,021 168 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.2 3.3 31.4 54.5 50.2 69.0 49.8 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 12 10 17 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,229
COMMITMENTS
3,791 1,851 586 10,878 16,873 15,255 19,310 7,974 3,919
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 397)
581 0 0 72 0 653 0 -256 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 8.0 2.5 46.8 72.6 65.7 83.1 34.3 16.9
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 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,290
COMMITMENTS
6,016 25,639 14 26,490 8,537 32,520 34,190 2,770 1,100
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -18,816)
756 -18,351 -225 -18,968 961 -18,437 -17,615 -379 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 72.7 0.0 75.1 24.2 92.2 96.9 7.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 22 2 13 9 28 33
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,802
COMMITMENTS
27,369 28,857 571 18,862 16,373 46,802 45,801 4,000 5,001
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,058)
3,476 -94 -80 10 2,444 3,406 2,270 -1,348 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 56.8 1.1 37.1 32.2 92.1 90.2 7.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
40 30 4 20 13 60 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,327
COMMITMENTS
15,011 3,637 59 1,500 13,337 16,570 17,033 1,757 1,294
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -186)
-219 -218 -2 -148 73 -369 -147 183 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.9 19.8 0.3 8.2 72.8 90.4 92.9 9.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 9 1 5 8 16 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,988,558
COMMITMENTS
2213320 620,289 2647053 5554876 6878529 10415249 10145871 573,309 842,687
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 48,599)
60,493 29,150 -87,131 80,260 94,459 53,622 36,478 -5,023 12,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 5.6 24.1 50.6 62.6 94.8 92.3 5.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
59 45 87 103 105 205 200
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,400
COMMITMENTS
3,385 4,820 258 0 0 3,643 5,078 1,757 322
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,214)
1,686 2,092 125 0 0 1,811 2,217 403 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.7 89.3 4.8 0.0 0.0 67.5 94.0 32.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
33 25 7 0 0 37 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 131,476
COMMITMENTS
28,614 12,197 30,787 70,814 88,437 130,215 131,421 1,261 55
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 950)
647 -726 -789 1,055 2,541 913 1,026 37 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 9.3 23.4 53.9 67.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 13 23 10 16 36 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 208,807
COMMITMENTS
54,623 48,514 41,070 113,035 118,533 208,728 208,117 79 690
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -166,425)
15,165 -72,825 -16,394 -165,190 -74,889 -166,419 -164,108 -6 -2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 23.2 19.7 54.1 56.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 27 22 19 32 47 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 567,613
COMMITMENTS
80,900 75,358 15,831 404,426 415,691 501,156 506,880 66,456 60,733
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 685)
-2,287 2,240 425 3,208 -5,818 1,346 -3,153 -662 3,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.3 2.8 71.3 73.2 88.3 89.3 11.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
113 103 62 245 249 383 389
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 25,696
COMMITMENTS
3,194 5,817 85 9,473 12,942 12,752 18,844 12,944 6,852
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,825)
591 1,213 85 763 264 1,439 1,562 1,386 1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 22.6 0.3 36.9 50.4 49.6 73.3 50.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 1 6 6 11 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,709,583
COMMITMENTS
419,123 378,302 48,134 1974765 2013743 2442022 2440179 267,561 269,404
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,701)
-7,943 11,579 -4,747 12,227 -30,408 -463 -23,576 -10,238 12,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 14.0 1.8 72.9 74.3 90.1 90.1 9.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
115 101 59 241 247 377 386
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 26,480
COMMITMENTS
235 2,224 0 22,953 20,033 23,188 22,257 3,292 4,223
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,202)
1 -488 0 -2,115 -726 -2,114 -1,214 -88 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 8.4 0.0 86.7 75.7 87.6 84.1 12.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 9 11 10 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 8,654
COMMITMENTS
280 1,213 0 6,611 6,468 6,891 7,681 1,763 973
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6)
-29 503 0 208 -764 179 -261 -185 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 14.0 0.0 76.4 74.7 79.6 88.8 20.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 0 10 7 11 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 12,111
COMMITMENTS
1,116 500 2 8,106 10,493 9,224 10,995 2,887 1,116
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 731)
430 -288 2 -496 1,091 -64 805 795 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 4.1 0.0 66.9 86.6 76.2 90.8 23.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 9 11 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,324
COMMITMENTS
16,512 6,153 524 48,095 67,863 65,131 74,540 12,193 2,784
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -688)
-1,012 1,777 -219 449 -2,863 -782 -1,305 94 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 8.0 0.7 62.2 87.8 84.2 96.4 15.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 7 7 40 34 57 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,058
COMMITMENTS
12,833 9,498 1,996 20,084 22,554 34,913 34,049 7,144 8,009
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,289)
-1,469 324 264 115 -2,674 -1,090 -2,086 -199 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 22.6 4.7 47.8 53.6 83.0 81.0 17.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
66 48 22 74 85 148 147
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 210,289
COMMITMENTS
64,167 47,492 9,981 100,419 112,771 174,567 170,244 35,722 40,045
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,445)
-7,343 1,618 1,319 573 -13,369 -5,451 -10,432 -994 3,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 22.6 4.7 47.8 53.6 83.0 81.0 17.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
66 48 22 74 85 148 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,739
COMMITMENTS
52,063 79,312 3,853 66,191 50,531 122,107 133,696 35,632 24,043
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,566)
2,633 -8,457 552 -18,441 2,307 -15,256 -5,598 8,690 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 50.3 2.4 42.0 32.0 77.4 84.8 22.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 23 8 24 31 55 55
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 487,072
COMMITMENTS
119,058 73,147 16,545 326,367 381,441 461,970 471,133 25,102 15,939
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,420)
-602 5,347 1,788 1,234 -6,882 2,420 253 -1,000 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.0 3.4 67.0 78.3 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
69 43 26 136 107 217 164
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,507
COMMITMENTS
3,046 11,008 30 9,976 7,579 13,052 18,617 7,455 1,890
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,937)
-1,818 -809 2 -783 -6 -2,599 -813 662 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 53.7 0.1 48.6 37.0 63.6 90.8 36.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 1 11 6 17 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,196
COMMITMENTS
19,982 11,357 325 28,721 6,595 49,028 18,277 9,168 39,919
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,323)
-2,035 3,122 -21 -665 -407 -2,721 2,694 398 -5,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 19.5 0.6 49.4 11.3 84.2 31.4 15.8 68.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 12 2 27 14 47 26
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 77,755
COMMITMENTS
21,498 4,031 1,008 55,225 72,655 77,731 77,694 24 61
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,781)
1,291 0 4 -4,076 -2,785 -2,781 -2,781 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 5.2 1.3 71.0 93.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 4 25 19 39 24
Updated January 10, 2020