BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,889
COMMITMENTS
0 3,938 196 9,922 6,063 10,118 10,197 771 692
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 653)
0 448 -15 842 127 827 560 -174 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 36.2 1.8 91.1 55.7 92.9 93.6 7.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 10 2 25 24 27 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,364
COMMITMENTS
4,040 1,598 1,389 9,203 8,663 14,632 11,650 2,732 5,714
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 763)
-72 -205 258 395 573 581 626 182 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 9.2 8.0 53.0 49.9 84.3 67.1 15.7 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 13 17 21 19 48 42
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,533
COMMITMENTS
690 2,020 295 6,612 5,737 7,597 8,052 936 481
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 704)
57 33 85 463 746 605 864 99 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 23.7 3.5 77.5 67.2 89.0 94.4 11.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 6 30 17 38 25
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,653
COMMITMENTS
5,084 582 259 3,225 5,809 8,568 6,650 85 2,003
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 559)
187 -19 71 301 406 559 458 0 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 6.7 3.0 37.3 67.1 99.0 76.9 1.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 2 5 7 15 15 20
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,016
COMMITMENTS
88,795 80,847 63,636 121,317 125,545 273,748 270,028 28,268 31,988
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,242)
2,874 1,454 3,597 573 15 7,044 5,066 -802 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 26.8 21.1 40.2 41.6 90.6 89.4 9.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
106 107 118 71 89 254 260
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 400,533
COMMITMENTS
148,073 56,434 79,399 147,194 215,230 374,666 351,063 25,867 49,470
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,098)
2,484 -2,466 2,787 1,609 5,303 6,880 5,624 -782 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 14.1 19.8 36.7 53.7 93.5 87.6 6.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
134 78 113 119 177 312 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,236
COMMITMENTS
1,553 674 132 486 1,627 2,171 2,433 1,065 803
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -24)
65 94 -79 -63 -35 -77 -20 53 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 20.8 4.1 15.0 50.3 67.1 75.2 32.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 10 7 8 14 29 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,479
COMMITMENTS
20,056 12,744 17,277 9,481 9,650 46,814 39,671 6,665 13,808
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -1,230)
51 -80 -842 -637 -351 -1,428 -1,273 198 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 23.8 32.3 17.7 18.0 87.5 74.2 12.5 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
56 46 63 42 55 139 140
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,909
COMMITMENTS
1,364 3,021 1,447 13,614 11,295 16,425 15,763 484 1,146
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 231)
18 71 -18 168 137 168 190 63 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 17.9 8.6 80.5 66.8 97.1 93.2 2.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 14 11 21 22 40 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 57,135
COMMITMENTS
34,599 4,909 0 20,629 50,658 55,228 55,567 1,907 1,568
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,114)
2,094 1,286 0 139 406 2,233 1,692 -119 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.6 8.6 0.0 36.1 88.7 96.7 97.3 3.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
27 6 0 10 9 37 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 188,596
COMMITMENTS
74,399 36,105 2,976 68,338 129,088 145,713 168,169 42,883 20,427
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -1,633)
3,971 -1,471 -1,216 -1,590 -940 1,165 -3,627 -2,798 1,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 19.1 1.6 36.2 68.4 77.3 89.2 22.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 18 12 37 36 74 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,368
COMMITMENTS
12,375 10,839 75 22,764 21,619 35,214 32,533 15,154 17,835
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,250)
-42 -1,770 75 -1,320 3,406 -1,287 1,711 2,537 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.5 0.1 45.2 42.9 69.9 64.6 30.1 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 11 2 17 21 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 299,980
COMMITMENTS
211,681 41,710 1,277 78,831 253,303 291,789 296,290 8,191 3,690
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,941)
4,554 223 176 689 5,311 5,419 5,710 522 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.6 13.9 0.4 26.3 84.4 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
90 35 11 28 35 121 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 194,625
COMMITMENTS
64,256 39,334 6,275 91,212 123,849 161,743 169,458 32,882 25,167
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -1,911)
-4,560 2,050 -26 1,280 -3,360 -3,306 -1,336 1,395 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 20.2 3.2 46.9 63.6 83.1 87.1 16.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 23 11 39 43 72 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 203,579
COMMITMENTS
50,596 95,297 3,462 117,694 65,587 171,752 164,346 31,827 39,233
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 19,716)
876 14,147 -420 17,468 3,877 17,924 17,604 1,792 2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 46.8 1.7 57.8 32.2 84.4 80.7 15.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
27 40 11 31 38 62 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 582,164
COMMITMENTS
168,216 215,235 17,943 302,385 295,283 488,544 528,461 93,620 53,703
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 10,925)
4,335 3,172 -141 4,966 6,429 9,160 9,460 1,765 1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 37.0 3.1 51.9 50.7 83.9 90.8 16.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
87 66 36 101 81 198 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,148
COMMITMENTS
3,613 4,005 662 7,349 11,844 11,624 16,511 11,524 6,637
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 563)
76 1,322 -79 284 -511 281 732 282 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.3 2.9 31.7 51.2 50.2 71.3 49.8 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 1 11 10 16 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,843
COMMITMENTS
8,379 29,714 1,099 28,675 8,683 38,153 39,496 2,690 1,347
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 4,301)
1,686 3,566 1,083 1,558 -553 4,327 4,096 -26 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 72.8 2.7 70.2 21.3 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 23 4 14 8 35 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,300
COMMITMENTS
24,112 22,279 1,257 19,043 20,207 44,412 43,743 3,888 4,557
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -351)
27 -2,167 364 -446 1,752 -55 -51 -296 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 46.1 2.6 39.4 41.8 92.0 90.6 8.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 32 9 22 12 64 48
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,049
COMMITMENTS
15,438 3,282 59 1,077 13,225 16,574 16,566 1,475 1,483
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -632)
-275 -416 -5 -352 -208 -632 -629 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.5 18.2 0.3 6.0 73.3 91.8 91.8 8.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 9 1 4 8 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,981,621
COMMITMENTS
2216355 690,933 2595915 5581266 6836012 10393536 10122860 588,085 858,761
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 152,497)
33,631 42,795 23,122 125,537 119,336 182,290 185,253 -29,793 -32,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 6.3 23.6 50.8 62.2 94.6 92.2 5.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
61 49 89 104 108 209 207
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,139
COMMITMENTS
2,992 4,390 345 0 0 3,337 4,735 1,802 404
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -266)
-376 -338 82 0 0 -294 -256 28 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.2 85.4 6.7 0.0 0.0 64.9 92.1 35.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
38 18 7 0 0 39 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 141,405
COMMITMENTS
27,607 16,761 30,682 81,846 92,659 140,135 140,102 1,270 1,303
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,501)
-540 2,928 -2,349 8,350 4,786 5,461 5,365 40 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 11.9 21.7 57.9 65.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 18 24 10 18 40 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 216,868
COMMITMENTS
52,869 55,896 43,239 120,644 116,610 216,752 215,745 116 1,123
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -826)
129 5,172 -676 -312 -4,397 -859 99 33 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 25.8 19.9 55.6 53.8 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 33 26 21 34 51 79
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 587,888
COMMITMENTS
85,531 80,955 17,292 416,421 430,884 519,244 529,131 68,644 58,757
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 19,577)
5,276 9,205 3,331 10,399 7,266 19,006 19,802 571 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 13.8 2.9 70.8 73.3 88.3 90.0 11.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
110 108 65 250 250 383 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 33,303
COMMITMENTS
6,886 3,228 78 14,732 20,255 21,696 23,561 11,607 9,742
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,592)
2,722 966 -482 3,821 4,104 6,061 4,588 -469 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 9.7 0.2 44.2 60.8 65.1 70.7 34.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 4 1 7 13 14 18
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 14,484
COMMITMENTS
1,675 240 17 10,327 13,017 12,019 13,274 2,465 1,210
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 1.7 0.1 71.3 89.9 83.0 91.6 17.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 11 11 12
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 16,611
COMMITMENTS
468 217 0 13,580 13,990 14,048 14,207 2,563 2,404
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,006)
-5 -1 0 1,535 1,529 1,530 1,528 -524 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.3 0.0 81.8 84.2 84.6 85.5 15.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 10 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,772,927
COMMITMENTS
428,833 424,242 50,464 2008444 2053145 2487741 2527851 285,186 245,076
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 69,925)
26,472 54,899 5,363 32,891 15,810 64,726 76,072 5,199 -6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 15.3 1.8 72.4 74.0 89.7 91.2 10.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
112 105 61 248 247 378 395
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| 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: 28,981
COMMITMENTS
0 2,538 0 25,576 23,177 25,576 25,715 3,405 3,266
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 500)
0 314 0 623 153 623 467 -123 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 0.0 88.3 80.0 88.3 88.7 11.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 12 10 14
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| 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: 9,531
COMMITMENTS
259 905 0 7,237 7,911 7,496 8,816 2,035 715
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 291)
0 0 0 62 743 62 743 229 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 9.5 0.0 75.9 83.0 78.6 92.5 21.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 12 10 13 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| 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: 13,242
COMMITMENTS
754 835 0 8,935 11,215 9,689 12,050 3,553 1,192
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -6)
-362 81 -103 471 -237 6 -259 -12 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 6.3 0.0 67.5 84.7 73.2 91.0 26.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 9 10 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,590
COMMITMENTS
15,997 7,188 610 50,875 68,032 67,482 75,830 11,108 2,760
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,091)
-1,126 492 89 1,942 850 905 1,431 186 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 9.1 0.8 64.7 86.6 85.9 96.5 14.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 9 5 43 35 58 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,385
COMMITMENTS
13,847 12,048 1,506 20,950 21,622 36,303 35,177 7,082 8,208
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 211)
26 1,572 -287 688 -1,562 427 -277 -216 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 27.8 3.5 48.3 49.8 83.7 81.1 16.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
66 57 21 82 84 158 152
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 216,925
COMMITMENTS
69,236 60,242 7,530 104,748 108,111 181,514 175,883 35,411 41,042
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,054)
130 7,862 -1,436 3,441 -7,810 2,135 -1,384 -1,081 2,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 27.8 3.5 48.3 49.8 83.7 81.1 16.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
66 57 21 82 84 158 152
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,478
COMMITMENTS
42,359 61,660 2,686 65,728 46,445 110,773 110,791 28,705 28,687
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -5,090)
-1,410 -2,658 -1,225 1,815 -2,425 -820 -6,308 -4,270 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 44.2 1.9 47.1 33.3 79.4 79.4 20.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 22 8 25 30 53 57
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 506,630
COMMITMENTS
132,851 78,539 11,678 336,134 399,745 480,663 489,962 25,967 16,668
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 11,544)
6,014 406 -2,447 9,834 14,031 13,401 11,990 -1,857 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 15.5 2.3 66.3 78.9 94.9 96.7 5.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
72 44 22 132 106 212 164
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,912
COMMITMENTS
3,722 11,237 20 9,953 7,561 13,695 18,818 7,217 2,094
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 201)
19 250 -1 816 0 834 249 -633 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 53.7 0.1 47.6 36.2 65.5 90.0 34.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 1 11 6 19 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,886
COMMITMENTS
19,665 6,076 317 28,861 7,641 48,843 14,034 9,043 43,852
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -843)
-3,743 -3,633 58 2,209 -1,491 -1,476 -5,066 633 4,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 10.5 0.5 49.9 13.2 84.4 24.2 15.6 75.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 9 2 29 17 44 27
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| 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: 83,360
COMMITMENTS
25,010 4,331 1,038 57,288 77,730 83,336 83,099 24 261
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,365)
5,837 150 15 713 6,000 6,565 6,165 -200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 5.2 1.2 68.7 93.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 4 25 19 39 24
Updated January 24, 2020