BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,552
COMMITMENTS
0 4,394 192 10,571 6,336 10,763 10,922 789 630
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 663)
0 456 -4 649 273 645 725 18 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 38.0 1.7 91.5 54.8 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 10 3 26 23 29 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,908
COMMITMENTS
4,730 2,030 1,721 9,627 9,268 16,078 13,019 2,830 5,889
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,544)
690 432 332 424 605 1,446 1,369 98 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 10.7 9.1 50.9 49.0 85.0 68.9 15.0 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 13 16 19 19 48 40
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,015
COMMITMENTS
642 2,160 393 7,036 5,949 8,071 8,502 944 513
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 482)
-48 140 98 424 212 474 450 8 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 24.0 4.4 78.0 66.0 89.5 94.3 10.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 5 7 30 20 39 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,869
COMMITMENTS
5,104 623 264 3,385 5,948 8,753 6,835 116 2,034
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 216)
20 41 5 160 139 185 185 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 7.0 3.0 38.2 67.1 98.7 77.1 1.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 2 5 8 16 15 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,824
COMMITMENTS
88,683 82,859 63,107 121,714 123,985 273,504 269,951 26,320 29,873
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -2,192)
-112 2,012 -529 397 -1,560 -244 -77 -1,948 -2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 27.6 21.0 40.6 41.4 91.2 90.0 8.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
105 99 121 68 86 251 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 370,156
COMMITMENTS
131,644 52,393 72,621 142,274 200,206 346,539 325,220 23,617 44,936
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -30,377)
-16,429 -4,041 -6,778 -4,920 -15,024 -28,127 -25,843 -2,250 -4,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 14.2 19.6 38.4 54.1 93.6 87.9 6.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
124 85 116 113 166 300 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,267
COMMITMENTS
1,619 706 148 522 1,649 2,289 2,503 978 764
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 31)
66 32 16 36 22 118 70 -87 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 21.6 4.5 16.0 50.5 70.1 76.6 29.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 11 6 11 15 32 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,468
COMMITMENTS
17,496 14,695 18,402 10,199 8,168 46,097 41,265 7,371 12,203
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -11)
-2,560 1,951 1,125 718 -1,482 -717 1,594 706 -1,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 27.5 34.4 19.1 15.3 86.2 77.2 13.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
57 53 69 50 51 148 147
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,058
COMMITMENTS
1,967 2,938 1,722 13,854 12,319 17,543 16,979 515 1,079
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,149)
603 -83 275 240 1,024 1,118 1,216 31 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 16.3 9.5 76.7 68.2 97.1 94.0 2.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 13 12 20 24 42 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,747
COMMITMENTS
31,697 2,550 0 20,292 49,600 51,989 52,150 1,758 1,597
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -3,388)
-2,902 -2,359 0 -337 -1,058 -3,239 -3,417 -149 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 4.7 0.0 37.8 92.3 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 8 0 10 8 35 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 185,499
COMMITMENTS
76,299 41,709 2,973 68,537 119,269 147,809 163,951 37,690 21,548
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -3,097)
1,900 5,604 -3 199 -9,819 2,096 -4,218 -5,193 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 22.5 1.6 36.9 64.3 79.7 88.4 20.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
34 19 14 37 37 76 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,440
COMMITMENTS
12,969 9,472 6 24,449 21,140 37,424 30,618 14,016 20,822
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,072)
594 -1,367 -69 1,685 -479 2,210 -1,915 -1,138 2,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 18.4 0.0 47.5 41.1 72.8 59.5 27.2 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 8 1 16 22 22 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 305,928
COMMITMENTS
207,336 36,970 1,683 88,754 263,340 297,773 301,993 8,155 3,935
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,948)
-4,345 -4,740 406 9,923 10,037 5,984 5,703 -36 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.8 12.1 0.6 29.0 86.1 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
93 36 8 27 38 123 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 203,169
COMMITMENTS
61,887 44,198 6,650 104,061 123,497 172,598 174,345 30,571 28,824
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 8,544)
-2,369 4,864 375 12,849 -352 10,855 4,887 -2,311 3,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 21.8 3.3 51.2 60.8 85.0 85.8 15.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
26 25 9 43 42 73 72
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 184,919
COMMITMENTS
45,676 81,701 2,658 110,412 63,226 158,746 147,585 26,173 37,334
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -18,660)
-4,920 -13,596 -804 -7,282 -2,361 -13,006 -16,761 -5,654 -1,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 44.2 1.4 59.7 34.2 85.8 79.8 14.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 42 12 34 37 66 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 598,793
COMMITMENTS
180,653 239,515 13,248 311,346 291,195 505,247 543,958 93,546 54,835
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 16,629)
12,437 24,280 -4,695 8,961 -4,088 16,703 15,497 -74 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 40.0 2.2 52.0 48.6 84.4 90.8 15.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
88 72 34 103 82 200 179
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,569
COMMITMENTS
3,675 4,100 662 7,210 11,935 11,547 16,697 12,022 6,872
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 421)
62 95 0 -139 91 -77 186 498 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.4 2.8 30.6 50.6 49.0 70.8 51.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 1 11 10 16 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,127
COMMITMENTS
4,919 1,940 586 11,367 18,336 16,872 20,862 8,255 4,265
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 7.7 2.3 45.2 73.0 67.1 83.0 32.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 2 12 10 19 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 51,245
COMMITMENTS
13,321 36,945 748 34,445 11,254 48,514 48,947 2,731 2,298
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10,402)
4,942 7,231 -351 5,770 2,571 10,361 9,451 41 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 72.1 1.5 67.2 22.0 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 23 5 11 8 35 36
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,500
COMMITMENTS
22,882 20,822 1,141 18,675 19,547 42,698 41,510 3,802 4,990
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,800)
-1,230 -1,457 -116 -368 -660 -1,714 -2,233 -86 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 44.8 2.5 40.2 42.0 91.8 89.3 8.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 30 7 23 13 55 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,019
COMMITMENTS
15,623 2,737 68 900 13,753 16,591 16,558 1,428 1,461
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -30)
185 -545 9 -177 528 17 -8 -47 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.7 15.2 0.4 5.0 76.3 92.1 91.9 7.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 8 1 3 8 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,246,856
COMMITMENTS
2500371 739,685 2603513 5491773 7070270 10595657 10413468 651,199 833,388
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 265,235)
284,016 48,752 7,598 -89,493 234,258 202,121 290,608 63,114 -25,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 6.6 23.1 48.8 62.9 94.2 92.6 5.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
69 46 92 106 110 219 213
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,917
COMMITMENTS
2,623 4,156 327 0 0 2,950 4,483 1,967 434
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -222)
-369 -234 -18 0 0 -387 -252 165 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 84.5 6.7 0.0 0.0 60.0 91.2 40.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
37 18 7 0 0 38 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 154,530
COMMITMENTS
27,616 19,906 32,464 93,229 100,821 153,309 153,191 1,221 1,339
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 13,125)
9 3,145 1,782 11,383 8,162 13,174 13,089 -49 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 12.9 21.0 60.3 65.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 17 24 10 17 41 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 239,246
COMMITMENTS
62,227 57,066 49,003 127,961 132,016 239,191 238,085 55 1,161
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 22,378)
9,358 1,170 5,764 7,317 15,406 22,439 22,340 -61 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 23.9 20.5 53.5 55.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 32 28 21 35 53 80
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 583,370
COMMITMENTS
85,798 78,896 15,037 413,395 426,045 514,230 519,978 69,139 63,392
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -4,519)
267 -2,059 -2,256 -3,026 -4,839 -5,014 -9,154 495 4,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 13.5 2.6 70.9 73.0 88.1 89.1 11.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
118 109 62 249 258 391 405
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 35,021
COMMITMENTS
6,282 2,732 325 16,782 21,353 23,389 24,410 11,632 10,611
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,718)
-604 -496 247 2,050 1,098 1,693 849 25 869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 7.8 0.9 47.9 61.0 66.8 69.7 33.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 1 8 14 14 21
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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: 15,015
COMMITMENTS
0 0 0 12,332 14,101 12,332 14,101 2,683 914
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,596)
-468 -217 0 -1,248 111 -1,716 -106 120 -1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.1 93.9 82.1 93.9 17.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 11 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,741,743
COMMITMENTS
426,210 409,449 44,930 1983066 2023459 2454206 2477838 287,537 263,905
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -31,184)
-2,623 -14,793 -5,534 -25,378 -29,686 -33,535 -50,013 2,351 18,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 14.9 1.6 72.3 73.8 89.5 90.4 10.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
119 107 59 248 255 388 400
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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: 30,254
COMMITMENTS
844 3,025 0 26,241 23,982 27,085 27,007 3,169 3,247
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,273)
844 487 0 665 805 1,509 1,292 -236 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 10.0 0.0 86.7 79.3 89.5 89.3 10.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 0 9 12 12 16
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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: 10,991
COMMITMENTS
239 835 0 8,963 9,650 9,202 10,485 1,789 506
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,460)
-20 -70 0 1,726 1,739 1,706 1,669 -246 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 7.6 0.0 81.5 87.8 83.7 95.4 16.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 11 11 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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: 13,416
COMMITMENTS
1,303 792 0 9,032 11,552 10,335 12,344 3,081 1,072
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 174)
549 -43 0 97 337 646 294 -472 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 5.9 0.0 67.3 86.1 77.0 92.0 23.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 12 12 15 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,890
COMMITMENTS
16,651 4,228 1,081 47,373 68,157 65,105 73,466 11,785 3,424
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,700)
654 -2,960 471 -3,502 125 -2,377 -2,364 677 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 5.5 1.4 61.6 88.6 84.7 95.5 15.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 6 6 38 35 54 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 41,234
COMMITMENTS
14,353 9,477 1,324 18,396 21,871 34,073 32,672 7,160 8,562
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -2,151)
506 -2,572 -182 -2,553 249 -2,230 -2,505 78 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 23.0 3.2 44.6 53.0 82.6 79.2 17.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
70 53 19 87 83 165 148
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 206,168
COMMITMENTS
71,765 47,384 6,620 91,981 109,356 170,366 163,360 35,802 42,808
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -10,757)
2,529 -12,858 -910 -12,767 1,245 -11,148 -12,523 391 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 23.0 3.2 44.6 53.0 82.6 79.2 17.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
70 53 19 87 83 165 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,721
COMMITMENTS
44,662 72,182 3,878 77,258 45,879 125,798 121,939 30,923 34,782
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 17,243)
2,303 10,522 1,192 11,530 -566 15,025 11,148 2,218 6,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 46.1 2.5 49.3 29.3 80.3 77.8 19.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
23 26 8 25 35 53 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 502,044
COMMITMENTS
131,869 73,547 13,535 331,585 400,001 476,989 487,083 25,055 14,961
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -4,586)
-982 -4,992 1,857 -4,549 256 -3,674 -2,879 -912 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 14.6 2.7 66.0 79.7 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
68 47 23 135 112 211 174
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,981
COMMITMENTS
4,334 10,417 35 10,743 7,250 15,112 17,702 5,869 3,279
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 69)
612 -820 15 790 -311 1,417 -1,116 -1,348 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 49.6 0.2 51.2 34.6 72.0 84.4 28.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 1 12 5 22 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,655
COMMITMENTS
20,619 7,486 367 28,376 9,333 49,362 17,186 8,293 40,469
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -231)
954 1,410 50 -485 1,692 519 3,152 -750 -3,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 13.0 0.6 49.2 16.2 85.6 29.8 14.4 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 14 5 35 15 54 32
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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: 88,271
COMMITMENTS
27,254 4,481 956 60,037 82,773 88,247 88,210 24 61
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,911)
2,244 150 -82 2,749 5,043 4,911 5,111 0 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 5.1 1.1 68.0 93.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 2 4 27 19 43 24
Updated January 31, 2020