BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,852
COMMITMENTS
0 4,393 201 10,881 6,739 11,082 11,333 770 519
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 300)
0 -1 9 310 403 319 411 -19 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 37.1 1.7 91.8 56.9 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 11 5 27 24 32 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,164
COMMITMENTS
4,715 2,185 1,794 9,841 9,228 16,350 13,207 2,814 5,957
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 256)
-15 155 73 214 -40 272 188 -16 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 11.4 9.4 51.4 48.2 85.3 68.9 14.7 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 14 17 20 18 49 39
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,942
COMMITMENTS
537 2,105 336 7,331 6,055 8,204 8,496 738 446
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -73)
-105 -55 -57 295 106 133 -6 -206 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 23.5 3.8 82.0 67.7 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 7 6 32 23 40 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,839
COMMITMENTS
4,679 798 177 3,833 6,076 8,689 7,051 150 1,788
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -30)
-425 175 -87 448 128 -64 216 34 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 9.0 2.0 43.4 68.7 98.3 79.8 1.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 5 9 17 16 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,313
COMMITMENTS
97,799 88,592 58,541 111,653 116,212 267,993 263,345 24,320 28,968
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -7,511)
9,116 5,733 -4,566 -10,061 -7,773 -5,511 -6,606 -2,000 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 30.3 20.0 38.2 39.8 91.7 90.1 8.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
102 108 110 68 85 238 254
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 343,504
COMMITMENTS
113,267 42,722 69,239 134,476 190,247 316,982 302,208 26,522 41,296
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -26,652)
-18,377 -9,671 -3,382 -7,798 -9,959 -29,557 -23,012 2,905 -3,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 12.4 20.2 39.1 55.4 92.3 88.0 7.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
127 78 118 111 156 298 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,359
COMMITMENTS
1,534 708 195 618 1,634 2,347 2,537 1,012 822
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 92)
-85 2 47 96 -15 58 34 34 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 21.1 5.8 18.4 48.6 69.9 75.5 30.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 10 7 10 14 32 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,960
COMMITMENTS
15,738 16,960 20,746 11,643 7,514 48,127 45,220 8,833 11,740
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,492)
-1,758 2,265 2,344 1,444 -654 2,030 3,955 1,462 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 29.8 36.4 20.4 13.2 84.5 79.4 15.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
47 57 67 52 52 142 150
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,446
COMMITMENTS
2,117 3,621 1,437 14,451 12,278 18,005 17,336 441 1,110
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 388)
150 683 -285 597 -41 462 357 -74 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 19.6 7.8 78.3 66.6 97.6 94.0 2.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 14 9 20 24 42 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,702
COMMITMENTS
27,325 910 0 21,268 48,380 48,593 49,290 2,109 1,412
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,045)
-4,372 -1,640 0 976 -1,220 -3,396 -2,860 351 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 1.8 0.0 41.9 95.4 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 4 0 12 8 36 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 174,000
COMMITMENTS
67,193 48,630 2,668 63,080 100,666 132,941 151,964 41,059 22,036
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -11,499)
-9,106 6,921 -305 -5,457 -18,603 -14,868 -11,987 3,369 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 27.9 1.5 36.3 57.9 76.4 87.3 23.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
28 23 12 37 36 70 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,855
COMMITMENTS
14,261 9,342 4 22,497 22,512 36,762 31,858 13,093 17,997
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,585)
1,292 -130 -2 -1,952 1,372 -662 1,240 -923 -2,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 18.7 0.0 45.1 45.2 73.7 63.9 26.3 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 9 1 18 23 26 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 308,894
COMMITMENTS
206,538 41,366 2,556 91,595 261,639 300,689 305,561 8,205 3,333
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,966)
-798 4,396 873 2,841 -1,701 2,916 3,568 50 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 13.4 0.8 29.7 84.7 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
97 38 10 27 40 129 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 208,165
COMMITMENTS
59,659 46,672 8,202 110,198 127,204 178,059 182,078 30,106 26,087
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 4,996)
-2,228 2,474 1,552 6,137 3,707 5,461 7,733 -465 -2,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 22.4 3.9 52.9 61.1 85.5 87.5 14.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
26 26 14 42 41 75 74
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,079
COMMITMENTS
57,672 79,570 2,487 105,438 71,114 165,597 153,171 24,482 36,908
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 5,160)
11,996 -2,131 -171 -4,974 7,888 6,851 5,586 -1,691 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 41.9 1.3 55.5 37.4 87.1 80.6 12.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
26 46 11 32 40 65 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 594,698
COMMITMENTS
166,925 242,005 12,963 321,548 283,559 501,436 538,527 93,262 56,171
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -4,095)
-13,728 2,490 -285 10,202 -7,636 -3,811 -5,431 -284 1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 40.7 2.2 54.1 47.7 84.3 90.6 15.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
81 77 31 99 82 188 182
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,841
COMMITMENTS
3,642 4,117 695 7,219 12,054 11,556 16,866 12,285 6,975
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 272)
-33 17 33 9 119 9 169 263 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 17.3 2.9 30.3 50.6 48.5 70.7 51.5 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 11 10 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 46,403
COMMITMENTS
9,198 39,534 377 34,297 4,470 43,872 44,381 2,531 2,022
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -4,842)
-4,123 2,589 -371 -148 -6,784 -4,642 -4,566 -200 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 85.2 0.8 73.9 9.6 94.5 95.6 5.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 26 2 9 10 25 37
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,692
COMMITMENTS
18,599 20,791 1,202 19,491 16,010 39,292 38,003 4,400 5,689
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -2,808)
-4,283 -31 61 816 -3,537 -3,406 -3,507 598 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 47.6 2.8 44.6 36.6 89.9 87.0 10.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 34 8 23 13 55 51
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,207
COMMITMENTS
12,870 1,869 0 1,923 12,842 14,793 14,711 1,414 1,496
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,812)
-2,753 -868 -68 1,023 -911 -1,798 -1,847 -14 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.4 11.5 0.0 11.9 79.2 91.3 90.8 8.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 0 3 7 12 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,763,387
COMMITMENTS
2587512 874,843 2833451 5688551 7200413 11109514 10908707 653,873 854,680
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 516,531)
87,141 135,158 229,938 196,778 130,143 513,857 495,239 2,674 21,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 7.4 24.1 48.4 61.2 94.4 92.7 5.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
68 48 94 104 112 218 215
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,367
COMMITMENTS
2,317 3,788 199 0 0 2,516 3,987 1,851 380
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -550)
-306 -368 -128 0 0 -434 -496 -116 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.1 86.7 4.6 0.0 0.0 57.6 91.3 42.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
32 15 3 0 0 32 18
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 153,145
COMMITMENTS
24,479 21,178 28,046 99,271 102,332 151,796 151,556 1,349 1,589
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,385)
-3,137 1,272 -4,418 6,042 1,511 -1,513 -1,635 128 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.8 18.3 64.8 66.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 15 24 10 17 38 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 177,293
COMMITMENTS
55,851 35,425 37,887 83,484 103,134 177,222 176,446 71 847
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -61,953)
-6,376 -21,641 -11,116 -44,477 -28,882 -61,969 -61,639 16 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 20.0 21.4 47.1 58.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 26 22 18 28 44 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 575,449
COMMITMENTS
86,416 76,177 16,189 401,478 418,317 504,083 510,683 71,365 64,765
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -7,921)
617 -2,720 1,153 -11,917 -7,728 -10,147 -9,294 2,226 1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 13.2 2.8 69.8 72.7 87.6 88.7 12.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
115 108 62 249 264 389 410
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 35,960
COMMITMENTS
5,961 4,949 162 17,564 18,204 23,687 23,315 12,273 12,645
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 939)
-321 2,217 -163 782 -3,149 298 -1,095 641 2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 13.8 0.5 48.8 50.6 65.9 64.8 34.1 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 7 1 9 12 14 20
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 15,668
COMMITMENTS
215 202 6 9,722 14,495 9,943 14,703 5,725 965
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 653)
215 202 6 -2,610 394 -2,389 602 3,042 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.3 0.0 62.1 92.5 63.5 93.8 36.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 11 12 12 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,697,443
COMMITMENTS
439,867 393,731 42,544 1919571 2000566 2401982 2436841 295,461 260,602
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -44,300)
13,657 -15,718 -2,386 -63,495 -22,893 -52,224 -40,997 7,924 -3,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 14.6 1.6 71.2 74.2 89.0 90.3 11.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
117 105 58 248 261 386 404
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 31,832
COMMITMENTS
1,494 3,495 0 27,264 24,383 28,758 27,878 3,074 3,954
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,578)
650 470 0 1,023 401 1,673 871 -95 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 11.0 0.0 85.6 76.6 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 0 9 13 13 17
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 10,970
COMMITMENTS
0 676 0 8,805 9,769 8,805 10,445 2,165 525
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -21)
-239 -159 0 -158 119 -397 -40 376 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.2 0.0 80.3 89.1 80.3 95.2 19.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 11 11 11 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 13,737
COMMITMENTS
1,320 1,400 0 9,206 9,153 10,526 10,553 3,211 3,184
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 321)
17 608 0 174 -2,399 191 -1,791 130 2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 10.2 0.0 67.0 66.6 76.6 76.8 23.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 11 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,951
COMMITMENTS
17,016 3,567 559 49,898 69,793 67,473 73,919 10,478 4,032
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,061)
365 -661 -522 2,525 1,636 2,368 453 -1,307 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 4.6 0.7 64.0 89.5 86.6 94.8 13.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 4 6 38 35 55 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 40,957
COMMITMENTS
14,109 9,851 1,422 18,461 20,678 33,992 31,951 6,965 9,006
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -276)
-244 374 98 65 -1,193 -81 -721 -195 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 24.1 3.5 45.1 50.5 83.0 78.0 17.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 57 22 88 87 170 155
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 204,786
COMMITMENTS
70,544 49,254 7,109 92,307 103,391 169,960 159,754 34,826 45,032
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,382)
-1,221 1,870 489 326 -5,965 -406 -3,606 -976 2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 24.1 3.5 45.1 50.5 83.0 78.0 17.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 57 22 88 87 170 155
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 180,856
COMMITMENTS
48,368 91,665 3,519 98,191 48,949 150,078 144,133 30,778 36,723
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 24,135)
3,706 19,483 -359 20,933 3,070 24,280 22,194 -145 1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 50.7 1.9 54.3 27.1 83.0 79.7 17.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
21 37 9 25 32 52 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 496,419
COMMITMENTS
121,684 68,311 12,084 338,031 397,668 471,799 478,063 24,620 18,356
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -5,625)
-10,185 -5,236 -1,451 6,446 -2,333 -5,190 -9,020 -435 3,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 13.8 2.4 68.1 80.1 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
68 43 22 137 110 210 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,556
COMMITMENTS
2,169 8,064 23 9,634 6,755 11,826 14,842 5,730 2,714
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,425)
-2,165 -2,353 -12 -1,109 -495 -3,286 -2,860 -139 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 45.9 0.1 54.9 38.5 67.4 84.5 32.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 9 1 10 5 15 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,361
COMMITMENTS
14,081 7,394 432 27,145 9,598 41,658 17,424 9,703 33,937
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -6,294)
-6,538 -92 65 -1,231 265 -7,704 238 1,410 -6,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 14.4 0.8 52.9 18.7 81.1 33.9 18.9 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 10 4 32 17 49 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 91,360
COMMITMENTS
29,058 4,581 909 61,369 85,816 91,336 91,306 24 54
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,089)
1,804 100 -47 1,332 3,043 3,089 3,096 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 5.0 1.0 67.2 93.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 2 4 27 19 42 24
Updated February 07, 2020