BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,078
COMMITMENTS
1 4,072 190 10,175 6,322 10,366 10,584 712 494
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -774)
1 -321 -11 -706 -417 -716 -749 -58 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 36.8 1.7 91.8 57.1 93.6 95.5 6.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 10 6 28 23 35 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,105
COMMITMENTS
4,180 2,490 1,294 8,995 7,910 14,469 11,694 2,636 5,411
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,059)
-535 305 -500 -846 -1,318 -1,881 -1,513 -178 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 14.6 7.6 52.6 46.2 84.6 68.4 15.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 19 11 19 17 43 40
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,577
COMMITMENTS
359 2,210 270 7,191 5,664 7,820 8,144 757 433
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -365)
-178 105 -66 -140 -391 -384 -352 19 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 25.8 3.1 83.8 66.0 91.2 95.0 8.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 7 6 31 20 40 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,288
COMMITMENTS
4,164 865 201 3,760 5,688 8,125 6,754 163 1,534
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -551)
-515 67 24 -73 -388 -564 -297 13 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 10.4 2.4 45.4 68.6 98.0 81.5 2.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 4 9 17 15 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,611
COMMITMENTS
96,817 88,802 62,141 107,541 113,848 266,499 264,791 25,112 26,820
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -702)
-982 210 3,600 -4,112 -2,364 -1,494 1,446 792 -2,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 30.5 21.3 36.9 39.0 91.4 90.8 8.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
95 110 112 70 85 239 259
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,065
COMMITMENTS
99,314 42,097 69,128 130,667 179,119 299,109 290,344 33,956 42,721
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -10,439)
-13,953 -625 -111 -3,809 -11,128 -17,873 -11,864 7,434 1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 12.6 20.8 39.2 53.8 89.8 87.2 10.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
106 81 111 109 146 282 292
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,030
COMMITMENTS
1,869 818 232 699 1,954 2,800 3,004 1,230 1,026
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 671)
335 110 37 81 320 453 467 218 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 20.3 5.8 17.3 48.5 69.5 74.5 30.5 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 13 8 9 15 32 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,672
COMMITMENTS
16,414 17,946 20,603 11,547 7,565 48,564 46,114 9,108 11,558
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 712)
676 986 -143 -96 51 437 894 275 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 31.1 35.7 20.0 13.1 84.2 80.0 15.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
46 59 64 48 48 136 144
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,075
COMMITMENTS
1,792 4,094 710 13,149 10,365 15,651 15,169 424 906
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,371)
-325 473 -727 -1,302 -1,913 -2,354 -2,167 -17 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 25.5 4.4 81.8 64.5 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 12 7 20 25 37 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,196
COMMITMENTS
27,913 977 0 23,109 51,196 51,022 52,173 2,174 1,023
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 2,494)
588 67 0 1,841 2,816 2,429 2,883 65 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 1.8 0.0 43.4 96.2 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
28 5 0 12 8 40 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,914
COMMITMENTS
68,225 58,520 3,395 57,774 77,069 129,394 138,984 37,520 27,930
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -7,086)
1,032 9,890 727 -5,306 -23,597 -3,547 -12,980 -3,539 5,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 35.1 2.0 34.6 46.2 77.5 83.3 22.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 23 13 35 36 71 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,465
COMMITMENTS
15,937 12,170 105 22,929 19,846 38,971 32,121 12,494 19,344
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,610)
1,676 2,828 101 432 -2,666 2,209 263 -599 1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 23.6 0.2 44.6 38.6 75.7 62.4 24.3 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 11 3 16 21 26 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 302,445
COMMITMENTS
193,940 37,614 1,386 98,944 259,767 294,270 298,767 8,175 3,678
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -6,449)
-12,598 -3,752 -1,170 7,349 -1,872 -6,419 -6,794 -30 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 12.4 0.5 32.7 85.9 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
94 37 10 28 35 126 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 212,228
COMMITMENTS
65,006 43,922 8,577 107,906 133,105 181,489 185,604 30,739 26,624
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,063)
5,347 -2,750 375 -2,292 5,901 3,430 3,526 633 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 20.7 4.0 50.8 62.7 85.5 87.5 14.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
27 26 16 43 44 78 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,822
COMMITMENTS
54,805 80,993 2,879 111,167 70,770 168,851 154,642 24,971 39,180
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 3,743)
-2,867 1,423 392 5,729 -344 3,254 1,471 489 2,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 41.8 1.5 57.4 36.5 87.1 79.8 12.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
24 41 13 31 41 64 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 612,444
COMMITMENTS
169,475 255,144 14,252 338,132 281,706 521,859 551,102 90,585 61,342
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 17,746)
2,550 13,139 1,289 16,584 -1,853 20,423 12,575 -2,677 5,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 41.7 2.3 55.2 46.0 85.2 90.0 14.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
81 73 35 102 82 194 179
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,488
COMMITMENTS
3,350 4,031 450 7,301 12,052 11,101 16,533 12,387 6,955
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -353)
-292 -86 -245 82 -2 -455 -333 102 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 17.2 1.9 31.1 51.3 47.3 70.4 52.7 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 1 11 10 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,327
COMMITMENTS
9,459 41,664 516 36,988 4,761 46,963 46,941 2,364 2,386
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 2,924)
261 2,130 139 2,691 291 3,091 2,560 -167 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 84.5 1.0 75.0 9.7 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 30 4 9 11 31 43
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,946
COMMITMENTS
19,893 23,969 2,456 22,603 16,606 44,952 43,031 3,994 5,915
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 5,254)
1,294 3,178 1,254 3,112 596 5,660 5,028 -406 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 49.0 5.0 46.2 33.9 91.8 87.9 8.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 40 9 21 13 56 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,625
COMMITMENTS
13,475 2,289 1 3,108 13,805 16,584 16,095 1,041 1,530
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,418)
605 420 1 1,185 963 1,791 1,384 -373 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.5 13.0 0.0 17.6 78.3 94.1 91.3 5.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 1 4 7 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,797,176
COMMITMENTS
2783352 840,032 2834137 5499698 7165692 11117187 10839861 679,989 957,315
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 33,789)
195,840 -34,811 686 -188,853 -34,721 7,673 -68,846 26,116 102,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 7.1 24.0 46.6 60.7 94.2 91.9 5.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
71 50 90 110 119 224 222
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 6,106
COMMITMENTS
3,604 5,284 390 0 0 3,994 5,674 2,112 432
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,739)
1,287 1,496 191 0 0 1,478 1,687 261 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 86.5 6.4 0.0 0.0 65.4 92.9 34.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
40 19 6 0 0 43 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 167,656
COMMITMENTS
16,491 18,990 40,076 109,725 106,969 166,292 166,035 1,364 1,621
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 14,511)
-7,988 -2,188 12,030 10,454 4,637 14,496 14,479 15 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 11.3 23.9 65.4 63.8 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 19 23 11 18 42 45
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 212,852
COMMITMENTS
69,563 42,487 46,857 93,992 122,676 210,412 212,020 2,440 832
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 35,559)
13,712 7,062 8,970 10,508 19,542 33,190 35,574 2,369 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 20.0 22.0 44.2 57.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 31 27 22 30 52 73
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 596,376
COMMITMENTS
89,949 80,335 17,981 416,705 432,255 524,634 530,571 71,742 65,805
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 20,928)
3,533 4,158 1,791 15,226 13,938 20,551 19,888 377 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 13.5 3.0 69.9 72.5 88.0 89.0 12.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
119 113 61 253 251 393 404
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 40,550
COMMITMENTS
7,780 5,125 521 20,968 20,753 29,269 26,399 11,281 14,151
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,590)
1,819 176 359 3,404 2,549 5,582 3,084 -992 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 12.6 1.3 51.7 51.2 72.2 65.1 27.8 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 6 3 10 15 16 23
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 13,759
COMMITMENTS
1,177 658 7 9,889 11,796 11,073 12,461 2,686 1,298
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 4.8 0.1 71.9 85.7 80.5 90.6 19.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 7 11 9 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 14,720
COMMITMENTS
538 377 46 11,384 12,850 11,968 13,273 2,752 1,447
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -948)
323 175 40 1,662 -1,645 2,025 -1,430 -2,973 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.6 0.3 77.3 87.3 81.3 90.2 18.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 12 10 14 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,779,131
COMMITMENTS
451,855 417,061 46,288 1978683 2057510 2476826 2520859 302,305 258,272
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 81,688)
11,988 23,330 3,744 59,112 56,944 74,844 84,018 6,844 -2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 15.0 1.7 71.2 74.0 89.1 90.7 10.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
120 112 59 252 247 391 399
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 32,087
COMMITMENTS
1,460 2,905 0 27,369 26,006 28,829 28,911 3,258 3,176
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 255)
-34 -590 0 105 1,623 71 1,033 184 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 9.1 0.0 85.3 81.0 89.8 90.1 10.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 0 9 14 13 17
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 11,962
COMMITMENTS
200 670 0 8,433 10,695 8,633 11,365 3,329 597
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 992)
200 -6 0 -372 926 -172 920 1,164 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 5.6 0.0 70.5 89.4 72.2 95.0 27.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 11 12 12 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 17,272
COMMITMENTS
1,362 1,300 0 11,710 14,528 13,072 15,828 4,200 1,444
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 3,535)
42 -100 0 2,504 5,375 2,546 5,275 989 -1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 7.5 0.0 67.8 84.1 75.7 91.6 24.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 9 13 12 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,717
COMMITMENTS
16,465 4,225 818 50,506 69,992 67,789 75,035 10,928 3,682
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 766)
-551 658 259 608 199 316 1,116 450 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 5.4 1.0 64.2 88.9 86.1 95.3 13.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 6 6 37 36 53 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 41,566
COMMITMENTS
14,808 13,062 1,202 18,352 19,430 34,362 33,695 7,204 7,871
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 609)
700 3,212 -220 -110 -1,248 370 1,744 239 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 31.4 2.9 44.2 46.7 82.7 81.1 17.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
71 57 19 92 92 170 161
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 207,829
COMMITMENTS
74,042 65,312 6,009 91,758 97,152 171,809 168,473 36,020 39,356
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 3,043)
3,498 16,058 -1,100 -549 -6,239 1,849 8,719 1,194 -5,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 31.4 2.9 44.2 46.7 82.7 81.1 17.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
71 57 19 92 92 170 161
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 177,528
COMMITMENTS
48,188 80,856 4,320 96,321 56,891 148,829 142,067 28,699 35,461
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,328)
-180 -10,809 801 -1,870 7,942 -1,249 -2,066 -2,079 -1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 45.5 2.4 54.3 32.0 83.8 80.0 16.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 35 10 23 33 54 74
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 485,582
COMMITMENTS
109,856 69,951 7,128 343,354 391,344 460,338 468,423 25,244 17,159
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -10,837)
-11,828 1,640 -4,956 5,323 -6,324 -11,461 -9,640 624 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 14.4 1.5 70.7 80.6 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
62 45 22 134 108 205 166
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,958
COMMITMENTS
2,728 8,448 386 9,937 6,742 13,051 15,576 5,907 3,382
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,402)
559 384 363 303 -13 1,225 734 177 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 44.6 2.0 52.4 35.6 68.8 82.2 31.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 2 9 5 17 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,300
COMMITMENTS
17,643 6,943 850 30,000 11,499 48,493 19,292 7,807 37,008
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,939)
3,562 -451 418 2,855 1,901 6,835 1,868 -1,896 3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 12.3 1.5 53.3 20.4 86.1 34.3 13.9 65.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 12 5 32 21 55 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| 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: 98,445
COMMITMENTS
33,006 5,181 909 64,506 92,294 98,421 98,384 24 61
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 7,085)
3,948 600 0 3,137 6,478 7,085 7,078 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 5.3 0.9 65.5 93.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 3 4 27 19 42 25
Updated February 14, 2020