BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,560
COMMITMENTS
0 3,130 1,276 10,146 7,480 11,422 11,885 1,138 675
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 890)
0 11 132 850 707 982 850 -92 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.9 10.2 80.8 59.6 90.9 94.6 9.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 9 4 30 26 34 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,558
COMMITMENTS
3,937 1,291 9,095 16,139 13,452 29,170 23,837 4,388 9,720
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,950)
-222 296 657 1,560 421 1,995 1,374 -45 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.8 27.1 48.1 40.1 86.9 71.0 13.1 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 12 23 33 28 62 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,420
COMMITMENTS
600 1,949 1,756 7,892 6,984 10,247 10,689 1,173 732
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 616)
130 93 135 364 387 629 616 -13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 17.1 15.4 69.1 61.2 89.7 93.6 10.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 5 9 33 24 44 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,202
COMMITMENTS
5,233 169 1,254 3,356 5,895 9,842 7,317 360 2,885
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 353)
88 -121 113 159 549 360 541 -7 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 1.7 12.3 32.9 57.8 96.5 71.7 3.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 6 15 18 23 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 379,028
COMMITMENTS
86,977 59,410 121,687 136,517 158,050 345,181 339,147 33,847 39,881
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 9,169)
2,702 4,480 4,919 644 -31 8,266 9,368 904 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.7 32.1 36.0 41.7 91.1 89.5 8.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
144 95 152 94 96 309 288
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 447,456
COMMITMENTS
147,972 41,635 115,491 154,234 230,168 417,696 387,294 29,760 60,162
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 15,912)
3,441 663 6,825 4,825 5,588 15,091 13,076 821 2,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 9.3 25.8 34.5 51.4 93.3 86.6 6.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
146 72 142 143 189 359 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,567
COMMITMENTS
1,432 437 481 604 1,781 2,517 2,699 1,050 868
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -11)
-163 -35 46 77 46 -39 57 28 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 12.3 13.5 16.9 49.9 70.6 75.7 29.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 7 8 10 14 30 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,044
COMMITMENTS
20,238 10,051 23,326 11,169 12,340 54,733 45,717 7,310 16,327
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,725)
1,628 171 1,216 710 934 3,554 2,321 171 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 16.2 37.6 18.0 19.9 88.2 73.7 11.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
63 47 74 54 69 165 162
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,741
COMMITMENTS
1,811 3,240 4,262 17,001 14,488 23,074 21,991 667 1,750
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 599)
53 324 49 564 229 665 602 -66 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.6 18.0 71.6 61.0 97.2 92.6 2.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 15 14 28 27 50 46
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,021
COMMITMENTS
32,505 3,623 0 20,490 50,252 52,995 53,875 2,026 1,146
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -469)
-490 -582 0 411 -73 -79 -655 -390 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 6.6 0.0 37.2 91.3 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
29 6 0 10 10 39 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 201,884
COMMITMENTS
69,937 37,470 8,602 75,631 135,835 154,170 181,907 47,715 19,977
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -1,404)
1,264 -4,009 -3,393 -1,772 8,300 -3,900 899 2,496 -2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 18.6 4.3 37.5 67.3 76.4 90.1 23.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 21 12 41 37 76 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,220
COMMITMENTS
12,457 12,728 1,142 24,825 18,808 38,424 32,679 12,795 18,541
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 145)
1,015 -3,344 349 -1,655 3,749 -291 754 436 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 24.9 2.2 48.5 36.7 75.0 63.8 25.0 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 14 2 18 23 27 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 294,262
COMMITMENTS
207,098 41,479 1,254 78,205 248,037 286,557 290,769 7,706 3,493
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 10,723)
3,552 -4,786 -614 7,119 15,761 10,057 10,361 666 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 14.1 0.4 26.6 84.3 97.4 98.8 2.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
95 36 12 29 35 128 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,901
COMMITMENTS
70,390 38,827 12,962 97,602 136,204 180,953 187,993 33,947 26,908
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -83)
3,307 -11,448 -1,836 1,100 10,546 2,572 -2,738 -2,654 2,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 18.1 6.0 45.4 63.4 84.2 87.5 15.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 25 18 41 48 83 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,634
COMMITMENTS
49,402 83,945 14,149 111,108 70,396 174,660 168,491 32,974 39,143
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 27,562)
1,389 23,666 2,024 21,653 -1,974 25,066 23,715 2,496 3,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 40.4 6.8 53.5 33.9 84.1 81.1 15.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
30 44 24 36 39 78 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 614,421
COMMITMENTS
161,883 214,431 38,095 317,176 305,300 517,154 557,826 97,267 56,595
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 17,198)
-2,134 -14,275 5,985 11,436 27,005 15,288 18,715 1,910 -1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 34.9 6.2 51.6 49.7 84.2 90.8 15.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
89 68 52 107 84 214 187
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,585
COMMITMENTS
3,537 2,683 741 7,065 12,355 11,343 15,779 11,242 6,806
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 92)
42 160 0 7 96 49 256 43 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.9 3.3 31.3 54.7 50.2 69.9 49.8 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 11 10 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,548
COMMITMENTS
6,693 26,148 16 27,117 9,236 33,826 35,400 2,722 1,148
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,258)
677 509 2 627 699 1,306 1,210 -48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 71.5 0.0 74.2 25.3 92.6 96.9 7.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 23 2 14 8 30 33
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,988
COMMITMENTS
24,045 24,231 1,159 19,588 18,738 44,792 44,128 4,195 4,859
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -2,147)
-3,279 -4,450 350 599 2,098 -2,330 -2,002 183 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 49.5 2.4 40.0 38.3 91.4 90.1 8.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
36 29 8 20 13 60 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,681
COMMITMENTS
15,713 3,698 64 1,429 13,433 17,206 17,195 1,475 1,486
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 354)
702 61 5 -71 96 636 162 -282 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 19.8 0.3 7.6 71.9 92.1 92.0 7.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 11 1 5 8 15 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,465,412
COMMITMENTS
1402148 489,514 9480797 7912189 8571669 18795133 18541980 670,279 923,432
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -280,276)
-23,181 28,411 -215,918 -82,937 -155,627 -322,036 -343,134 41,760 62,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.5 48.7 40.6 44.0 96.6 95.3 3.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
72 65 116 119 121 254 242
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,436
COMMITMENTS
3,366 4,727 279 0 0 3,645 5,006 1,791 430
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 36)
-19 -93 21 0 0 2 -72 34 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 87.0 5.1 0.0 0.0 67.1 92.1 32.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
36 20 12 0 0 40 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 135,911
COMMITMENTS
28,147 13,833 33,031 73,496 87,874 134,675 134,738 1,236 1,172
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,430)
-467 1,636 2,244 2,679 -563 4,457 3,317 -27 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 10.2 24.3 54.1 64.7 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 16 25 9 16 38 45
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 217,694
COMMITMENTS
52,740 50,724 43,915 120,956 121,007 217,611 215,646 83 2,048
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 8,887)
-1,883 2,210 2,845 7,921 2,474 8,883 7,529 4 1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 23.3 20.2 55.6 55.6 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 31 23 20 35 49 79
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 774,330
COMMITMENTS
78,492 73,399 151,631 456,826 470,494 686,949 695,523 87,381 78,807
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 28,964)
-873 -1,726 17,821 8,444 13,757 25,392 29,852 3,573 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 9.5 19.6 59.0 60.8 88.7 89.8 11.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
139 119 141 278 279 484 472
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 59,088
COMMITMENTS
4,031 2,524 15,553 18,051 23,039 37,635 41,116 21,453 17,972
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 6,201)
789 -3,301 4,608 2,412 4,029 7,810 5,336 -1,608 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.3 26.3 30.5 39.0 63.7 69.6 36.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 12 20 15 21 40 41
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| 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: 15,605
COMMITMENTS
473 218 0 12,045 12,461 12,518 12,679 3,087 2,926
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.4 0.0 77.2 79.9 80.2 81.2 19.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 8 10 10 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,576,212
COMMITMENTS
391,887 373,953 660,810 2193876 2237274 3246572 3272037 329,639 304,175
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 113,815)
-18,312 -2,129 76,064 30,158 48,643 87,910 122,578 25,905 -8,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.5 18.5 61.3 62.6 90.8 91.5 9.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
136 114 134 271 274 468 461
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,481
COMMITMENTS
0 2,224 0 24,953 23,024 24,953 25,248 3,528 3,233
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,001)
-235 0 0 2,000 2,991 1,765 2,991 236 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.0 87.6 80.8 87.6 88.6 12.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 12 9 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 9,240
COMMITMENTS
259 905 0 7,175 7,168 7,434 8,073 1,806 1,167
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 586)
-21 -308 0 564 700 543 392 43 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 9.8 0.0 77.7 77.6 80.5 87.4 19.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 10 8 11 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| 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: 13,248
COMMITMENTS
1,116 754 103 8,464 11,452 9,683 12,309 3,565 939
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,137)
0 254 101 358 959 459 1,314 678 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.7 0.8 63.9 86.4 73.1 92.9 26.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 9 11 13 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,499
COMMITMENTS
17,123 6,696 521 48,933 67,182 66,577 74,399 10,922 3,100
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 175)
611 543 -3 838 -681 1,446 -141 -1,271 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 8.6 0.7 63.1 86.7 85.9 96.0 14.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 8 8 41 36 58 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,293
COMMITMENTS
13,679 10,037 5,548 21,026 23,906 40,253 39,491 8,040 8,801
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,783)
883 805 1,018 465 927 2,366 2,750 417 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.8 11.5 43.5 49.5 83.4 81.8 16.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
68 58 33 81 85 165 160
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 241,463
COMMITMENTS
68,397 50,187 27,738 105,130 119,531 201,265 197,456 40,198 44,007
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 13,916)
4,417 4,026 5,088 2,326 4,634 11,831 13,749 2,084 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.8 11.5 43.5 49.5 83.4 81.8 16.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
68 58 33 81 85 165 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,902
COMMITMENTS
43,187 64,285 9,606 68,903 53,677 121,696 127,568 35,205 29,334
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -15,016)
-8,433 -15,340 -670 -2,988 -3,005 -12,091 -19,016 -2,924 4,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 41.0 6.1 43.9 34.2 77.6 81.3 22.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 27 15 25 31 57 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 500,418
COMMITMENTS
126,999 78,181 17,773 327,364 386,707 472,137 482,661 28,281 17,757
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 8,644)
7,958 5,016 -2,080 15 4,425 5,893 7,361 2,751 1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 15.6 3.6 65.4 77.3 94.3 96.5 5.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
68 48 26 131 112 208 177
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,711
COMMITMENTS
3,703 10,987 21 9,137 7,561 12,861 18,569 7,850 2,142
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 204)
657 -21 -9 -839 -18 -191 -48 395 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 53.0 0.1 44.1 36.5 62.1 89.7 37.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 1 10 6 17 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,729
COMMITMENTS
23,408 9,709 259 26,652 9,132 50,319 19,100 8,410 39,629
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 533)
3,426 -1,648 -66 -2,069 2,537 1,291 823 -758 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 16.5 0.4 45.4 15.5 85.7 32.5 14.3 67.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 11 2 30 20 48 32
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| 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: 76,995
COMMITMENTS
19,173 4,181 1,023 56,575 71,730 76,771 76,934 224 61
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -760)
-2,325 150 15 1,350 -925 -960 -760 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 5.4 1.3 73.5 93.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 2 4 25 19 37 24
Updated January 17, 2020