BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 13,334
COMMITMENTS
0 3,518 1,379 11,054 7,678 12,432 12,575 902 759
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 774)
0 388 103 908 199 1,011 690 -236 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.4 10.3 82.9 57.6 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 10 5 31 26 36 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,530
COMMITMENTS
4,254 537 10,197 15,988 15,212 30,439 25,946 5,091 9,584
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,972)
318 -754 1,103 -151 1,760 1,270 2,108 703 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.5 28.7 45.0 42.8 85.7 73.0 14.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 11 26 33 29 64 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,869
COMMITMENTS
594 2,028 2,227 8,693 8,018 11,514 12,273 1,354 596
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,448)
-6 79 472 801 1,034 1,267 1,584 181 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 15.8 17.3 67.6 62.3 89.5 95.4 10.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 5 8 34 24 44 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,898
COMMITMENTS
5,440 171 1,370 3,691 6,350 10,501 7,891 397 3,006
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 695)
208 3 116 335 456 659 574 37 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 1.6 12.6 33.9 58.3 96.4 72.4 3.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 1 7 16 20 25 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,961
COMMITMENTS
89,593 59,958 124,846 136,747 158,316 351,186 343,119 32,775 40,842
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 4,933)
2,616 548 3,159 230 266 6,005 3,972 -1,072 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 15.6 32.5 35.6 41.2 91.5 89.4 8.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
141 105 153 96 101 315 297
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 453,816
COMMITMENTS
149,595 38,294 119,696 155,562 235,368 424,853 393,358 28,963 60,458
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,360)
1,623 -3,341 4,205 1,328 5,200 7,157 6,064 -797 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 8.4 26.4 34.3 51.9 93.6 86.7 6.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
156 70 140 149 188 370 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,588
COMMITMENTS
1,492 490 446 533 1,783 2,472 2,719 1,117 870
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 21)
61 53 -35 -71 2 -46 20 67 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 13.7 12.4 14.9 49.7 68.9 75.8 31.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 9 10 9 15 32 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,854
COMMITMENTS
20,268 10,091 22,522 10,518 11,659 53,309 44,271 7,545 16,582
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -1,190)
30 40 -804 -651 -681 -1,424 -1,445 235 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 16.6 37.0 17.3 19.2 87.6 72.8 12.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
65 42 70 53 66 158 155
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,509
COMMITMENTS
1,199 3,423 4,665 17,803 14,615 23,668 22,704 841 1,805
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 768)
-612 183 403 802 127 594 714 174 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 14.0 19.0 72.6 59.6 96.6 92.6 3.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 18 18 29 27 54 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 57,135
COMMITMENTS
34,599 4,909 0 20,629 50,658 55,228 55,567 1,907 1,568
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,114)
2,094 1,286 0 139 406 2,233 1,692 -119 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.6 8.6 0.0 36.1 88.7 96.7 97.3 3.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
27 6 0 10 9 37 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 199,621
COMMITMENTS
73,891 35,964 7,211 73,721 134,727 154,823 177,901 44,798 21,720
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -2,264)
3,955 -1,506 -1,391 -1,909 -1,109 654 -4,006 -2,917 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 18.0 3.6 36.9 67.5 77.6 89.1 22.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 17 14 40 37 79 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,903
COMMITMENTS
12,507 10,844 1,320 23,747 22,493 37,574 34,657 15,329 18,246
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,684)
49 -1,884 178 -1,077 3,685 -850 1,978 2,534 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 20.5 2.5 44.9 42.5 71.0 65.5 29.0 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 12 4 18 23 26 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 300,361
COMMITMENTS
211,760 41,711 1,394 78,918 253,465 292,073 296,570 8,288 3,791
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,098)
4,663 232 141 713 5,428 5,516 5,800 582 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 13.9 0.5 26.3 84.4 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
92 34 13 29 35 125 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 216,633
COMMITMENTS
65,846 41,369 14,189 100,929 134,575 180,964 190,133 35,670 26,501
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,733)
-4,544 2,542 1,227 3,327 -1,630 10 2,140 1,722 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 19.1 6.5 46.6 62.1 83.5 87.8 16.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
32 25 18 42 51 83 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 227,367
COMMITMENTS
49,524 98,380 14,042 129,713 73,978 193,279 186,400 34,088 40,967
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 19,733)
122 14,435 -107 18,605 3,581 18,619 17,909 1,114 1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 43.3 6.2 57.1 32.5 85.0 82.0 15.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
27 45 20 40 41 78 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 627,893
COMMITMENTS
165,279 217,304 40,465 322,952 312,165 528,696 569,933 99,197 57,960
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 13,473)
3,396 2,873 2,370 5,776 6,865 11,542 12,107 1,931 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 34.6 6.4 51.4 49.7 84.2 90.8 15.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
88 75 56 108 87 219 195
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,148
COMMITMENTS
3,613 4,005 662 7,349 11,844 11,624 16,511 11,524 6,637
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 563)
76 1,322 -79 284 -511 281 732 282 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 17.3 2.9 31.7 51.2 50.2 71.3 49.8 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 1 11 10 16 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,854
COMMITMENTS
8,379 29,714 1,099 28,675 8,683 38,153 39,496 2,701 1,358
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 4,305)
1,686 3,566 1,083 1,558 -553 4,327 4,096 -22 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 72.7 2.7 70.2 21.3 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 23 4 14 8 35 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,721
COMMITMENTS
24,164 22,104 1,548 19,110 20,510 44,822 44,162 3,900 4,559
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -266)
118 -2,127 389 -478 1,772 29 34 -296 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 45.4 3.2 39.2 42.1 92.0 90.6 8.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 32 12 22 13 65 51
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,049
COMMITMENTS
15,438 3,282 59 1,077 13,225 16,574 16,566 1,475 1,483
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -632)
-275 -416 -5 -352 -208 -632 -629 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.5 18.2 0.3 6.0 73.3 91.8 91.8 8.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 9 1 4 8 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,890,358
COMMITMENTS
1370167 498,081 9728551 8146856 8766779 19245574 18993411 644,784 896,947
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 424,946)
-31,981 8,567 247,755 234,667 195,110 450,441 451,431 -25,495 -26,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.5 48.9 41.0 44.1 96.8 95.5 3.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
72 67 117 120 122 257 243
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,213
COMMITMENTS
2,979 4,390 415 0 0 3,394 4,805 1,819 408
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -223)
-387 -337 136 0 0 -251 -201 29 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 84.2 8.0 0.0 0.0 65.1 92.2 34.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
38 19 12 0 0 44 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 141,412
COMMITMENTS
27,607 16,761 30,682 81,849 92,662 140,138 140,105 1,273 1,306
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,501)
-540 2,928 -2,349 8,353 4,788 5,464 5,367 37 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 11.9 21.7 57.9 65.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 18 24 10 18 40 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 216,868
COMMITMENTS
52,869 55,896 43,239 120,644 116,610 216,752 215,745 116 1,123
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -826)
129 5,172 -676 -312 -4,397 -859 99 33 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 25.8 19.9 55.6 53.8 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 33 26 21 34 51 79
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 787,434
COMMITMENTS
84,407 80,648 152,831 461,587 473,122 698,825 706,602 88,609 80,832
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 13,104)
5,915 7,249 1,200 4,760 2,629 11,876 11,078 1,228 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.2 19.4 58.6 60.1 88.7 89.7 11.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
134 121 137 276 276 476 468
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 65,548
COMMITMENTS
6,568 3,306 14,410 21,577 26,826 42,555 44,542 22,993 21,006
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,460)
2,537 782 -1,142 3,526 3,787 4,920 3,426 1,540 3,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.0 22.0 32.9 40.9 64.9 68.0 35.1 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 10 18 14 19 37 38
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 14,484
COMMITMENTS
1,675 240 17 10,327 13,017 12,019 13,274 2,465 1,210
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.7 0.1 71.3 89.9 83.0 91.6 17.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 11 11 12
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 16,611
COMMITMENTS
468 217 0 13,580 13,990 14,048 14,207 2,563 2,404
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,006)
-5 -1 0 1,535 1,529 1,530 1,528 -524 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 0.0 81.8 84.2 84.6 85.5 15.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 10 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,609,428
COMMITMENTS
421,694 419,207 659,608 2200047 2231483 3281348 3310298 328,080 299,130
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 33,216)
29,807 45,254 -1,202 6,171 -5,791 34,776 38,261 -1,560 -5,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 11.6 18.3 61.0 61.8 90.9 91.7 9.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
131 114 128 269 269 458 453
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,981
COMMITMENTS
0 2,538 0 25,576 23,177 25,576 25,715 3,405 3,266
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 500)
0 314 0 623 153 623 467 -123 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 88.3 80.0 88.3 88.7 11.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 12 10 14
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 9,531
COMMITMENTS
259 905 0 7,237 7,911 7,496 8,816 2,035 715
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 291)
0 0 0 62 743 62 743 229 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 9.5 0.0 75.9 83.0 78.6 92.5 21.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 12 10 13 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 13,242
COMMITMENTS
754 835 0 8,935 11,215 9,689 12,050 3,553 1,192
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -6)
-362 81 -103 471 -237 6 -259 -12 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.3 0.0 67.5 84.7 73.2 91.0 26.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 9 10 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,590
COMMITMENTS
15,997 7,188 610 50,875 68,032 67,482 75,830 11,108 2,760
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,091)
-1,126 492 89 1,942 850 905 1,431 186 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 9.1 0.8 64.7 86.6 85.9 96.5 14.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 9 5 43 35 58 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,176
COMMITMENTS
13,745 11,596 4,984 21,681 22,284 40,409 38,864 7,767 9,312
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -116)
65 1,559 -564 655 -1,622 156 -627 -273 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 24.1 10.3 45.0 46.3 83.9 80.7 16.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
67 61 31 85 86 168 162
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,881
COMMITMENTS
68,723 57,982 24,920 108,403 111,419 202,047 194,321 38,834 46,560
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -582)
326 7,795 -2,818 3,274 -8,112 782 -3,135 -1,364 2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 24.1 10.3 45.0 46.3 83.9 80.7 16.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
67 61 31 85 86 168 162
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,677
COMMITMENTS
41,400 61,900 8,321 70,720 51,374 120,441 121,594 31,236 30,083
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -5,225)
-1,787 -2,385 -1,286 1,817 -2,303 -1,255 -5,974 -3,969 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 40.8 5.5 46.6 33.9 79.4 80.2 20.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 23 14 28 33 58 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 511,001
COMMITMENTS
133,250 78,733 14,331 336,883 400,590 484,463 493,653 26,537 17,347
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 10,583)
6,250 552 -3,443 9,519 13,883 12,327 10,992 -1,744 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 15.4 2.8 65.9 78.4 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
71 45 27 134 108 215 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,912
COMMITMENTS
3,722 11,237 20 9,953 7,561 13,695 18,818 7,217 2,094
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 201)
19 250 -1 816 0 834 249 -633 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 53.7 0.1 47.6 36.2 65.5 90.0 34.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 1 11 6 19 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,886
COMMITMENTS
19,665 6,076 317 28,861 7,641 48,843 14,034 9,043 43,852
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -843)
-3,743 -3,633 58 2,209 -1,491 -1,476 -5,066 633 4,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 10.5 0.5 49.9 13.2 84.4 24.2 15.6 75.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 9 2 29 17 44 27
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 83,360
COMMITMENTS
25,010 4,331 1,038 57,288 77,730 83,336 83,099 24 261
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,365)
5,837 150 15 713 6,000 6,565 6,165 -200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 5.2 1.2 68.7 93.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 4 25 19 39 24
Updated January 24, 2020