BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,308
COMMITMENTS
0 3,947 1,517 11,855 8,100 13,372 13,564 936 744
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 974)
0 429 139 801 421 940 990 34 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.6 10.6 82.9 56.6 93.5 94.8 6.5 5.2
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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,399
COMMITMENTS
4,663 1,148 11,932 17,656 16,098 34,250 29,178 5,150 10,221
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,869)
408 611 1,734 1,668 887 3,810 3,232 59 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.9 30.3 44.8 40.9 86.9 74.1 13.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 12 26 35 30 69 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,606
COMMITMENTS
523 2,142 2,497 9,231 8,319 12,250 12,958 1,356 648
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 737)
-71 114 269 538 302 736 685 1 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 15.7 18.3 67.8 61.1 90.0 95.2 10.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 5 9 35 25 46 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,561
COMMITMENTS
5,671 569 1,358 4,104 6,511 11,133 8,438 427 3,123
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 663)
231 397 -11 413 161 633 547 30 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 4.9 11.7 35.5 56.3 96.3 73.0 3.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 2 7 18 21 26 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,050
COMMITMENTS
89,154 59,892 128,729 137,246 158,288 355,129 346,909 30,921 39,142
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,089)
-438 -66 3,883 498 -28 3,943 3,790 -1,854 -1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 15.5 33.3 35.6 41.0 92.0 89.9 8.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
147 93 155 92 99 308 298
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 424,853
COMMITMENTS
131,203 36,943 111,694 154,248 219,555 397,145 368,192 27,708 56,661
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -28,962)
-18,392 -1,351 -8,002 -1,314 -15,813 -27,708 -25,166 -1,254 -3,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 8.7 26.3 36.3 51.7 93.5 86.7 6.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
143 81 140 153 178 366 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,637
COMMITMENTS
1,565 495 480 558 1,833 2,603 2,809 1,034 829
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 49)
72 6 34 25 50 131 90 -83 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 13.6 13.2 15.3 50.4 71.6 77.2 28.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 9 9 12 15 35 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,656
COMMITMENTS
17,714 13,081 23,342 11,533 9,541 52,589 45,964 9,068 15,692
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 802)
-2,555 2,990 820 1,015 -2,118 -720 1,693 1,523 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 21.2 37.9 18.7 15.5 85.3 74.5 14.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
65 49 73 61 64 164 163
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,408
COMMITMENTS
1,720 3,226 5,462 18,392 16,025 25,573 24,713 834 1,695
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,898)
521 -197 796 589 1,410 1,906 2,009 -7 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 12.2 20.7 69.6 60.7 96.8 93.6 3.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 15 18 31 30 58 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,747
COMMITMENTS
31,697 2,550 0 20,292 49,600 51,989 52,150 1,758 1,597
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -3,388)
-2,902 -2,359 0 -337 -1,058 -3,239 -3,417 -149 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 4.7 0.0 37.8 92.3 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 8 0 10 8 35 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 198,606
COMMITMENTS
75,524 42,450 7,616 75,362 125,513 158,502 175,579 40,104 23,027
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,015)
1,633 6,486 405 1,641 -9,214 3,679 -2,322 -4,694 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 21.4 3.8 37.9 63.2 79.8 88.4 20.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 20 16 41 38 82 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,497
COMMITMENTS
13,263 9,679 1,320 25,698 22,249 40,282 33,249 14,215 21,249
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,594)
757 -1,165 0 1,951 -244 2,708 -1,408 -1,114 3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 17.8 2.4 47.2 40.8 73.9 61.0 26.1 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 9 3 17 24 25 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 306,213
COMMITMENTS
207,341 36,962 1,803 88,832 263,412 297,977 302,178 8,236 4,035
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,852)
-4,419 -4,749 409 9,914 9,948 5,904 5,608 -52 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 12.1 0.6 29.0 86.0 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
94 35 10 28 38 126 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 223,421
COMMITMENTS
63,315 45,491 14,346 112,390 133,403 190,050 193,240 33,371 30,181
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,788)
-2,531 4,122 157 11,461 -1,172 9,087 3,107 -2,298 3,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.4 6.4 50.3 59.7 85.1 86.5 14.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
32 26 17 47 49 87 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,737
COMMITMENTS
44,975 83,484 15,051 123,411 73,906 183,437 172,441 28,300 39,296
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -15,630)
-4,549 -14,896 1,009 -6,301 -71 -9,842 -13,959 -5,788 -1,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 39.4 7.1 58.3 34.9 86.6 81.4 13.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
27 47 22 41 43 82 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 655,157
COMMITMENTS
177,885 243,983 40,837 337,086 311,836 555,808 596,655 99,348 58,502
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 27,263)
12,606 26,679 372 14,134 -329 27,112 26,722 151 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 37.2 6.2 51.5 47.6 84.8 91.1 15.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
86 83 53 110 88 221 199
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,569
COMMITMENTS
3,675 4,100 662 7,210 11,935 11,547 16,697 12,022 6,872
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 421)
62 95 0 -139 91 -77 186 498 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 17.4 2.8 30.6 50.6 49.0 70.8 51.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 1 11 10 16 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,127
COMMITMENTS
4,919 1,940 586 11,367 18,336 16,872 20,862 8,255 4,265
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 7.7 2.3 45.2 73.0 67.1 83.0 32.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 2 12 10 19 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 51,247
COMMITMENTS
13,321 36,945 748 34,445 11,254 48,514 48,947 2,733 2,300
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10,394)
4,942 7,231 -351 5,770 2,571 10,361 9,451 33 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 72.1 1.5 67.2 22.0 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 23 5 11 8 35 36
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,084
COMMITMENTS
23,363 20,822 1,227 18,687 20,044 43,277 42,093 3,807 4,991
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,637)
-801 -1,282 -321 -423 -466 -1,545 -2,069 -92 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 44.2 2.6 39.7 42.6 91.9 89.4 8.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 30 10 23 14 56 51
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,019
COMMITMENTS
15,623 2,737 68 900 13,753 16,591 16,558 1,428 1,461
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -30)
185 -545 9 -177 528 17 -8 -47 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.7 15.2 0.4 5.0 76.3 92.1 91.9 7.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 8 1 3 8 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,691,283
COMMITMENTS
1671319 569,258 10135555 8173251 9107677 19980125 19812491 711,158 878,793
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 800,925)
301,152 71,178 407,004 26,395 340,898 734,552 819,080 66,374 -18,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.8 49.0 39.5 44.0 96.6 95.8 3.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
82 58 119 122 124 260 249
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,016
COMMITMENTS
2,618 4,171 402 0 0 3,020 4,573 1,997 443
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -197)
-361 -219 -13 0 0 -374 -232 177 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 83.2 8.0 0.0 0.0 60.2 91.2 39.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
36 19 13 0 0 43 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 154,537
COMMITMENTS
27,617 19,906 32,464 93,232 100,824 153,313 153,194 1,224 1,344
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 13,126)
10 3,145 1,782 11,383 8,161 13,175 13,088 -49 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 12.9 21.0 60.3 65.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 17 24 10 17 41 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 239,246
COMMITMENTS
62,227 57,066 49,003 127,961 132,016 239,191 238,085 55 1,161
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 22,378)
9,358 1,170 5,764 7,317 15,406 22,439 22,340 -61 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 23.9 20.5 53.5 55.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 32 28 21 35 53 80
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 787,478
COMMITMENTS
83,841 78,078 151,926 463,692 473,110 699,459 703,114 88,020 84,365
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 45)
-567 -2,570 -905 2,106 -13 634 -3,488 -589 3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.9 19.3 58.9 60.1 88.8 89.3 11.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633)
151 117 151 281 283 495 488
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 65,765
COMMITMENTS
6,256 2,837 12,995 25,171 29,490 44,422 45,322 21,343 20,443
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 216)
-312 -469 -1,416 3,594 2,665 1,867 780 -1,650 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.3 19.8 38.3 44.8 67.5 68.9 32.5 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 10 16 17 22 37 40
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 15,015
COMMITMENTS
0 0 0 12,332 14,101 12,332 14,101 2,683 914
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,596)
-468 -217 0 -1,248 111 -1,716 -106 120 -1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.1 93.9 82.1 93.9 17.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 11 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,608,568
COMMITMENTS
416,099 404,383 666,479 2192605 2218097 3275183 3288960 333,385 319,608
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -860)
-5,595 -14,824 6,871 -7,442 -13,386 -6,165 -21,338 5,306 20,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.2 18.5 60.8 61.5 90.8 91.1 9.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
147 115 145 275 277 483 476
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 30,254
COMMITMENTS
844 3,025 0 26,241 23,982 27,085 27,007 3,169 3,247
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,273)
844 487 0 665 805 1,509 1,292 -236 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.0 0.0 86.7 79.3 89.5 89.3 10.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 0 9 12 12 16
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 10,991
COMMITMENTS
239 835 0 8,963 9,650 9,202 10,485 1,789 506
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,460)
-20 -70 0 1,726 1,739 1,706 1,669 -246 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.6 0.0 81.5 87.8 83.7 95.4 16.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 11 11 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 13,416
COMMITMENTS
1,303 792 0 9,032 11,552 10,335 12,344 3,081 1,072
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 174)
549 -43 0 97 337 646 294 -472 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.9 0.0 67.3 86.1 77.0 92.0 23.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 12 12 15 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,890
COMMITMENTS
16,651 4,228 1,081 47,373 68,157 65,105 73,466 11,785 3,424
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,700)
654 -2,960 471 -3,502 125 -2,377 -2,364 677 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 5.5 1.4 61.6 88.6 84.7 95.5 15.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 6 6 38 35 54 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 47,064
COMMITMENTS
14,227 9,221 5,363 19,279 22,723 38,869 37,307 8,195 9,757
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,112)
482 -2,376 379 -2,402 439 -1,541 -1,557 429 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 19.6 11.4 41.0 48.3 82.6 79.3 17.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 58 31 91 85 177 159
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 235,320
COMMITMENTS
71,135 46,103 26,815 96,394 113,616 194,343 186,534 40,977 48,786
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -5,561)
2,412 -11,879 1,895 -12,010 2,197 -7,704 -7,787 2,143 2,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 19.6 11.4 41.0 48.3 82.6 79.3 17.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 58 31 91 85 177 159
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 174,368
COMMITMENTS
43,635 73,111 11,005 85,458 54,061 140,098 138,178 34,269 36,190
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 22,691)
2,235 11,212 2,684 14,738 2,688 19,657 16,584 3,034 6,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 41.9 6.3 49.0 31.0 80.3 79.2 19.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 28 15 28 38 59 75
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 507,440
COMMITMENTS
132,020 73,546 16,995 332,622 400,973 481,636 491,513 25,803 15,927
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -3,561)
-1,230 -5,187 2,664 -4,261 383 -2,827 -2,140 -734 -1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 14.5 3.3 65.5 79.0 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
69 46 29 137 113 216 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,981
COMMITMENTS
4,334 10,417 35 10,743 7,250 15,112 17,702 5,869 3,279
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 69)
612 -820 15 790 -311 1,417 -1,116 -1,348 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 49.6 0.2 51.2 34.6 72.0 84.4 28.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 1 12 5 22 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,655
COMMITMENTS
20,619 7,486 367 28,376 9,333 49,362 17,186 8,293 40,469
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -231)
954 1,410 50 -485 1,692 519 3,152 -750 -3,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 13.0 0.6 49.2 16.2 85.6 29.8 14.4 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 14 5 35 15 54 32
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 88,271
COMMITMENTS
27,254 4,481 956 60,037 82,773 88,247 88,210 24 61
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,911)
2,244 150 -82 2,749 5,043 4,911 5,111 0 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 5.1 1.1 68.0 93.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 2 4 27 19 43 24
Updated January 31, 2020