BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,588
COMMITMENTS
43 3,387 1,651 11,991 8,817 13,685 13,855 902 732
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 637)
-23 -184 80 519 607 576 504 61 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 23.2 11.3 82.2 60.4 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 9 8 31 25 39 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,622
COMMITMENTS
5,272 2,249 10,435 17,380 14,830 33,088 27,515 4,534 10,107
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,785)
332 238 549 1,111 350 1,992 1,136 -208 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 6.0 27.7 46.2 39.4 87.9 73.1 12.1 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 18 27 31 27 63 60
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 15,414
COMMITMENTS
269 1,737 3,190 11,076 9,859 14,535 14,785 879 629
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,777)
-136 -212 641 1,481 1,215 1,985 1,644 -208 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.3 20.7 71.9 64.0 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 5 7 37 28 46 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,806
COMMITMENTS
4,386 1,011 2,136 5,667 6,775 12,190 9,922 616 2,884
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 935)
-271 218 298 853 388 880 904 55 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 7.9 16.7 44.3 52.9 95.2 77.5 4.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 3 8 20 23 29 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,597
COMMITMENTS
103,958 75,576 119,622 124,995 148,582 348,575 343,781 30,022 34,816
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -12,371)
9,245 7,738 -16,656 -4,305 -2,652 -11,717 -11,571 -654 -800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 20.0 31.6 33.0 39.2 92.1 90.8 7.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
119 114 146 96 99 298 291
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 382,776
COMMITMENTS
102,068 42,517 97,407 145,789 190,625 345,264 330,550 37,512 52,226
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 4,014)
1,908 8,646 719 2,915 -4,111 5,542 5,253 -1,528 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 11.1 25.4 38.1 49.8 90.2 86.4 9.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
123 83 129 139 152 329 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,755
COMMITMENTS
2,087 528 672 773 2,326 3,532 3,526 1,223 1,229
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 291)
261 -38 73 40 134 374 169 -83 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 11.1 14.1 16.3 48.9 74.3 74.1 25.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 9 10 11 17 41 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,859
COMMITMENTS
16,932 16,109 24,961 13,255 9,278 55,148 50,349 9,711 14,510
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -501)
338 -681 4 475 328 816 -350 -1,318 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 24.8 38.5 20.4 14.3 85.0 77.6 15.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
51 57 72 60 60 154 164
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,609
COMMITMENTS
1,005 4,484 3,776 18,200 13,981 22,981 22,241 628 1,368
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 787)
-1 330 -5 817 426 811 752 -24 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 19.0 16.0 77.1 59.2 97.3 94.2 2.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 17 14 30 30 52 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,379
COMMITMENTS
27,686 664 91 23,431 51,476 51,208 52,231 2,171 1,148
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 183)
-227 -313 91 322 280 186 58 -3 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 1.2 0.2 43.9 96.4 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
25 5 1 11 9 37 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,297
COMMITMENTS
61,053 53,749 7,761 70,182 84,468 138,996 145,978 36,301 29,319
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -1,866)
-6,428 -5,039 793 6,952 2,140 1,316 -2,106 -3,183 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 30.7 4.4 40.0 48.2 79.3 83.3 20.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 25 17 41 40 79 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,480
COMMITMENTS
17,390 15,899 1,152 25,659 15,921 44,202 32,972 11,278 22,508
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,328)
1,229 3,471 -78 1,636 -4,484 2,788 -1,090 -1,460 2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 28.7 2.1 46.2 28.7 79.7 59.4 20.3 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 15 4 17 21 30 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 302,540
COMMITMENTS
192,433 39,013 1,247 100,631 258,656 294,311 298,917 8,228 3,623
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -534)
-1,585 1,429 -320 1,337 -1,554 -567 -444 33 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 12.9 0.4 33.3 85.5 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
93 35 11 28 35 126 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 240,283
COMMITMENTS
74,621 44,176 16,928 114,874 150,235 206,424 211,339 33,859 28,944
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 8,372)
8,484 -340 320 -1,602 7,595 7,202 7,575 1,170 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 18.4 7.0 47.8 62.5 85.9 88.0 14.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 27 18 46 47 86 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,043
COMMITMENTS
57,628 89,402 15,922 130,098 83,536 203,649 188,860 27,394 42,183
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 10,931)
3,081 4,796 1,990 5,910 2,759 10,981 9,546 -50 1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 38.7 6.9 56.3 36.2 88.1 81.7 11.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
34 44 20 40 46 83 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 696,623
COMMITMENTS
168,693 270,555 46,971 378,852 314,562 594,517 632,088 102,106 64,534
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 23,940)
313 10,686 6,839 11,962 7,273 19,113 24,798 4,827 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 38.8 6.7 54.4 45.2 85.3 90.7 14.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
85 83 51 112 86 217 200
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,860
COMMITMENTS
3,358 3,812 686 7,073 12,116 11,117 16,614 12,743 7,246
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 372)
8 -219 236 -228 64 16 81 356 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 16.0 2.9 29.6 50.8 46.6 69.6 53.4 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 2 10 10 16 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,199
COMMITMENTS
7,099 1,018 931 10,833 18,702 18,863 20,651 7,336 5,548
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 3.9 3.6 41.3 71.4 72.0 78.8 28.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 3 12 10 19 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 52,309
COMMITMENTS
9,730 44,710 579 39,777 5,096 50,086 50,385 2,223 1,924
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,977)
271 3,046 63 2,789 335 3,123 3,444 -146 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 85.5 1.1 76.0 9.7 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 31 5 9 11 31 45
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,061
COMMITMENTS
17,490 29,672 1,868 30,430 15,488 49,788 47,028 3,273 6,033
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,890)
-2,464 5,703 -593 7,677 -1,331 4,619 3,779 -729 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 55.9 3.5 57.3 29.2 93.8 88.6 6.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 43 11 23 13 55 61
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,766
COMMITMENTS
14,141 2,636 1 3,592 14,525 17,734 17,162 1,032 1,604
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,141)
666 347 0 484 720 1,150 1,067 -9 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.4 14.0 0.0 19.1 77.4 94.5 91.5 5.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 1 4 7 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,850,329
COMMITMENTS
1890102 628,627 10997644 8268054 9333228 21155801 20959500 694,527 890,828
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -203,867)
-1,125 -64,248 21,733 -175,767 -68,587 -155,159 -111,102 -48,708 -92,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.9 50.3 37.8 42.7 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
77 68 111 128 128 265 249
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 6,573
COMMITMENTS
4,320 5,750 395 0 0 4,714 6,144 1,859 429
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 384)
734 465 -45 0 0 689 420 -306 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 87.5 6.0 0.0 0.0 71.7 93.5 28.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
43 18 12 0 0 49 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 170,487
COMMITMENTS
16,780 19,366 41,457 110,852 106,391 169,090 167,214 1,397 3,272
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,823)
289 376 1,378 1,124 -580 2,791 1,173 32 1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 11.4 24.3 65.0 62.4 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 17 21 12 19 41 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 262,794
COMMITMENTS
87,201 55,066 50,918 124,575 155,776 262,694 261,760 100 1,034
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 49,942)
17,638 12,579 4,061 30,583 33,100 52,282 49,740 -2,340 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 21.0 19.4 47.4 59.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 30 26 20 32 49 77
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 820,837
COMMITMENTS
93,290 88,188 160,007 477,714 487,756 731,012 735,951 89,825 84,886
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 13,270)
3,359 3,705 1,881 6,231 6,699 11,471 12,285 1,798 984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 10.7 19.5 58.2 59.4 89.1 89.7 10.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
140 126 148 289 275 501 477
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 71,232
COMMITMENTS
8,486 5,338 14,399 26,939 29,408 49,823 49,145 21,408 22,087
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -519)
510 -487 363 -3,731 -856 -2,858 -981 2,339 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.5 20.2 37.8 41.3 69.9 69.0 30.1 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 12 16 17 24 39 41
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| 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: 16,134
COMMITMENTS
538 961 46 12,623 14,042 13,207 15,049 2,927 1,085
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,414)
0 584 0 1,239 1,192 1,239 1,776 175 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.0 0.3 78.2 87.0 81.9 93.3 18.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 13 9 15 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,748,026
COMMITMENTS
478,199 468,422 673,867 2253879 2291739 3405944 3434028 342,082 313,998
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 68,942)
19,672 26,389 2,165 49,809 37,776 71,646 66,330 -2,704 2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.5 18.0 60.1 61.1 90.9 91.6 9.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
137 119 141 284 268 486 463
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 31,826
COMMITMENTS
1,462 2,800 0 26,931 26,050 28,393 28,850 3,433 2,976
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -261)
2 -105 0 -438 44 -436 -61 175 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.8 0.0 84.6 81.9 89.2 90.6 10.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 0 8 14 12 17
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| 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: 12,291
COMMITMENTS
300 668 0 9,704 11,080 10,004 11,748 2,287 543
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 329)
100 -2 0 1,271 385 1,371 383 -1,042 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.4 0.0 79.0 90.1 81.4 95.6 18.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 10 12 11 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| 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: 16,740
COMMITMENTS
1,415 1,515 14 11,766 13,726 13,195 15,255 3,545 1,485
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -532)
53 215 14 56 -802 123 -573 -655 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.1 0.1 70.3 82.0 78.8 91.1 21.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 9 12 13 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,785
COMMITMENTS
16,746 3,948 726 50,309 70,005 67,781 74,679 11,004 4,106
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 68)
281 -277 -92 -197 13 -8 -356 76 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.0 0.9 63.9 88.9 86.0 94.8 14.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 6 6 38 34 54 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,825
COMMITMENTS
15,715 11,494 7,435 18,682 21,415 41,831 40,344 7,994 9,481
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 709)
862 -1,203 555 -861 972 557 324 152 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 23.1 14.9 37.5 43.0 84.0 81.0 16.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
76 63 36 95 94 189 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,125
COMMITMENTS
78,573 57,471 37,175 93,409 107,076 209,157 201,722 39,968 47,403
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,545)
4,312 -6,015 2,777 -4,305 4,860 2,784 1,622 761 1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 23.1 14.9 37.5 43.0 84.0 81.0 16.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
76 63 36 95 94 189 175
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 207,838
COMMITMENTS
47,314 86,187 15,133 110,743 70,750 173,190 172,071 34,648 35,767
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 12,104)
312 5,226 2,919 5,893 5,415 9,124 13,560 2,980 -1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 41.5 7.3 53.3 34.0 83.3 82.8 16.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
27 39 23 29 38 68 90
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 492,375
COMMITMENTS
112,048 70,801 8,908 346,317 394,534 467,273 474,243 25,102 18,132
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 260)
2,142 1,155 -2,857 1,580 1,766 865 64 -605 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 14.4 1.8 70.3 80.1 94.9 96.3 5.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
62 45 29 141 110 214 173
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 7,781
COMMITMENTS
1,677 4,390 0 4,868 2,553 6,545 6,943 1,236 838
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 56.4 0.0 62.6 32.8 84.1 89.2 15.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 8 5 12 8
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 19,674
COMMITMENTS
2,619 8,476 517 10,335 6,764 13,471 15,757 6,203 3,917
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 716)
-109 28 131 398 22 420 181 296 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 43.1 2.6 52.5 34.4 68.5 80.1 31.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 3 10 5 18 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,941
COMMITMENTS
17,973 6,447 982 30,088 10,270 49,043 17,699 8,898 40,242
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,641)
330 -496 132 88 -1,229 550 -1,593 1,091 3,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 11.1 1.7 51.9 17.7 84.6 30.5 15.4 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 12 6 31 21 54 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| 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: 102,977
COMMITMENTS
34,110 4,681 1,209 67,629 97,026 102,948 102,916 29 61
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 4,532)
1,104 -500 300 3,123 4,732 4,527 4,532 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 4.5 1.2 65.7 94.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 2 4 27 19 42 24
Updated February 21, 2020