BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,930
COMMITMENTS
183 494 393 6,458 6,563 7,034 7,450 896 480
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 618)
-79 64 6 647 606 574 676 44 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 6.2 5.0 81.4 82.8 88.7 93.9 11.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 6 25 24 31 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,706
COMMITMENTS
9,502 2,182 1,053 7,505 12,739 18,060 15,974 2,646 4,732
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,054)
624 -88 10 401 1,070 1,035 992 19 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 10.5 5.1 36.2 61.5 87.2 77.1 12.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 7 12 22 30 43 43
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,391
COMMITMENTS
426 1,094 224 5,084 4,404 5,734 5,722 657 669
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 323)
35 -1 -9 244 334 270 324 53 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 17.1 3.5 79.5 68.9 89.7 89.5 10.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 6 30 18 36 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 190,435
COMMITMENTS
72,472 40,671 30,761 71,337 91,645 174,570 163,077 15,865 27,358
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -4,771)
379 3,112 -2,285 -734 -5,223 -2,640 -4,396 -2,131 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 21.4 16.2 37.5 48.1 91.7 85.6 8.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
84 76 93 61 89 206 209
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,447
COMMITMENTS
95,963 43,399 43,885 112,391 157,507 252,239 244,791 33,208 40,656
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 5,100)
3,882 497 3,072 -1,634 1,347 5,320 4,916 -220 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 15.2 15.4 39.4 55.2 88.4 85.8 11.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
104 76 94 109 142 260 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,083
COMMITMENTS
779 360 157 890 1,924 1,826 2,441 1,257 642
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 147)
53 13 72 -68 -83 57 2 90 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 11.7 5.1 28.9 62.4 59.2 79.2 40.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 5 3 9 12 24 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,270
COMMITMENTS
14,633 11,784 8,341 13,478 9,791 36,452 29,916 5,818 12,354
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,441)
631 -12 880 701 616 2,212 1,484 229 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 27.9 19.7 31.9 23.2 86.2 70.8 13.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
40 43 50 46 58 120 131
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,005
COMMITMENTS
555 8,434 1,200 20,520 12,888 22,275 22,522 730 483
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,103)
100 -107 338 606 873 1,044 1,104 59 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 36.7 5.2 89.2 56.0 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 10 7 27 30 40 42
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,723
COMMITMENTS
8,115 10,742 63 22,177 20,483 30,355 31,288 2,368 1,435
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 8,704)
1,375 -666 0 7,134 9,214 8,509 8,548 195 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 32.8 0.2 67.8 62.6 92.8 95.6 7.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 13 1 11 9 31 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 196,230
COMMITMENTS
39,856 55,572 3,244 107,352 122,442 150,452 181,258 45,778 14,972
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 32,641)
5,143 121 -2,253 29,403 36,754 32,293 34,622 348 -1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 28.3 1.7 54.7 62.4 76.7 92.4 23.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
30 24 16 36 33 75 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,913
COMMITMENTS
17,177 7,886 119 9,775 28,618 27,071 36,623 21,842 12,290
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -6,009)
484 1,616 -1,720 -3,760 -6,127 -4,996 -6,231 -1,013 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 16.1 0.2 20.0 58.5 55.3 74.9 44.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 10 1 13 13 26 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,913
COMMITMENTS
62,335 65,562 787 71,960 73,710 135,082 140,059 7,831 2,854
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -48,920)
-8,108 21,641 -29,688 -10,477 -40,924 -48,273 -48,971 -647 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 45.9 0.6 50.4 51.6 94.5 98.0 5.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
65 30 5 31 24 98 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,242
COMMITMENTS
35,128 31,060 1,686 72,757 84,108 109,571 116,854 32,671 25,388
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -21,942)
-4,216 -2,574 -1,770 -15,625 -16,019 -21,611 -20,363 -331 -1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 21.8 1.2 51.2 59.1 77.0 82.2 23.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 24 12 31 36 62 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,317
COMMITMENTS
65,376 21,413 2,959 90,761 153,874 159,096 178,246 34,221 15,071
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -9)
1,791 5,994 -265 -1,826 -5,687 -300 42 291 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 11.1 1.5 46.9 79.6 82.3 92.2 17.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
43 16 13 37 32 88 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 657,046
COMMITMENTS
218,710 76,877 3,774 338,345 537,607 560,829 618,258 96,217 38,788
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -26,305)
-3,811 10,785 -8,489 -10,660 -24,470 -22,960 -22,174 -3,345 -4,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 11.7 0.6 51.5 81.8 85.4 94.1 14.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
97 31 26 117 81 221 131
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,123
COMMITMENTS
6,844 3,825 303 7,289 15,910 14,436 20,038 10,687 5,085
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 15.2 1.2 29.0 63.3 57.5 79.8 42.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 1 10 9 16 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 17,981
COMMITMENTS
3,411 3,439 450 5,266 10,350 9,127 14,239 8,854 3,742
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 19.1 2.5 29.3 57.6 50.8 79.2 49.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 10 13 15 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,624
COMMITMENTS
10,698 19,911 124 23,236 15,656 34,058 35,691 3,566 1,933
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,963)
1,649 -1,856 -123 289 8,210 1,815 6,231 148 -4,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 52.9 0.3 61.8 41.6 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 21 2 17 6 39 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,402
COMMITMENTS
28,739 14,546 238 12,113 29,904 41,090 44,688 6,312 2,714
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -13,859)
-5,991 -9,634 -3,762 -4,196 156 -13,949 -13,240 90 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.6 30.7 0.5 25.6 63.1 86.7 94.3 13.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 19 4 20 12 59 34
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,999
COMMITMENTS
9,460 1,503 0 1,027 9,236 10,487 10,739 1,512 1,260
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -3,021)
378 -276 -476 -3,135 -2,120 -3,233 -2,872 212 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 12.5 0.0 8.6 77.0 87.4 89.5 12.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 4 0 3 5 16 9
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,075,365
COMMITMENTS
1425614 629,049 2575134 4397323 5067164 8398071 8271347 677,294 804,018
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -934,658)
-78,632 8,092 -261,398 -676,021 -745,244 -1016051 -998,550 81,393 63,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 6.9 28.4 48.5 55.8 92.5 91.1 7.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
52 41 73 100 99 194 178
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,370
COMMITMENTS
6,400 9,360 1,334 502 70 8,236 10,764 3,134 606
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -380)
-480 -742 275 94 -13 -111 -480 -269 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.3 82.3 11.7 4.4 0.6 72.4 94.7 27.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
71 22 13 2 1 80 32
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 496,065
COMMITMENTS
47,868 45,239 110,223 337,813 340,342 495,904 495,804 161 261
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -14,187)
-5,005 3,682 -7,926 -1,255 -9,953 -14,186 -14,197 -1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 9.1 22.2 68.1 68.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 24 32 30 38 73 75
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 189,322
COMMITMENTS
14,121 14,789 29,902 145,253 144,582 189,276 189,273 46 49
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 9,736)
-3,793 -4,260 1,941 11,597 12,071 9,745 9,752 -9 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 7.8 15.8 76.7 76.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
15 27 26 25 30 56 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 637,832
COMMITMENTS
74,197 78,575 29,262 450,274 452,079 553,732 559,916 84,099 77,916
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 59,732)
-735 -445 6,969 43,319 44,719 49,553 51,243 10,179 8,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 12.3 4.6 70.6 70.9 86.8 87.8 13.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
84 83 64 282 273 404 383
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 37,878
COMMITMENTS
7,724 5,165 506 4,853 29,077 13,083 34,748 24,795 3,130
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,801)
-2,894 -999 386 290 4,082 -2,218 3,469 5,019 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 13.6 1.3 12.8 76.8 34.5 91.7 65.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 3 5 9 15 14
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 15,042
COMMITMENTS
307 531 0 11,331 13,530 11,638 14,061 3,404 981
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,953)
-341 0 0 2,164 2,880 1,823 2,880 1,130 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 3.5 0.0 75.3 89.9 77.4 93.5 22.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 16 11 17
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 28,320
COMMITMENTS
2,685 2,270 2,767 19,621 21,439 25,073 26,476 3,247 1,844
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 7,804)
-905 -92 2,584 5,586 5,195 7,265 7,687 539 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 8.0 9.8 69.3 75.7 88.5 93.5 11.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 3 15 15 23 19
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,999,769
COMMITMENTS
367,560 402,247 108,583 2227104 2115008 2703247 2625838 296,522 373,931
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 284,656)
-8,312 -16,339 52,020 215,146 203,187 258,854 238,868 25,802 45,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 13.4 3.6 74.2 70.5 90.1 87.5 9.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
85 82 62 282 272 402 382
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 38,646
COMMITMENTS
1,283 1,049 36 33,723 34,854 35,042 35,939 3,604 2,707
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 11,961)
9 -95 36 11,707 10,390 11,752 10,331 209 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 2.7 0.1 87.3 90.2 90.7 93.0 9.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 17 12 20 14
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 33,753
COMMITMENTS
830 475 419 29,015 31,651 30,264 32,545 3,489 1,208
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 10,471)
0 0 419 9,456 9,774 9,875 10,193 596 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.4 1.2 86.0 93.8 89.7 96.4 10.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 9 17 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 16,630
COMMITMENTS
1,590 0 0 12,108 15,706 13,698 15,706 2,932 924
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 427)
130 0 0 0 323 130 323 297 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.0 72.8 94.4 82.4 94.4 17.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 10 12 13 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 198,778
COMMITMENTS
0 3,600 3,000 195,278 191,628 198,278 198,228 500 550
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 1.5 98.2 96.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 15 17 16
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 162,400
COMMITMENTS
92,252 32,369 20,481 21,867 6,077 134,600 58,927 27,800 103,473
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 9,822)
-4,956 1,108 14,357 -867 2,383 8,534 17,848 1,288 -8,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 19.9 12.6 13.5 3.7 82.9 36.3 17.1 63.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 8 9 4 2 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,211
COMMITMENTS
7,331 2,393 295 38,998 50,415 46,624 53,103 10,587 4,108
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,749)
-991 -94 -291 3,288 2,409 2,006 2,024 743 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 4.2 0.5 68.2 88.1 81.5 92.8 18.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 6 5 39 31 52 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,366
COMMITMENTS
15,015 12,608 858 28,827 33,432 44,700 46,899 10,665 8,467
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 6,464)
1,014 421 3 3,656 4,641 4,673 5,064 1,791 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 22.8 1.6 52.1 60.4 80.7 84.7 19.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
63 52 35 110 112 189 186
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,828
COMMITMENTS
75,075 63,040 4,291 144,136 167,162 223,502 234,493 53,326 42,335
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 32,321)
5,070 2,103 13 18,281 23,206 23,364 25,322 8,957 6,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 22.8 1.6 52.1 60.4 80.7 84.7 19.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
63 52 35 110 112 189 186
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,016
COMMITMENTS
45,786 55,111 1,735 45,513 55,118 93,034 111,964 33,982 15,052
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -33,264)
-4,864 -5,646 -9,598 -18,876 -16,351 -33,338 -31,595 74 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 43.4 1.4 35.8 43.4 73.2 88.1 26.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 19 11 23 22 53 44
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 632,403
COMMITMENTS
95,554 79,698 6,290 499,289 523,288 601,133 609,276 31,270 23,127
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 73,815)
-19,283 -7,903 2,202 88,421 76,851 71,340 71,150 2,475 2,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 12.6 1.0 79.0 82.7 95.1 96.3 4.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
61 51 23 183 140 255 204
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 19,037
COMMITMENTS
204 686 32 16,820 17,352 17,056 18,070 1,981 967
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -1,706)
204 -276 -2,003 -760 166 -2,559 -2,113 853 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.6 0.2 88.4 91.1 89.6 94.9 10.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 11 14 13
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,138
COMMITMENTS
2,194 3,458 22 8,742 6,795 10,958 10,275 4,180 4,863
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -5,271)
-297 1,671 -2,086 -6 -6,510 -2,389 -6,925 -2,882 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 22.8 0.1 57.7 44.9 72.4 67.9 27.6 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 2 9 6 17 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,211
COMMITMENTS
13,467 2,064 22 20,152 15,132 33,641 17,218 7,570 23,993
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -19,046)
-2,063 -4,461 -1,536 -14,313 -17,240 -17,912 -23,237 -1,134 4,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 5.0 0.1 48.9 36.7 81.6 41.8 18.4 58.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 6 1 21 24 34 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 217,528
COMMITMENTS
60,247 390 7,819 149,201 209,260 217,267 217,469 261 59
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,916)
-802 0 1,110 2,621 1,780 2,929 2,890 -13 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 0.2 3.6 68.6 96.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
34 3 7 40 30 76 40
Updated December 18, 2020