BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,361
COMMITMENTS
425 594 554 7,393 7,710 8,372 8,858 989 503
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 565)
-66 -9 73 552 555 559 619 6 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 6.3 5.9 79.0 82.4 89.4 94.6 10.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 6 7 21 26 29 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,739
COMMITMENTS
11,980 3,429 1,260 8,693 15,054 21,933 19,743 2,806 4,996
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 651)
355 694 -19 358 328 694 1,003 -43 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 13.9 5.1 35.1 60.9 88.7 79.8 11.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 11 20 26 37 57 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,569
COMMITMENTS
930 1,589 167 5,989 5,157 7,086 6,913 483 656
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 198)
3 177 -5 210 -71 208 101 -10 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 21.0 2.2 79.1 68.1 93.6 91.3 6.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 7 5 31 24 38 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,791
COMMITMENTS
0 3,353 141 4,273 769 4,414 4,263 377 528
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 9)
0 15 2 18 -10 20 7 -11 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 70.0 2.9 89.2 16.1 92.1 89.0 7.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 5 14 6 19 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 215,871
COMMITMENTS
70,754 33,336 47,167 77,540 106,828 195,461 187,331 20,410 28,540
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,051)
-4,741 -1,711 531 2,622 -66 -1,588 -1,246 -463 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 15.4 21.8 35.9 49.5 90.5 86.8 9.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
86 63 95 62 82 211 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,781
COMMITMENTS
81,361 56,897 40,705 121,801 141,472 243,867 239,074 30,914 35,707
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,175)
-2,051 -1,305 -916 3,308 -1,631 341 -3,852 -2,516 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 20.7 14.8 44.3 51.5 88.7 87.0 11.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
103 86 107 108 122 275 265
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,648
COMMITMENTS
492 264 11 1,160 1,930 1,663 2,205 985 443
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -354)
-34 -27 -1 -185 -213 -220 -241 -134 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 10.0 0.4 43.8 72.9 62.8 83.3 37.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 2 7 11 16 17
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,054
COMMITMENTS
13,333 19,025 6,528 13,972 7,642 33,833 33,195 7,221 7,859
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -4,156)
199 -1,174 -1,041 -1,256 -1,845 -2,098 -4,060 -2,058 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 46.3 15.9 34.0 18.6 82.4 80.9 17.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
34 53 40 48 35 107 106
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,673
COMMITMENTS
1,384 8,487 1,175 21,557 14,342 24,116 24,004 557 669
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 688)
-47 742 -57 781 124 677 809 11 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 34.4 4.8 87.4 58.1 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 10 7 24 31 41 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,732
COMMITMENTS
8,104 13,759 0 14,339 8,030 22,443 21,789 1,289 1,943
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 554)
-695 836 0 1,117 -503 422 333 132 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 58.0 0.0 60.4 33.8 94.6 91.8 5.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 18 0 12 7 22 25
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,892
COMMITMENTS
21,549 42,235 1,200 70,230 63,111 92,979 106,546 31,913 18,346
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,489)
-3,190 -573 -578 5,330 2,688 1,562 1,537 927 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 33.8 1.0 56.2 50.5 74.4 85.3 25.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 20 13 33 26 61 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,092
COMMITMENTS
20,775 5,880 140 12,379 31,983 33,294 38,003 17,798 13,089
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,643)
-1,414 -806 -12 1,162 -1,042 -264 -1,860 -1,379 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 11.5 0.3 24.2 62.6 65.2 74.4 34.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 8 4 15 13 30 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,193
COMMITMENTS
53,988 29,891 2,458 54,900 83,136 111,346 115,485 6,847 2,708
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -7,675)
-9,147 -5,298 1,165 10 -3,087 -7,972 -7,220 297 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 25.3 2.1 46.4 70.3 94.2 97.7 5.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
53 29 7 30 28 86 61
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 140,437
COMMITMENTS
27,701 38,928 2,332 86,101 72,747 116,134 114,007 24,303 26,430
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 453)
-4,098 469 -102 7,609 1,208 3,409 1,575 -2,956 -1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 27.7 1.7 61.3 51.8 82.7 81.2 17.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 24 13 31 39 55 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 184,751
COMMITMENTS
51,012 22,914 743 97,895 145,570 149,650 169,227 35,101 15,524
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 7,129)
4,881 -5,324 112 3,290 14,156 8,283 8,944 -1,154 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 12.4 0.4 53.0 78.8 81.0 91.6 19.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
38 20 8 41 38 84 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 627,754
COMMITMENTS
208,237 67,888 4,364 329,671 516,373 542,272 588,625 85,482 39,129
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -9,024)
-9,206 6,000 -2,547 9,585 -10,531 -2,168 -7,078 -6,856 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 10.8 0.7 52.5 82.3 86.4 93.8 13.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
98 38 33 122 87 230 148
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,490
COMMITMENTS
4,780 4,125 129 6,885 15,453 11,794 19,707 12,696 4,783
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -228)
12 -77 0 2 -13 14 -90 -242 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 16.8 0.5 28.1 63.1 48.2 80.5 51.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 1 9 9 15 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 19,660
COMMITMENTS
6,842 3,773 119 5,370 12,452 12,331 16,344 7,329 3,316
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 41)
617 -751 113 -329 657 401 19 -360 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 19.2 0.6 27.3 63.3 62.7 83.1 37.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 1 9 10 16 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 44,208
COMMITMENTS
9,687 37,849 463 31,677 2,943 41,827 41,255 2,381 2,953
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 16)
1,852 3,120 -20 -1,777 -2,904 55 196 -39 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 85.6 1.0 71.7 6.7 94.6 93.3 5.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 22 4 11 7 29 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,400
COMMITMENTS
21,903 14,852 542 13,124 21,916 35,569 37,310 4,831 3,090
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 12)
-120 -176 42 89 -80 11 -214 1 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 36.8 1.3 32.5 54.2 88.0 92.4 12.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 20 8 24 14 57 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,132
COMMITMENTS
9,810 3,720 1 3,228 9,015 13,039 12,736 1,093 1,396
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -286)
766 -672 0 -1,187 265 -421 -407 135 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.4 26.3 0.0 22.8 63.8 92.3 90.1 7.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 1 5 8 15 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,596,590
COMMITMENTS
1268304 530,900 2898393 4824913 5444689 8991610 8873982 604,980 722,608
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 121,694)
-125,071 86,264 2,550 198,570 -21,827 76,049 66,987 45,645 54,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 5.5 30.2 50.3 56.7 93.7 92.5 6.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
53 35 76 118 112 210 194
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,278
COMMITMENTS
7,552 10,628 155 166 70 7,873 10,853 3,405 425
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,387)
-998 -1,245 -159 -95 70 -1,252 -1,334 -135 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 94.2 1.4 1.5 0.6 69.8 96.2 30.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
64 31 8 2 1 71 36
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 331,132
COMMITMENTS
53,133 39,072 61,419 216,436 230,411 330,988 330,902 144 230
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 9,858)
4,011 2,502 4,995 881 2,363 9,887 9,860 -29 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 11.8 18.5 65.4 69.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 19 27 23 34 58 70
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 126,194
COMMITMENTS
26,800 7,515 21,647 77,597 96,891 126,044 126,053 150 141
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -44,091)
-22,904 -2,360 -5,957 -15,239 -35,706 -44,100 -44,023 9 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 6.0 17.2 61.5 76.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 14 23 21 29 50 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 496,324
COMMITMENTS
75,714 59,120 8,834 356,862 372,084 441,410 440,037 54,914 56,287
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -3,915)
-10,313 -3,377 -119 7,101 559 -3,331 -2,937 -584 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 11.9 1.8 71.9 75.0 88.9 88.7 11.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
84 81 46 266 275 369 383
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 25,760
COMMITMENTS
1,892 3,601 160 22,199 20,327 24,251 24,088 1,509 1,672
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -38)
729 -868 1 -832 614 -102 -253 64 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 14.0 0.6 86.2 78.9 94.1 93.5 5.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 1 11 14 14 19
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,410,740
COMMITMENTS
373,270 294,493 38,174 1741481 1820430 2152925 2153097 257,815 257,643
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -26,206)
-54,436 -17,774 4,057 31,788 -4,689 -18,591 -18,406 -7,615 -7,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 12.2 1.6 72.2 75.5 89.3 89.3 10.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
83 82 46 265 273 368 381
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 11,747
COMMITMENTS
1,062 454 0 7,925 10,090 8,987 10,544 2,760 1,203
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 3.9 0.0 67.5 85.9 76.5 89.8 23.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 7 12 10 13
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 9,610
COMMITMENTS
2,418 424 71 4,626 8,500 7,115 8,995 2,495 615
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 4.4 0.7 48.1 88.4 74.0 93.6 26.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 11 11 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 14,818
COMMITMENTS
1,123 475 0 11,074 13,474 12,197 13,949 2,621 869
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.2 0.0 74.7 90.9 82.3 94.1 17.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 9 11 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 13,748
COMMITMENTS
1,284 168 58 9,952 12,407 11,294 12,633 2,454 1,115
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 212)
456 168 58 905 -166 1,419 60 -1,207 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 1.2 0.4 72.4 90.2 82.2 91.9 17.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 11 11 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 123,313
COMMITMENTS
34,864 73,900 2,589 25,767 19,487 63,220 95,976 60,093 27,337
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -3,705)
3,592 -3,777 -4,437 331 896 -514 -7,318 -3,191 3,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 59.9 2.1 20.9 15.8 51.3 77.8 48.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 7 4 4 4 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 54,572
COMMITMENTS
9,316 571 378 34,512 49,966 44,206 50,915 10,366 3,657
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,286)
-1,334 -497 8 -1,854 -2,069 -3,180 -2,558 894 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 1.0 0.7 63.2 91.6 81.0 93.3 19.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 2 3 35 28 48 33
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,591
COMMITMENTS
13,165 13,103 939 21,691 23,763 35,795 37,805 8,796 6,786
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -944)
-2 -162 8 -917 -711 -910 -865 -34 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 29.4 2.1 48.6 53.3 80.3 84.8 19.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
56 53 20 95 103 161 168
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,955
COMMITMENTS
65,827 65,515 4,694 108,455 118,816 178,976 189,025 43,979 33,930
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -4,721)
-8 -811 42 -4,586 -3,554 -4,552 -4,323 -169 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 29.4 2.1 48.6 53.3 80.3 84.8 19.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
56 53 20 95 103 161 168
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,352
COMMITMENTS
56,529 57,843 1,615 52,543 57,744 110,687 117,202 23,665 17,150
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,991)
-3,167 7,037 918 7,802 -3,303 5,553 4,652 -1,562 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 43.1 1.2 39.1 43.0 82.4 87.2 17.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 22 10 31 23 59 50
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 529,570
COMMITMENTS
114,783 76,489 4,746 386,031 433,053 505,560 514,288 24,010 15,282
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -10,264)
-2,933 -661 937 -7,636 -7,184 -9,632 -6,908 -632 -3,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 14.4 0.9 72.9 81.8 95.5 97.1 4.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
73 47 20 168 136 252 193
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,245
COMMITMENTS
4,555 709 286 7,278 12,557 12,119 13,552 4,126 2,693
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,158)
-1,697 -1,320 85 286 41 -1,326 -1,194 168 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 4.4 1.8 44.8 77.3 74.6 83.4 25.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 4 3 7 7 18 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,871
COMMITMENTS
5,484 10,452 225 32,431 21,596 38,140 32,273 6,731 12,598
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,265)
-1,571 1,493 -551 136 2,991 -1,986 3,933 -279 -6,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 23.3 0.5 72.3 48.1 85.0 71.9 15.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 13 3 21 28 33 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 207,924
COMMITMENTS
59,849 217 7,881 139,982 198,996 207,712 207,094 212 830
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,977)
-1,812 52 -213 6,011 4,137 3,986 3,976 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 0.1 3.8 67.3 95.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 3 6 38 28 69 36
Updated November 06, 2020