BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,976
COMMITMENTS
465 535 503 7,214 7,348 8,182 8,386 794 590
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 225)
-10 13 -21 304 239 273 231 -48 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 6.0 5.6 80.4 81.9 91.2 93.4 8.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 7 21 25 29 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,023
COMMITMENTS
11,668 2,646 1,226 8,655 15,149 21,549 19,021 2,474 5,002
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 389)
-211 -225 212 258 307 259 294 130 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 11.0 5.1 36.0 63.1 89.7 79.2 10.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 7 16 29 38 59 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,463
COMMITMENTS
474 1,708 256 6,104 4,905 6,834 6,869 629 594
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 412)
-263 45 104 540 233 381 382 31 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 22.9 3.4 81.8 65.7 91.6 92.0 8.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 6 5 32 21 38 28
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,764
COMMITMENTS
40 2,517 86 3,290 741 3,416 3,344 348 420
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 61)
0 15 3 51 1 54 19 7 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 66.9 2.3 87.4 19.7 90.8 88.8 9.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 7 6 13 8 20 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 200,920
COMMITMENTS
71,137 32,844 37,130 73,167 102,540 181,434 172,514 19,486 28,406
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -644)
693 227 -1,585 -342 1,676 -1,234 318 590 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 16.3 18.5 36.4 51.0 90.3 85.9 9.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
85 60 93 56 84 202 198
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,540
COMMITMENTS
92,093 45,186 37,214 114,717 154,446 244,024 236,846 32,516 39,694
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 747)
4,740 1,470 -3,782 -881 3,173 77 861 670 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 16.3 13.5 41.5 55.8 88.2 85.6 11.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
104 72 102 112 140 267 278
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,033
COMMITMENTS
839 321 64 1,201 2,195 2,104 2,580 929 453
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 4)
54 -26 -14 9 56 49 16 -45 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 10.6 2.1 39.6 72.4 69.4 85.1 30.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 6 3 10 13 23 21
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,655
COMMITMENTS
13,870 12,602 7,003 12,892 8,367 33,765 27,972 4,890 10,683
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,498)
168 -1,428 1,123 324 413 1,615 108 -117 1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 32.6 18.1 33.4 21.6 87.3 72.4 12.7 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
42 43 45 38 47 109 115
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,036
COMMITMENTS
948 10,371 649 22,723 13,342 24,320 24,362 716 674
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 822)
-89 842 -164 1,020 148 767 826 55 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 41.4 2.6 90.8 53.3 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 10 6 26 30 41 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,783
COMMITMENTS
6,556 9,738 0 11,608 8,242 18,164 17,980 1,619 1,803
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -584)
5 -697 0 -493 99 -488 -598 -96 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 49.2 0.0 58.7 41.7 91.8 90.9 8.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 12 0 10 6 28 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,803
COMMITMENTS
28,702 49,945 3,178 74,790 79,728 106,670 132,851 41,133 14,952
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 6,980)
-2,827 1,570 1,281 4,511 4,983 2,965 7,834 4,015 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 33.8 2.2 50.6 53.9 72.2 89.9 27.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 23 14 35 26 68 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,683
COMMITMENTS
19,860 5,209 57 12,638 32,933 32,555 38,199 19,128 13,484
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,295)
-257 78 -57 -951 -135 -1,265 -114 2,560 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 10.1 0.1 24.5 63.7 63.0 73.9 37.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 6 2 16 12 30 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 149,709
COMMITMENTS
72,880 43,839 3,520 64,311 99,537 140,711 146,896 8,998 2,813
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 12,922)
9,724 4,478 925 897 7,728 11,546 13,131 1,376 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 29.3 2.4 43.0 66.5 94.0 98.1 6.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
67 30 10 31 23 105 58
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 146,966
COMMITMENTS
37,087 44,986 2,970 74,334 73,022 114,391 120,978 32,575 25,988
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 4,008)
6,249 -2,982 -250 -4,184 5,080 1,815 1,848 2,193 2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 30.6 2.0 50.6 49.7 77.8 82.3 22.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
25 29 16 34 36 70 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 185,873
COMMITMENTS
62,449 14,946 539 90,038 153,443 153,026 168,928 32,847 16,945
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 6,370)
7,977 716 -69 -3,424 5,184 4,484 5,831 1,886 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 8.0 0.3 48.4 82.6 82.3 90.9 17.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 15 11 40 37 83 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 654,257
COMMITMENTS
207,302 67,408 6,571 345,848 536,756 559,721 610,735 94,536 43,522
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 9,691)
948 -696 -1,411 3,598 5,844 3,135 3,737 6,556 5,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 10.3 1.0 52.9 82.0 85.6 93.3 14.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
99 41 39 128 89 241 155
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,476
COMMITMENTS
6,854 2,837 310 7,038 16,773 14,202 19,920 11,274 5,556
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 718)
741 189 179 242 348 1,162 716 -444 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 11.1 1.2 27.6 65.8 55.7 78.2 44.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 2 9 9 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,312
COMMITMENTS
12,729 30,502 8 37,055 20,521 49,792 51,031 3,520 2,281
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 9,698)
1,212 840 -384 7,591 9,432 8,419 9,888 1,279 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 57.2 0.0 69.5 38.5 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 21 2 14 6 38 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,345
COMMITMENTS
32,806 23,748 764 15,323 27,515 48,893 52,027 6,452 3,318
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 705)
571 -175 23 -421 549 173 397 532 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.3 42.9 1.4 27.7 49.7 88.3 94.0 11.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
38 24 10 25 15 70 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,364
COMMITMENTS
10,786 2,674 0 3,376 11,270 14,162 13,944 1,202 1,420
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 47)
491 112 -1 -453 178 37 289 10 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 17.4 0.0 22.0 73.4 92.2 90.8 7.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 6 0 6 6 21 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,911,764
COMMITMENTS
1397483 581,378 2982322 4978132 5623207 9357937 9186907 553,827 724,857
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -158,885)
25,636 -2,146 -148,517 -23,696 -32,439 -146,577 -183,102 -12,308 24,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 5.9 30.1 50.2 56.7 94.4 92.7 5.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
53 37 78 117 118 211 202
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,812
COMMITMENTS
7,387 10,389 873 218 89 8,478 11,351 3,334 461
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -524)
-898 -348 131 13 19 -754 -198 230 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.5 88.0 7.4 1.8 0.8 71.8 96.1 28.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
78 28 12 2 1 87 35
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 503,653
COMMITMENTS
58,342 40,498 120,429 324,726 342,417 503,497 503,344 156 309
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 41,060)
-361 -397 8,868 32,569 32,575 41,076 41,046 -16 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 8.0 23.9 64.5 68.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 19 30 29 38 71 74
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 159,594
COMMITMENTS
17,055 17,265 24,309 118,166 117,962 159,530 159,536 64 58
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -42,261)
-12,134 -32 -7,047 -23,066 -35,183 -42,247 -42,262 -14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 10.8 15.2 74.0 73.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 25 21 25 30 51 65
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 556,009
COMMITMENTS
72,558 73,394 18,717 392,360 395,297 483,635 487,407 72,374 68,602
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 17,640)
-123 914 2,336 14,658 13,314 16,871 16,565 769 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 13.2 3.4 70.6 71.1 87.0 87.7 13.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
90 78 62 271 257 390 368
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 32,505
COMMITMENTS
8,838 4,800 900 4,703 22,499 14,441 28,199 18,064 4,306
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 4,000)
2,669 1,504 739 -653 2,820 2,755 5,063 1,245 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 14.8 2.8 14.5 69.2 44.4 86.8 55.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 1 6 8 14 13
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 11,881
COMMITMENTS
367 531 0 8,934 10,658 9,301 11,189 2,580 692
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,621)
-194 0 0 1,846 1,605 1,652 1,605 -31 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 4.5 0.0 75.2 89.7 78.3 94.2 21.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 9 12 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 18,855
COMMITMENTS
3,397 1,968 0 13,099 15,077 16,496 17,045 2,359 1,810
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -688)
762 -518 0 -118 1,161 644 643 -1,332 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 10.4 0.0 69.5 80.0 87.5 90.4 12.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 0 13 13 17 16
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,617,521
COMMITMENTS
360,356 384,722 47,329 1938286 1863991 2345971 2296042 271,550 321,479
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 68,200)
-3,480 7,533 -2,495 76,554 52,472 70,579 57,510 -2,379 10,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 14.7 1.8 74.1 71.2 89.6 87.7 10.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
90 78 59 270 256 387 366
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 24,161
COMMITMENTS
1,157 1,423 0 20,021 21,546 21,178 22,969 2,983 1,192
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,148)
0 969 0 901 154 901 1,123 247 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 5.9 0.0 82.9 89.2 87.7 95.1 12.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 11 10 13 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 23,126
COMMITMENTS
1,061 475 0 19,351 21,844 20,412 22,319 2,714 807
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 401)
5 0 0 320 313 325 313 76 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.1 0.0 83.7 94.5 88.3 96.5 11.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 12 10 14 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 16,077
COMMITMENTS
1,491 0 0 12,147 12,645 13,638 12,645 2,439 3,432
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 2,589)
549 0 0 2,337 -273 2,886 -273 -297 2,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 0.0 0.0 75.6 78.7 84.8 78.7 15.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 8 12 11 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 164,452
COMMITMENTS
105,235 25,182 6,215 24,779 4,956 136,229 36,353 28,223 128,099
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 3,200)
4,461 5,127 391 458 -5,977 5,310 -459 -2,110 3,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.0 15.3 3.8 15.1 3.0 82.8 22.1 17.2 77.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 6 6 4 3 17 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,595
COMMITMENTS
6,487 1,744 572 36,045 48,249 43,104 50,565 10,491 3,030
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -279)
-335 -643 14 -81 862 -402 233 123 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 3.3 1.1 67.3 90.0 80.4 94.3 19.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 6 5 37 31 49 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,193
COMMITMENTS
13,349 17,874 745 26,337 23,623 40,431 42,241 8,762 6,952
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -259)
114 79 12 -191 -426 -65 -335 -194 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 36.3 1.5 53.5 48.0 82.2 85.9 17.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
61 55 32 94 105 171 177
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 245,965
COMMITMENTS
66,746 89,369 3,724 131,684 118,114 202,154 211,207 43,811 34,758
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -1,293)
569 394 61 -955 -2,130 -325 -1,675 -968 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 36.3 1.5 53.5 48.0 82.2 85.9 17.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
61 55 32 94 105 171 177
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 168,415
COMMITMENTS
147,032 18,029 6,528 217 1,252 153,777 25,809 14,638 142,606
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 5,043)
6,090 5,392 340 217 -2,856 6,647 2,876 -1,604 2,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.3 10.7 3.9 0.1 0.7 91.3 15.3 8.7 84.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 9 6 1 1 14 14
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,727
COMMITMENTS
45,453 56,253 1,766 51,743 56,725 98,962 114,744 31,765 15,983
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -804)
-6,226 -703 13 1,370 2,883 -4,843 2,193 4,039 -2,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 43.0 1.4 39.6 43.4 75.7 87.8 24.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 17 10 30 24 58 47
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,764
COMMITMENTS
121,960 83,359 3,995 397,907 448,265 523,862 535,619 29,902 18,145
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -6,560)
-10,636 -2,517 -134 1,979 -2,428 -8,791 -5,079 2,231 -1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 15.1 0.7 71.9 80.9 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
66 52 16 169 139 243 199
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,626
COMMITMENTS
0 1,056 193 16,393 15,910 16,586 17,159 1,040 467
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -69)
0 15 -13 -111 107 -124 109 55 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.0 1.1 93.0 90.3 94.1 97.4 5.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 10 9 11 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,165
COMMITMENTS
3,368 2,133 341 8,999 12,316 12,708 14,790 5,457 3,375
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -47)
148 -21 -424 351 241 75 -204 -122 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 11.7 1.9 49.5 67.8 70.0 81.4 30.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 3 2 10 7 19 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,629
COMMITMENTS
16,285 7,500 360 32,506 34,105 49,151 41,965 7,478 14,664
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -361)
-72 -662 -426 -316 2,308 -814 1,220 453 -1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 13.2 0.6 57.4 60.2 86.8 74.1 13.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 9 2 23 34 41 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 211,858
COMMITMENTS
60,902 442 6,764 143,957 202,653 211,623 209,859 235 1,999
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 360)
-192 0 -540 1,638 628 906 88 -546 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 0.2 3.2 67.9 95.7 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 4 5 37 29 69 37
Updated December 04, 2020