BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,009
COMMITMENTS
734 545 1,457 8,601 9,388 10,792 11,389 1,217 620
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 416)
-31 -4 98 417 328 484 422 -68 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.5 12.1 71.6 78.2 89.9 94.8 10.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 5 9 25 26 36 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,262
COMMITMENTS
14,743 1,486 13,968 14,791 23,642 43,502 39,096 4,760 9,166
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,100)
1,250 -70 1,182 648 1,888 3,080 3,000 20 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 3.1 28.9 30.6 49.0 90.1 81.0 9.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
27 8 24 36 40 71 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,735
COMMITMENTS
1,313 262 3,031 7,761 8,814 12,105 12,107 629 628
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,830)
-36 66 622 1,229 1,199 1,815 1,887 16 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.1 23.8 60.9 69.2 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 4 6 37 27 44 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,799
COMMITMENTS
0 3,555 2,879 5,242 1,356 8,120 7,790 679 1,010
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 219)
0 -12 217 0 14 217 220 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.4 32.7 59.6 15.4 92.3 88.5 7.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 8 7 20 12 27 20
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,925
COMMITMENTS
75,502 20,578 83,820 83,120 125,451 242,441 229,849 24,484 37,076
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -3,811)
-4,930 -3,404 119 1,037 -1,235 -3,774 -4,520 -37 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 7.7 31.4 31.1 47.0 90.8 86.1 9.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
111 57 104 85 88 250 206
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,042
COMMITMENTS
84,515 47,895 73,542 129,464 160,912 287,521 282,349 39,521 44,694
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10,464)
-6,119 12,053 1,559 11,911 -1,044 7,350 12,567 3,113 -2,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 14.6 22.5 39.6 49.2 87.9 86.3 12.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
120 73 123 150 149 325 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,312
COMMITMENTS
529 266 150 1,454 2,284 2,133 2,700 1,180 612
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -244)
5 -7 -35 -122 -156 -152 -198 -92 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.0 4.5 43.9 69.0 64.4 81.5 35.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 5 3 14 16 25 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,775
COMMITMENTS
12,692 19,448 12,503 16,539 10,569 41,734 42,520 11,040 10,255
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,321)
36 -93 1,534 -572 6 998 1,447 323 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 36.9 23.7 31.3 20.0 79.1 80.6 20.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 60 51 65 51 136 138
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,817
COMMITMENTS
1,619 10,186 6,080 30,064 20,275 37,764 36,540 1,054 2,277
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,940)
-400 1,098 177 2,084 521 1,862 1,796 78 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 26.2 15.7 77.5 52.2 97.3 94.1 2.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 16 14 36 38 59 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,191
COMMITMENTS
8,799 12,931 3 13,222 8,533 22,024 21,467 1,168 1,725
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,242)
1,159 1,112 1 -52 302 1,108 1,415 134 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 55.8 0.0 57.0 36.8 95.0 92.6 5.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 18 1 11 9 23 27
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,623
COMMITMENTS
24,575 43,220 5,392 69,393 64,830 99,359 113,442 32,264 18,181
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -2,838)
148 -1,292 -1,615 -904 1,475 -2,370 -1,432 -468 -1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 32.8 4.1 52.7 49.3 75.5 86.2 24.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
22 33 19 34 31 69 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,065
COMMITMENTS
23,193 6,590 1,229 12,151 35,062 36,572 42,880 19,493 13,185
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -86)
978 -693 -208 -885 864 -114 -37 28 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 11.8 2.2 21.7 62.5 65.2 76.5 34.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 5 15 14 32 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,857
COMMITMENTS
63,431 34,883 1,904 54,938 86,855 120,273 123,642 6,584 3,215
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 773)
6,689 -1,224 471 -6,715 1,773 445 1,020 328 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 27.5 1.5 43.3 68.5 94.8 97.5 5.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
67 32 11 28 28 98 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,766
COMMITMENTS
31,013 38,450 22,988 91,432 83,228 145,433 144,667 29,332 30,099
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -4,212)
-8,297 -3,408 1,128 -968 -3,663 -8,138 -5,944 3,926 1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 22.0 13.2 52.3 47.6 83.2 82.8 16.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
24 29 20 34 41 70 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,471
COMMITMENTS
45,134 24,565 14,856 101,864 142,641 161,854 182,063 38,618 18,409
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 17,534)
-1,033 -7,325 4,556 7,167 19,914 10,691 17,145 6,843 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 12.3 7.4 50.8 71.2 80.7 90.8 19.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
36 19 15 43 38 86 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 691,570
COMMITMENTS
218,742 62,260 34,756 341,017 550,068 594,515 647,085 97,055 44,485
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -7,270)
-11,836 -1,060 1,454 4,697 -8,408 -5,685 -8,013 -1,586 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 9.0 5.0 49.3 79.5 86.0 93.6 14.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
104 45 53 127 88 248 169
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,718
COMMITMENTS
4,768 4,202 129 6,883 15,466 11,780 19,797 12,938 4,921
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10)
390 -135 0 -65 -41 325 -176 -315 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 17.0 0.5 27.8 62.6 47.7 80.1 52.3 19.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 19,619
COMMITMENTS
6,225 4,524 6 5,699 11,795 11,930 16,325 7,689 3,294
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 23.1 0.0 29.0 60.1 60.8 83.2 39.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 1 9 10 16 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 44,192
COMMITMENTS
7,835 34,729 483 33,454 5,847 41,772 41,059 2,420 3,133
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,923)
192 -484 184 2,495 2,968 2,871 2,668 52 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 78.6 1.1 75.7 13.2 94.5 92.9 5.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 25 5 11 9 31 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,441
COMMITMENTS
22,023 14,991 542 13,035 21,996 35,600 37,528 4,841 2,912
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,113)
2,126 1,715 83 696 1,314 2,905 3,112 208 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 37.1 1.3 32.2 54.4 88.0 92.8 12.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
35 22 5 23 14 62 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,418
COMMITMENTS
9,044 4,392 1 4,415 8,750 13,460 13,143 958 1,275
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 824)
-20 344 0 673 537 653 881 171 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 30.5 0.0 30.6 60.7 93.4 91.2 6.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 1 5 8 13 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,116,708
COMMITMENTS
1083485 385,846 9263010 7161192 7752611 17507688 17401467 609,021 715,241
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 97,427)
-10,405 12,568 -19,853 139,993 73,782 109,734 66,497 -12,307 30,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.1 51.1 39.5 42.8 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
65 64 104 131 132 257 246
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 14,645
COMMITMENTS
8,961 12,316 1,812 261 0 11,034 14,129 3,611 516
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,626)
1,512 2,201 391 233 -70 2,136 2,522 490 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 84.1 12.4 1.8 0.0 75.3 96.5 24.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
72 29 25 3 0 87 43
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 321,358
COMMITMENTS
49,110 36,573 56,484 215,590 228,069 321,184 321,126 173 232
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 47,747)
9,456 2,253 1,923 36,362 43,489 47,741 47,664 6 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.4 17.6 67.1 71.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 22 26 21 32 55 65
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 170,285
COMMITMENTS
49,704 9,875 27,604 92,836 132,597 170,144 170,076 141 209
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10,470)
-1,285 1,338 507 11,247 8,629 10,469 10,474 1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 5.8 16.2 54.5 77.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 19 25 21 30 52 65
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 643,708
COMMITMENTS
89,573 63,506 95,911 390,686 414,614 576,169 574,030 67,539 69,678
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,133)
9,290 -4,380 374 -1,732 9,637 7,932 5,630 -2,799 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.9 14.9 60.7 64.4 89.5 89.2 10.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
120 82 102 291 298 451 442
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 25,413
COMMITMENTS
2,264 1,602 4,615 12,709 11,632 19,588 17,849 5,824 7,563
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -1,654)
184 -1,075 330 -1,943 1,536 -1,429 791 -225 -2,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.3 18.2 50.0 45.8 77.1 70.2 22.9 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 6 10 10 12 22 23
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 25,798
COMMITMENTS
1,163 4,469 159 23,031 19,713 24,353 24,341 1,445 1,457
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,082)
-19 -1,043 1 3,298 4,040 3,280 2,998 -198 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 17.3 0.6 89.3 76.4 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 2 12 15 15 21
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,091,476
COMMITMENTS
440,118 313,096 452,902 1889886 2014906 2782905 2780904 308,571 310,572
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 33,934)
35,612 -26,445 10,137 1,054 40,505 46,803 24,197 -12,869 9,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.1 14.7 61.1 65.2 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
120 80 99 288 296 446 437
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 13,536
COMMITMENTS
828 0 0 9,047 12,573 9,875 12,573 3,661 963
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,472)
-620 0 0 653 1,535 33 1,535 1,439 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 66.8 92.9 73.0 92.9 27.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 9 13 11 13
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 141,328
COMMITMENTS
30,233 78,094 18,612 27,830 20,031 76,674 116,737 64,653 24,591
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,322)
4,215 4,736 579 2,792 -560 7,586 4,755 -3,264 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 55.3 13.2 19.7 14.2 54.3 82.6 45.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 9 7 5 3 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,858
COMMITMENTS
10,650 1,068 370 36,366 52,035 47,386 53,473 9,472 3,385
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -340)
799 -591 -46 -666 1,067 87 430 -427 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 1.9 0.7 64.0 91.5 83.3 94.0 16.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 3 5 35 32 52 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,583
COMMITMENTS
13,328 13,124 4,534 23,400 25,369 41,262 43,027 9,321 7,555
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,369)
8 1,238 -26 1,992 -335 1,975 878 -606 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 25.9 9.0 46.3 50.2 81.6 85.1 18.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
69 56 38 108 109 195 186
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 252,913
COMMITMENTS
66,638 65,622 22,672 117,000 126,844 206,310 215,137 46,603 37,776
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 6,846)
42 6,191 -128 9,962 -1,673 9,877 4,390 -3,031 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 25.9 9.0 46.3 50.2 81.6 85.1 18.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
69 56 38 108 109 195 186
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,002
COMMITMENTS
59,767 50,791 6,134 50,227 67,213 116,128 124,138 26,874 18,864
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -2,956)
98 -4,087 -1,405 -74 2,407 -1,380 -3,086 -1,576 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 35.5 4.3 35.1 47.0 81.2 86.8 18.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 17 10 34 30 63 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 546,091
COMMITMENTS
117,975 77,244 8,555 394,172 441,009 520,701 526,807 25,391 19,284
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -5,269)
-1,562 -1,564 -368 -2,235 -2,894 -4,166 -4,826 -1,104 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.1 1.6 72.2 80.8 95.4 96.5 4.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
65 48 28 163 138 240 203
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,507
COMMITMENTS
0 890 0 14,609 14,416 14,609 15,306 898 201
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,325)
-350 1 -74 2,635 2,385 2,211 2,312 114 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 94.2 93.0 94.2 98.7 5.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 9 10 9 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,403
COMMITMENTS
6,252 2,029 201 6,992 12,516 13,445 14,746 3,958 2,657
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 81)
-250 265 198 366 -7 314 456 -233 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 11.7 1.2 40.2 71.9 77.3 84.7 22.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 4 2 6 7 17 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,136
COMMITMENTS
7,055 8,959 776 32,295 18,605 40,126 28,340 7,010 18,796
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,474)
1,029 -941 511 1,477 40 3,017 -390 -543 2,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 19.0 1.6 68.5 39.5 85.1 60.1 14.9 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 13 4 20 24 36 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 203,947
COMMITMENTS
61,661 165 8,094 133,971 194,859 203,726 203,118 221 829
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,205)
-822 0 924 2,108 950 2,210 1,874 -5 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 0.1 4.0 65.7 95.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 2 6 38 27 69 35
Updated October 30, 2020