BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,742
COMMITMENTS
144 881 259 7,541 7,140 7,944 8,280 798 462
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 657)
11 272 -37 847 410 821 645 -164 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 10.1 3.0 86.3 81.7 90.9 94.7 9.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 6 6 25 23 31 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,539
COMMITMENTS
11,516 2,861 862 6,675 12,532 19,053 16,255 2,486 5,284
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 907)
466 222 -102 323 608 687 728 220 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 13.3 4.0 31.0 58.2 88.5 75.5 11.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 12 11 19 25 37 41
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,003
COMMITMENTS
184 1,062 221 4,774 4,266 5,179 5,549 824 454
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 547)
24 332 6 305 363 335 701 212 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 17.7 3.7 79.5 71.1 86.3 92.4 13.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 5 26 19 32 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 207,242
COMMITMENTS
77,794 42,726 40,483 71,536 94,679 189,813 177,888 17,429 29,354
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,701)
-625 1,292 2,767 1,831 -1,463 3,973 2,596 -1,272 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 20.6 19.5 34.5 45.7 91.6 85.8 8.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
81 75 99 48 84 199 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,711
COMMITMENTS
101,532 50,177 58,222 127,565 168,390 287,319 276,789 32,392 42,922
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 9,895)
3,037 3,719 2,449 4,649 3,356 10,135 9,524 -240 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 15.7 18.2 39.9 52.7 89.9 86.6 10.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
100 88 115 114 152 284 302
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,699
COMMITMENTS
941 270 19 707 1,929 1,667 2,218 1,032 481
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -24)
-19 2 -7 -37 24 -63 19 39 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 10.0 0.7 26.2 71.5 61.8 82.2 38.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 6 3 9 12 21 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,590
COMMITMENTS
14,224 13,850 6,089 14,118 8,130 34,431 28,069 6,159 12,521
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -1,329)
82 -199 -393 -950 -1,027 -1,261 -1,619 -68 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 34.1 15.0 34.8 20.0 84.8 69.2 15.2 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 46 41 46 47 106 114
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,377
COMMITMENTS
1,269 9,614 781 19,641 11,634 21,691 22,029 686 348
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 391)
72 406 -126 467 114 413 394 -22 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 43.0 3.5 87.8 52.0 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 7 6 22 28 33 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,746
COMMITMENTS
6,964 6,079 0 14,913 16,246 21,877 22,325 1,869 1,421
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 544)
225 976 0 455 -249 680 727 -136 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 25.6 0.0 62.8 68.4 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 14 0 11 8 29 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,231
COMMITMENTS
43,633 33,307 2,732 69,173 100,943 115,538 136,982 38,693 17,249
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -2,444)
247 1,994 344 -1,804 -4,102 -1,213 -1,764 -1,231 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 21.6 1.8 44.9 65.4 74.9 88.8 25.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 20 15 35 29 69 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,530
COMMITMENTS
17,706 8,286 2 9,002 28,395 26,710 36,683 21,820 11,847
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -1,634)
-2,715 -160 -1 200 -1,237 -2,516 -1,398 882 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 17.1 0.0 18.5 58.5 55.0 75.6 45.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 10 1 12 12 29 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,735
COMMITMENTS
52,890 60,577 2,061 82,956 80,248 137,907 142,886 7,828 2,849
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -5,509)
-4,680 -2,445 -443 -307 -2,912 -5,430 -5,800 -79 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 41.6 1.4 56.9 55.1 94.6 98.0 5.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
68 35 8 31 32 104 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 147,096
COMMITMENTS
45,904 32,199 1,115 66,734 90,441 113,753 123,755 33,343 23,341
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -5,828)
-2,031 -2,794 -1,390 -74 -2,038 -3,495 -6,222 -2,333 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 21.9 0.8 45.4 61.5 77.3 84.1 22.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 22 12 31 33 68 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 191,540
COMMITMENTS
64,143 14,129 1,297 94,924 159,866 160,364 175,292 31,176 16,248
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 729)
286 792 76 315 3,460 677 4,328 52 -3,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 7.4 0.7 49.6 83.5 83.7 91.5 16.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
37 17 9 43 35 83 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 676,515
COMMITMENTS
236,533 73,067 4,706 337,268 559,646 578,507 637,419 98,008 39,096
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -1,437)
7,776 200 -984 -7,917 -1,341 -1,125 -2,125 -312 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 10.8 0.7 49.9 82.7 85.5 94.2 14.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
106 29 25 120 86 229 137
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,400
COMMITMENTS
7,972 3,589 436 7,726 16,919 16,134 20,944 10,266 5,456
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -249)
73 -274 -17 -19 -20 37 -311 -286 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 13.6 1.7 29.3 64.1 61.1 79.3 38.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 10 9 16 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,178
COMMITMENTS
12,978 20,123 82 10,530 4,930 23,590 25,135 3,588 2,043
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,235)
-6 1,407 -135 1,470 95 1,329 1,367 -94 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 74.0 0.3 38.7 18.1 86.8 92.5 13.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 21 1 14 7 37 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,244
COMMITMENTS
27,997 12,014 1,053 10,475 30,199 39,525 43,266 6,719 2,978
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,487)
1,866 590 492 -1,326 180 1,032 1,262 455 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 26.0 2.3 22.7 65.3 85.5 93.6 14.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 18 6 21 14 57 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,526
COMMITMENTS
7,516 2,233 0 1,554 6,864 9,070 9,097 1,456 1,429
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -677)
-1,226 -56 0 598 -402 -628 -458 -49 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.4 21.2 0.0 14.8 65.2 86.2 86.4 13.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 8 0 6 5 17 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,049,936
COMMITMENTS
1583449 924,870 2758353 5163893 5644380 9505695 9327603 544,241 722,333
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 241,567)
95,508 75,373 39,376 136,374 144,911 271,258 259,660 -29,691 -18,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 9.2 27.4 51.4 56.2 94.6 92.8 5.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
53 43 71 107 113 198 194
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,945
COMMITMENTS
7,406 10,535 574 436 90 8,416 11,199 3,529 746
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -94)
100 -104 -103 56 0 53 -207 -147 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.0 88.2 4.8 3.7 0.8 70.5 93.8 29.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
60 24 13 2 1 67 35
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 478,075
COMMITMENTS
67,052 37,016 121,864 288,934 318,936 477,850 477,816 225 259
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -825)
-778 4,828 2,823 -2,862 -8,475 -817 -824 -8 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 7.7 25.5 60.4 66.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 21 29 30 33 70 70
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 193,464
COMMITMENTS
40,587 13,991 28,752 124,074 150,603 193,413 193,346 51 118
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 17,317)
5,322 2,299 3,156 8,841 11,865 17,319 17,320 -2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 7.2 14.9 64.1 77.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 20 25 25 26 61 58
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 535,228
COMMITMENTS
75,532 73,814 11,474 387,514 397,419 474,520 482,707 60,708 52,521
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 3,563)
3,830 -1,789 2,257 -834 5,674 5,252 6,141 -1,690 -2,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.8 2.1 72.4 74.3 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
94 69 45 257 252 369 348
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 12,662
COMMITMENTS
741 967 35 10,278 10,780 11,054 11,782 1,608 880
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,083)
257 226 35 1,057 859 1,349 1,120 -266 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 7.6 0.3 81.2 85.1 87.3 93.1 12.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 10 11 13 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 19,062
COMMITMENTS
2,373 5,745 0 14,434 12,142 16,807 17,887 2,255 1,175
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,520)
352 208 -109 1,306 1,966 1,549 2,065 -29 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 30.1 0.0 75.7 63.7 88.2 93.8 11.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 0 17 11 22 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,599,308
COMMITMENTS
376,360 378,300 41,396 1924503 1933844 2342259 2353540 257,049 245,768
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 21,194)
16,349 678 6,124 2,589 23,990 25,062 30,792 -3,868 -9,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 14.6 1.6 74.0 74.4 90.1 90.5 9.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
94 69 42 255 252 365 347
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 45,073
COMMITMENTS
17,925 1,546 0 23,744 42,826 41,669 44,372 3,404 701
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 16,551)
15,314 910 0 1,075 15,871 16,389 16,781 162 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 3.4 0.0 52.7 95.0 92.4 98.4 7.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 0 19 12 23 14
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 22,626
COMMITMENTS
1,076 1,111 0 18,369 21,185 19,445 22,296 3,181 330
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -306)
0 0 0 -593 -62 -593 -62 287 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 4.9 0.0 81.2 93.6 85.9 98.5 14.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 10 9 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,987
COMMITMENTS
7,566 1,457 365 36,848 48,840 44,779 50,662 9,208 3,325
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -565)
1,267 -969 -15 -1,129 186 123 -798 -688 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 2.7 0.7 68.3 90.5 82.9 93.8 17.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 4 4 42 30 55 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,010
COMMITMENTS
17,135 10,813 361 22,840 28,181 40,336 39,355 6,674 7,656
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 552)
1,463 -777 -105 -532 801 826 -81 -273 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 23.0 0.8 48.6 59.9 85.8 83.7 14.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
53 48 23 95 103 158 164
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 235,051
COMMITMENTS
85,676 54,065 1,804 114,201 140,904 201,681 196,773 33,370 38,278
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,762)
7,313 -3,885 -525 -2,660 4,004 4,128 -406 -1,366 3,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 23.0 0.8 48.6 59.9 85.8 83.7 14.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
53 48 23 95 103 158 164
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,283
COMMITMENTS
59,927 55,067 1,557 48,604 70,740 110,088 127,364 34,195 16,919
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -331)
-523 73 17 -2,123 2,000 -2,629 2,090 2,298 -2,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 38.2 1.1 33.7 49.0 76.3 88.3 23.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 17 12 24 27 59 50
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 555,199
COMMITMENTS
86,846 86,397 3,636 432,688 445,147 523,170 535,180 32,029 20,019
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,623)
-16,625 -2,011 -5 19,581 4,239 2,951 2,223 -328 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 15.6 0.7 77.9 80.2 94.2 96.4 5.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
66 49 17 179 125 250 186
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,403
COMMITMENTS
216 206 36 13,923 14,670 14,175 14,912 1,228 491
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 57)
-41 206 4 29 -11 -8 199 65 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.3 0.2 90.4 95.2 92.0 96.8 8.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 10 9 11 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,268
COMMITMENTS
2,408 6,907 1 8,636 6,322 11,045 13,230 5,223 3,038
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 16)
194 1,570 -5 9 31 198 1,596 -182 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 42.5 0.0 53.1 38.9 67.9 81.3 32.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 1 7 5 13 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,446
COMMITMENTS
20,153 2,611 38 21,126 16,147 41,317 18,796 7,129 29,650
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 687)
2,023 1,228 -49 -1,464 997 510 2,176 177 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 5.4 0.1 43.6 33.3 85.3 38.8 14.7 61.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 6 2 18 26 34 34
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 171,928
COMMITMENTS
50,803 380 7,689 113,163 163,821 171,655 171,890 273 38
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,543)
-4,112 0 -279 7,897 3,879 3,506 3,600 -963 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 0.2 4.5 65.8 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 3 8 38 27 72 38
Updated January 22, 2021