BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,328
COMMITMENTS
230 445 868 7,155 7,428 8,252 8,741 1,075 586
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -2,046)
-81 -23 -278 -1,583 -1,665 -1,941 -1,965 -105 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.8 9.3 76.7 79.6 88.5 93.7 11.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 6 29 25 35 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,729
COMMITMENTS
11,356 1,621 8,813 11,357 16,712 31,526 27,145 4,203 8,583
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -8,638)
-2,259 -924 -2,586 -3,863 -4,763 -8,708 -8,273 70 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 4.5 24.7 31.8 46.8 88.2 76.0 11.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 9 19 28 28 52 48
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,006
COMMITMENTS
309 108 1,627 5,360 5,487 7,296 7,221 710 784
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -3,213)
-581 -53 -750 -1,860 -2,434 -3,191 -3,236 -22 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 20.3 66.9 68.5 91.1 90.2 8.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 5 31 21 36 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,713
COMMITMENTS
76,744 26,798 66,968 75,811 113,200 219,523 206,966 22,190 34,747
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 16,589)
5,125 -681 6,886 1,775 10,128 13,786 16,333 2,803 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 11.1 27.7 31.4 46.8 90.8 85.6 9.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
104 69 115 82 88 256 218
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 343,740
COMMITMENTS
97,353 25,140 84,418 125,665 184,648 307,435 294,206 36,305 49,534
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 7,186)
-1,266 2,391 5,604 2,944 997 7,282 8,991 -97 -1,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 7.3 24.6 36.6 53.7 89.4 85.6 10.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
120 63 121 153 179 331 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,121
COMMITMENTS
886 277 231 817 2,122 1,934 2,630 1,187 491
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -257)
164 48 -176 -224 -12 -237 -141 -21 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 8.9 7.4 26.2 68.0 62.0 84.3 38.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 8 5 7 13 23 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,015
COMMITMENTS
13,892 10,972 12,087 16,063 10,652 42,042 33,711 6,972 15,303
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -1,538)
-1,054 1,341 -977 568 -924 -1,462 -559 -76 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 22.4 24.7 32.8 21.7 85.8 68.8 14.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
44 44 60 64 62 143 143
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,165
COMMITMENTS
368 10,628 4,420 25,157 14,408 29,944 29,456 1,221 1,710
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -6,462)
-87 -1,685 -1,483 -4,869 -3,184 -6,438 -6,352 -24 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 34.1 14.2 80.7 46.2 96.1 94.5 3.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 11 10 36 37 50 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,175
COMMITMENTS
7,509 6,677 11 15,572 16,923 23,092 23,612 2,083 1,563
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 932)
-271 956 -1 899 -104 627 851 305 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 26.5 0.0 61.9 67.2 91.7 93.8 8.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 14 1 10 8 25 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,011
COMMITMENTS
41,271 27,672 7,868 77,328 115,323 126,467 150,863 42,544 18,149
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 3,007)
-507 -1 878 1,770 -1,187 2,142 -309 865 3,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 16.4 4.7 45.8 68.2 74.8 89.3 25.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 17 13 40 35 77 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,361
COMMITMENTS
17,386 7,283 1,256 9,823 30,798 28,465 39,338 22,896 12,023
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -3,170)
-4,110 -1,784 -68 390 -1,110 -3,787 -2,962 617 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 14.2 2.4 19.1 60.0 55.4 76.6 44.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 2 14 13 30 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,121
COMMITMENTS
52,636 59,923 2,124 79,589 77,440 134,349 139,486 7,771 2,634
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -1,201)
-4,275 -1,913 404 1,973 393 -1,898 -1,116 697 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 42.2 1.5 56.0 54.5 94.5 98.1 5.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
65 35 9 33 28 105 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,692
COMMITMENTS
38,754 32,259 15,017 77,817 92,545 131,587 139,821 36,105 27,870
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 5,480)
1,028 1,111 980 1,231 2,479 3,239 4,570 2,241 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 19.2 9.0 46.4 55.2 78.5 83.4 21.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
25 28 22 36 39 74 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 219,342
COMMITMENTS
69,930 17,691 8,968 102,442 177,768 181,340 204,426 38,001 14,915
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 15,240)
6,494 1,814 1,893 3,324 11,702 11,711 15,409 3,529 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 8.1 4.1 46.7 81.0 82.7 93.2 17.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 15 19 48 36 100 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 729,116
COMMITMENTS
225,888 82,220 34,244 368,632 573,042 628,765 689,506 100,351 39,610
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 3,141)
2,072 3,078 -9 1,214 482 3,277 3,552 -137 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 11.3 4.7 50.6 78.6 86.2 94.6 13.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
107 40 47 131 90 249 166
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,113
COMMITMENTS
8,445 4,439 453 7,841 17,202 16,739 22,094 10,374 5,019
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,318)
1,246 577 -38 569 1,108 1,777 1,647 -459 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 16.4 1.7 28.9 63.4 61.7 81.5 38.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 2 10 11 18 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 16,914
COMMITMENTS
4,003 3,832 0 5,137 9,665 9,140 13,497 7,774 3,417
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 216)
557 -99 0 2 0 559 -99 -343 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 22.7 0.0 30.4 57.1 54.0 79.8 46.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 0 11 12 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,776
COMMITMENTS
10,322 13,516 143 8,354 7,167 18,819 20,826 3,957 1,950
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -16,408)
-1,085 -7,568 106 -15,628 -8,942 -16,607 -16,404 199 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 59.3 0.6 36.7 31.5 82.6 91.4 17.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 16 3 13 6 35 24
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,255
COMMITMENTS
26,552 14,501 548 13,051 29,253 40,151 44,302 7,103 2,952
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -718)
-1,287 -754 126 -366 -119 -1,527 -747 808 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 30.7 1.2 27.6 61.9 85.0 93.8 15.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
34 18 8 21 13 59 35
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,269
COMMITMENTS
10,273 2,653 0 529 8,369 10,802 11,022 1,467 1,247
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 574)
508 265 0 -61 130 447 395 127 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 21.6 0.0 4.3 68.2 88.0 89.8 12.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 8 0 3 5 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,277,725
COMMITMENTS
1114629 575,335 7885908 6634524 7083484 15635060 15544726 642,664 732,998
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 554,675)
-34,147 73,467 402,616 198,520 78,515 566,988 554,598 -12,313 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.5 48.4 40.8 43.5 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
62 56 90 122 121 236 220
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,255
COMMITMENTS
6,901 9,922 1,357 506 90 8,764 11,369 3,491 886
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 885)
464 605 184 28 0 675 789 210 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 81.0 11.1 4.1 0.7 71.5 92.8 28.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
62 23 18 3 1 73 35
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 472,287
COMMITMENTS
62,061 40,931 116,739 293,195 314,265 471,995 471,934 292 353
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 6,326)
-864 2,741 8,344 -1,197 -4,825 6,282 6,260 44 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 8.7 24.7 62.1 66.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 22 30 34 34 74 71
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 160,885
COMMITMENTS
16,695 8,853 26,682 117,368 125,108 160,745 160,643 140 242
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -46,347)
-941 -2,484 -1,553 -43,926 -42,480 -46,420 -46,517 73 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.5 16.6 73.0 77.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 17 23 23 23 56 54
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 628,875
COMMITMENTS
69,625 80,376 73,727 413,549 415,205 556,901 569,308 71,974 59,567
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 12,873)
-1,605 451 -3,579 10,634 13,585 5,451 10,457 7,422 2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 12.8 11.7 65.8 66.0 88.6 90.5 11.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
113 73 91 286 278 434 407
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 15,262
COMMITMENTS
1,947 5,704 109 9,617 8,137 11,673 13,950 3,589 1,312
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 601)
53 421 -74 -427 -99 -448 248 1,049 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 37.4 0.7 63.0 53.3 76.5 91.4 23.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 1 12 9 17 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,012,508
COMMITMENTS
352,993 387,869 342,461 2018002 2017488 2713456 2747818 299,051 264,689
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 37,935)
-10,380 -5,433 -11,218 48,767 40,424 27,169 23,773 10,766 14,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.9 11.4 67.0 67.0 90.1 91.2 9.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
113 73 90 284 277 432 405
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 25,502
COMMITMENTS
1,269 319 0 21,080 24,451 22,349 24,770 3,153 732
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -14)
0 83 0 -12 -177 -12 -94 -2 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.3 0.0 82.7 95.9 87.6 97.1 12.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 14 8 16 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 52,173
COMMITMENTS
6,706 1,088 374 34,820 47,132 41,900 48,594 10,273 3,579
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -1,269)
2 -33 20 -1,700 -1,068 -1,678 -1,081 409 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.1 0.7 66.7 90.3 80.3 93.1 19.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 3 4 40 31 52 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,157
COMMITMENTS
14,444 8,636 3,681 22,691 28,482 40,816 40,798 7,341 7,358
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,416)
322 -1,041 704 428 1,496 1,455 1,159 -39 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 17.9 7.6 47.1 59.1 84.8 84.7 15.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
57 50 33 104 108 175 177
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,784
COMMITMENTS
72,218 43,178 18,403 113,457 142,412 204,078 203,992 36,706 36,792
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 7,078)
1,612 -5,205 3,519 2,142 7,481 7,273 5,795 -195 1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 17.9 7.6 47.1 59.1 84.8 84.7 15.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
57 50 33 104 108 175 177
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,404
COMMITMENTS
59,139 63,691 10,550 55,860 69,363 125,548 143,603 36,856 18,801
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 11,265)
5,064 3,406 2,950 2,394 2,272 10,408 8,628 858 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 39.2 6.5 34.4 42.7 77.3 88.4 22.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 21 17 30 29 69 57
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 532,906
COMMITMENTS
112,931 79,839 6,887 381,293 430,121 501,111 516,847 31,795 16,059
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -6,574)
20,184 -3,092 -564 -16,101 -1,156 3,519 -4,811 -10,093 -1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 15.0 1.3 71.5 80.7 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
68 51 20 176 130 250 195
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,314
COMMITMENTS
2,214 5,392 9 8,547 6,316 10,770 11,717 4,544 3,597
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -120)
-303 572 -8 -352 -119 -663 445 543 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 35.2 0.1 55.8 41.2 70.3 76.5 29.7 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 2 8 5 14 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,749
COMMITMENTS
15,353 1,080 70 23,044 13,116 38,467 14,266 7,282 31,483
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,937)
1,290 -17 53 787 -2,181 2,130 -2,145 -193 4,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 2.4 0.2 50.4 28.7 84.1 31.2 15.9 68.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 4 3 24 23 43 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 154,169
COMMITMENTS
51,125 380 7,661 95,045 145,829 153,831 153,870 338 299
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 3,082)
-97 0 14 3,353 2,813 3,270 2,827 -188 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 0.2 5.0 61.6 94.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 3 7 38 27 72 37
Updated January 08, 2021