BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,098
COMMITMENTS
234 1,055 976 9,895 9,462 11,105 11,493 993 605
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 223)
-50 13 28 391 287 369 328 -146 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.7 8.1 81.8 78.2 91.8 95.0 8.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 8 7 30 27 38 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,895
COMMITMENTS
13,575 3,350 10,278 14,789 19,941 38,642 33,569 4,252 9,326
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 2,273)
378 442 712 867 518 1,956 1,671 317 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 7.8 24.0 34.5 46.5 90.1 78.3 9.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 13 21 35 31 59 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,442
COMMITMENTS
1,133 231 2,640 7,832 9,132 11,605 12,004 837 438
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 968)
76 78 265 601 682 943 1,025 25 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.9 21.2 62.9 73.4 93.3 96.5 6.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 7 32 25 39 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,728
COMMITMENTS
7 887 2,375 2,727 1,197 5,109 4,459 619 1,269
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 187)
-2 92 73 39 -12 111 154 77 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 15.5 41.5 47.6 20.9 89.2 77.8 10.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 6 7 12 7 19 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,142
COMMITMENTS
105,778 24,049 87,328 86,535 156,126 279,641 267,503 26,502 38,640
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 8,134)
2,816 -3,196 4,776 283 5,799 7,875 7,378 258 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 7.9 28.5 28.3 51.0 91.3 87.4 8.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
137 62 118 82 94 280 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 385,827
COMMITMENTS
130,054 20,192 92,316 130,819 223,134 353,189 335,642 32,638 50,185
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 3,734)
-4,945 1,848 9,228 -225 -5,391 4,058 5,684 -324 -1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 5.2 23.9 33.9 57.8 91.5 87.0 8.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
129 72 129 147 181 349 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,525
COMMITMENTS
874 305 227 1,390 2,400 2,491 2,932 1,035 593
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 149)
-75 17 19 141 79 85 115 64 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 8.7 6.4 39.4 68.1 70.7 83.2 29.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 10 10 14 17 32 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,331
COMMITMENTS
17,980 14,095 7,940 14,489 8,719 40,409 30,755 6,922 16,576
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -304)
812 1,128 -1,781 486 405 -482 -248 178 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 29.8 16.8 30.6 18.4 85.4 65.0 14.6 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
47 36 42 53 58 124 119
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,681
COMMITMENTS
708 14,843 5,966 29,916 15,390 36,590 36,199 1,092 1,482
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 2,017)
-26 837 531 1,600 668 2,105 2,035 -88 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 39.4 15.8 79.4 40.8 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 15 10 34 38 48 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,034
COMMITMENTS
10,222 10,481 0 18,839 19,052 29,061 29,533 1,973 1,501
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 572)
490 218 0 195 279 685 497 -113 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 33.8 0.0 60.7 61.4 93.6 95.2 6.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 14 0 10 8 30 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 179,176
COMMITMENTS
47,900 37,330 6,924 73,065 116,695 127,888 160,950 51,288 18,227
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 9,469)
2,588 302 996 792 9,328 4,376 10,627 5,093 -1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.8 3.9 40.8 65.1 71.4 89.8 28.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
34 27 15 36 35 79 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,783
COMMITMENTS
21,560 10,350 1,468 15,831 27,856 38,859 39,673 15,924 15,110
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 4,998)
5,815 2,807 431 1,267 -684 7,513 2,554 -2,515 2,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 18.9 2.7 28.9 50.8 70.9 72.4 29.1 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 16 6 16 13 31 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 166,319
COMMITMENTS
54,584 51,361 7,636 97,326 103,759 159,546 162,756 6,773 3,563
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 2,358)
-3,004 -4,512 4,397 2,123 2,226 3,515 2,111 -1,157 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 30.9 4.6 58.5 62.4 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
60 35 18 31 26 98 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 204,051
COMMITMENTS
69,311 34,256 12,804 72,500 121,062 154,615 168,122 49,436 35,928
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 10,852)
7,243 -1,924 -3,430 795 8,010 4,607 2,656 6,245 8,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 16.8 6.3 35.5 59.3 75.8 82.4 24.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
35 29 15 37 47 81 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,943
COMMITMENTS
66,690 39,648 6,452 95,563 122,039 168,705 168,138 26,238 26,805
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -6,379)
-251 6,322 -841 -3,636 -9,986 -4,727 -4,505 -1,652 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 20.3 3.3 49.0 62.6 86.5 86.3 13.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 22 18 45 36 89 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 743,343
COMMITMENTS
230,992 92,469 29,848 382,617 578,970 643,456 701,287 99,887 42,056
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 25,197)
6,546 6,637 1,070 14,908 17,381 22,524 25,088 2,673 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 12.4 4.0 51.5 77.9 86.6 94.3 13.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
110 46 48 130 94 254 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,684
COMMITMENTS
8,786 1,984 520 7,791 19,475 17,097 21,979 11,587 6,705
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 914)
589 770 0 40 45 629 815 285 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 6.9 1.8 27.2 67.9 59.6 76.6 40.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 2 10 10 20 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 18,742
COMMITMENTS
4,205 5,155 96 5,072 8,805 9,373 14,056 9,369 4,686
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,123)
1,006 1,210 0 -62 -545 944 665 179 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 27.5 0.5 27.1 47.0 50.0 75.0 50.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 1 9 10 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,249
COMMITMENTS
11,503 27,440 444 21,023 6,842 32,970 34,726 3,279 1,523
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 963)
1,997 -272 442 -1,282 1,445 1,157 1,615 -194 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 75.7 1.2 58.0 18.9 91.0 95.8 9.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 17 4 15 10 44 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,238
COMMITMENTS
30,422 15,767 903 10,393 28,760 41,718 45,430 6,520 2,808
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 116)
179 -758 19 -297 619 -99 -120 216 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 32.7 1.9 21.5 59.6 86.5 94.2 13.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
44 19 9 19 16 66 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,505
COMMITMENTS
9,603 3,823 1 2,638 8,190 12,242 12,014 1,263 1,491
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -497)
1,069 -132 1 -1,349 -429 -279 -560 -218 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.1 28.3 0.0 19.5 60.6 90.6 89.0 9.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 10 1 8 6 21 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,053,873
COMMITMENTS
1680695 958,787 11217273 8552959 8994415 21450927 21170475 602,946 883,398
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 767,221)
98,206 -52,712 582,118 128,533 240,380 808,857 769,785 -41,636 -2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.3 50.9 38.8 40.8 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
61 74 99 133 134 257 250
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,394
COMMITMENTS
6,379 8,507 1,634 380 272 8,393 10,413 3,001 981
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -822)
-134 -943 -68 13 52 -188 -959 -634 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 74.7 14.3 3.3 2.4 73.7 91.4 26.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
57 23 21 3 3 67 42
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 480,932
COMMITMENTS
40,001 46,827 111,239 329,385 321,206 480,626 479,273 306 1,659
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 14,319)
3,230 -993 -5,147 16,134 19,076 14,217 12,936 102 1,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.7 23.1 68.5 66.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
27 28 39 34 38 81 87
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 255,102
COMMITMENTS
81,581 16,967 43,141 130,221 194,788 254,943 254,896 159 206
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 21,881)
17,085 -4,440 -1,834 6,560 28,044 21,811 21,770 70 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 6.7 16.9 51.0 76.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 23 30 23 36 60 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 685,622
COMMITMENTS
74,757 74,895 100,578 438,380 443,597 613,716 619,071 71,906 66,551
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -5,379)
108 -9,791 -2,741 -1,127 8,577 -3,760 -3,955 -1,619 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.9 14.7 63.9 64.7 89.5 90.3 10.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
105 88 104 299 270 453 413
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 41,625
COMMITMENTS
7,181 3,122 4,078 19,363 26,419 30,622 33,619 11,003 8,005
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,432)
2,028 840 -39 -2,531 2,977 -542 3,778 1,974 -2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 7.5 9.8 46.5 63.5 73.6 80.8 26.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 8 10 8 20 18
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| 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: 13,164
COMMITMENTS
0 1,180 0 12,072 10,822 12,072 12,002 1,092 1,162
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 334)
0 160 -135 736 194 601 219 -267 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 91.7 82.2 91.7 91.2 8.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 8 13 8 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| 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: 26,503
COMMITMENTS
1,987 5,651 0 21,941 19,212 23,928 24,863 2,575 1,640
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,005)
372 -609 0 657 1,274 1,029 665 -24 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.3 0.0 82.8 72.5 90.3 93.8 9.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 0 18 12 22 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,219,988
COMMITMENTS
377,942 398,927 442,442 2095088 2085889 2915472 2927258 304,516 292,730
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -34,055)
-992 -44,541 -22,120 7,023 27,997 -16,089 -38,665 -17,966 4,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.4 13.7 65.1 64.8 90.5 90.9 9.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
104 89 104 296 269 450 412
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| 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: 50,418
COMMITMENTS
20,102 898 0 26,591 48,868 46,693 49,766 3,725 652
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 3,838)
1,112 270 0 2,627 3,820 3,739 4,090 99 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 1.8 0.0 52.7 96.9 92.6 98.7 7.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 0 19 13 25 15
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| 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: 19,363
COMMITMENTS
935 1,111 0 15,663 17,938 16,598 19,049 2,765 314
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 628)
0 0 0 647 557 647 557 -19 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.7 0.0 80.9 92.6 85.7 98.4 14.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 11 8 13 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| 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: 17,918
COMMITMENTS
262 760 0 15,672 16,176 15,934 16,936 1,984 982
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.2 0.0 87.5 90.3 88.9 94.5 11.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 10 7 11 9
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 125,938
COMMITMENTS
0 3,000 0 125,438 122,438 125,438 125,438 500 500
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 99.6 97.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 14 11 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 50,452
COMMITMENTS
6,832 2,015 210 34,274 45,054 41,316 47,279 9,136 3,173
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -600)
-206 -681 -46 -171 293 -423 -434 -177 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.0 0.4 67.9 89.3 81.9 93.7 18.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 5 2 37 28 49 35
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,235
COMMITMENTS
13,873 14,498 6,259 26,823 26,575 46,955 47,332 8,280 7,903
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -24)
-918 4,300 -1,462 2,115 -2,548 -266 289 241 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 26.2 11.3 48.6 48.1 85.0 85.7 15.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
57 71 44 112 123 194 213
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,177
COMMITMENTS
69,366 72,489 31,296 134,114 132,877 234,775 236,661 41,402 39,516
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -122)
-4,589 21,501 -7,312 10,574 -12,742 -1,328 1,446 1,206 -1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 26.2 11.3 48.6 48.1 85.0 85.7 15.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
57 71 44 112 123 194 213
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 57,205
COMMITMENTS
14,579 41,752 2,252 4,619 336 21,450 44,340 35,755 12,865
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -4,226)
-20,434 35,595 -671 2,190 0 -18,914 34,924 14,689 -39,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 73.0 3.9 8.1 0.6 37.5 77.5 62.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 10 7 2 1 17 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,964
COMMITMENTS
56,438 57,043 8,695 55,182 74,899 120,316 140,638 39,648 19,327
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 7,364)
1,497 -1,179 1,962 1,891 7,199 5,349 7,982 2,015 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 35.7 5.4 34.5 46.8 75.2 87.9 24.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 20 12 28 28 68 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 585,467
COMMITMENTS
91,482 101,399 12,873 449,950 449,197 554,305 563,468 31,161 21,998
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 892)
3,961 4,875 -4,763 1,204 1,616 403 1,728 490 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 17.3 2.2 76.9 76.7 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
72 56 28 170 132 255 203
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,673
COMMITMENTS
548 492 32 15,169 16,504 15,749 17,028 1,924 645
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,229)
152 -68 -40 333 1,284 445 1,176 784 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.8 0.2 85.8 93.4 89.1 96.4 10.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 10 14 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,292
COMMITMENTS
17,801 3,149 168 28,449 17,414 46,418 20,731 6,874 32,561
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -1,005)
1,013 -690 133 -1,423 -665 -277 -1,222 -728 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 5.9 0.3 53.4 32.7 87.1 38.9 12.9 61.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 7 4 18 26 33 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 |
--------------------------------------------------------------| 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: 173,743
COMMITMENTS
54,081 400 7,932 111,476 165,352 173,489 173,684 254 59
CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 409)
785 0 -750 871 1,640 906 890 -497 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 0.2 4.6 64.2 95.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 3 6 36 29 66 38
Updated February 26, 2021