BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,179
COMMITMENTS
304 1,190 1,041 9,710 9,351 11,054 11,581 1,125 598
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 200)
-102 6 39 186 106 123 151 77 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.8 8.5 79.7 76.8 90.8 95.1 9.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 8 7 25 23 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,822
COMMITMENTS
14,538 2,439 8,144 16,289 21,457 38,971 32,040 3,851 10,782
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,587)
848 367 508 1,241 880 2,597 1,755 -10 832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 5.7 19.0 38.0 50.1 91.0 74.8 9.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 13 18 34 29 58 49
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,924
COMMITMENTS
1,334 238 2,151 7,327 9,077 10,811 11,467 1,112 457
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 336)
125 43 -21 224 301 327 322 9 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.0 18.0 61.4 76.1 90.7 96.2 9.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 9 31 23 40 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,752
COMMITMENTS
56 624 2,354 2,587 1,348 4,997 4,326 755 1,426
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 204)
-18 17 167 40 -3 189 181 15 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.9 40.9 45.0 23.4 86.9 75.2 13.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 6 13 7 20 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 341,311
COMMITMENTS
116,672 25,485 93,827 98,261 181,410 308,760 300,722 32,551 40,589
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 6,875)
794 872 2,365 2,378 2,017 5,536 5,254 1,339 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 7.5 27.5 28.8 53.2 90.5 88.1 9.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
143 49 108 92 94 281 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,868
COMMITMENTS
120,297 23,342 96,669 134,319 217,827 351,284 337,837 37,583 51,031
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,230)
-2,758 4,062 -2,934 3,099 -3,014 -2,593 -1,886 -637 -1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 6.0 24.9 34.5 56.0 90.3 86.9 9.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
118 78 129 144 166 335 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,320
COMMITMENTS
782 226 196 1,252 2,321 2,230 2,743 1,091 578
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 84)
102 -10 1 -39 99 64 89 20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 6.8 5.9 37.7 69.9 67.1 82.6 32.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 6 8 14 17 32 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,837
COMMITMENTS
19,144 13,574 12,647 14,969 10,201 46,759 36,422 8,078 18,415
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 644)
-996 378 1,310 262 -551 576 1,137 68 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 24.8 23.1 27.3 18.6 85.3 66.4 14.7 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
59 37 48 56 61 138 129
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,838
COMMITMENTS
869 14,626 5,154 28,743 14,828 34,766 34,609 1,072 1,229
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,269)
23 1,196 152 2,067 872 2,242 2,220 28 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 40.8 14.4 80.2 41.4 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 12 9 34 39 47 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,839
COMMITMENTS
10,492 4,867 0 18,044 24,659 28,536 29,526 2,303 1,313
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -908)
123 -1,529 0 -1,032 359 -909 -1,170 1 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 15.8 0.0 58.5 80.0 92.5 95.7 7.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 8 0 8 8 23 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,515
COMMITMENTS
46,802 42,439 5,231 72,213 104,161 124,246 151,831 48,269 20,684
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -25,293)
-3,427 2,145 -2,614 -15,201 -13,093 -21,242 -13,562 -4,051 -11,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 24.6 3.0 41.9 60.4 72.0 88.0 28.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
29 21 16 38 29 75 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,229
COMMITMENTS
12,012 9,895 1,490 18,092 8,219 31,594 19,603 9,635 21,626
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 949)
-788 1,058 122 662 600 -4 1,780 953 -831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 24.0 3.6 43.9 19.9 76.6 47.5 23.4 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 12 5 13 12 22 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,429
COMMITMENTS
52,437 73,404 547 71,467 53,000 124,452 126,951 5,977 3,478
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 16,263)
12,257 3,713 36 3,194 12,802 15,487 16,551 776 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 56.3 0.4 54.8 40.6 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
58 34 8 31 25 95 61
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,266
COMMITMENTS
51,691 30,408 14,604 63,177 95,757 129,472 140,770 37,794 26,496
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -891)
-3,249 4,405 -229 2,677 -6,259 -801 -2,083 -89 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 18.2 8.7 37.8 57.2 77.4 84.2 22.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
28 27 15 37 40 72 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 175,552
COMMITMENTS
26,984 83,936 7,828 120,109 43,437 154,921 135,201 20,631 40,352
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 11,565)
1,663 14,932 -2,709 11,938 -4,165 10,892 8,058 673 3,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 47.8 4.5 68.4 24.7 88.2 77.0 11.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 35 16 41 36 73 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 690,625
COMMITMENTS
195,406 111,022 29,376 373,435 502,911 598,217 643,310 92,407 47,315
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 6,549)
-1,766 -953 1,617 5,210 4,296 5,061 4,960 1,488 1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 16.1 4.3 54.1 72.8 86.6 93.1 13.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
94 47 48 131 99 238 181
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,824
COMMITMENTS
5,572 2,145 470 8,262 16,369 14,304 18,984 11,520 6,840
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 145)
59 816 0 -271 369 -212 1,185 357 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 8.3 1.8 32.0 63.4 55.4 73.5 44.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 1 10 10 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 47,477
COMMITMENTS
12,517 37,765 1,278 31,204 6,185 45,000 45,228 2,477 2,248
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -419)
-2,429 -946 643 1,551 454 -236 150 -183 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 79.5 2.7 65.7 13.0 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 26 10 13 12 49 44
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,259
COMMITMENTS
20,354 15,630 1,983 10,051 17,342 32,388 34,955 5,871 3,304
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,690)
352 1,657 427 1,906 1,036 2,685 3,120 1,005 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 40.9 5.2 26.3 45.3 84.7 91.4 15.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
30 22 9 14 14 49 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,582
COMMITMENTS
5,810 3,760 0 5,578 7,237 11,388 10,997 1,194 1,585
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 368)
129 264 0 274 0 403 264 -35 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 29.9 0.0 44.3 57.5 90.5 87.4 9.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 8 0 9 4 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,372,729
COMMITMENTS
1851473 811,786 10993666 7889583 8607261 20734721 20412712 638,008 960,016
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 390,605)
165,418 53,666 62,029 124,780 244,800 352,227 360,495 38,378 30,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.8 51.4 36.9 40.3 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
64 65 104 129 128 248 246
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,491
COMMITMENTS
5,442 7,858 1,594 554 184 7,590 9,635 2,902 856
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 541)
712 460 -4 65 12 773 469 -233 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 74.9 15.2 5.3 1.7 72.3 91.8 27.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
54 29 27 3 2 68 48
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 430,796
COMMITMENTS
29,873 52,785 99,615 300,400 278,085 429,888 430,485 908 311
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -60,151)
-10,241 4,846 -10,024 -40,009 -55,023 -60,274 -60,201 123 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.3 23.1 69.7 64.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 30 37 34 37 80 82
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 229,402
COMMITMENTS
82,670 24,254 40,948 105,700 164,016 229,318 229,218 84 184
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,604)
16,411 13,317 -5,071 -6,764 -3,686 4,576 4,560 28 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 10.6 17.8 46.1 71.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 25 30 27 35 62 78
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 605,897
COMMITMENTS
60,471 65,668 78,991 406,566 411,614 546,027 556,273 59,870 49,624
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -182,418)
-20,191 -9,806 -44,279 -97,298 -105,782 -161,768 -159,867 -20,651 -22,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.8 13.0 67.1 67.9 90.1 91.8 9.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
100 86 99 287 261 436 397
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 25,267
COMMITMENTS
4,535 5,856 0 17,075 18,324 21,610 24,180 3,657 1,087
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -18,537)
119 -449 -448 -18,446 -14,838 -18,775 -15,735 238 -2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 23.2 0.0 67.6 72.5 85.5 95.7 14.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 0 19 9 24 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,029,485
COMMITMENTS
302,353 328,341 394,953 2032829 2058072 2730134 2781365 299,350 248,119
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -671,462)
-119,124 -85,432 -136,357 -364,781 -389,570 -620,262 -611,359 -51,201 -60,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.8 13.0 67.1 67.9 90.1 91.8 9.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
100 86 99 287 261 436 397
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 52,936
COMMITMENTS
17,336 1,016 0 31,581 50,029 48,917 51,045 4,019 1,891
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -4,860)
28 88 -427 -4,230 -5,465 -4,629 -5,804 -231 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 1.9 0.0 59.7 94.5 92.4 96.4 7.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 2 0 22 10 28 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 24,363
COMMITMENTS
925 0 0 18,562 23,464 19,487 23,464 4,876 899
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -11,317)
226 -1,111 0 -12,951 -10,553 -12,725 -11,664 1,408 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 76.2 96.3 80.0 96.3 20.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 9 12 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 46,611
COMMITMENTS
6,871 2,639 185 30,566 40,653 37,622 43,477 8,989 3,134
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,941)
788 871 34 -3,514 -4,065 -2,692 -3,160 -1,249 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 5.7 0.4 65.6 87.2 80.7 93.3 19.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 8 3 36 30 48 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,929
COMMITMENTS
9,901 12,260 5,250 28,455 24,550 43,605 42,059 7,323 8,870
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -10,332)
-1,533 -1,049 -3,490 -4,350 -4,464 -9,373 -9,003 -959 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 24.1 10.3 55.9 48.2 85.6 82.6 14.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
55 72 45 115 132 192 227
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 254,644
COMMITMENTS
49,505 61,298 26,248 142,274 122,749 218,027 210,296 36,617 44,348
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -51,658)
-7,665 -5,244 -17,449 -21,749 -22,321 -46,863 -45,014 -4,796 -6,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 24.1 10.3 55.9 48.2 85.6 82.6 14.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
55 72 45 115 132 192 227
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 51,332
COMMITMENTS
13,239 30,950 4,319 3,435 319 20,993 35,588 30,340 15,745
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -67,250)
-15,719 -47,012 -17,055 -4,040 -158 -36,814 -64,226 -30,436 -3,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 60.3 8.4 6.7 0.6 40.9 69.3 59.1 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 11 6 3 1 13 13
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,501
COMMITMENTS
58,111 53,275 5,772 45,876 64,367 109,759 123,415 33,741 20,086
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,960)
760 2,892 156 1,995 164 2,911 3,212 2,049 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 37.1 4.0 32.0 44.9 76.5 86.0 23.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 23 16 29 27 60 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 500,961
COMMITMENTS
82,127 72,982 9,743 378,123 398,096 469,993 480,821 30,968 20,140
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -129,629)
-5,979 1,089 -15,748 -106,015 -110,810 -127,742 -125,469 -1,887 -4,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 14.6 1.9 75.5 79.5 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
72 46 23 167 132 252 188
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 23,729
COMMITMENTS
1,926 548 0 19,594 22,876 21,520 23,424 2,209 305
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -1,961)
660 120 -460 -2,050 -1,470 -1,850 -1,810 -111 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.3 0.0 82.6 96.4 90.7 98.7 9.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 15 11 18 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,347
COMMITMENTS
1,833 5,753 2 7,917 3,706 9,752 9,461 4,595 4,886
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 40.1 0.0 55.2 25.8 68.0 65.9 32.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 2 7 5 13 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,206
COMMITMENTS
9,883 1,623 395 13,895 12,029 24,173 14,047 7,033 17,159
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,939)
1,222 -1,178 224 -4,569 2,537 -3,123 1,583 -816 -5,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 5.2 1.3 44.5 38.5 77.5 45.0 22.5 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 4 3 18 18 32 24
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 170,477
COMMITMENTS
51,310 400 7,366 111,599 162,641 170,275 170,407 202 70
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,192)
1,160 0 -6 3,136 4,198 4,290 4,192 -98 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 0.2 4.3 65.5 95.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
27 3 5 36 29 64 37
Updated March 25, 2021