BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,349
COMMITMENTS
445 1,427 869 10,197 9,450 11,512 11,746 837 603
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 1,283)
137 234 75 1,170 948 1,382 1,257 -99 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.6 7.0 82.6 76.5 93.2 95.1 6.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 9 6 26 21 35 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,071
COMMITMENTS
12,874 5,061 10,328 24,058 25,557 47,260 40,946 4,811 11,125
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 976)
144 305 277 383 68 804 650 172 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 9.7 19.8 46.2 49.1 90.8 78.6 9.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 13 19 35 29 56 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,825
COMMITMENTS
608 146 2,291 8,880 9,888 11,779 12,325 1,046 500
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 422)
72 -33 80 252 445 404 492 18 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.1 17.9 69.2 77.1 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 6 28 22 36 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,074
COMMITMENTS
614 589 2,580 3,582 2,797 6,776 5,966 1,298 2,108
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 474)
97 84 201 125 211 423 496 51 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.3 32.0 44.4 34.6 83.9 73.9 16.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 7 13 7 20 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 340,494
COMMITMENTS
126,317 26,646 95,758 92,601 177,128 314,677 299,533 25,818 40,962
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 14,452)
9,773 -422 5,171 -1,459 7,593 13,485 12,342 967 2,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 7.8 28.1 27.2 52.0 92.4 88.0 7.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
132 65 109 91 98 275 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,529
COMMITMENTS
112,750 19,167 77,992 127,034 204,441 317,775 301,599 31,754 47,930
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 701)
4,248 -9,215 -1,989 -684 10,172 1,576 -1,032 -875 1,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 5.5 22.3 36.3 58.5 90.9 86.3 9.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
133 60 118 120 150 304 291
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,547
COMMITMENTS
340 250 366 830 1,219 1,536 1,835 1,011 712
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -156)
-42 -35 -42 84 -145 0 -221 -156 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 9.8 14.4 32.6 47.9 60.3 72.0 39.7 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 7 6 13 13 23 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,892
COMMITMENTS
15,550 6,768 16,018 15,256 10,039 46,823 32,824 7,068 21,067
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 2,598)
441 -1,752 1,539 381 301 2,361 88 237 2,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 12.6 29.7 28.3 18.6 86.9 60.9 13.1 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
56 44 72 57 51 159 138
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,017
COMMITMENTS
1,789 14,189 5,187 28,261 15,917 35,237 35,293 780 724
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 383)
93 203 419 -103 -239 409 384 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 39.4 14.4 78.5 44.2 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 17 9 28 30 39 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,749
COMMITMENTS
19,462 11,869 0 29,634 38,693 49,096 50,562 2,653 1,187
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 4,086)
2,571 2,779 -17 1,690 1,665 4,244 4,427 -158 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 22.9 0.0 57.3 74.8 94.9 97.7 5.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 8 0 13 9 33 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 199,739
COMMITMENTS
47,812 43,013 10,337 102,240 124,253 160,390 177,604 39,349 22,135
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -19,474)
-12,466 -7,393 -2,488 -4,651 -6,466 -19,606 -16,348 131 -3,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 21.5 5.2 51.2 62.2 80.3 88.9 19.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 19 17 44 36 80 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,594
COMMITMENTS
17,131 9,773 1,690 19,746 16,905 38,567 28,368 9,027 19,226
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 39)
533 -246 -21 -1,302 1,203 -790 937 829 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 20.5 3.6 41.5 35.5 81.0 59.6 19.0 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 13 6 17 17 29 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,523
COMMITMENTS
65,404 91,886 2,838 75,709 52,503 143,951 147,228 6,572 3,295
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 3,947)
-737 -2,737 1,444 3,543 5,407 4,250 4,114 -304 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 61.0 1.9 50.3 34.9 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
64 33 14 32 31 104 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 209,896
COMMITMENTS
42,266 46,828 14,141 125,641 118,720 182,049 179,690 27,847 30,207
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -2,654)
429 -1,485 -1,188 669 54 -90 -2,620 -2,563 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 22.3 6.7 59.9 56.6 86.7 85.6 13.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
30 28 18 41 48 76 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,154
COMMITMENTS
32,420 92,244 10,217 152,875 77,474 195,512 179,934 19,642 35,219
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 4,455)
-1,669 487 933 4,977 2,296 4,241 3,716 214 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 42.9 4.7 71.1 36.0 90.9 83.6 9.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
28 46 20 44 41 84 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 737,069
COMMITMENTS
204,486 163,369 35,246 401,182 483,173 640,914 681,788 96,155 55,281
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -7,219)
-5,665 1,775 1,687 -6,749 -8,074 -10,726 -4,612 3,507 -2,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 22.2 4.8 54.4 65.6 87.0 92.5 13.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
90 56 38 138 101 242 181
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,780
COMMITMENTS
4,973 3,228 1,440 10,721 18,138 17,134 22,806 12,646 6,974
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -455)
57 -132 0 -192 -26 -135 -158 -320 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.8 4.8 36.0 60.9 57.5 76.6 42.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 2 11 9 18 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,959
COMMITMENTS
14,598 7,807 0 5,945 16,775 20,543 24,582 7,416 3,377
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 2,816)
3,648 0 0 593 2,714 4,241 2,714 -1,425 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 27.9 0.0 21.3 60.0 73.5 87.9 26.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 2 0 10 13 19 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,560
COMMITMENTS
29,191 7,371 709 10,007 33,768 39,907 41,848 3,653 1,712
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 3,752)
998 648 -187 2,805 3,126 3,616 3,587 137 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 16.9 1.6 23.0 77.5 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 19 4 15 7 45 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,160
COMMITMENTS
19,372 18,084 497 20,345 21,412 40,214 39,993 3,945 4,166
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 352)
-1,139 459 -294 1,990 764 558 929 -205 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 41.0 1.1 46.1 48.5 91.1 90.6 8.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 22 9 30 23 67 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,324
COMMITMENTS
9,122 4,117 0 7,818 12,648 16,940 16,765 1,384 1,559
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 1,057)
106 744 0 853 258 959 1,002 98 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 22.5 0.0 42.7 69.0 92.4 91.5 7.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 14 0 14 6 22 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,088,267
COMMITMENTS
1005498 1236029 10454879 9990612 9519277 21450990 21210186 637,278 878,081
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -6,820)
34,335 4,290 -81,355 25,043 43,847 -21,978 -33,218 15,158 26,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.6 47.3 45.2 43.1 97.1 96.0 2.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
57 70 103 146 151 263 268
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,079
COMMITMENTS
3,801 5,310 1,775 730 171 6,305 7,256 1,774 823
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -563)
-1,697 -1,283 874 122 -34 -701 -443 138 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 65.7 22.0 9.0 2.1 78.0 89.8 22.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
36 26 20 3 3 48 42
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 19,506
COMMITMENTS
11,296 15,580 2,901 1,005 0 15,202 18,481 4,304 1,025
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -213)
-1,937 -1,646 1,974 549 -111 586 217 -799 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 79.9 14.9 5.2 0.0 77.9 94.7 22.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
59 17 8 1 0 63 22
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 651,562
COMMITMENTS
82,480 122,245 129,475 439,518 399,677 651,473 651,397 89 165
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 9,780)
-12,759 30,017 -15,746 38,264 -4,520 9,759 9,751 21 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.8 19.9 67.5 61.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
25 29 40 42 48 91 97
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 185,164
COMMITMENTS
60,094 32,844 36,489 88,453 115,729 185,036 185,062 128 102
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 5,754)
-5,592 156 51 11,288 5,509 5,747 5,716 7 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 17.7 19.7 47.8 62.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 23 26 21 35 57 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 688,265
COMMITMENTS
78,582 65,379 121,218 409,282 424,314 609,082 610,911 79,183 77,354
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 13,911)
3,558 1,038 12,294 -7,858 -3,809 7,994 9,522 5,917 4,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.5 17.6 59.5 61.6 88.5 88.8 11.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
113 79 108 277 253 438 392
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 40,617
COMMITMENTS
14,252 8,730 6,062 10,595 7,590 30,909 22,382 9,709 18,235
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 8,666)
4,106 2,843 171 4,376 1,691 8,653 4,705 13 3,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 21.5 14.9 26.1 18.7 76.1 55.1 23.9 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 10 14 8 10 22 24
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| 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: 21,574
COMMITMENTS
2,294 4,835 0 17,379 16,054 19,673 20,889 1,901 685
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 22.4 0.0 80.6 74.4 91.2 96.8 8.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 0 9 10 11 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| 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: 22,177
COMMITMENTS
217 2,152 0 19,028 19,009 19,245 21,161 2,932 1,016
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -48)
-212 -420 0 127 645 -85 225 37 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.7 0.0 85.8 85.7 86.8 95.4 13.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 17 11 18 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,238,238
COMMITMENTS
424,144 385,740 473,288 1993435 2083620 2890866 2942647 347,372 295,591
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 26,223)
30,066 23,781 27,809 -61,169 -27,503 -3,294 24,086 29,517 2,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 11.9 14.6 61.6 64.3 89.3 90.9 10.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
115 75 106 275 251 434 388
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| 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: 29,218
COMMITMENTS
2,200 664 0 23,729 27,998 25,929 28,662 3,289 556
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -2,150)
585 0 0 -2,815 -2,195 -2,230 -2,195 80 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.3 0.0 81.2 95.8 88.7 98.1 11.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 0 24 10 28 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| 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: 16,913
COMMITMENTS
878 2,771 0 13,820 13,693 14,698 16,464 2,215 449
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 4,594)
-5 378 0 4,324 4,594 4,319 4,972 275 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 16.4 0.0 81.7 81.0 86.9 97.3 13.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 13 11 14 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 43,811
COMMITMENTS
8,826 1,469 175 26,469 38,727 35,470 40,371 8,341 3,440
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -1,295)
-1,132 -803 -84 -329 159 -1,545 -728 250 -567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.4 0.4 60.4 88.4 81.0 92.1 19.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 5 4 33 30 46 38
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 3,133
COMMITMENTS
1,800 2,440 180 0 105 1,980 2,725 1,153 408
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -134)
-267 -45 -1 0 -14 -268 -60 134 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 77.9 5.7 0.0 3.4 63.2 87.0 36.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 16 6 0 2 24 23
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,281
COMMITMENTS
12,696 13,942 7,975 26,977 23,393 47,648 45,310 7,633 9,971
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 1,206)
-1,695 -72 1,182 1,869 232 1,356 1,342 -150 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 25.2 14.4 48.8 42.3 86.2 82.0 13.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
85 93 74 85 94 208 224
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,404
COMMITMENTS
63,482 69,711 39,875 134,883 116,966 238,240 226,551 38,165 49,853
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 6,030)
-8,475 -360 5,910 9,344 1,161 6,779 6,711 -749 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 25.2 14.4 48.8 42.3 86.2 82.0 13.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
85 93 74 85 94 208 224
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 74,075
COMMITMENTS
21,303 43,878 1,974 5,780 564 29,058 46,416 45,017 27,658
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 10,414)
3,016 17,479 -258 5,024 -299 7,783 16,922 2,631 -6,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 59.2 2.7 7.8 0.8 39.2 62.7 60.8 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 8 7 4 2 17 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 178,939
COMMITMENTS
57,138 98,645 7,874 94,759 41,227 159,771 147,746 19,168 31,193
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 4,140)
455 3,038 1,310 4,162 -1,706 5,927 2,641 -1,787 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 55.1 4.4 53.0 23.0 89.3 82.6 10.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 31 15 28 31 57 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 467,076
COMMITMENTS
57,525 113,743 13,284 365,867 314,878 436,675 441,905 30,401 25,171
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 4,520)
1,803 2,678 74 2,570 -737 4,447 2,016 73 2,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 24.4 2.8 78.3 67.4 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
55 56 31 143 135 214 206
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 32,648
COMMITMENTS
2,621 558 5 28,522 31,631 31,148 32,194 1,500 454
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 0)
6 -2 0 -5 0 1 -2 -1 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.7 0.0 87.4 96.9 95.4 98.6 4.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 1 14 9 20 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,710
COMMITMENTS
2,345 7,844 0 9,485 1,898 11,830 9,742 3,880 5,968
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 49.9 0.0 60.4 12.1 75.3 62.0 24.7 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 0 10 2 14 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,887
COMMITMENTS
21,275 4,772 63 20,390 11,507 41,728 16,342 6,159 31,545
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 2,536)
709 1,818 22 1,627 385 2,358 2,225 178 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 10.0 0.1 42.6 24.0 87.1 34.1 12.9 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 4 3 26 19 42 25
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 |
--------------------------------------------------------------| 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: 225,009
COMMITMENTS
70,873 577 10,520 143,296 213,801 224,689 224,898 320 111
CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -1,670)
-5,251 75 1,163 4,384 3,061 296 4,299 -1,966 -5,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 0.3 4.7 63.7 95.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
33 5 6 37 32 71 43
Updated July 30, 2021