BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,873
COMMITMENTS
129 2,102 738 8,099 6,730 8,967 9,570 906 302
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 162)
-3 194 8 158 -23 164 179 -1 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 21.3 7.5 82.0 68.2 90.8 96.9 9.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 9 7 28 24 37 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,222
COMMITMENTS
10,085 5,820 8,683 23,342 21,923 42,110 36,426 4,112 9,796
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 403)
-123 -85 -185 654 89 346 -181 57 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 12.6 18.8 50.5 47.4 91.1 78.8 8.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 16 23 34 26 63 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,683
COMMITMENTS
678 553 1,873 8,131 8,529 10,681 10,956 1,001 727
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 700)
49 73 121 466 455 637 649 63 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.7 16.0 69.6 73.0 91.4 93.8 8.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 6 32 25 41 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,553
COMMITMENTS
2,065 508 1,825 3,763 4,476 7,653 6,809 901 1,744
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 533)
343 -1 50 135 469 528 518 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 5.9 21.3 44.0 52.3 89.5 79.6 10.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 6 16 12 23 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 304,877
COMMITMENTS
101,888 21,452 91,655 88,599 153,981 282,142 267,088 22,735 37,789
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,235)
-638 -6,297 5,530 -2,412 2,654 2,480 1,887 -245 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 7.0 30.1 29.1 50.5 92.5 87.6 7.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
117 63 115 92 91 267 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 350,683
COMMITMENTS
92,196 40,777 80,994 140,593 181,752 313,783 303,523 36,901 47,160
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,900)
-1,101 4,211 1,218 1,711 -2,385 1,828 3,045 71 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 11.6 23.1 40.1 51.8 89.5 86.6 10.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
118 91 124 134 150 323 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 1,941
COMMITMENTS
388 204 176 687 986 1,251 1,366 690 575
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 69)
-23 -25 -13 26 93 -10 54 79 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 10.5 9.1 35.4 50.8 64.5 70.4 35.5 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 5 4 14 15 23 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,107
COMMITMENTS
12,215 14,333 11,438 14,493 9,088 38,147 34,859 9,960 13,249
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -88)
-179 1,122 -350 319 63 -211 835 122 -923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 29.8 23.8 30.1 18.9 79.3 72.5 20.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
42 61 56 76 57 153 147
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,552
COMMITMENTS
2,565 11,601 2,945 22,632 13,109 28,143 27,655 409 896
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 196)
159 253 -167 197 30 190 117 6 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 40.6 10.3 79.3 45.9 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 13 7 27 27 38 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,604
COMMITMENTS
28,397 7,569 105 20,617 42,951 49,119 50,625 2,485 979
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -2,025)
526 -2,069 52 -2,697 -120 -2,119 -2,137 94 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 14.7 0.2 40.0 83.2 95.2 98.1 4.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
31 9 1 15 8 47 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,651
COMMITMENTS
23,101 40,847 12,010 77,408 65,575 112,519 118,432 33,131 27,219
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -9,611)
3,366 -4,973 -3,177 -7,956 -3,702 -7,767 -11,853 -1,844 2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 28.0 8.2 53.1 45.0 77.3 81.3 22.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
24 20 14 37 40 69 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,119
COMMITMENTS
6,732 20,264 1,336 45,855 15,803 53,922 37,403 9,197 25,717
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 3,337)
-715 2,605 417 3,633 -820 3,335 2,203 2 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 32.1 2.1 72.6 25.0 85.4 59.3 14.6 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 20 7 17 20 28 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 172,740
COMMITMENTS
92,423 112,016 1,658 73,103 55,626 167,185 169,301 5,555 3,439
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,639)
3,688 4,183 547 -568 -2,614 3,667 2,116 -1,027 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 64.8 1.0 42.3 32.2 96.8 98.0 3.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
67 37 12 35 34 107 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 196,667
COMMITMENTS
58,604 56,981 15,912 93,355 90,324 167,871 163,217 28,796 33,450
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 17,761)
5,412 4,577 3,680 7,303 4,081 16,395 12,338 1,366 5,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 29.0 8.1 47.5 45.9 85.4 83.0 14.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
32 34 24 42 44 84 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 247,773
COMMITMENTS
34,708 110,336 13,627 179,881 86,088 228,215 210,050 19,558 37,723
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 40,518)
12,886 32,179 2,292 26,812 -165 41,991 34,306 -1,472 6,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 44.5 5.5 72.6 34.7 92.1 84.8 7.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
22 43 20 47 41 79 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 720,568
COMMITMENTS
195,245 194,430 32,184 403,577 434,006 631,006 660,620 89,562 59,948
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 10,156)
7,264 16,159 1,959 -355 -12,320 8,869 5,799 1,287 4,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 27.0 4.5 56.0 60.2 87.6 91.7 12.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
95 65 35 137 103 243 193
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,154
COMMITMENTS
4,060 4,042 244 11,951 20,525 16,255 24,811 13,899 5,343
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 681)
112 631 0 19 -27 131 604 550 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 13.4 0.8 39.6 68.1 53.9 82.3 46.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 2 1 11 10 16 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,136
COMMITMENTS
9,364 7,890 467 11,702 15,422 21,533 23,779 6,603 4,357
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -852)
-1,512 66 467 409 -1,501 -636 -968 -216 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 28.0 1.7 41.6 54.8 76.5 84.5 23.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 2 10 9 19 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,975
COMMITMENTS
12,737 7,651 435 11,796 17,752 24,968 25,838 3,007 2,137
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 4,585)
-706 -20 435 4,760 3,929 4,489 4,344 96 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 27.3 1.6 42.2 63.5 89.3 92.4 10.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
30 16 4 19 12 52 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,678
COMMITMENTS
18,324 8,080 772 10,472 21,070 29,568 29,922 4,109 3,756
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -3,019)
-1,379 -3,523 -332 -540 837 -2,251 -3,019 -768 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 24.0 2.3 31.1 62.6 87.8 88.8 12.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 16 8 23 25 57 43
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,727
COMMITMENTS
6,984 4,465 545 5,905 7,970 13,434 12,980 1,293 1,747
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 7)
-1,531 255 -278 1,553 -127 -256 -150 263 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 30.3 3.7 40.1 54.1 91.2 88.1 8.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 2 9 10 16 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,628,732
COMMITMENTS
1022639 1443395 9404617 10557825 9891160 20985081 20739172 643,651 889,560
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,416,853)
-136,590 -80,228 835,506 715,087 558,604 1414003 1313882 2,850 102,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.7 43.5 48.8 45.7 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
53 68 94 155 156 262 268
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 7,234
COMMITMENTS
4,561 5,457 649 495 301 5,705 6,407 1,529 827
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -413)
129 23 -258 94 -78 -35 -314 -378 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 75.4 9.0 6.8 4.2 78.9 88.6 21.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
40 30 18 2 2 49 44
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 26,423
COMMITMENTS
20,838 22,718 901 197 1,567 21,936 25,186 4,487 1,237
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 808)
3,089 2,239 -1,705 -34 34 1,350 568 -542 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.9 86.0 3.4 0.7 5.9 83.0 95.3 17.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
76 12 5 2 2 80 17
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 816,277
COMMITMENTS
65,705 118,000 142,405 607,816 554,691 815,925 815,096 351 1,181
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 40,336)
2,624 -31,810 17,900 19,621 53,192 40,145 39,281 191 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 14.5 17.4 74.5 68.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 34 41 48 52 95 103
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 187,371
COMMITMENTS
26,789 50,175 37,626 122,849 99,329 187,264 187,130 107 241
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 8,896)
1,238 -588 657 7,003 8,842 8,898 8,911 -2 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 26.8 20.1 65.6 53.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 21 22 28 30 54 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 631,117
COMMITMENTS
77,300 61,187 110,113 379,471 401,646 566,884 572,945 64,233 58,172
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 6,469)
2,172 -4,005 7,001 1,055 1,395 10,227 4,391 -3,758 2,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.7 17.4 60.1 63.6 89.8 90.8 10.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
109 89 121 281 259 447 413
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 26,199
COMMITMENTS
3,237 4,665 0 21,199 20,860 24,436 25,525 1,763 674
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -1,038)
-932 0 0 708 -1,104 -224 -1,104 -814 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 17.8 0.0 80.9 79.6 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 11 6 14 7
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 30,421
COMMITMENTS
1,026 2,541 0 23,756 26,899 24,782 29,440 5,639 981
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 5,181)
-414 340 0 2,812 4,880 2,398 5,220 2,783 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 8.4 0.0 78.1 88.4 81.5 96.8 18.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 0 16 12 20 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,155,586
COMMITMENTS
386,499 305,934 550,564 1897355 2008229 2834418 2864727 321,167 290,859
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 32,343)
10,859 -20,024 35,004 5,273 6,975 51,135 21,954 -18,792 10,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.7 17.4 60.1 63.6 89.8 90.8 10.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
109 89 121 281 259 447 413
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 24,910
COMMITMENTS
1,425 692 0 18,890 23,399 20,315 24,091 4,595 819
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,269)
-300 -108 0 1,181 2,223 881 2,115 1,388 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.8 0.0 75.8 93.9 81.6 96.7 18.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 0 20 9 23 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 26,852
COMMITMENTS
1,233 262 0 22,367 23,769 23,600 24,031 3,252 2,821
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 5,158)
-124 0 0 4,775 3,054 4,651 3,054 507 2,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.0 0.0 83.3 88.5 87.9 89.5 12.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 10 11 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 41,449
COMMITMENTS
9,483 766 26 22,609 36,821 32,118 37,613 9,331 3,836
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -2,066)
-395 233 -28 -2,236 -1,938 -2,659 -1,733 593 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.8 0.1 54.5 88.8 77.5 90.7 22.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 3 2 32 28 44 33
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 4,296
COMMITMENTS
2,654 3,453 335 122 52 3,111 3,840 1,185 456
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 324)
393 218 56 -32 -9 417 265 -93 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 80.4 7.8 2.8 1.2 72.4 89.4 27.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
28 16 6 1 1 33 20
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,934
COMMITMENTS
12,544 13,385 8,998 25,053 23,707 46,595 46,091 9,338 9,843
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 3,236)
-1,210 1,308 1,514 1,827 -1,051 2,132 1,771 1,104 1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 23.9 16.1 44.8 42.4 83.3 82.4 16.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
79 94 61 96 101 202 229
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,668
COMMITMENTS
62,721 66,926 44,990 125,265 118,537 232,976 230,454 46,692 49,214
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 16,178)
-6,048 6,538 7,571 9,135 -5,255 10,658 8,853 5,520 7,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 23.9 16.1 44.8 42.4 83.3 82.4 16.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
79 94 61 96 101 202 229
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 62,610
COMMITMENTS
11,212 44,078 1,601 8,210 1,747 21,023 47,425 41,587 15,185
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 22,285)
2,247 23,279 401 7,638 1,385 10,286 25,066 11,999 -2,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 70.4 2.6 13.1 2.8 33.6 75.7 66.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 16 5 2 2 15 19
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 192,712
COMMITMENTS
18,494 105,734 10,336 148,452 42,727 177,282 158,797 15,429 33,915
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -4,411)
-7,381 -7,304 876 2,021 410 -4,483 -6,017 73 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 54.9 5.4 77.0 22.2 92.0 82.4 8.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
20 36 17 32 29 60 74
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 443,206
COMMITMENTS
52,100 107,942 11,682 349,071 301,449 412,853 421,073 30,353 22,133
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 970)
5,918 -5,095 584 -6,452 5,379 50 867 920 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 24.4 2.6 78.8 68.0 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
56 61 30 150 134 220 211
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 25,377
COMMITMENTS
4,783 564 13 19,606 24,269 24,402 24,846 975 531
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 502)
1,038 240 5 -258 796 785 1,041 -283 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 2.2 0.1 77.3 95.6 96.2 97.9 3.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 1 12 10 18 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,378
COMMITMENTS
2,292 9,240 4 15,549 10,265 17,845 19,509 4,533 2,869
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -199)
-342 -87 0 -321 22 -663 -65 464 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 41.3 0.0 69.5 45.9 79.7 87.2 20.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 7 1 12 4 17 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,354
COMMITMENTS
15,686 6,339 1,003 24,768 18,062 41,457 25,404 6,897 22,950
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -3,014)
-1,501 579 -325 -1,208 1,348 -3,034 1,602 20 -4,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 13.1 2.1 51.2 37.4 85.7 52.5 14.3 47.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 9 3 20 24 38 34
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 243,892
COMMITMENTS
70,000 1,782 11,519 162,106 230,572 243,625 243,873 267 19
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 6,200)
352 57 382 6,507 5,802 7,241 6,241 -1,041 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.7 4.7 66.5 94.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 7 6 38 30 70 42
Updated October 01, 2021