BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,291
COMMITMENTS
151 2,580 622 7,441 5,700 8,214 8,901 1,077 390
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 313)
-2 239 -31 238 197 205 404 108 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 27.8 6.7 80.1 61.3 88.4 95.8 11.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 9 6 28 23 36 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,827
COMMITMENTS
8,620 2,471 8,455 21,533 22,723 38,608 33,649 4,219 9,177
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 2,169)
734 -670 365 751 2,475 1,850 2,169 319 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.8 19.7 50.3 53.1 90.1 78.6 9.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 18 21 33 31 62 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,450
COMMITMENTS
599 1,126 2,479 8,384 8,168 11,462 11,773 988 678
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 979)
72 265 312 516 365 900 942 79 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 9.0 19.9 67.3 65.6 92.1 94.6 7.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 4 7 34 25 43 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,914
COMMITMENTS
3,440 256 1,864 4,620 6,314 9,923 8,434 991 2,480
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,145)
477 -54 75 461 601 1,013 621 133 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 2.3 17.1 42.3 57.9 90.9 77.3 9.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 5 17 12 25 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,440
COMMITMENTS
100,278 23,746 81,383 87,243 146,679 268,904 251,808 21,537 38,632
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -26,614)
-7,527 433 -17,211 -1,009 -7,147 -25,747 -23,924 -867 -2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 8.2 28.0 30.0 50.5 92.6 86.7 7.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
117 65 105 92 96 267 219
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,428
COMMITMENTS
97,282 33,516 65,296 128,199 178,893 290,777 277,705 32,651 45,723
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -2,758)
3,200 -4,187 1,666 -5,032 214 -166 -2,307 -2,592 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 10.4 20.2 39.6 55.3 89.9 85.9 10.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
119 85 121 124 155 306 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,196
COMMITMENTS
560 140 180 609 1,247 1,349 1,567 847 629
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 58)
82 -5 5 -7 62 80 61 -22 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.4 8.2 27.7 56.8 61.4 71.3 38.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 4 13 14 26 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,492
COMMITMENTS
13,851 13,175 9,563 12,525 8,546 35,939 31,284 8,553 13,208
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 738)
714 -105 304 -396 617 623 815 116 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 29.6 21.5 28.2 19.2 80.8 70.3 19.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
50 48 56 65 45 147 125
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,310
COMMITMENTS
1,714 8,398 1,949 18,327 11,377 21,990 21,724 320 586
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 97)
-199 -178 24 273 300 97 146 0 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 37.6 8.7 82.1 51.0 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 12 8 26 25 38 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,589
COMMITMENTS
31,551 9,380 126 18,778 43,119 50,455 52,625 3,134 964
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -1,182)
1,358 -1,505 126 -2,610 13 -1,126 -1,366 -56 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 17.5 0.2 35.0 80.5 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
44 8 1 16 8 61 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 176,351
COMMITMENTS
41,769 48,124 12,500 80,767 93,844 135,037 154,468 41,314 21,883
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 26,219)
17,961 672 1,655 4,289 24,174 23,906 26,501 2,313 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 27.3 7.1 45.8 53.2 76.6 87.6 23.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 27 17 46 41 86 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,558
COMMITMENTS
2,365 20,771 1,560 46,970 12,773 50,895 35,104 8,663 24,454
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -2,328)
-1,195 2,521 283 -1,431 -3,811 -2,343 -1,008 15 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 34.9 2.6 78.9 21.4 85.5 58.9 14.5 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 5 18 17 26 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 164,391
COMMITMENTS
70,192 108,762 1,331 86,901 50,449 158,425 160,543 5,967 3,848
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -7,503)
-3,937 -4,927 -529 -3,400 -2,155 -7,866 -7,612 364 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 66.2 0.8 52.9 30.7 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
53 46 14 28 28 88 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,133
COMMITMENTS
49,232 45,678 14,724 88,347 92,145 152,303 152,547 28,831 28,586
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -11,875)
2,093 -12,488 1,008 -18,069 4,989 -14,967 -6,491 3,092 -5,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 25.2 8.1 48.8 50.9 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
22 35 18 43 48 77 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 298,893
COMMITMENTS
34,089 147,039 18,157 224,039 90,850 276,285 256,046 22,608 42,847
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 23,350)
1,516 25,284 1,863 20,440 -5,708 23,819 21,439 -469 1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 49.2 6.1 75.0 30.4 92.4 85.7 7.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
21 50 25 43 41 79 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 727,421
COMMITMENTS
195,034 206,435 30,961 411,532 429,516 637,527 666,912 89,894 60,508
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -19,724)
-8,438 -16,123 -563 -9,627 790 -18,628 -15,896 -1,095 -3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 28.4 4.3 56.6 59.0 87.6 91.7 12.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
96 65 41 137 101 245 195
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,327
COMMITMENTS
4,524 4,406 195 12,511 20,489 17,230 25,090 14,097 6,237
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 335)
458 -18 -49 692 -13 1,101 -80 -766 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.1 0.6 39.9 65.4 55.0 80.1 45.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 1 12 11 18 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,697
COMMITMENTS
4,639 10,248 766 10,608 10,215 16,013 21,229 8,684 3,468
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -3,591)
-4,387 2,282 765 -1,075 -6,099 -4,697 -3,052 1,106 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 41.5 3.1 43.0 41.4 64.8 86.0 35.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 11 9 17 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,016
COMMITMENTS
16,432 17,090 143 9,906 10,021 26,481 27,254 3,535 2,762
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 2,678)
1,983 2,268 8 306 314 2,297 2,590 381 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 56.9 0.5 33.0 33.4 88.2 90.8 11.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 22 3 13 10 43 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,805
COMMITMENTS
21,004 14,632 902 11,260 18,793 33,166 34,327 4,639 3,478
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 442)
537 2,892 260 -1,340 -1,944 -543 1,208 985 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 38.7 2.4 29.8 49.7 87.7 90.8 12.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
38 25 12 26 21 71 51
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,805
COMMITMENTS
7,667 3,954 601 4,111 7,556 12,379 12,111 1,426 1,694
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -1,189)
57 -1,500 599 -2,008 -9 -1,352 -910 163 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 28.6 4.4 29.8 54.7 89.7 87.7 10.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 9 2 9 9 20 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,386,576
COMMITMENTS
992,409 1381598 9611619 11166778 10453411 21770807 21446629 615,769 939,947
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -447,411)
-260,649 -198,836 -202,627 9,267 -76,574 -454,009 -478,036 6,598 30,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.2 42.9 49.9 46.7 97.2 95.8 2.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
50 66 93 153 155 253 269
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,872
COMMITMENTS
7,084 9,908 2,361 486 240 9,932 12,510 3,940 1,362
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 2,783)
233 1,638 620 -205 106 649 2,365 2,134 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 71.4 17.0 3.5 1.7 71.6 90.2 28.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
52 42 30 3 3 75 58
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 61,604
COMMITMENTS
50,268 51,900 5,264 133 2,891 55,665 60,055 5,939 1,549
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 10,667)
9,973 10,277 -237 -16 243 9,720 10,283 947 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.6 84.2 8.5 0.2 4.7 90.4 97.5 9.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
93 26 4 1 2 95 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 977,433
COMMITMENTS
133,001 143,360 163,801 679,332 668,942 976,134 976,103 1,298 1,330
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 56,154)
40,072 21,147 -21,575 37,070 55,869 55,567 55,441 587 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 14.7 16.8 69.5 68.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
27 37 42 49 59 103 113
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 189,860
COMMITMENTS
31,686 54,366 39,925 118,151 95,397 189,762 189,688 98 172
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 19,830)
199 -2,206 5,421 14,222 16,622 19,842 19,837 -12 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 28.6 21.0 62.2 50.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 25 25 26 31 58 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 615,014
COMMITMENTS
68,640 55,335 111,174 375,241 391,542 555,054 558,050 59,960 56,964
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 3,228)
-7,009 -1,375 7,610 4,554 -6,048 5,155 187 -1,926 3,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.0 18.1 61.0 63.7 90.3 90.7 9.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
101 95 122 286 260 452 413
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| 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: 30,185
COMMITMENTS
1,700 2,328 0 24,798 26,774 26,498 29,102 3,687 1,083
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 857)
393 68 0 251 1,112 644 1,180 213 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.7 0.0 82.2 88.7 87.8 96.4 12.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 0 17 10 22 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,075,069
COMMITMENTS
343,199 276,674 555,869 1876203 1957708 2775271 2790250 299,799 284,820
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 16,140)
-35,046 -6,873 38,050 22,769 -30,241 25,773 936 -9,632 15,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.0 18.1 61.0 63.7 90.3 90.7 9.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
101 95 122 286 260 452 413
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| 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: 33,303
COMMITMENTS
3,073 678 0 26,555 31,941 29,628 32,619 3,675 684
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,420)
638 -253 0 693 1,790 1,331 1,537 89 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.0 0.0 79.7 95.9 89.0 97.9 11.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 0 23 12 28 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| 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: 23,236
COMMITMENTS
428 262 0 21,081 22,032 21,509 22,294 1,727 942
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 203)
-219 0 0 453 -26 234 -26 -31 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 0.0 90.7 94.8 92.6 95.9 7.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 7 13 8 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 40,082
COMMITMENTS
8,327 1,678 130 22,948 34,714 31,405 36,522 8,677 3,560
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 950)
741 633 64 753 702 1,558 1,399 -608 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 4.2 0.3 57.3 86.6 78.4 91.1 21.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 4 4 33 30 45 37
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 5,024
COMMITMENTS
2,791 3,888 445 208 93 3,444 4,426 1,580 598
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 347)
63 120 185 -8 -25 240 280 107 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 77.4 8.9 4.1 1.9 68.6 88.1 31.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
32 17 7 1 2 36 24
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,183
COMMITMENTS
11,826 12,254 9,353 27,875 25,650 49,054 47,257 8,129 9,926
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 884)
-59 196 -248 1,627 106 1,320 54 -436 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 21.4 16.4 48.7 44.9 85.8 82.6 14.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
80 87 62 85 91 191 214
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 285,915
COMMITMENTS
59,130 61,270 46,766 139,374 128,251 245,270 236,287 40,645 49,628
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 4,420)
-297 980 -1,240 8,136 530 6,599 270 -2,179 4,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 21.4 16.4 48.7 44.9 85.8 82.6 14.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
80 87 62 85 91 191 214
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 71,494
COMMITMENTS
39,073 36,391 4,287 703 291 44,063 40,969 27,431 30,525
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 2,683)
11,956 -11,641 1,325 298 -1,286 13,579 -11,603 -10,895 14,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 50.9 6.0 1.0 0.4 61.6 57.3 38.4 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 10 7 2 1 17 14
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 172,024
COMMITMENTS
12,424 86,952 9,460 127,290 46,963 149,174 143,376 22,850 28,648
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -17,690)
1,024 -11,975 73 -24,315 -2,364 -23,217 -14,266 5,527 -3,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 50.5 5.5 74.0 27.3 86.7 83.3 13.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
15 35 16 29 29 53 71
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 467,054
COMMITMENTS
56,933 116,213 10,496 366,463 320,749 433,892 447,457 33,162 19,596
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 5,039)
-7,122 3,297 -1,213 11,155 2,876 2,820 4,959 2,219 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 24.9 2.2 78.5 68.7 92.9 95.8 7.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
57 51 25 152 137 220 202
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 26,353
COMMITMENTS
6,204 221 0 18,388 25,536 24,592 25,757 1,761 596
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -5,123)
205 -215 0 -5,808 -5,201 -5,603 -5,416 480 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.8 0.0 69.8 96.9 93.3 97.7 6.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 0 13 8 20 9
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,977
COMMITMENTS
2,371 1,159 27 9,546 13,336 11,944 14,522 5,033 2,455
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -571)
204 186 0 -1,250 4 -1,046 190 475 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 6.8 0.2 56.2 78.6 70.4 85.5 29.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 1 10 4 16 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,615
COMMITMENTS
5,746 4,602 1,318 41,427 12,501 48,491 18,421 6,124 36,194
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -1,556)
-3,112 352 357 2,496 269 -259 978 -1,297 -2,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 8.4 2.4 75.9 22.9 88.8 33.7 11.2 66.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 8 4 32 21 49 32
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 |
--------------------------------------------------------------| 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: 239,978
COMMITMENTS
63,835 2,038 10,936 164,802 226,947 239,573 239,921 405 57
CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -3,630)
-5,906 240 -159 2,395 -3,706 -3,670 -3,625 40 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 0.8 4.6 68.7 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
28 7 6 38 30 68 42
Updated October 22, 2021