USD MALAYSIAN CRUDE PALM OIL - CHICAGO MERCANTILE EXCHANGE Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 44,424
COMMITMENTS
3,840 7,240 1,520 39,064 35,664 44,424 44,424 0 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -417)
-112 40 280 -585 -737 -417 -417 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 16.3 3.4 87.9 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 4 9 9 16 15
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,462
COMMITMENTS
715 5,212 1,957 10,581 7,108 13,253 14,277 1,209 185
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 788)
88 52 254 540 488 882 794 -94 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 36.0 13.5 73.2 49.1 91.6 98.7 8.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 7 7 34 24 45 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,077
COMMITMENTS
12,466 2,351 9,840 28,150 30,957 50,456 43,148 5,620 12,929
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 3,346)
1,716 10 532 779 2,093 3,027 2,634 320 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 4.2 17.5 50.2 55.2 90.0 76.9 10.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 12 19 39 35 68 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 15,262
COMMITMENTS
264 4,073 3,081 10,728 7,389 14,073 14,544 1,189 718
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 294)
98 93 58 94 135 251 287 44 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 26.7 20.2 70.3 48.4 92.2 95.3 7.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 7 9 35 25 47 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,698
COMMITMENTS
9,690 545 2,523 6,395 13,526 18,609 16,595 1,090 3,104
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 415)
141 54 161 62 150 364 365 51 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 2.8 12.8 32.5 68.7 94.5 84.2 5.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 4 6 21 19 29 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,825
COMMITMENTS
86,819 23,048 68,432 88,798 136,515 244,049 227,995 20,777 36,830
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,877)
-95 662 1,423 688 552 2,017 2,637 -139 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 8.7 25.8 33.5 51.5 92.2 86.1 7.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
109 61 110 85 89 253 214
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,779
COMMITMENTS
118,640 27,361 102,440 125,613 201,141 346,693 330,943 35,086 50,836
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 20,465)
4,414 186 13,825 2,518 3,727 20,756 17,738 -292 2,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 7.2 26.8 32.9 52.7 90.8 86.7 9.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
140 74 136 140 172 340 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,428
COMMITMENTS
795 309 132 653 1,257 1,579 1,697 849 731
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -167)
87 -23 -167 -79 -26 -159 -216 -8 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 12.7 5.4 26.9 51.8 65.0 69.9 35.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 5 9 14 24 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,318
COMMITMENTS
15,648 7,963 12,202 13,665 11,870 41,516 32,035 7,802 17,283
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 3,076)
3,180 -2,390 1,256 -565 1,956 3,872 822 -796 2,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 16.1 24.7 27.7 24.1 84.2 65.0 15.8 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
59 45 65 64 58 161 141
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,119
COMMITMENTS
2,287 10,138 2,812 22,592 14,541 27,690 27,491 429 628
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,940)
323 747 252 1,340 966 1,916 1,966 24 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 36.1 10.0 80.3 51.7 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 12 8 27 28 41 42
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,674
COMMITMENTS
19,490 12,161 17 25,610 34,483 45,117 46,661 2,557 1,013
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -52)
-1,463 -328 17 1,065 52 -381 -259 329 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 25.5 0.0 53.7 72.3 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 11 1 10 8 32 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,125
COMMITMENTS
42,940 54,594 11,669 69,929 61,933 124,538 128,196 29,587 25,929
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -2,450)
-629 -447 2,049 -1,590 -2,597 -170 -995 -2,280 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 35.4 7.6 45.4 40.2 80.8 83.2 19.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
18 33 18 40 39 67 82
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,170
COMMITMENTS
4,521 15,362 2,810 28,320 12,333 35,651 30,504 11,519 16,666
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 4,518)
3,478 2,590 1,598 592 878 5,668 5,066 -1,150 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 32.6 6.0 60.0 26.1 75.6 64.7 24.4 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 14 7 14 16 24 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 119,931
COMMITMENTS
44,876 54,437 417 68,715 61,498 114,008 116,353 5,923 3,579
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 17,321)
11,315 11,795 -96 5,063 6,271 16,282 17,969 1,039 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 45.4 0.3 57.3 51.3 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
55 34 5 24 38 82 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,580
COMMITMENTS
26,843 65,141 13,433 160,077 111,139 200,353 189,713 21,227 31,866
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -4,298)
3,974 -9,186 -769 -5,754 6,211 -2,549 -3,744 -1,750 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 29.4 6.1 72.2 50.2 90.4 85.6 9.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
25 38 18 40 53 76 98
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 266,893
COMMITMENTS
41,961 114,580 15,666 189,653 94,681 247,280 224,928 19,612 41,964
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 42,975)
9,753 23,648 3,543 27,415 10,386 40,710 37,577 2,265 5,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 42.9 5.9 71.1 35.5 92.7 84.3 7.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
24 44 22 46 46 78 104
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 726,109
COMMITMENTS
197,591 202,349 34,573 410,919 433,597 643,084 670,519 83,026 55,590
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 6,741)
1,111 -3,792 -3,272 4,602 12,441 2,441 5,378 4,301 1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 27.9 4.8 56.6 59.7 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
97 67 41 137 102 247 197
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,462
COMMITMENTS
4,828 5,757 248 14,778 21,487 19,854 27,492 13,608 5,970
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,090)
520 1,287 0 211 23 731 1,310 359 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 17.2 0.7 44.2 64.2 59.3 82.2 40.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 3 2 14 10 21 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,461
COMMITMENTS
3,963 12,938 0 14,495 8,115 18,458 21,053 8,003 5,408
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -237)
-68 442 -421 -10 -70 -499 -49 262 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 48.9 0.0 54.8 30.7 69.8 79.6 30.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 0 8 9 13 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,294
COMMITMENTS
10,851 11,928 0 14,785 13,501 25,636 25,429 2,658 2,865
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -9,137)
-3,168 -7,378 -666 -5,418 -1,209 -9,252 -9,253 115 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 42.2 0.0 52.3 47.7 90.6 89.9 9.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 18 0 13 10 28 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,308
COMMITMENTS
9,417 18,262 677 27,208 16,873 37,302 35,812 3,006 4,496
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -1,560)
-1,814 -1,390 168 111 -124 -1,535 -1,346 -25 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 45.3 1.7 67.5 41.9 92.5 88.8 7.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
20 32 7 24 25 49 59
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,958
COMMITMENTS
3,289 3,096 172 5,591 4,828 9,052 8,096 906 1,862
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -595)
-521 -706 -366 185 401 -702 -671 107 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 31.1 1.7 56.1 48.5 90.9 81.3 9.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 11 1 6 8 11 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,997,158
COMMITMENTS
655,107 1616079 8159272 10693058 9327957 19507438 19103309 489,720 893,849
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 248,173)
-54,122 -20,887 145,113 144,487 97,589 235,479 221,816 12,694 26,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.1 40.8 53.5 46.6 97.6 95.5 2.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
31 84 87 134 149 227 259
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,909
COMMITMENTS
7,770 8,390 1,166 450 530 9,386 10,086 1,522 823
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -1,996)
-996 -934 -879 14 -128 -1,861 -1,942 -134 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 76.9 10.7 4.1 4.9 86.0 92.5 14.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 40 19 2 4 42 51
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 16,821
COMMITMENTS
8,708 10,684 3,118 122 1,970 11,948 15,772 4,873 1,049
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -24,460)
-19,886 -21,074 -3,565 0 244 -23,451 -24,395 -1,009 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 63.5 18.5 0.7 11.7 71.0 93.8 29.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
94 25 5 1 2 98 29
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 1,698,791
COMMITMENTS
124,064 209,902 214,595 1357903 1271878 1696562 1696375 2,229 2,416
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 116,633)
8,389 51,419 6,120 102,111 59,184 116,620 116,723 13 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.4 12.6 79.9 74.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
44 37 51 73 81 138 151
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 182,896
COMMITMENTS
20,856 16,397 26,196 135,780 140,146 182,832 182,739 64 157
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -42,352)
-8,308 538 -9,576 -24,437 -33,140 -42,321 -42,178 -31 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.0 14.3 74.2 76.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 22 26 29 39 62 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 582,289
COMMITMENTS
84,048 59,364 92,578 344,938 378,231 521,564 530,173 60,725 52,115
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -9,597)
2,646 271 -9,156 -5,179 -1,031 -11,689 -9,916 2,093 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 15.9 59.2 65.0 89.6 91.0 10.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
118 70 96 258 243 411 376
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 26,990
COMMITMENTS
835 1,842 0 22,946 24,417 23,781 26,259 3,209 731
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 153)
-183 0 0 760 2 577 2 -424 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.8 0.0 85.0 90.5 88.1 97.3 11.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 18 11 21 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,911,443
COMMITMENTS
420,241 296,822 462,889 1724689 1891156 2607819 2650867 303,623 260,575
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -47,984)
13,231 1,357 -45,782 -25,897 -5,156 -58,447 -49,581 10,463 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 15.9 59.2 65.0 89.6 91.0 10.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
118 70 96 258 243 411 376
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| 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: 26,157
COMMITMENTS
1,652 1,228 0 20,822 24,248 22,474 25,476 3,683 681
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 187)
2 477 -5 -519 -1 -522 471 709 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.7 0.0 79.6 92.7 85.9 97.4 14.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 0 18 10 22 13
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 111,803
COMMITMENTS
37,362 23,184 6,560 20,391 17,258 64,313 47,002 47,490 64,801
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 20.7 5.9 18.2 15.4 57.5 42.0 42.5 58.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 3 6 6 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 38,194
COMMITMENTS
8,218 659 138 19,918 33,315 28,274 34,112 9,920 4,082
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 786)
825 -577 7 -1,341 1,952 -509 1,382 1,295 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 1.7 0.4 52.1 87.2 74.0 89.3 26.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 3 4 32 29 44 34
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 3,530
COMMITMENTS
2,019 2,656 363 37 62 2,419 3,081 1,111 449
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -1,024)
-516 -681 -343 -12 4 -871 -1,020 -153 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 75.2 10.3 1.0 1.8 68.5 87.3 31.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
28 14 8 1 1 35 19
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(0.1 Index Points) OPEN INTEREST: 10,140
COMMITMENTS
8,517 2,383 594 50 7,023 9,161 10,000 979 140
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -10,721)
-10,859 -13,204 176 0 2,292 -10,683 -10,736 -38 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.0 23.5 5.9 0.5 69.3 90.3 98.6 9.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
63 12 2 1 1 66 13
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,137
COMMITMENTS
14,038 9,772 6,105 20,402 25,672 40,546 41,550 8,591 7,587
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -192)
151 -1,235 -98 -1,119 1,167 -1,066 -167 874 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 19.9 12.4 41.5 52.2 82.5 84.6 17.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
80 69 55 87 79 195 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 245,685
COMMITMENTS
70,192 48,861 30,527 102,010 128,362 202,730 207,750 42,956 37,936
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -961)
756 -6,176 -492 -5,593 5,833 -5,329 -835 4,368 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 19.9 12.4 41.5 52.2 82.5 84.6 17.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
80 69 55 87 79 195 176
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 72,751
COMMITMENTS
31,099 46,026 3,552 2,302 553 36,953 50,131 35,798 22,620
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 11,391)
7,322 12,849 57 -93 -727 7,286 12,179 4,105 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 63.3 4.9 3.2 0.8 50.8 68.9 49.2 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 13 8 5 1 24 18
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 193,233
COMMITMENTS
9,400 104,216 10,233 154,009 48,665 173,643 163,114 19,590 30,119
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -2,317)
-5,621 3,651 1,591 220 -2,460 -3,810 2,783 1,493 -5,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 53.9 5.3 79.7 25.2 89.9 84.4 10.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
11 46 13 27 31 49 79
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 466,222
COMMITMENTS
72,978 89,045 11,467 350,726 347,220 435,171 447,732 31,051 18,490
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -8,728)
11 -4,393 -728 -6,534 -3,080 -7,250 -8,201 -1,478 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 19.1 2.5 75.2 74.5 93.3 96.0 6.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
67 52 25 163 141 241 207
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 25,780
COMMITMENTS
4,035 521 0 20,267 24,916 24,302 25,437 1,478 343
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 3,110)
-305 296 0 3,071 2,662 2,766 2,958 344 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.0 0.0 78.6 96.6 94.3 98.7 5.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 0 14 8 19 10
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,764
COMMITMENTS
1,633 9,165 0 9,690 2,801 11,323 11,966 4,441 3,798
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 445)
0 -263 -33 6 -22 -27 -318 472 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 58.1 0.0 61.5 17.8 71.8 75.9 28.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 7 0 10 3 13 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,197
COMMITMENTS
13,276 12,566 2 24,141 10,895 37,419 23,463 6,778 20,734
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 2,501)
1,291 3,696 2 915 1,292 2,208 4,990 293 -2,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 28.4 0.0 54.6 24.7 84.7 53.1 15.3 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 10 1 23 17 38 27
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| 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: 187,996
COMMITMENTS
75,345 2,059 9,460 102,868 176,409 187,673 187,928 323 68
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 3,342)
1,086 1 389 1,847 2,955 3,322 3,345 20 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 1.1 5.0 54.7 93.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 5 7 31 28 59 39
Updated January 07, 2022