USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 45,043
COMMITMENTS
3,125 9,430 940 40,968 34,673 45,033 45,043 10 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -475)
40 240 120 -635 -835 -475 -475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 20.9 2.1 91.0 77.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 3 13 14 18 22
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,556
COMMITMENTS
29 3,541 811 9,471 6,678 10,311 11,030 1,244 525
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 804)
-16 58 17 792 718 793 793 11 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 30.6 7.0 82.0 57.8 89.2 95.5 10.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 7 5 30 28 36 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,755
COMMITMENTS
7,822 8,038 12,222 30,276 24,388 50,320 44,649 4,435 10,106
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,705)
323 251 1,331 1,695 1,811 3,349 3,393 356 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 14.7 22.3 55.3 44.5 91.9 81.5 8.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 16 16 39 35 65 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,813
COMMITMENTS
0 3,193 1,967 11,688 9,027 13,655 14,187 1,158 626
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 754)
-6 376 25 677 267 696 668 57 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.6 13.3 78.9 60.9 92.2 95.8 7.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 7 5 34 22 39 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,597
COMMITMENTS
7,290 4,225 4,614 11,041 13,081 22,945 21,920 652 1,677
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,262)
66 518 593 531 147 1,190 1,258 71 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 17.9 19.6 46.8 55.4 97.2 92.9 2.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 6 8 30 34 41 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,489
COMMITMENTS
75,824 27,829 86,094 81,345 116,756 243,263 230,679 21,226 33,810
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 5,290)
-1,544 168 5,129 1,635 -1,177 5,220 4,120 71 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 10.5 32.6 30.8 44.1 92.0 87.2 8.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
106 71 117 93 100 263 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 354,749
COMMITMENTS
108,895 31,621 99,005 109,285 178,516 317,185 309,141 37,565 45,608
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 6,605)
8,612 -2,631 3,021 -1,953 4,165 9,680 4,554 -3,075 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 8.9 27.9 30.8 50.3 89.4 87.1 10.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
142 73 127 144 166 344 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,364
COMMITMENTS
314 1,455 40 1,184 196 1,538 1,691 826 673
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -23)
51 -107 10 10 133 71 36 -94 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 61.5 1.7 50.1 8.3 65.1 71.5 34.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 13 2 13 7 19 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,996
COMMITMENTS
12,313 17,204 13,319 18,332 11,182 43,964 41,705 10,032 12,292
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -7,537)
-855 -5,027 -2,131 -1,537 -560 -4,522 -7,718 -3,015 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 31.9 24.7 34.0 20.7 81.4 77.2 18.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
57 47 60 66 46 155 130
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,171
COMMITMENTS
1,687 5,269 3,721 21,129 17,631 26,537 26,621 634 550
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 426)
324 -135 14 119 532 456 410 -31 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 19.4 13.7 77.8 64.9 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 8 9 24 25 39 37
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 152,102
COMMITMENTS
33,902 49,170 11,062 74,546 59,551 119,509 119,782 32,593 32,320
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -5,966)
-1,013 -1,723 5 -4,990 -3,780 -5,998 -5,498 31 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 32.3 7.3 49.0 39.2 78.6 78.8 21.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
20 31 14 37 33 63 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,199
COMMITMENTS
2,643 16,040 2,231 31,252 13,059 36,127 31,330 11,072 15,868
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -494)
-570 -2,667 67 -657 1,524 -1,161 -1,076 667 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 34.0 4.7 66.2 27.7 76.5 66.4 23.5 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 13 4 12 13 19 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 297,278
COMMITMENTS
188,267 124,287 2,573 97,348 168,072 288,189 294,932 9,089 2,345
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -7,287)
-9,246 -4,720 478 1,806 -2,697 -6,962 -6,939 -324 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 41.8 0.9 32.7 56.5 96.9 99.2 3.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
87 23 8 45 32 134 61
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 258,875
COMMITMENTS
33,493 65,948 23,631 180,744 132,006 237,867 221,584 21,008 37,291
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -7,883)
-2,603 -720 -757 -4,165 -4,865 -7,525 -6,342 -358 -1,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 25.5 9.1 69.8 51.0 91.9 85.6 8.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
23 39 28 39 56 78 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 255,327
COMMITMENTS
33,234 92,879 14,957 181,588 109,005 229,779 216,840 25,549 38,487
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -9,929)
-5,563 -4,580 -528 -3,041 -6,126 -9,132 -11,234 -797 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 36.4 5.9 71.1 42.7 90.0 84.9 10.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
16 41 16 43 50 69 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 789,443
COMMITMENTS
250,487 118,239 69,604 382,319 549,356 702,410 737,199 87,032 52,244
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -8,742)
-1,334 -11,862 -543 -3,157 3,659 -5,034 -8,747 -3,708 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 15.0 8.8 48.4 69.6 89.0 93.4 11.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
98 58 44 144 100 259 185
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,188
COMMITMENTS
6,118 1,322 1,144 10,256 25,914 17,518 28,380 13,670 2,808
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -231)
270 -38 182 84 49 536 193 -767 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 4.2 3.7 32.9 83.1 56.2 91.0 43.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 3 4 11 9 24 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,751
COMMITMENTS
18,943 10,209 376 4,861 15,051 24,180 25,636 3,571 2,115
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 4,268)
2,549 2,830 18 2,875 661 5,442 3,509 -1,174 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 36.8 1.4 17.5 54.2 87.1 92.4 12.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 16 5 12 16 39 35
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,599
COMMITMENTS
15,536 19,820 324 23,526 18,462 39,386 38,606 3,213 3,993
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 0)
251 -2,093 11 -785 2,532 -523 450 523 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 46.5 0.8 55.2 43.3 92.5 90.6 7.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 25 6 20 23 44 52
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,398
COMMITMENTS
10,641 11,763 0 9,676 8,438 20,317 20,201 1,081 1,197
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -1,757)
-2,132 -1,948 0 408 144 -1,724 -1,804 -33 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 55.0 0.0 45.2 39.4 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 6 0 9 13 20 19
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,605,369
COMMITMENTS
660,757 1111729 6187673 6389135 5623384 13237565 12922785 367,805 682,584
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -267,290)
32,053 -52,385 -115,002 -127,475 -67,201 -210,424 -234,587 -56,865 -32,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.2 45.5 47.0 41.3 97.3 95.0 2.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
40 45 71 94 95 173 174
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 21,184
COMMITMENTS
14,274 14,019 4,875 588 1,164 19,736 20,058 1,447 1,126
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,167)
196 93 783 8 72 986 947 181 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 66.2 23.0 2.8 5.5 93.2 94.7 6.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
44 65 36 4 7 67 90
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 29,874
COMMITMENTS
23,596 15,107 3,195 96 9,382 26,886 27,683 2,988 2,191
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 244)
603 1,308 -322 41 -905 321 81 -77 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.0 50.6 10.7 0.3 31.4 90.0 92.7 10.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
59 61 20 2 1 70 73
SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 14,240,698
COMMITMENTS
1281787 1653954 6733692 6127665 5792313 14143145 14179959 97,553 60,738
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 836,097)
-37,275 -11,721 584,078 210,435 223,766 757,237 796,124 78,860 39,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.6 47.3 43.0 40.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
133 175 220 199 206 452 504
SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 675,813
COMMITMENTS
116,107 119,329 99,715 459,725 456,596 675,547 675,640 266 173
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 67,558)
-1,720 32,242 8,660 60,488 26,844 67,428 67,746 130 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 17.7 14.8 68.0 67.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
38 36 49 67 84 124 151
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 657,824
COMMITMENTS
48,647 78,115 162,681 389,735 358,582 601,063 599,377 56,761 58,447
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -37,583)
-2,266 -6,459 -21,154 -13,794 -10,202 -37,214 -37,815 -369 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.9 24.7 59.2 54.5 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
97 111 126 279 272 450 439
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 16,237
COMMITMENTS
1,233 1,568 0 13,561 13,684 14,794 15,252 1,443 985
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.7 0.0 83.5 84.3 91.1 93.9 8.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 10 8 13 9
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 32,706
COMMITMENTS
2,417 2,023 0 27,309 29,195 29,726 31,218 2,980 1,488
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 845)
130 373 0 581 9 711 382 134 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.2 0.0 83.5 89.3 90.9 95.5 9.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 0 22 11 26 13
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,289,120
COMMITMENTS
243,237 390,574 813,403 1948675 1792910 3005314 2996887 283,806 292,233
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -187,916)
-11,331 -32,294 -105,771 -68,970 -51,009 -186,072 -189,074 -1,844 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.9 24.7 59.2 54.5 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
97 111 126 279 272 450 439
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 26,575
COMMITMENTS
939 569 0 24,079 24,383 25,018 24,952 1,557 1,623
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 656)
0 0 0 727 710 727 710 -71 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.1 0.0 90.6 91.8 94.1 93.9 5.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 9 16 10
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 14,745
COMMITMENTS
479 1,895 0 11,309 12,278 11,788 14,173 2,957 572
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 291)
25 190 0 -168 329 -143 519 434 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.9 0.0 76.7 83.3 79.9 96.1 20.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 14 9 15 10
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 22,237
COMMITMENTS
0 261 0 21,400 20,994 21,400 21,255 837 982
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -1,197)
0 26 0 -1,067 -1,222 -1,067 -1,196 -130 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 96.2 94.4 96.2 95.6 3.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 11 13 11 14
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 11,803
COMMITMENTS
0 1,294 0 10,463 9,330 10,463 10,624 1,340 1,179
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 88.6 79.0 88.6 90.0 11.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 10 7 10 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 17,680
COMMITMENTS
839 826 0 14,644 15,835 15,483 16,661 2,197 1,019
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,253)
214 175 0 982 1,050 1,196 1,225 57 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.7 0.0 82.8 89.6 87.6 94.2 12.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 13 13 15 15
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 213,688
COMMITMENTS
97,947 67,506 18,676 48,284 8,225 164,907 94,407 48,782 119,282
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 9,046)
2,029 4,194 -515 4,987 -1,836 6,501 1,843 2,545 7,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 31.6 8.7 22.6 3.8 77.2 44.2 22.8 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 8 7 13 6 28 16
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 279,712
COMMITMENTS
0 2,343 18,107 254,521 253,803 272,628 274,253 7,084 5,459
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -1,250)
0 250 0 -1,750 -2,000 -1,750 -1,750 500 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 6.5 91.0 90.7 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 5 14 14 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 45,294
COMMITMENTS
6,789 1,459 114 31,188 39,079 38,091 40,652 7,203 4,642
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -296)
11 -498 17 -528 661 -500 180 204 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.2 0.3 68.9 86.3 84.1 89.8 15.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 3 3 33 26 40 31
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 6,750
COMMITMENTS
5,312 4,651 684 0 737 5,996 6,072 754 678
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 929)
1,065 528 16 0 283 1,081 827 -151 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.7 68.9 10.1 0.0 10.9 88.8 90.0 11.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
33 35 15 0 6 38 53
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(0.1 Index Points) OPEN INTEREST: 92,202
COMMITMENTS
76,320 68,501 14,338 40 8,780 90,697 91,618 1,505 584
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 16,146)
22,743 19,061 -6,780 40 3,896 16,004 16,177 142 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.8 74.3 15.6 0.0 9.5 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
88 51 14 1 1 95 60
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,324
COMMITMENTS
13,543 12,720 8,759 31,115 30,525 53,418 52,005 7,906 9,320
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -4,669)
-326 -1,847 -1,521 -3,035 -1,154 -4,882 -4,523 213 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 20.7 14.3 50.7 49.8 87.1 84.8 12.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
46 69 36 120 111 187 195
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,621
COMMITMENTS
67,717 63,601 43,795 155,577 152,627 267,089 260,023 39,532 46,598
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -23,345)
-1,628 -9,237 -7,606 -15,175 -5,771 -24,408 -22,614 1,064 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 20.7 14.3 50.7 49.8 87.1 84.8 12.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
46 69 36 120 111 187 195
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 118,437
COMMITMENTS
25,326 83,048 1,309 5,626 4,553 32,262 88,910 86,175 29,527
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 4,298)
5,071 13,295 -198 1,392 -3,976 6,265 9,120 -1,967 -4,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 70.1 1.1 4.8 3.8 27.2 75.1 72.8 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 10 8 8 8 26 23
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,686
COMMITMENTS
29,994 73,525 12,960 108,356 57,708 151,309 144,193 17,376 24,492
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -2,694)
-2,948 -4,502 4,539 -5,515 -1,756 -3,925 -1,720 1,230 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 43.6 7.7 64.2 34.2 89.7 85.5 10.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 33 16 30 27 58 64
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 484,934
COMMITMENTS
47,467 111,775 13,077 400,035 341,059 460,579 465,911 24,355 19,024
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 5,847)
549 -2,092 -920 7,398 9,020 7,026 6,009 -1,179 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 23.0 2.7 82.5 70.3 95.0 96.1 5.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
45 56 24 139 132 196 200
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,952
COMMITMENTS
4,026 487 0 12,934 17,056 16,960 17,543 992 409
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,011)
763 159 0 339 870 1,102 1,029 -91 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 2.7 0.0 72.0 95.0 94.5 97.7 5.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 11 8 15 9
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,363
COMMITMENTS
3,173 5,712 1 7,921 6,253 11,095 11,966 3,268 2,397
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 138)
-313 321 0 288 42 -25 363 163 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 39.8 0.0 55.1 43.5 77.2 83.3 22.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 1 7 6 12 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,860
COMMITMENTS
14,263 10,898 423 27,306 16,511 41,992 27,832 5,868 20,028
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 410)
1,507 -783 -55 -960 672 492 -166 -82 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 22.8 0.9 57.1 34.5 87.7 58.2 12.3 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 8 5 30 21 48 33
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 271,536
COMMITMENTS
96,918 13,796 12,337 161,872 245,346 271,127 271,479 409 57
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,488)
1,128 0 836 789 2,048 2,753 2,884 -265 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 5.1 4.5 59.6 90.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 8 9 42 35 80 51
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE Code-43874Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 QUARTERLY DIVIDEND INDEX X $100 OPEN INTEREST: 14,892
COMMITMENTS
1,867 1,346 100 12,925 13,446 14,892 14,892 0 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 544)
166 118 0 378 426 544 544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.0 0.7 86.8 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 13 12 15
Updated November 28, 2022