BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,042
COMMITMENTS
388 503 421 6,424 6,648 7,233 7,572 809 470
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 310)
15 12 -25 529 262 519 249 -209 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 6.3 5.2 79.9 82.7 89.9 94.2 10.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 6 7 20 24 27 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,141
COMMITMENTS
11,953 3,202 950 7,881 14,046 20,784 18,198 2,357 4,943
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,606)
857 179 -9 678 1,029 1,526 1,199 80 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 13.8 4.1 34.1 60.7 89.8 78.6 10.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 12 13 26 38 55 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,685
COMMITMENTS
719 1,571 159 5,249 4,387 6,127 6,117 558 568
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 245)
71 241 -30 133 88 174 299 71 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 23.5 2.4 78.5 65.6 91.7 91.5 8.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 6 6 29 22 36 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,616
COMMITMENTS
40 2,430 80 3,204 731 3,324 3,241 292 375
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -7)
5 67 -22 0 0 -17 45 10 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 67.2 2.2 88.6 20.2 91.9 89.6 8.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 5 12 6 18 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,405
COMMITMENTS
69,684 32,802 39,474 73,390 100,927 182,548 173,203 19,857 29,202
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -3,530)
-59 -2,704 -353 -2,228 -695 -2,640 -3,752 -890 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 16.2 19.5 36.3 49.9 90.2 85.6 9.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
83 67 92 59 80 203 198
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,607
COMMITMENTS
85,280 42,393 43,413 114,266 149,179 242,959 234,985 31,648 39,622
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,670)
4,644 -3,845 -1,130 -1,302 4,873 2,212 -102 -542 1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 15.4 15.8 41.6 54.3 88.5 85.6 11.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
103 77 100 112 134 269 270
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,906
COMMITMENTS
758 322 33 1,196 2,065 1,987 2,420 919 486
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 183)
156 38 -2 55 122 209 158 -26 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 11.1 1.1 41.2 71.1 68.4 83.3 31.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 1 9 11 20 17
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,456
COMMITMENTS
13,974 14,669 5,081 12,109 7,206 31,164 26,956 5,292 9,500
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 576)
37 -784 -430 1,012 1,134 619 -80 -43 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 40.2 13.9 33.2 19.8 85.5 73.9 14.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
34 49 37 40 37 98 105
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,270
COMMITMENTS
1,236 8,763 784 20,637 13,093 22,657 22,640 613 630
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,342)
-54 1,183 3 1,358 107 1,307 1,293 35 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 37.7 3.4 88.7 56.3 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 11 6 22 29 36 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,311
COMMITMENTS
5,871 11,098 0 14,088 8,318 19,959 19,416 1,352 1,895
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,066)
-1,320 -1,283 0 126 177 -1,194 -1,106 128 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 52.1 0.0 66.1 39.0 93.7 91.1 6.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 10 0 11 7 25 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,614
COMMITMENTS
26,205 46,564 2,355 72,094 72,587 100,654 121,506 35,960 15,108
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 158)
243 -747 332 841 1,241 1,416 826 -1,258 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 34.1 1.7 52.8 53.1 73.7 88.9 26.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 26 15 34 28 66 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,775
COMMITMENTS
19,929 5,005 94 13,483 32,723 33,506 37,822 17,269 12,953
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,753)
-1,474 -534 -93 1,111 -449 -456 -1,076 -1,297 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 9.9 0.2 26.6 64.4 66.0 74.5 34.0 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 6 1 17 12 29 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 132,317
COMMITMENTS
59,799 39,390 2,311 63,160 87,670 125,270 129,371 7,047 2,946
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,707)
2,400 313 938 784 2,307 4,122 3,558 -415 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 29.8 1.7 47.7 66.3 94.7 97.8 5.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
60 35 11 27 28 96 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 139,010
COMMITMENTS
27,454 47,200 1,989 81,874 65,217 111,317 114,406 27,693 24,604
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -2,336)
-418 1,633 195 -4,029 -2,270 -4,252 -442 1,916 -1,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 34.0 1.4 58.9 46.9 80.1 82.3 19.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
18 27 13 33 39 58 72
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 165,073
COMMITMENTS
40,313 10,646 312 92,697 137,577 133,322 148,535 31,751 16,538
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -18,445)
-15,331 -3,104 -871 -3,438 -13,914 -19,640 -17,889 1,195 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 6.4 0.2 56.2 83.3 80.8 90.0 19.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 10 6 44 35 82 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 637,946
COMMITMENTS
203,551 69,591 5,891 338,363 522,088 547,805 597,570 90,141 40,376
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,047)
1,177 2,504 1,293 -791 -4,640 1,679 -843 -2,726 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 10.9 0.9 53.0 81.8 85.9 93.7 14.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
101 38 34 125 83 234 147
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,424
COMMITMENTS
5,295 3,524 129 6,762 15,662 12,186 19,315 12,238 5,109
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -123)
549 -572 0 -223 254 326 -318 -449 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 14.4 0.5 27.7 64.1 49.9 79.1 50.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 2 1 9 9 16 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,080
COMMITMENTS
12,439 33,528 6 28,442 7,234 40,887 40,768 2,193 2,312
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 268)
2,327 -2,522 -1 -2,319 2,996 7 473 261 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 77.8 0.0 66.0 16.8 94.9 94.6 5.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 21 1 11 9 34 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,687
COMMITMENTS
29,325 20,457 651 14,910 26,290 44,886 47,398 5,801 3,289
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 4,622)
3,630 2,479 129 801 1,912 4,560 4,520 62 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.9 40.4 1.3 29.4 51.9 88.6 93.5 11.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
36 22 6 23 15 61 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,899
COMMITMENTS
10,102 2,435 1 3,525 10,910 13,628 13,346 1,271 1,553
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 596)
638 -81 1 -98 478 541 398 55 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.8 16.3 0.0 23.7 73.2 91.5 89.6 8.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 5 1 6 7 18 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,909,037
COMMITMENTS
1417819 549,837 3037445 4887704 5602331 9342968 9189613 566,069 719,424
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 277,868)
-21,441 113,673 226,472 92,516 -48,517 297,547 291,628 -19,679 -13,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 5.5 30.7 49.3 56.5 94.3 92.7 5.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
57 40 77 119 117 216 202
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,509
COMMITMENTS
7,915 10,426 316 168 70 8,399 10,812 3,110 697
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 198)
-142 73 23 46 0 -73 96 271 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 90.6 2.7 1.5 0.6 73.0 93.9 27.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
69 28 15 2 1 80 37
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 369,656
COMMITMENTS
68,215 33,710 74,385 226,887 261,345 369,487 369,440 169 216
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 23,162)
6,701 -5,316 14,385 2,047 14,110 23,133 23,179 29 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 9.1 20.1 61.4 70.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 21 31 22 35 61 74
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 189,416
COMMITMENTS
29,308 16,337 28,004 132,012 145,005 189,324 189,346 92 70
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 32,007)
-458 5,228 3,737 28,888 23,053 32,167 32,018 -160 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 8.6 14.8 69.7 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 26 26 20 30 52 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 534,823
COMMITMENTS
79,023 66,263 12,495 372,350 389,377 463,869 468,135 70,954 66,688
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 17,758)
3,060 5,814 -1,780 8,327 7,277 9,607 11,311 8,151 6,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 12.4 2.3 69.6 72.8 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
88 75 50 271 261 380 366
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 27,853
COMMITMENTS
5,619 626 1,000 4,846 20,419 11,465 22,045 16,388 5,808
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,936)
-2,720 250 100 -280 1,500 -2,900 1,850 5,836 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 2.2 3.6 17.4 73.3 41.2 79.1 58.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 1 4 7 12 10
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| 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: 10,192
COMMITMENTS
856 531 0 6,787 8,929 7,643 9,460 2,549 732
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 5.2 0.0 66.6 87.6 75.0 92.8 25.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 8 12 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| 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: 21,687
COMMITMENTS
2,616 2,891 0 13,859 16,815 16,475 19,706 5,212 1,981
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -4,530)
1,490 -318 0 -4,775 -4,191 -3,285 -4,509 -1,245 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 13.3 0.0 63.9 77.5 76.0 90.9 24.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 0 12 13 14 18
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,534,850
COMMITMENTS
383,760 344,923 40,736 1837522 1844790 2262018 2230449 272,832 304,401
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 74,108)
17,160 16,082 2,340 43,034 28,885 62,534 47,307 11,574 26,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 13.6 1.6 72.5 72.8 89.2 88.0 10.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
88 75 49 271 258 379 363
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| 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: 20,297
COMMITMENTS
1,157 692 0 16,497 18,515 17,654 19,207 2,643 1,090
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 8,727)
460 238 0 9,293 8,579 9,753 8,817 -1,026 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 3.4 0.0 81.3 91.2 87.0 94.6 13.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 13 12 15 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| 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: 12,680
COMMITMENTS
1,149 0 0 9,229 11,322 10,378 11,322 2,302 1,358
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -841)
-148 0 0 -656 -1,265 -804 -1,265 -37 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.0 0.0 72.8 89.3 81.8 89.3 18.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 10 11 10
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 170,725
COMMITMENTS
108,585 19,586 7,495 25,446 11,453 141,526 38,534 29,199 132,191
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 14,239)
14,777 3,503 171 -2,769 -2,403 12,179 1,271 2,060 12,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.6 11.5 4.4 14.9 6.7 82.9 22.6 17.1 77.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 7 5 5 3 17 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,100
COMMITMENTS
7,482 2,136 561 35,040 46,929 43,083 49,626 10,017 3,474
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -113)
-397 -70 15 312 -304 -70 -359 -43 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 4.0 1.1 66.0 88.4 81.1 93.5 18.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 5 3 36 29 48 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,695
COMMITMENTS
12,507 15,803 901 26,264 24,578 39,672 41,282 8,022 6,413
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 75)
-1,178 -939 80 1,975 852 877 -8 -802 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 33.1 1.9 55.1 51.5 83.2 86.6 16.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
58 58 28 96 113 165 189
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 238,473
COMMITMENTS
62,535 79,013 4,505 131,321 122,892 198,361 206,410 40,112 32,063
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 373)
-5,890 -4,694 398 9,877 4,258 4,385 -38 -4,012 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 33.1 1.9 55.1 51.5 83.2 86.6 16.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
58 58 28 96 113 165 189
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,737
COMMITMENTS
48,831 54,954 1,247 51,163 55,627 101,241 111,828 28,496 17,909
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -878)
-540 -3,137 -102 -2,631 4,089 -3,273 850 2,395 -1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 42.4 1.0 39.4 42.9 78.0 86.2 22.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 16 7 30 21 59 41
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 551,820
COMMITMENTS
121,317 79,451 2,897 401,359 450,711 525,573 533,059 26,247 18,761
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 23,470)
19,165 15,830 -676 6,549 4,056 25,038 19,210 -1,568 4,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 14.4 0.5 72.7 81.7 95.2 96.6 4.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
63 48 19 177 138 248 198
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,431
COMMITMENTS
0 1,041 206 16,103 15,761 16,309 17,008 1,122 423
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 741)
-174 355 174 368 156 368 685 373 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.0 1.2 92.4 90.4 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 9 9 10 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,026
COMMITMENTS
2,793 1,321 1,278 8,445 12,104 12,516 14,703 5,510 3,323
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,598)
426 -424 1,077 589 1,575 2,092 2,228 506 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 7.3 7.1 46.8 67.1 69.4 81.6 30.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 2 3 8 6 17 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,403
COMMITMENTS
15,581 7,072 1,277 32,552 29,363 49,410 37,712 6,993 18,691
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 8,082)
6,658 628 991 1,234 3,663 8,883 5,282 -801 2,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 12.5 2.3 57.7 52.1 87.6 66.9 12.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 10 2 21 30 40 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| 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: 207,821
COMMITMENTS
60,671 217 7,075 139,847 199,705 207,593 206,997 228 824
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -2,324)
188 0 -733 -1,745 -1,587 -2,290 -2,320 -34 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 0.1 3.4 67.3 96.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 3 6 37 28 70 36
Updated November 20, 2020