BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,751
COMMITMENTS
475 522 524 6,910 7,109 7,909 8,155 842 596
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 709)
87 19 103 486 461 676 583 33 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 6.0 6.0 79.0 81.2 90.4 93.2 9.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 8 20 24 28 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,634
COMMITMENTS
11,879 2,871 1,014 8,397 14,842 21,290 18,727 2,344 4,907
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 493)
-74 -331 64 516 796 506 529 -13 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 12.1 4.3 35.5 62.8 90.1 79.2 9.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 10 19 27 38 61 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,051
COMMITMENTS
737 1,663 152 5,564 4,672 6,453 6,487 598 564
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 366)
18 92 -7 315 285 326 370 40 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 23.6 2.2 78.9 66.3 91.5 92.0 8.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 6 6 29 20 36 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,703
COMMITMENTS
40 2,502 83 3,239 740 3,362 3,325 341 378
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 87)
0 72 3 35 9 38 84 49 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 67.6 2.2 87.5 20.0 90.8 89.8 9.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 7 6 13 7 20 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 201,564
COMMITMENTS
70,444 32,617 38,715 73,509 100,864 182,668 172,196 18,896 29,368
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -841)
760 -185 -759 119 -63 120 -1,007 -961 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 16.2 19.2 36.5 50.0 90.6 85.4 9.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
81 65 89 59 84 199 195
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,793
COMMITMENTS
87,353 43,716 40,996 115,598 151,273 243,947 235,985 31,846 39,808
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,186)
2,073 1,323 -2,417 1,332 2,094 988 1,000 198 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 15.9 14.9 41.9 54.9 88.5 85.6 11.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
102 76 100 111 138 270 271
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,029
COMMITMENTS
785 347 78 1,192 2,139 2,055 2,564 974 465
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 123)
27 25 45 -4 74 68 144 55 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 11.5 2.6 39.4 70.6 67.8 84.6 32.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 4 10 13 23 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,157
COMMITMENTS
13,702 14,030 5,880 12,568 7,954 32,150 27,864 5,007 9,293
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 701)
-272 -639 799 459 748 986 908 -285 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 37.8 15.8 33.8 21.4 86.5 75.0 13.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
38 47 44 37 37 104 108
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,214
COMMITMENTS
1,037 9,529 813 21,703 13,194 23,553 23,536 661 678
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 944)
-199 766 29 1,066 101 896 896 48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 39.4 3.4 89.6 54.5 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 10 6 23 30 37 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,367
COMMITMENTS
6,551 10,435 0 12,101 8,143 18,652 18,578 1,715 1,789
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -944)
680 -663 0 -1,987 -175 -1,307 -838 363 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 51.2 0.0 59.4 40.0 91.6 91.2 8.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 11 0 12 7 28 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,823
COMMITMENTS
31,529 48,375 1,897 70,279 74,745 103,705 125,017 37,118 15,806
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,209)
5,324 1,811 -458 -1,815 2,158 3,051 3,511 1,158 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 34.4 1.3 49.9 53.1 73.6 88.8 26.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
29 23 15 35 28 71 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,388
COMMITMENTS
20,117 5,131 114 13,589 33,068 33,820 38,313 16,568 12,075
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -387)
188 126 20 106 345 314 491 -701 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 10.2 0.2 27.0 65.6 67.1 76.0 32.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 7 1 16 12 29 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,787
COMMITMENTS
63,156 39,361 2,595 63,414 91,809 129,165 133,765 7,622 3,022
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,470)
3,357 -29 284 254 4,139 3,895 4,394 575 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 28.8 1.9 46.4 67.1 94.4 97.8 5.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
65 33 8 26 26 97 61
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,958
COMMITMENTS
30,838 47,968 3,220 78,518 67,942 112,576 119,130 30,382 23,828
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,948)
3,384 768 1,231 -3,356 2,725 1,259 4,724 2,689 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 33.6 2.3 54.9 47.5 78.7 83.3 21.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
23 29 17 34 38 67 74
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 179,503
COMMITMENTS
54,472 14,230 608 93,462 148,259 148,542 163,097 30,961 16,406
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 14,430)
14,159 3,584 296 765 10,682 15,220 14,562 -790 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 7.9 0.3 52.1 82.6 82.8 90.9 17.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
39 16 9 40 36 83 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 644,566
COMMITMENTS
206,354 68,104 7,982 342,250 530,912 556,586 606,998 87,980 37,568
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 6,620)
2,803 -1,487 2,091 3,887 8,824 8,781 9,428 -2,161 -2,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 10.6 1.2 53.1 82.4 86.4 94.2 13.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
102 41 37 127 84 240 151
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,758
COMMITMENTS
6,113 2,648 131 6,796 16,425 13,040 19,204 11,718 5,554
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 334)
818 -876 2 34 763 854 -111 -520 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 10.7 0.5 27.4 66.3 52.7 77.6 47.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 2 2 9 9 17 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,614
COMMITMENTS
11,517 29,662 392 29,464 11,089 41,373 41,143 2,241 2,471
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 534)
-922 -3,866 386 1,022 3,855 486 375 48 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 68.0 0.9 67.6 25.4 94.9 94.3 5.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 20 4 12 6 34 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,640
COMMITMENTS
32,235 23,923 741 15,744 26,966 48,720 51,630 5,920 3,010
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,953)
2,910 3,466 90 834 676 3,834 4,232 119 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 43.8 1.4 28.8 49.4 89.2 94.5 10.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
39 23 7 25 15 68 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,317
COMMITMENTS
10,295 2,562 1 3,829 11,092 14,125 13,655 1,192 1,662
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 418)
193 127 0 304 182 497 309 -79 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 16.7 0.0 25.0 72.4 92.2 89.1 7.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 5 1 6 6 18 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,070,649
COMMITMENTS
1371847 583,524 3130839 5001828 5655646 9504514 9370009 566,135 700,640
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 161,612)
-45,972 33,687 93,394 114,124 53,315 161,546 180,396 66 -18,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 5.8 31.1 49.7 56.2 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
53 42 78 120 118 216 203
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,336
COMMITMENTS
8,285 10,737 742 205 70 9,232 11,549 3,104 787
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 827)
370 311 426 37 0 833 737 -6 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 87.0 6.0 1.7 0.6 74.8 93.6 25.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
78 27 10 2 1 85 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 462,593
COMMITMENTS
58,703 40,895 111,561 292,157 309,842 462,421 462,298 172 295
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 92,937)
-9,512 7,185 37,176 65,270 48,497 92,934 92,858 3 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 8.8 24.1 63.2 67.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 23 33 27 38 69 78
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 201,855
COMMITMENTS
29,189 17,297 31,356 141,232 153,145 201,777 201,798 78 57
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 12,439)
-119 960 3,352 9,220 8,140 12,453 12,452 -14 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 8.6 15.5 70.0 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 24 27 24 31 57 69
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 538,369
COMMITMENTS
72,682 72,479 16,380 377,702 381,983 466,764 470,842 71,605 67,527
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,546)
-6,341 6,217 3,885 5,352 -7,394 2,896 2,708 650 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 13.5 3.0 70.2 71.0 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
85 80 53 268 262 377 371
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 28,505
COMMITMENTS
6,169 3,296 161 5,356 19,679 11,686 23,136 16,819 5,369
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 652)
550 2,670 -839 510 -740 221 1,091 431 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 11.6 0.6 18.8 69.0 41.0 81.2 59.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 1 5 7 12 11
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 10,260
COMMITMENTS
561 531 0 7,088 9,053 7,649 9,584 2,611 676
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 68)
-295 0 0 301 124 6 124 62 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 5.2 0.0 69.1 88.2 74.6 93.4 25.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 9 12 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 19,543
COMMITMENTS
2,635 2,486 0 13,217 13,916 15,852 16,402 3,691 3,141
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -2,144)
19 -405 0 -642 -2,899 -623 -3,304 -1,521 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 12.7 0.0 67.6 71.2 81.1 83.9 18.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 0 11 13 13 18
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,549,321
COMMITMENTS
363,836 377,189 49,824 1861732 1811519 2275392 2238532 273,929 310,789
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 14,471)
-19,924 32,266 9,088 24,210 -33,271 13,374 8,083 1,097 6,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 14.8 2.0 73.0 71.1 89.3 87.8 10.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
85 80 53 267 260 376 369
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 23,013
COMMITMENTS
1,157 454 0 19,120 21,392 20,277 21,846 2,736 1,167
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,716)
0 -238 0 2,623 2,877 2,623 2,639 93 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 2.0 0.0 83.1 93.0 88.1 94.9 11.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 12 12 14 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 22,725
COMMITMENTS
1,056 475 0 19,031 21,531 20,087 22,006 2,638 719
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.1 0.0 83.7 94.7 88.4 96.8 11.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 12 9 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 13,488
COMMITMENTS
942 0 0 9,810 12,918 10,752 12,918 2,736 570
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 808)
-207 0 0 581 1,596 374 1,596 434 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.0 72.7 95.8 79.7 95.8 20.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 10 12 12 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 161,252
COMMITMENTS
100,774 20,055 5,824 24,321 10,933 130,919 36,812 30,333 124,440
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -9,473)
-7,811 469 -1,671 -1,125 -520 -10,607 -1,722 1,134 -7,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.5 12.4 3.6 15.1 6.8 81.2 22.8 18.8 77.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 6 6 4 3 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,874
COMMITMENTS
6,822 2,387 558 36,126 47,387 43,506 50,332 10,368 3,542
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 774)
-660 251 -3 1,086 458 423 706 351 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 4.4 1.0 67.1 88.0 80.8 93.4 19.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 7 4 36 29 47 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,452
COMMITMENTS
13,235 17,795 733 26,528 24,049 40,496 42,576 8,956 6,875
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,757)
728 1,992 -168 264 -530 824 1,294 933 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 36.0 1.5 53.6 48.6 81.9 86.1 18.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
57 63 28 95 104 166 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 247,258
COMMITMENTS
66,177 88,975 3,663 132,639 120,244 202,479 212,882 44,779 34,376
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 8,785)
3,642 9,962 -842 1,318 -2,648 4,118 6,472 4,667 2,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 36.0 1.5 53.6 48.6 81.9 86.1 18.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
57 63 28 95 104 166 182
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 163,372
COMMITMENTS
140,942 12,637 6,188 0 4,108 147,130 22,933 16,242 140,439
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 7.7 3.8 0.0 2.5 90.1 14.0 9.9 86.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 9 5 0 1 11 14
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,531
COMMITMENTS
51,679 56,956 1,753 50,373 53,842 103,805 112,551 27,726 18,980
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,794)
2,848 2,002 506 -790 -1,785 2,564 723 -770 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 43.3 1.3 38.3 40.9 78.9 85.6 21.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 17 11 29 20 62 42
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 560,324
COMMITMENTS
132,596 85,876 4,129 395,928 450,693 532,653 540,698 27,671 19,626
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 8,504)
11,279 6,425 1,232 -5,431 -18 7,080 7,639 1,424 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 15.3 0.7 70.7 80.4 95.1 96.5 4.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
72 51 18 175 137 256 198
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,695
COMMITMENTS
0 1,041 206 16,504 15,803 16,710 17,050 985 645
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 264)
0 0 0 401 42 401 42 -137 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 1.2 93.3 89.3 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 11 9 12 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,212
COMMITMENTS
3,220 2,154 765 8,648 12,075 12,633 14,994 5,579 3,218
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 186)
427 833 -513 203 -29 117 291 69 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 11.8 4.2 47.5 66.3 69.4 82.3 30.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 3 8 6 18 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,990
COMMITMENTS
16,357 8,162 786 32,822 31,797 49,965 40,745 7,025 16,245
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 587)
776 1,090 -491 270 2,434 555 3,033 32 -2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 14.3 1.4 57.6 55.8 87.7 71.5 12.3 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 10 2 23 30 44 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 211,498
COMMITMENTS
61,094 442 7,304 142,319 202,025 210,717 209,771 781 1,727
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,677)
423 225 229 2,472 2,320 3,124 2,774 553 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 0.2 3.5 67.3 95.5 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
32 4 6 37 28 70 37
Updated November 30, 2020