BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,595
COMMITMENTS
652 541 1,537 9,182 9,967 11,372 12,046 1,223 548
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 586)
-82 -4 81 581 580 580 657 6 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.3 12.2 72.9 79.1 90.3 95.6 9.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 5 9 26 28 37 40
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,935
COMMITMENTS
15,118 1,491 14,816 15,330 24,516 45,265 40,824 4,670 9,110
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,673)
375 6 849 538 874 1,763 1,728 -90 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 3.0 29.7 30.7 49.1 90.6 81.8 9.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 9 25 39 43 73 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,018
COMMITMENTS
1,130 256 3,228 7,978 8,754 12,337 12,238 682 780
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 283)
-183 -6 197 217 -60 231 131 52 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.0 24.8 61.3 67.2 94.8 94.0 5.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 5 6 35 26 42 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,816
COMMITMENTS
0 3,608 2,881 5,270 1,326 8,150 7,814 665 1,001
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 16)
0 53 2 28 -30 30 25 -14 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.9 32.7 59.8 15.0 92.5 88.6 7.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 8 7 20 12 27 20
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,962
COMMITMENTS
70,581 18,995 84,917 85,610 124,942 241,109 228,854 23,853 36,108
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,963)
-4,920 -1,583 1,097 2,491 -509 -1,332 -995 -631 -969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.2 32.0 32.3 47.2 91.0 86.4 9.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
99 63 112 89 90 254 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 324,332
COMMITMENTS
82,332 43,791 73,080 132,451 161,369 287,863 278,240 36,469 46,092
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,711)
-2,184 -4,104 -462 2,987 457 342 -4,109 -3,052 1,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 13.5 22.5 40.8 49.8 88.8 85.8 11.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
118 77 123 146 148 325 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,762
COMMITMENTS
499 243 58 1,172 1,986 1,729 2,287 1,033 476
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -550)
-30 -23 -92 -282 -298 -404 -413 -146 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 8.8 2.1 42.4 71.9 62.6 82.8 37.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 4 2 7 12 16 18
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,880
COMMITMENTS
13,209 17,947 10,383 14,677 8,647 38,268 36,977 8,612 9,903
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -5,895)
517 -1,501 -2,120 -1,863 -1,922 -3,466 -5,543 -2,429 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 38.3 22.1 31.3 18.4 81.6 78.9 18.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
38 54 43 54 42 117 116
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,848
COMMITMENTS
474 2,380 37 2,443 1,252 2,954 3,670 894 178
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 61.8 1.0 63.5 32.5 76.8 95.4 23.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 2 14 5 19 8
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,346
COMMITMENTS
1,604 10,778 6,025 30,671 20,297 38,300 37,100 1,046 2,246
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 528)
-16 592 -55 607 22 536 559 -8 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 27.4 15.3 78.0 51.6 97.3 94.3 2.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 15 14 35 37 57 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,779
COMMITMENTS
8,104 13,791 7 14,339 8,030 22,450 21,829 1,329 1,950
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 588)
-695 860 5 1,117 -503 427 362 161 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 58.0 0.0 60.3 33.8 94.4 91.8 5.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 18 1 12 7 23 25
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,518
COMMITMENTS
21,149 42,715 5,057 75,082 67,580 101,288 115,351 33,230 19,166
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,894)
-3,426 -505 -335 5,690 2,749 1,928 1,909 966 985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 31.8 3.8 55.8 50.2 75.3 85.8 24.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
21 25 16 36 29 66 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,237
COMMITMENTS
21,232 5,880 1,382 13,525 33,623 36,139 40,885 18,098 13,351
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,829)
-1,961 -710 154 1,374 -1,439 -433 -1,995 -1,395 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 10.8 2.5 24.9 62.0 66.6 75.4 33.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 8 6 15 13 30 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 119,305
COMMITMENTS
54,283 29,630 3,091 55,027 83,798 112,401 116,518 6,904 2,786
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -7,552)
-9,148 -5,253 1,187 89 -3,057 -7,872 -7,123 320 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 24.8 2.6 46.1 70.2 94.2 97.7 5.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
55 29 11 31 28 89 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 173,464
COMMITMENTS
27,732 39,597 20,572 99,101 84,547 147,405 144,716 26,059 28,749
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,301)
-3,281 1,146 -2,416 7,669 1,318 1,972 49 -3,273 -1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 22.8 11.9 57.1 48.7 85.0 83.4 15.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
24 28 18 34 44 66 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,254
COMMITMENTS
50,548 18,816 12,761 104,910 157,376 168,218 188,952 37,036 16,302
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 4,783)
5,414 -5,750 -2,095 3,046 14,734 6,365 6,890 -1,582 -2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.2 6.2 51.1 76.7 82.0 92.1 18.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 23 15 46 40 94 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 680,961
COMMITMENTS
209,538 70,083 29,369 351,884 538,647 590,791 638,099 90,171 42,863
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -10,608)
-9,204 7,823 -5,388 10,867 -11,421 -3,724 -8,986 -6,884 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 10.3 4.3 51.7 79.1 86.8 93.7 13.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
100 48 53 131 95 247 180
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,490
COMMITMENTS
4,780 4,125 129 6,885 15,453 11,794 19,707 12,696 4,783
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -228)
12 -77 0 2 -13 14 -90 -242 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 16.8 0.5 28.1 63.1 48.2 80.5 51.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 1 9 9 15 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 19,660
COMMITMENTS
6,842 3,773 119 5,370 12,452 12,331 16,344 7,329 3,316
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 41)
617 -751 113 -329 657 401 19 -360 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 19.2 0.6 27.3 63.3 62.7 83.1 37.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 1 9 10 16 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 44,209
COMMITMENTS
9,687 37,849 463 31,677 2,943 41,827 41,255 2,382 2,954
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 17)
1,852 3,120 -20 -1,777 -2,904 55 196 -38 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 85.6 1.0 71.7 6.7 94.6 93.3 5.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 22 4 11 7 29 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,445
COMMITMENTS
21,903 14,817 579 13,124 21,916 35,606 37,312 4,839 3,133
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 5)
-120 -173 37 89 -80 6 -216 -2 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 36.6 1.4 32.4 54.2 88.0 92.3 12.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 20 9 24 14 58 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,132
COMMITMENTS
9,810 3,720 1 3,228 9,015 13,039 12,736 1,093 1,396
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -286)
766 -672 0 -1,187 265 -421 -407 135 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 26.3 0.0 22.8 63.8 92.3 90.1 7.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 1 5 8 15 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,364,998
COMMITMENTS
1066100 533,565 9249931 7392710 7808335 17708741 17591831 656,257 773,168
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 248,290)
-17,385 147,718 -13,080 231,518 55,725 201,053 190,363 47,236 57,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.9 50.4 40.3 42.5 96.4 95.8 3.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
61 57 97 133 131 251 237
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,314
COMMITMENTS
7,651 10,725 1,056 166 70 8,873 11,851 3,441 463
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,331)
-1,310 -1,591 -757 -95 70 -2,161 -2,278 -170 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 87.1 8.6 1.3 0.6 72.1 96.2 27.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
66 31 20 2 1 82 39
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 331,212
COMMITMENTS
53,129 39,084 61,468 216,470 230,429 331,067 330,982 144 230
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 9,854)
4,019 2,512 4,985 880 2,360 9,883 9,856 -29 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 11.8 18.6 65.4 69.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 19 27 23 34 58 70
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 126,194
COMMITMENTS
26,800 7,515 21,647 77,597 96,891 126,044 126,053 150 141
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -44,091)
-22,904 -2,360 -5,957 -15,239 -35,706 -44,100 -44,023 9 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 6.0 17.2 61.5 76.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 14 23 21 29 50 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 648,266
COMMITMENTS
80,201 61,397 100,706 400,126 417,939 581,033 580,042 67,233 68,224
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 4,558)
-9,372 -2,109 4,795 9,440 3,325 4,864 6,012 -306 -1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.5 15.5 61.7 64.5 89.6 89.5 10.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
105 77 97 292 306 435 442
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 26,035
COMMITMENTS
2,164 1,332 3,823 13,320 12,866 19,306 18,021 6,729 8,014
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 622)
-101 -270 -792 611 1,234 -282 172 904 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.1 14.7 51.2 49.4 74.2 69.2 25.8 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 7 11 11 19 20
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 25,760
COMMITMENTS
1,892 3,601 160 22,199 20,327 24,251 24,088 1,509 1,672
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -38)
729 -868 1 -832 614 -102 -253 64 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 14.0 0.6 86.2 78.9 94.1 93.5 5.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 1 11 14 14 19
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,111,155
COMMITMENTS
394,262 304,400 480,341 1934032 2025363 2808635 2810105 302,520 301,050
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 19,679)
-45,856 -8,696 27,440 44,146 10,456 25,730 29,201 -6,051 -9,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 9.8 15.4 62.2 65.1 90.3 90.3 9.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
104 78 96 288 303 431 438
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 11,747
COMMITMENTS
1,062 454 0 7,925 10,090 8,987 10,544 2,760 1,203
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.9 0.0 67.5 85.9 76.5 89.8 23.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 7 12 10 13
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 9,610
COMMITMENTS
2,418 424 71 4,626 8,500 7,115 8,995 2,495 615
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 4.4 0.7 48.1 88.4 74.0 93.6 26.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 11 11 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 14,818
COMMITMENTS
1,123 475 0 11,074 13,474 12,197 13,949 2,621 869
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.2 0.0 74.7 90.9 82.3 94.1 17.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 9 11 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 13,748
COMMITMENTS
1,284 168 58 9,952 12,407 11,294 12,633 2,454 1,115
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 212)
456 168 58 905 -166 1,419 60 -1,207 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.2 0.4 72.4 90.2 82.2 91.9 17.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 11 11 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 136,941
COMMITMENTS
34,100 73,988 13,466 28,097 20,872 75,663 108,325 61,278 28,616
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -4,387)
3,867 -4,107 -5,146 268 841 -1,012 -8,411 -3,375 4,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 54.0 9.8 20.5 15.2 55.3 79.1 44.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 7 6 5 4 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 54,572
COMMITMENTS
9,316 571 378 34,512 49,966 44,206 50,915 10,366 3,657
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,286)
-1,334 -497 8 -1,854 -2,069 -3,180 -2,558 894 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 1.0 0.7 63.2 91.6 81.0 93.3 19.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 2 3 35 28 48 33
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,910
COMMITMENTS
13,225 12,952 4,871 22,518 24,584 40,614 42,408 9,296 7,503
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -672)
-103 -172 337 -882 -784 -648 -620 -24 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 26.0 9.8 45.1 49.3 81.4 85.0 18.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
60 55 36 106 108 186 181
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,552
COMMITMENTS
66,125 64,761 24,354 112,592 122,922 203,071 212,038 46,481 37,514
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -3,361)
-514 -861 1,683 -4,408 -3,921 -3,239 -3,099 -122 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 26.0 9.8 45.1 49.3 81.4 85.0 18.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
60 55 36 106 108 186 181
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,531
COMMITMENTS
56,681 57,956 6,825 57,814 63,564 121,320 128,345 25,211 18,186
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,529)
-3,086 7,165 691 7,586 -3,649 5,191 4,207 -1,663 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 39.6 4.7 39.5 43.4 82.8 87.6 17.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 25 16 35 28 67 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 536,634
COMMITMENTS
115,176 76,720 10,085 386,637 433,760 511,898 520,564 24,736 16,070
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -9,457)
-2,798 -524 1,530 -7,534 -7,249 -8,803 -6,243 -655 -3,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 14.3 1.9 72.0 80.8 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
74 49 28 172 139 259 204
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,245
COMMITMENTS
4,555 709 286 7,278 12,557 12,119 13,552 4,126 2,693
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,158)
-1,697 -1,320 85 286 41 -1,326 -1,194 168 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 4.4 1.8 44.8 77.3 74.6 83.4 25.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 4 3 7 7 18 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,871
COMMITMENTS
5,484 10,452 225 32,431 21,596 38,140 32,273 6,731 12,598
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -2,265)
-1,571 1,493 -551 136 2,991 -1,986 3,933 -279 -6,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 23.3 0.5 72.3 48.1 85.0 71.9 15.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 13 3 21 28 33 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 207,924
COMMITMENTS
59,849 217 7,881 139,982 198,996 207,712 207,094 212 830
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,977)
-1,812 52 -213 6,011 4,137 3,986 3,976 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 0.1 3.8 67.3 95.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 3 6 38 28 69 36
Updated November 06, 2020