BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,130
COMMITMENTS
515 465 1,167 7,236 8,027 8,918 9,660 1,212 471
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,464)
-137 -76 -370 -1,946 -1,940 -2,454 -2,387 -11 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.6 11.5 71.4 79.2 88.0 95.4 12.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 6 8 23 28 33 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,586
COMMITMENTS
14,441 1,473 12,689 13,571 22,225 40,700 36,386 3,886 8,199
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,349)
-678 -19 -2,128 -1,759 -2,291 -4,565 -4,438 -784 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 3.3 28.5 30.4 49.8 91.3 81.6 8.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 7 22 37 43 71 65
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,178
COMMITMENTS
965 172 2,724 6,842 7,577 10,531 10,473 647 705
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,840)
-166 -84 -503 -1,136 -1,177 -1,805 -1,765 -35 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.5 24.4 61.2 67.8 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 7 34 24 41 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,028
COMMITMENTS
35 2,486 2,449 4,010 1,254 6,494 6,188 534 840
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,788)
35 -1,122 -432 -1,260 -72 -1,656 -1,626 -131 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 35.4 34.8 57.1 17.8 92.4 88.1 7.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 8 7 17 11 25 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 254,301
COMMITMENTS
69,520 21,192 77,383 83,296 119,391 230,198 217,965 24,102 36,335
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,661)
-1,061 2,197 -7,535 -2,315 -5,551 -10,911 -10,888 250 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 8.3 30.4 32.8 46.9 90.5 85.7 9.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
109 57 110 88 90 252 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,519
COMMITMENTS
81,688 31,710 75,450 125,093 165,006 282,232 272,166 37,287 47,352
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,813)
-643 -12,081 2,370 -7,358 3,638 -5,632 -6,073 819 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.9 23.6 39.2 51.6 88.3 85.2 11.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
108 76 122 148 157 319 308
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,853
COMMITMENTS
605 235 106 1,164 2,014 1,874 2,354 979 499
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 91)
105 -8 48 -8 28 145 68 -54 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 8.2 3.7 40.8 70.6 65.7 82.5 34.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 4 2 10 13 21 19
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,180
COMMITMENTS
13,891 14,145 9,316 11,505 7,128 34,712 30,589 6,468 10,591
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,700)
682 -3,802 -1,067 -3,172 -1,519 -3,556 -6,388 -2,144 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 34.3 22.6 27.9 17.3 84.3 74.3 15.7 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
42 46 44 51 46 118 115
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,542
COMMITMENTS
1,336 9,512 4,939 27,110 17,972 33,384 32,423 1,158 2,120
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,804)
-268 -1,266 -1,086 -3,561 -2,325 -4,915 -4,677 112 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 27.5 14.3 78.5 52.0 96.6 93.9 3.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 12 14 32 38 52 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,447
COMMITMENTS
7,244 12,441 5 13,962 8,141 21,211 20,587 1,236 1,860
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,332)
-860 -1,351 -2 -377 111 -1,239 -1,242 -93 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 55.4 0.0 62.2 36.3 94.5 91.7 5.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 13 1 11 8 26 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,465
COMMITMENTS
25,053 47,550 5,645 75,276 74,924 105,973 128,119 38,492 16,346
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 9,947)
3,904 4,835 588 193 7,345 4,685 12,767 5,262 -2,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 32.9 3.9 52.1 51.9 73.4 88.7 26.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
21 32 20 37 32 71 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,388
COMMITMENTS
21,481 5,270 1,741 13,373 34,567 36,594 41,579 18,794 13,809
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,151)
249 -610 359 -152 944 455 693 696 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 9.5 3.1 24.1 62.4 66.1 75.1 33.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 5 14 12 29 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 129,578
COMMITMENTS
57,507 38,709 2,088 62,483 85,951 122,079 126,748 7,499 2,830
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 10,273)
3,224 9,079 -1,002 7,457 2,153 9,678 10,229 595 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 29.9 1.6 48.2 66.3 94.2 97.8 5.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
58 30 11 32 27 95 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 173,108
COMMITMENTS
29,107 45,965 18,209 98,351 80,096 145,667 144,270 27,441 28,838
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -356)
1,376 6,368 -2,363 -751 -4,451 -1,738 -446 1,382 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 26.6 10.5 56.8 46.3 84.1 83.3 15.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 30 18 37 44 72 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 199,492
COMMITMENTS
54,061 16,148 9,080 104,049 156,546 167,190 181,774 32,303 17,718
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,762)
3,514 -2,667 -3,681 -862 -829 -1,029 -7,178 -4,733 1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 8.1 4.6 52.2 78.5 83.8 91.1 16.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
44 14 16 44 39 91 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 683,948
COMMITMENTS
202,887 67,979 26,829 356,859 545,795 586,575 640,602 97,373 43,346
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,986)
-6,651 -2,104 -2,540 4,975 7,147 -4,216 2,503 7,203 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 9.9 3.9 52.2 79.8 85.8 93.7 14.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
97 42 49 134 95 247 170
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,547
COMMITMENTS
4,746 4,096 129 6,985 15,408 11,860 19,633 12,687 4,914
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 57)
-34 -29 0 100 -45 66 -74 -9 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 16.7 0.5 28.5 62.8 48.3 80.0 51.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 1 9 9 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,815
COMMITMENTS
10,112 36,050 7 30,761 4,238 40,880 40,295 1,935 2,520
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,394)
425 -1,799 -456 -916 1,295 -947 -960 -447 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 84.2 0.0 71.8 9.9 95.5 94.1 4.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 22 2 11 9 30 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,135
COMMITMENTS
25,695 17,920 582 14,109 24,378 40,386 42,880 5,749 3,255
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 5,689)
3,792 3,103 3 985 2,462 4,780 5,568 909 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 38.8 1.3 30.6 52.8 87.5 92.9 12.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
36 20 7 22 14 62 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,303
COMMITMENTS
9,464 2,516 0 3,623 10,432 13,087 12,948 1,216 1,355
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 171)
-346 -1,204 -1 395 1,417 48 212 123 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 17.6 0.0 25.3 72.9 91.5 90.5 8.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 6 0 6 8 16 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,607,648
COMMITMENTS
1268141 449,112 9330557 7372157 8040636 17970855 17820305 636,793 787,343
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 242,649)
202,041 -84,452 80,626 -20,553 232,301 262,113 228,474 -19,464 14,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.4 50.1 39.6 43.2 96.6 95.8 3.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
71 53 100 130 130 252 239
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,579
COMMITMENTS
8,201 10,496 1,374 122 70 9,696 11,940 2,883 640
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 266)
550 -229 318 -44 0 824 89 -558 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 83.4 10.9 1.0 0.6 77.1 94.9 22.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
71 30 24 1 1 88 40
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 347,357
COMMITMENTS
61,645 38,653 60,565 225,007 247,906 347,216 347,124 140 233
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 16,145)
8,516 -431 -904 8,537 17,477 16,149 16,142 -4 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 11.1 17.4 64.8 71.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 22 31 24 35 64 73
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 157,409
COMMITMENTS
29,766 11,109 24,267 103,124 121,952 157,157 157,328 252 81
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 31,215)
2,966 3,594 2,620 25,527 25,061 31,113 31,275 102 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 7.1 15.4 65.5 77.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 19 25 22 28 53 64
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 675,961
COMMITMENTS
74,945 58,038 117,321 408,135 428,140 600,401 603,500 75,560 72,461
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 27,695)
-5,257 -3,359 16,616 8,009 10,201 19,368 23,457 8,327 4,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.6 17.4 60.4 63.3 88.8 89.3 11.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
108 74 93 288 288 433 418
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 36,839
COMMITMENTS
8,270 306 4,970 9,866 23,765 23,106 29,041 13,733 7,798
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 10,805)
6,107 -1,026 1,147 -3,454 10,899 3,800 11,020 7,005 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.8 13.5 26.8 64.5 62.7 78.8 37.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 3 11 8 10 19 22
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 26,217
COMMITMENTS
1,126 3,209 0 18,634 21,006 19,760 24,215 6,457 2,002
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 457)
-766 -392 -160 -3,565 679 -4,491 127 4,948 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.2 0.0 71.1 80.1 75.4 92.4 24.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 0 14 14 16 18
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,195,606
COMMITMENTS
365,965 321,252 529,165 1991345 2021874 2886474 2872291 309,132 323,315
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 84,451)
-28,297 16,852 48,823 57,313 -3,489 77,839 62,186 6,612 22,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 10.1 16.6 62.3 63.3 90.3 89.9 9.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
107 74 91 286 285 430 413
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 11,570
COMMITMENTS
697 454 0 7,204 9,936 7,901 10,390 3,669 1,180
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -177)
-365 0 0 -721 -154 -1,086 -154 909 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 3.9 0.0 62.3 85.9 68.3 89.8 31.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 8 13 10 14
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 15,413
COMMITMENTS
731 475 0 12,086 13,976 12,817 14,451 2,596 962
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 595)
-392 0 0 1,012 502 620 502 -25 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.1 0.0 78.4 90.7 83.2 93.8 16.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 8 12 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 13,521
COMMITMENTS
1,297 0 0 9,885 12,587 11,182 12,587 2,339 934
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -227)
13 -168 -58 -67 180 -112 -46 -115 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 73.1 93.1 82.7 93.1 17.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 8 12 10 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 171,011
COMMITMENTS
93,559 16,506 18,374 30,697 15,772 142,630 50,652 28,381 120,359
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 34,070)
59,459 -57,482 4,909 2,599 -5,101 66,967 -57,674 -32,897 91,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 9.7 10.7 18.0 9.2 83.4 29.6 16.6 70.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 7 9 6 3 18 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,213
COMMITMENTS
7,879 2,206 546 34,728 47,233 43,153 49,985 10,060 3,228
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,359)
-1,437 1,635 168 216 -2,733 -1,053 -930 -306 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.1 1.0 65.3 88.8 81.1 93.9 18.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 6 3 35 31 47 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,614
COMMITMENTS
13,713 16,510 5,422 24,997 24,645 44,133 46,578 9,482 7,036
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 3,704)
488 3,558 552 2,479 61 3,518 4,171 186 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 30.8 10.1 46.6 46.0 82.3 86.9 17.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
62 61 39 113 116 194 198
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,072
COMMITMENTS
68,564 82,552 27,112 124,986 123,227 220,663 232,891 47,409 35,181
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 18,520)
2,439 17,790 2,758 12,394 304 17,591 20,853 929 -2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 30.8 10.1 46.6 46.0 82.3 86.9 17.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
62 61 39 113 116 194 198
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,856
COMMITMENTS
46,524 58,304 8,295 60,405 55,751 115,224 122,351 27,632 20,505
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,674)
-10,158 348 1,471 2,592 -7,813 -6,095 -5,994 2,421 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 40.8 5.8 42.3 39.0 80.7 85.6 19.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 24 11 36 24 65 51
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 538,731
COMMITMENTS
102,516 64,242 11,656 395,976 447,303 510,148 523,201 28,584 15,530
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,097)
-12,660 -12,477 1,571 9,339 13,544 -1,751 2,637 3,848 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 11.9 2.2 73.5 83.0 94.7 97.1 5.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
65 46 23 177 140 252 200
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,690
COMMITMENTS
174 686 32 15,735 15,605 15,941 16,323 749 367
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.1 0.2 94.3 93.5 95.5 97.8 4.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 10 11 11 13
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,428
COMMITMENTS
2,367 1,745 201 7,856 10,529 10,424 12,475 5,004 2,953
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -817)
-2,188 1,036 -85 578 -2,028 -1,695 -1,077 878 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.3 1.3 50.9 68.2 67.6 80.9 32.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 2 7 6 14 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,321
COMMITMENTS
8,923 6,444 286 31,318 25,700 40,527 32,430 7,794 15,891
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 3,450)
3,439 -4,008 61 -1,113 4,104 2,387 157 1,063 3,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 13.3 0.6 64.8 53.2 83.9 67.1 16.1 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 10 2 24 29 43 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 210,145
COMMITMENTS
60,483 217 7,808 141,592 201,292 209,883 209,317 262 828
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,221)
634 0 -73 1,610 2,296 2,171 2,223 50 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 0.1 3.7 67.4 95.8 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 3 6 37 28 69 36
Updated November 16, 2020