BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,682
COMMITMENTS
539 471 1,241 7,991 8,381 9,771 10,093 911 589
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 552)
24 6 74 755 354 853 434 -301 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.4 11.6 74.8 78.5 91.5 94.5 8.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 6 8 26 28 36 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,740
COMMITMENTS
14,739 2,384 13,528 15,307 23,150 43,574 39,062 4,166 8,678
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,155)
299 911 840 1,736 925 2,874 2,676 280 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 5.0 28.3 32.1 48.5 91.3 81.8 8.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 8 23 39 44 72 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,723
COMMITMENTS
990 288 2,913 7,082 7,845 10,985 11,047 738 676
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 545)
25 116 189 239 269 453 574 92 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.5 24.9 60.4 66.9 93.7 94.2 6.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 8 35 24 43 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,069
COMMITMENTS
40 2,553 2,464 4,012 1,261 6,515 6,278 553 791
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 41)
5 67 15 2 8 21 90 20 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 36.1 34.9 56.8 17.8 92.2 88.8 7.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 8 6 17 11 24 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,936
COMMITMENTS
69,677 19,029 77,078 80,977 118,409 227,732 214,516 23,204 36,420
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -3,365)
157 -2,163 -305 -2,319 -982 -2,466 -3,449 -898 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 7.6 30.7 32.3 47.2 90.8 85.5 9.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
104 64 111 85 88 249 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,271
COMMITMENTS
85,787 25,674 76,415 123,721 170,633 285,923 272,722 36,348 49,549
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,752)
4,099 -6,036 965 -1,373 5,627 3,692 555 -939 2,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 8.0 23.7 38.4 52.9 88.7 84.6 11.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
118 68 119 149 161 323 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,084
COMMITMENTS
758 235 141 1,213 2,177 2,112 2,553 972 531
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 231)
153 0 35 49 164 238 198 -7 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.6 4.6 39.3 70.6 68.5 82.8 31.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 5 2 9 13 21 19
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,975
COMMITMENTS
13,980 13,004 9,191 12,589 8,164 35,760 30,359 6,216 11,616
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 795)
89 -1,140 -125 1,083 1,036 1,047 -230 -252 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 31.0 21.9 30.0 19.4 85.2 72.3 14.8 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
39 47 46 51 46 118 117
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,190
COMMITMENTS
1,133 10,610 5,400 28,461 18,154 34,994 34,164 1,196 2,026
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,648)
-203 1,097 462 1,351 183 1,610 1,742 38 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 29.3 14.9 78.6 50.2 96.7 94.4 3.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 13 14 34 40 52 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,381
COMMITMENTS
5,928 11,155 7 14,088 8,318 20,022 19,480 1,359 1,902
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,065)
-1,316 -1,286 2 126 177 -1,189 -1,107 123 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 52.2 0.0 65.9 38.9 93.6 91.1 6.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 10 1 11 7 27 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,242
COMMITMENTS
25,301 46,957 5,687 76,024 75,920 107,012 128,564 37,230 15,678
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -223)
248 -593 42 748 995 1,038 445 -1,261 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 32.6 3.9 52.7 52.6 74.2 89.1 25.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
23 29 17 38 31 71 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,623
COMMITMENTS
20,011 4,496 1,734 14,369 34,233 36,115 40,463 17,509 13,160
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,764)
-1,470 -774 -7 997 -335 -480 -1,116 -1,285 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 8.4 3.2 26.8 63.8 67.3 75.5 32.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 6 3 17 12 30 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 133,129
COMMITMENTS
59,764 39,003 3,034 63,251 88,113 126,050 130,150 7,079 2,979
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,551)
2,257 294 946 768 2,162 3,971 3,402 -420 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 29.3 2.3 47.5 66.2 94.7 97.8 5.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
61 34 15 28 28 98 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 171,328
COMMITMENTS
29,640 46,580 19,296 92,858 78,349 141,794 144,225 29,534 27,102
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,780)
533 616 1,087 -5,493 -1,747 -3,873 -44 2,092 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 27.2 11.3 54.2 45.7 82.8 84.2 17.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
21 30 19 36 44 69 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 179,717
COMMITMENTS
38,885 10,220 8,088 98,811 143,862 145,785 162,171 33,932 17,546
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -19,775)
-15,176 -5,928 -991 -5,237 -12,684 -21,405 -19,603 1,629 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 5.7 4.5 55.0 80.0 81.1 90.2 18.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 14 14 46 38 88 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 686,966
COMMITMENTS
205,085 69,454 30,168 357,228 543,964 592,480 643,586 94,486 43,380
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,018)
2,198 1,475 3,339 368 -1,830 5,905 2,984 -2,887 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 10.1 4.4 52.0 79.2 86.2 93.7 13.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
100 46 52 133 94 249 176
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,424
COMMITMENTS
5,295 3,524 129 6,762 15,662 12,186 19,315 12,238 5,109
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -123)
549 -572 0 -223 254 326 -318 -449 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 14.4 0.5 27.7 64.1 49.9 79.1 50.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 2 1 9 9 16 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,083
COMMITMENTS
12,439 33,528 6 28,442 7,234 40,887 40,768 2,196 2,315
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 268)
2,327 -2,522 -1 -2,319 2,996 7 473 261 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 77.8 0.0 66.0 16.8 94.9 94.6 5.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 21 1 11 9 34 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,810
COMMITMENTS
29,359 20,418 727 14,910 26,290 44,996 47,434 5,814 3,375
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 4,675)
3,664 2,497 145 801 1,912 4,610 4,554 65 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 40.2 1.4 29.3 51.7 88.6 93.4 11.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
37 22 7 23 15 63 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,899
COMMITMENTS
10,102 2,435 1 3,525 10,910 13,628 13,346 1,271 1,553
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 596)
638 -81 1 -98 478 541 398 55 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 16.3 0.0 23.7 73.2 91.5 89.6 8.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 5 1 6 7 18 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,337,932
COMMITMENTS
1143433 530,790 9176599 7406395 7870032 17726427 17577421 611,506 760,511
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -269,715)
-124,708 81,678 -153,958 34,238 -170,604 -244,428 -242,884 -25,287 -26,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.9 50.0 40.4 42.9 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
68 56 98 133 133 255 241
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,080
COMMITMENTS
8,088 10,595 1,620 168 70 9,876 12,285 3,204 795
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 500)
-113 99 246 46 0 179 345 321 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 81.0 12.4 1.3 0.5 75.5 93.9 24.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
73 26 24 2 1 87 40
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 370,520
COMMITMENTS
68,206 33,173 75,102 227,043 262,029 370,351 370,304 169 216
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 23,163)
6,561 -5,480 14,538 2,036 14,122 23,135 23,180 29 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.0 20.3 61.3 70.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 21 31 24 36 63 75
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 189,416
COMMITMENTS
29,308 16,337 28,004 132,012 145,005 189,324 189,346 92 70
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 32,007)
-458 5,228 3,737 28,888 23,053 32,167 32,018 -160 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 8.6 14.8 69.7 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 26 26 20 30 52 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 693,906
COMMITMENTS
79,289 65,157 114,130 416,997 435,391 610,416 614,678 83,490 79,227
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 17,945)
4,345 7,119 -3,192 8,862 7,251 10,015 11,179 7,930 6,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.4 16.4 60.1 62.7 88.0 88.6 12.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
104 85 102 295 292 448 430
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 40,284
COMMITMENTS
5,533 555 5,007 9,924 25,607 20,464 31,169 19,820 9,115
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,444)
-2,737 249 37 58 1,842 -2,642 2,127 6,086 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 1.4 12.4 24.6 63.6 50.8 77.4 49.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 5 13 8 11 21 25
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 10,192
COMMITMENTS
856 531 0 6,787 8,929 7,643 9,460 2,549 732
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.2 0.0 66.6 87.6 75.0 92.8 25.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 8 12 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 21,687
COMMITMENTS
2,616 2,891 0 13,859 16,815 16,475 19,706 5,212 1,981
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -4,530)
1,490 -318 0 -4,775 -4,191 -3,285 -4,509 -1,245 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 13.3 0.0 63.9 77.5 76.0 90.9 24.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 0 12 13 14 18
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,268,108
COMMITMENTS
391,419 345,649 522,976 2035364 2048922 2949759 2917547 318,349 350,561
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 72,502)
25,454 24,397 -6,188 44,019 27,047 63,285 45,256 9,217 27,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 10.6 16.0 62.3 62.7 90.3 89.3 9.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
104 83 98 293 289 443 424
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 20,297
COMMITMENTS
1,157 692 0 16,497 18,515 17,654 19,207 2,643 1,090
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 8,727)
460 238 0 9,293 8,579 9,753 8,817 -1,026 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.4 0.0 81.3 91.2 87.0 94.6 13.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 13 12 15 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 12,680
COMMITMENTS
1,149 0 0 9,229 11,322 10,378 11,322 2,302 1,358
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -841)
-148 0 0 -656 -1,265 -804 -1,265 -37 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 72.8 89.3 81.8 89.3 18.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 10 11 10
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 185,012
COMMITMENTS
108,886 20,056 18,209 27,579 13,196 154,674 51,460 30,338 133,551
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 14,001)
15,328 3,550 -166 -3,118 -2,576 12,044 808 1,957 13,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 10.8 9.8 14.9 7.1 83.6 27.8 16.4 72.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 7 7 6 3 19 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,100
COMMITMENTS
7,482 2,136 561 35,040 46,929 43,083 49,626 10,017 3,474
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -113)
-397 -70 15 312 -304 -70 -359 -43 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.0 1.1 66.0 88.4 81.1 93.5 18.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 5 3 36 29 48 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,273
COMMITMENTS
12,477 15,341 5,381 26,951 25,445 44,809 46,168 8,464 7,105
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -342)
-1,235 -1,169 -41 1,953 800 677 -410 -1,018 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 28.8 10.1 50.6 47.8 84.1 86.7 15.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
61 63 44 108 120 187 210
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,364
COMMITMENTS
62,387 76,707 26,906 134,754 127,227 224,046 230,840 42,318 35,524
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,708)
-6,177 -5,844 -207 9,767 4,000 3,383 -2,050 -5,091 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 28.8 10.1 50.6 47.8 84.1 86.7 15.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
61 63 44 108 120 187 210
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,263
COMMITMENTS
45,874 55,042 8,797 58,555 60,574 113,226 124,413 30,037 18,850
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 407)
-649 -3,262 501 -1,850 4,823 -1,998 2,062 2,405 -1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 38.4 6.1 40.9 42.3 79.0 86.8 21.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 20 10 34 26 63 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 563,893
COMMITMENTS
121,673 80,286 12,360 402,621 451,390 536,654 544,036 27,240 19,857
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 25,162)
19,156 16,044 704 6,645 4,086 26,506 20,835 -1,344 4,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.2 2.2 71.4 80.0 95.2 96.5 4.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
64 50 23 181 139 255 203
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,431
COMMITMENTS
0 1,041 206 16,103 15,761 16,309 17,008 1,122 423
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 741)
-174 355 174 368 156 368 685 373 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 1.2 92.4 90.4 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 9 9 10 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,026
COMMITMENTS
2,793 1,321 1,278 8,445 12,104 12,516 14,703 5,510 3,323
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,598)
426 -424 1,077 589 1,575 2,092 2,228 506 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 7.3 7.1 46.8 67.1 69.4 81.6 30.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 2 3 8 6 17 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,403
COMMITMENTS
15,581 7,072 1,277 32,552 29,363 49,410 37,712 6,993 18,691
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 8,082)
6,658 628 991 1,234 3,663 8,883 5,282 -801 2,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 12.5 2.3 57.7 52.1 87.6 66.9 12.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 10 2 21 30 40 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 207,821
COMMITMENTS
60,671 217 7,075 139,847 199,705 207,593 206,997 228 824
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -2,324)
188 0 -733 -1,745 -1,587 -2,290 -2,320 -34 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.1 3.4 67.3 96.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 3 6 37 28 70 36
Updated November 20, 2020