BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,522
COMMITMENTS
555 497 1,409 8,603 8,865 10,567 10,771 954 751
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 840)
17 26 168 612 484 796 678 43 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.3 12.2 74.7 76.9 91.7 93.5 8.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 4 8 27 28 36 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,128
COMMITMENTS
14,776 2,519 13,270 15,990 23,795 44,036 39,583 4,092 8,544
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 387)
36 135 -259 684 645 462 522 -74 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 5.2 27.6 33.2 49.4 91.5 82.2 8.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 6 27 41 45 77 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,853
COMMITMENTS
1,089 285 2,784 7,199 8,080 11,072 11,149 781 704
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 130)
99 -3 -129 118 235 87 102 42 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.4 23.5 60.7 68.2 93.4 94.1 6.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 3 8 34 22 42 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,352
COMMITMENTS
70 2,686 2,559 4,109 1,277 6,737 6,522 615 831
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 284)
30 134 95 97 15 222 244 62 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 36.5 34.8 55.9 17.4 91.6 88.7 8.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 7 7 20 12 29 20
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,288
COMMITMENTS
70,707 18,448 77,147 81,273 118,879 229,127 214,475 22,160 36,813
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 352)
1,030 -581 70 296 469 1,396 -42 -1,044 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 7.3 30.7 32.3 47.3 91.2 85.4 8.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
104 62 108 87 91 249 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,719
COMMITMENTS
87,512 26,130 76,661 125,849 173,876 290,022 276,666 36,698 50,053
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,448)
1,725 456 245 2,128 3,243 4,099 3,944 350 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.0 23.5 38.5 53.2 88.8 84.7 11.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
112 71 116 155 166 328 304
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,247
COMMITMENTS
801 279 202 1,240 2,259 2,243 2,740 1,005 507
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 163)
43 45 61 27 82 131 188 32 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 8.6 6.2 38.2 69.6 69.1 84.4 30.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 6 4 10 15 23 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,716
COMMITMENTS
13,746 12,583 8,956 13,041 8,891 35,743 30,430 5,973 11,286
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -259)
-234 -421 -235 452 727 -17 71 -243 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 30.2 21.5 31.3 21.3 85.7 72.9 14.3 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
43 46 52 48 46 124 120
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,334
COMMITMENTS
1,150 10,947 5,721 29,269 18,424 36,140 35,092 1,195 2,243
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,144)
17 337 321 808 270 1,145 927 -1 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 29.3 15.3 78.4 49.3 96.8 94.0 3.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 15 13 35 40 53 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,449
COMMITMENTS
6,621 10,504 7 12,101 8,143 18,728 18,654 1,721 1,796
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -932)
693 -651 0 -1,987 -175 -1,294 -826 362 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 51.4 0.0 59.2 39.8 91.6 91.2 8.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 11 1 12 7 30 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,460
COMMITMENTS
31,337 49,360 4,872 74,632 78,764 110,841 132,996 38,619 16,464
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,218)
6,036 2,403 -815 -1,392 2,844 3,829 4,432 1,389 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 33.0 3.3 49.9 52.7 74.2 89.0 25.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 26 18 39 31 77 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,309
COMMITMENTS
20,216 4,760 1,667 14,530 34,533 36,414 40,961 16,895 12,348
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -315)
206 264 -67 161 300 299 498 -614 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 8.9 3.1 27.3 64.8 68.3 76.8 31.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 7 3 16 12 30 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,784
COMMITMENTS
63,136 38,960 3,414 63,572 92,365 130,121 134,738 7,663 3,046
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,656)
3,372 -43 380 320 4,252 4,072 4,588 584 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 28.3 2.5 46.1 67.0 94.4 97.8 5.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
66 32 12 27 26 99 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,493
COMMITMENTS
34,789 46,934 20,251 89,230 82,529 144,271 149,715 32,221 26,778
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,165)
5,149 354 955 -3,627 4,180 2,477 5,489 2,688 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 26.6 11.5 50.6 46.8 81.7 84.8 18.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
29 29 23 36 44 77 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,321
COMMITMENTS
52,908 15,803 7,517 100,676 153,762 161,101 177,082 33,220 17,239
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 14,604)
14,023 5,583 -571 1,865 9,899 15,316 14,911 -712 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 8.1 3.9 51.8 79.1 82.9 91.1 17.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
41 15 16 44 38 92 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 694,836
COMMITMENTS
208,145 67,522 32,614 361,656 554,109 602,416 654,246 92,420 40,590
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 7,870)
3,061 -1,932 2,447 4,428 10,145 9,936 10,660 -2,066 -2,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 9.7 4.7 52.0 79.7 86.7 94.2 13.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
104 48 57 133 95 254 183
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,758
COMMITMENTS
6,113 2,648 131 6,796 16,425 13,040 19,204 11,718 5,554
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 334)
818 -876 2 34 763 854 -111 -520 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 10.7 0.5 27.4 66.3 52.7 77.6 47.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 2 2 9 9 17 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,616
COMMITMENTS
11,517 29,662 392 29,464 11,089 41,373 41,143 2,243 2,473
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 533)
-922 -3,866 386 1,022 3,855 486 375 47 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 68.0 0.9 67.6 25.4 94.9 94.3 5.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 20 4 12 6 34 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,803
COMMITMENTS
32,294 23,896 830 15,744 26,966 48,868 51,691 5,935 3,111
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,993)
2,935 3,478 103 834 676 3,872 4,257 121 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 43.6 1.5 28.7 49.2 89.2 94.3 10.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
40 23 8 25 15 70 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,317
COMMITMENTS
10,295 2,562 1 3,829 11,092 14,125 13,655 1,192 1,662
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 418)
193 127 0 304 182 497 309 -79 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 16.7 0.0 25.0 72.4 92.2 89.1 7.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 5 1 6 6 18 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,593,312
COMMITMENTS
1202158 677,045 9251864 7527994 7921232 17982016 17850141 611,295 743,171
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 255,379)
58,725 146,255 75,266 121,599 51,200 255,590 272,720 -210 -17,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.6 49.8 40.5 42.6 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
62 60 97 133 133 253 238
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,972
COMMITMENTS
8,492 10,950 2,052 205 70 10,749 13,072 3,224 900
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 893)
404 356 432 37 0 873 788 19 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 78.4 14.7 1.5 0.5 76.9 93.6 23.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
81 26 21 2 1 92 39
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 463,439
COMMITMENTS
59,260 40,896 111,717 292,291 310,532 463,267 463,144 172 295
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 92,920)
-8,946 7,723 36,615 65,248 48,503 92,916 92,841 3 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 8.8 24.1 63.1 67.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 23 33 29 39 71 79
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 201,855
COMMITMENTS
29,189 17,297 31,356 141,232 153,145 201,777 201,798 78 57
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 12,439)
-119 960 3,352 9,220 8,140 12,453 12,452 -14 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 8.6 15.5 70.0 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 24 27 24 31 57 69
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 685,529
COMMITMENTS
73,459 72,730 109,190 419,913 424,615 602,562 606,535 82,968 78,994
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -8,376)
-5,831 7,573 -4,940 2,916 -10,776 -7,854 -8,143 -522 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.6 15.9 61.3 61.9 87.9 88.5 12.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
99 92 102 294 291 445 433
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 40,260
COMMITMENTS
6,139 3,375 3,949 10,109 24,532 20,197 31,855 20,063 8,405
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -24)
606 2,819 -1,058 185 -1,075 -267 687 244 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.4 9.8 25.1 60.9 50.2 79.1 49.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 8 11 9 12 20 26
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 10,260
COMMITMENTS
561 531 0 7,088 9,053 7,649 9,584 2,611 676
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 68)
-295 0 0 301 124 6 124 62 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.2 0.0 69.1 88.2 74.6 93.4 25.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 9 12 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 19,543
COMMITMENTS
2,635 2,486 0 13,217 13,916 15,852 16,402 3,691 3,141
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -2,144)
19 -405 0 -642 -2,899 -623 -3,304 -1,521 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 12.7 0.0 67.6 71.2 81.1 83.9 18.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 0 11 13 13 18
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,226,345
COMMITMENTS
370,006 380,185 492,801 2049017 2000413 2911824 2873399 314,521 352,946
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -41,763)
-21,413 34,536 -30,176 13,653 -48,509 -37,935 -44,148 -3,828 2,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.8 15.3 63.5 62.0 90.3 89.1 9.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
100 89 99 291 289 440 428
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 23,013
COMMITMENTS
1,157 454 0 19,120 21,392 20,277 21,846 2,736 1,167
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,716)
0 -238 0 2,623 2,877 2,623 2,639 93 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.0 0.0 83.1 93.0 88.1 94.9 11.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 12 12 14 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 22,725
COMMITMENTS
1,056 475 0 19,031 21,531 20,087 22,006 2,638 719
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.1 0.0 83.7 94.7 88.4 96.8 11.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 12 9 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 13,488
COMMITMENTS
942 0 0 9,810 12,918 10,752 12,918 2,736 570
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 808)
-207 0 0 581 1,596 374 1,596 434 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 72.7 95.8 79.7 95.8 20.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 10 12 12 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 173,693
COMMITMENTS
101,966 20,873 14,446 25,687 12,344 142,099 47,663 31,594 126,031
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -11,318)
-6,921 817 -3,762 -1,892 -852 -12,575 -3,798 1,256 -7,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 12.0 8.3 14.8 7.1 81.8 27.4 18.2 72.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 6 8 5 3 17 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,874
COMMITMENTS
6,822 2,387 558 36,126 47,387 43,506 50,332 10,368 3,542
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 774)
-660 251 -3 1,086 458 423 706 351 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.4 1.0 67.1 88.0 80.8 93.4 19.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 7 4 36 29 47 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,109
COMMITMENTS
13,292 17,351 4,309 27,131 24,821 44,732 46,481 9,377 7,628
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 836)
814 2,010 -1,072 181 -625 -77 313 913 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 32.1 8.0 50.1 45.9 82.7 85.9 17.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
62 67 46 107 111 192 202
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,543
COMMITMENTS
66,458 86,757 21,545 135,656 124,103 223,659 232,405 46,884 38,138
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,180)
4,072 10,050 -5,361 903 -3,124 -387 1,565 4,566 2,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 32.1 8.0 50.1 45.9 82.7 85.9 17.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
62 67 46 107 111 192 202
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 163,634
COMMITMENTS
141,010 12,637 6,271 0 4,108 147,281 23,016 16,353 140,617
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.2 7.7 3.8 0.0 2.5 90.0 14.1 10.0 85.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 9 5 0 1 11 14
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,178
COMMITMENTS
49,486 57,034 9,392 57,867 59,733 116,745 126,159 29,434 20,020
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,915)
3,611 1,992 595 -688 -842 3,518 1,746 -603 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 39.0 6.4 39.6 40.9 79.9 86.3 20.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 21 14 33 26 66 54
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 573,883
COMMITMENTS
132,975 86,529 15,158 397,334 451,337 545,467 553,023 28,416 20,860
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 9,990)
11,303 6,242 2,798 -5,287 -53 8,813 8,987 1,176 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 15.1 2.6 69.2 78.6 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
74 52 23 178 139 262 205
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,695
COMMITMENTS
0 1,041 206 16,504 15,803 16,710 17,050 985 645
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 264)
0 0 0 401 42 401 42 -137 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 1.2 93.3 89.3 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 11 9 12 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,212
COMMITMENTS
3,220 2,154 765 8,648 12,075 12,633 14,994 5,579 3,218
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 186)
427 833 -513 203 -29 117 291 69 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 11.8 4.2 47.5 66.3 69.4 82.3 30.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 3 8 6 18 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,990
COMMITMENTS
16,357 8,162 786 32,822 31,797 49,965 40,745 7,025 16,245
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 587)
776 1,090 -491 270 2,434 555 3,033 32 -2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 14.3 1.4 57.6 55.8 87.7 71.5 12.3 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 10 2 23 30 44 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 211,498
COMMITMENTS
61,094 442 7,304 142,319 202,025 210,717 209,771 781 1,727
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,677)
423 225 229 2,472 2,320 3,124 2,774 553 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 0.2 3.5 67.3 95.5 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
32 4 6 37 28 70 37
Updated November 30, 2020