BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,622
COMMITMENTS
538 515 1,347 8,832 9,023 10,717 10,884 905 738
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 100)
-17 17 -62 229 158 150 113 -50 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.4 11.6 76.0 77.6 92.2 93.7 7.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 4 8 28 28 37 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,030
COMMITMENTS
14,684 2,750 13,372 16,642 24,105 44,698 40,227 4,332 8,802
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 902)
-92 232 102 651 310 662 644 241 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.6 27.3 33.9 49.2 91.2 82.0 8.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 6 21 43 46 75 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,195
COMMITMENTS
989 231 2,867 7,521 8,383 11,378 11,481 817 714
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 342)
-100 -55 83 322 303 305 332 37 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.9 23.5 61.7 68.7 93.3 94.1 6.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 7 36 24 43 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,263
COMMITMENTS
86 2,760 2,383 4,148 1,239 6,618 6,382 645 881
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -89)
17 74 -176 40 -37 -119 -139 30 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 38.0 32.8 57.1 17.1 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 8 7 19 13 28 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,974
COMMITMENTS
70,991 18,017 76,605 80,799 120,794 228,394 215,416 22,580 35,559
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -313)
284 -431 -542 -474 1,915 -733 941 420 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 7.2 30.5 32.2 48.1 91.0 85.8 9.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
103 65 112 87 90 256 214
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,450
COMMITMENTS
92,239 27,019 72,979 124,353 176,488 289,571 276,487 36,880 49,964
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -269)
4,727 889 -3,681 -1,496 2,613 -451 -179 182 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 8.3 22.4 38.1 54.1 88.7 84.7 11.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
117 66 117 153 168 324 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,169
COMMITMENTS
856 271 150 1,213 2,261 2,220 2,682 949 486
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -79)
56 -8 -52 -27 2 -23 -58 -56 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 8.6 4.7 38.3 71.4 70.1 84.7 29.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 5 3 10 14 23 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,860
COMMITMENTS
13,996 11,041 10,418 13,578 9,515 37,992 30,974 5,867 12,886
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 2,144)
250 -1,542 1,462 538 624 2,249 544 -106 1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 25.2 23.8 31.0 21.7 86.6 70.6 13.4 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
43 46 54 53 55 134 126
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,391
COMMITMENTS
1,157 11,794 5,717 30,305 18,711 37,179 36,222 1,212 2,169
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,056)
7 847 -4 1,036 287 1,039 1,130 17 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 30.7 14.9 78.9 48.7 96.8 94.4 3.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 14 13 37 40 56 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,795
COMMITMENTS
6,556 9,738 6 11,608 8,242 18,170 17,986 1,625 1,809
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -654)
-65 -766 -1 -493 99 -558 -668 -96 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 49.2 0.0 58.6 41.6 91.8 90.9 8.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 12 1 10 6 29 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,186
COMMITMENTS
28,538 51,274 6,347 79,237 83,913 114,121 141,534 43,065 15,652
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 7,726)
-2,799 1,914 1,475 4,605 5,149 3,281 8,538 4,445 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 32.6 4.0 50.4 53.4 72.6 90.0 27.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
24 25 16 38 31 72 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,150
COMMITMENTS
20,074 3,799 2,249 13,303 35,308 35,625 41,356 19,525 13,794
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,842)
-143 -961 581 -1,227 775 -788 395 2,630 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 6.9 4.1 24.1 64.0 64.6 75.0 35.4 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 5 4 16 12 31 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,562
COMMITMENTS
72,890 43,417 4,280 64,355 100,028 141,526 147,725 9,036 2,837
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 12,778)
9,754 4,457 867 784 7,663 11,404 12,987 1,373 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 28.8 2.8 42.7 66.4 94.0 98.1 6.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
69 29 13 32 23 108 60
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 183,476
COMMITMENTS
38,390 42,493 21,746 88,765 90,468 148,902 154,707 34,574 28,768
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 6,983)
3,601 -4,441 1,495 -466 7,939 4,631 4,993 2,352 1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 23.2 11.9 48.4 49.3 81.2 84.3 18.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 31 23 36 42 80 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,010
COMMITMENTS
60,693 15,961 7,304 96,926 158,742 164,923 182,007 35,087 18,002
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 5,689)
7,785 158 -213 -3,750 4,981 3,822 4,925 1,867 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 8.0 3.7 48.5 79.4 82.5 91.0 17.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
41 13 15 45 40 90 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 719,718
COMMITMENTS
212,451 67,222 36,018 370,097 568,507 618,566 671,747 101,151 47,971
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 24,882)
4,306 -301 3,404 8,441 14,398 16,151 17,501 8,731 7,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.3 5.0 51.4 79.0 85.9 93.3 14.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
105 44 52 135 98 256 178
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,476
COMMITMENTS
6,854 2,837 310 7,038 16,773 14,202 19,920 11,274 5,556
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 718)
741 189 179 242 348 1,162 716 -444 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 11.1 1.2 27.6 65.8 55.7 78.2 44.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 2 9 9 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,314
COMMITMENTS
12,729 30,502 8 37,055 20,521 49,792 51,031 3,522 2,283
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 9,698)
1,212 840 -384 7,591 9,432 8,419 9,888 1,279 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 57.2 0.0 69.5 38.5 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 21 2 14 6 38 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,549
COMMITMENTS
32,904 23,752 861 15,323 27,515 49,087 52,127 6,462 3,422
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 746)
610 -144 31 -421 549 220 436 527 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 42.8 1.5 27.6 49.5 88.4 93.8 11.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
39 24 11 25 15 72 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,364
COMMITMENTS
10,786 2,674 0 3,376 11,270 14,162 13,944 1,202 1,420
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 47)
491 112 -1 -453 178 37 289 10 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 17.4 0.0 22.0 73.4 92.2 90.8 7.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 6 0 6 6 21 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,492,037
COMMITMENTS
1295052 776,528 9098474 7495250 7851376 17888776 17726377 603,262 765,660
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -101,274)
92,894 99,483 -153,391 -32,744 -69,856 -93,241 -123,763 -8,034 22,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.2 49.2 40.5 42.5 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
59 57 96 131 133 248 237
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,856
COMMITMENTS
7,520 10,534 1,707 218 89 9,446 12,330 3,411 527
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -1,116)
-971 -417 -345 13 19 -1,303 -742 187 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 81.9 13.3 1.7 0.7 73.5 95.9 26.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
79 29 23 2 1 94 41
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 504,545
COMMITMENTS
58,924 40,499 120,594 324,871 343,143 504,389 504,236 156 309
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 41,106)
-336 -397 8,877 32,581 32,612 41,122 41,092 -16 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.0 23.9 64.4 68.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 19 30 31 39 73 75
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 159,594
COMMITMENTS
17,055 17,265 24,309 118,166 117,962 159,530 159,536 64 58
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -42,261)
-12,134 -32 -7,047 -23,066 -35,183 -42,247 -42,262 -14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.8 15.2 74.0 73.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 25 21 25 30 51 65
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 698,807
COMMITMENTS
74,303 73,139 106,216 433,447 438,910 613,966 618,266 84,841 80,542
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 13,278)
844 409 -2,974 13,534 14,296 11,405 11,731 1,873 1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.5 15.2 62.0 62.8 87.9 88.5 12.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
105 90 109 292 286 450 432
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 45,262
COMMITMENTS
8,709 4,796 4,881 10,033 27,933 23,623 37,610 21,639 7,652
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 5,001)
2,570 1,422 932 -76 3,401 3,426 5,755 1,575 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 10.6 10.8 22.2 61.7 52.2 83.1 47.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 13 10 13 24 30
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 11,881
COMMITMENTS
367 531 0 8,934 10,658 9,301 11,189 2,580 692
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,621)
-194 0 0 1,846 1,605 1,652 1,605 -31 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.5 0.0 75.2 89.7 78.3 94.2 21.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 12/01/20 |
--------------------------------------------------------------| 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: 18,855
COMMITMENTS
3,397 1,968 0 13,099 15,077 16,496 17,045 2,359 1,810
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -688)
762 -518 0 -118 1,161 644 643 -1,332 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 10.4 0.0 69.5 80.0 87.5 90.4 12.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 0 13 13 17 16
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,267,728
COMMITMENTS
371,230 384,975 463,417 2117070 2054887 2951717 2903279 316,011 364,449
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 41,383)
1,224 4,789 -29,383 68,053 54,474 39,893 29,880 1,490 11,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.8 14.2 64.8 62.9 90.3 88.8 9.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
105 89 105 289 285 445 428
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 24,161
COMMITMENTS
1,157 1,423 0 20,021 21,546 21,178 22,969 2,983 1,192
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,148)
0 969 0 901 154 901 1,123 247 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.9 0.0 82.9 89.2 87.7 95.1 12.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 11 10 13 13
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 23,126
COMMITMENTS
1,061 475 0 19,351 21,844 20,412 22,319 2,714 807
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 401)
5 0 0 320 313 325 313 76 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.1 0.0 83.7 94.5 88.3 96.5 11.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 12 10 14 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 16,077
COMMITMENTS
1,491 0 0 12,147 12,645 13,638 12,645 2,439 3,432
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 2,589)
549 0 0 2,337 -273 2,886 -273 -297 2,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 75.6 78.7 84.8 78.7 15.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 8 12 11 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 174,559
COMMITMENTS
106,119 25,339 13,416 25,808 6,375 145,344 45,131 29,215 129,428
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 866)
4,154 4,467 -1,030 121 -5,968 3,245 -2,532 -2,379 3,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 14.5 7.7 14.8 3.7 83.3 25.9 16.7 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 6 8 5 3 19 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,595
COMMITMENTS
6,487 1,744 572 36,045 48,249 43,104 50,565 10,491 3,030
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -279)
-335 -643 14 -81 862 -402 233 123 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.3 1.1 67.3 90.0 80.4 94.3 19.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 6 5 37 31 49 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,433
COMMITMENTS
13,457 17,474 4,737 27,024 24,508 45,218 46,719 9,215 7,715
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 325)
166 122 428 -107 -313 486 238 -162 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 32.1 8.7 49.6 45.0 83.1 85.8 16.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
64 61 45 107 114 194 198
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 272,167
COMMITMENTS
67,287 87,368 23,684 135,120 122,540 226,091 233,593 46,076 38,574
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,624)
829 611 2,139 -536 -1,563 2,432 1,188 -808 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 32.1 8.7 49.6 45.0 83.1 85.8 16.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
64 61 45 107 114 194 198
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 168,727
COMMITMENTS
147,111 18,029 6,627 217 1,252 153,955 25,908 14,772 142,819
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 5,094)
6,101 5,392 356 217 -2,856 6,674 2,892 -1,580 2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.2 10.7 3.9 0.1 0.7 91.2 15.4 8.8 84.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 9 6 1 1 14 14
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,014
COMMITMENTS
44,484 56,353 8,769 58,325 63,021 111,578 128,144 33,436 16,871
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -1,164)
-5,002 -681 -622 457 3,288 -5,167 1,985 4,003 -3,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 38.9 6.0 40.2 43.5 76.9 88.4 23.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 22 13 32 29 60 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 566,276
COMMITMENTS
121,902 83,932 14,259 399,249 448,838 535,410 547,029 30,866 19,247
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -7,607)
-11,073 -2,597 -898 1,914 -2,499 -10,057 -5,994 2,450 -1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 14.8 2.5 70.5 79.3 94.5 96.6 5.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
67 53 21 172 140 249 204
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,626
COMMITMENTS
0 1,056 193 16,393 15,910 16,586 17,159 1,040 467
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -69)
0 15 -13 -111 107 -124 109 55 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 1.1 93.0 90.3 94.1 97.4 5.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 10 9 11 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,165
COMMITMENTS
3,368 2,133 341 8,999 12,316 12,708 14,790 5,457 3,375
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -47)
148 -21 -424 351 241 75 -204 -122 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 11.7 1.9 49.5 67.8 70.0 81.4 30.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 3 2 10 7 19 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,629
COMMITMENTS
16,285 7,500 360 32,506 34,105 49,151 41,965 7,478 14,664
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -361)
-72 -662 -426 -316 2,308 -814 1,220 453 -1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 13.2 0.6 57.4 60.2 86.8 74.1 13.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 9 2 23 34 41 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 211,858
COMMITMENTS
60,902 442 6,764 143,957 202,653 211,623 209,859 235 1,999
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 360)
-192 0 -540 1,638 628 906 88 -546 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.2 3.2 67.9 95.7 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 4 5 37 29 69 37
Updated December 04, 2020