BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,257
COMMITMENTS
380 400 934 6,933 7,276 8,247 8,609 1,010 648
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,365)
-158 -115 -413 -1,899 -1,747 -2,471 -2,275 106 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.3 10.1 74.9 78.6 89.1 93.0 10.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 7 29 26 37 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,000
COMMITMENTS
11,227 2,718 9,885 13,470 17,990 34,582 30,594 4,418 8,407
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -10,030)
-3,456 -32 -3,487 -3,172 -6,115 -10,116 -9,634 86 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 7.0 25.3 34.5 46.1 88.7 78.4 11.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 5 19 35 38 60 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,117
COMMITMENTS
920 72 2,273 6,185 6,953 9,378 9,298 739 818
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,078)
-69 -159 -595 -1,336 -1,430 -2,000 -2,183 -78 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.7 22.5 61.1 68.7 92.7 91.9 7.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 6 34 22 40 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,998
COMMITMENTS
94 1,947 1,890 3,270 1,208 5,254 5,046 743 952
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,265)
8 -813 -493 -878 -31 -1,363 -1,337 98 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 32.5 31.5 54.5 20.1 87.6 84.1 12.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 6 6 16 9 24 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,820
COMMITMENTS
72,773 24,249 71,502 79,678 114,661 223,952 210,411 20,868 34,409
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -6,154)
1,782 6,232 -5,103 -1,121 -6,133 -4,442 -5,004 -1,712 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 9.9 29.2 32.5 46.8 91.5 85.9 8.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
102 72 106 91 95 253 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,932
COMMITMENTS
93,022 28,887 67,993 122,455 174,171 283,470 271,052 37,462 49,880
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -5,518)
783 1,868 -4,986 -1,898 -2,317 -6,101 -5,435 582 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.0 21.2 38.2 54.3 88.3 84.5 11.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
115 69 110 153 165 321 304
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,149
COMMITMENTS
751 239 217 966 2,146 1,935 2,602 1,214 546
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -20)
-105 -32 67 -247 -115 -285 -80 265 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 7.6 6.9 30.7 68.2 61.4 82.7 38.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 4 3 8 13 20 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,432
COMMITMENTS
14,087 10,433 10,869 13,739 10,361 38,695 31,663 6,737 13,768
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,572)
90 -607 451 161 846 703 690 869 882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 23.0 23.9 30.2 22.8 85.2 69.7 14.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
43 42 54 57 57 136 125
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,086
COMMITMENTS
309 2,371 89 2,706 1,348 3,103 3,808 983 278
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 58.0 2.2 66.2 33.0 75.9 93.2 24.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 3 13 5 18 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,135
COMMITMENTS
786 10,305 4,769 26,414 16,233 31,969 31,307 1,166 1,828
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -5,255)
-370 -1,489 -948 -3,891 -2,478 -5,209 -4,915 -46 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 31.1 14.4 79.7 49.0 96.5 94.5 3.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 13 12 39 41 56 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,028
COMMITMENTS
6,740 11,413 65 15,043 11,269 21,848 22,747 2,180 1,281
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 4,233)
184 1,675 59 3,435 3,027 3,678 4,761 555 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 47.5 0.3 62.6 46.9 90.9 94.7 9.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 15 2 12 9 33 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 173,370
COMMITMENTS
34,716 56,399 9,220 82,503 89,874 126,439 155,494 46,932 17,877
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 16,184)
6,178 5,126 2,873 3,267 5,961 12,317 13,960 3,867 2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 32.5 5.3 47.6 51.8 72.9 89.7 27.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 26 20 40 32 80 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,041
COMMITMENTS
16,896 5,782 2,828 14,241 36,114 33,965 44,724 23,077 12,317
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,891)
-3,177 1,983 579 937 806 -1,661 3,368 3,552 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 10.1 5.0 25.0 63.3 59.5 78.4 40.5 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 10 9 18 14 36 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 192,693
COMMITMENTS
70,275 43,483 31,353 82,563 115,038 184,190 189,874 8,503 2,819
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 42,131)
-2,615 66 27,072 18,207 15,010 42,665 42,149 -533 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 22.6 16.3 42.8 59.7 95.6 98.5 4.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
69 31 18 32 27 110 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 192,048
COMMITMENTS
41,256 33,304 16,786 98,737 112,225 156,780 162,316 35,269 29,733
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 8,573)
2,866 -9,189 -4,960 9,973 21,758 7,878 7,608 695 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 17.3 8.7 51.4 58.4 81.6 84.5 18.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 31 24 36 48 77 91
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,370
COMMITMENTS
63,276 15,889 8,494 97,486 164,026 169,257 188,409 35,114 15,962
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 4,361)
2,584 -72 1,190 560 5,283 4,334 6,401 27 -2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 7.8 4.2 47.7 80.3 82.8 92.2 17.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
44 15 17 44 34 97 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 733,134
COMMITMENTS
225,188 66,944 36,161 366,853 583,407 628,202 686,512 104,933 46,622
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 13,417)
12,736 -278 143 -3,244 14,900 9,635 14,765 3,781 -1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 9.1 4.9 50.0 79.6 85.7 93.6 14.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
101 45 48 129 92 245 170
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,667
COMMITMENTS
9,049 21,767 247 22,947 7,446 32,243 29,460 3,424 6,207
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -17,648)
-3,680 -8,735 239 -14,108 -13,075 -17,549 -21,571 -99 3,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 61.0 0.7 64.3 20.9 90.4 82.6 9.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 19 3 17 5 37 25
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,309
COMMITMENTS
34,730 24,138 4,042 16,309 29,748 55,081 57,928 6,228 3,381
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 5,760)
1,826 387 3,181 986 2,233 5,994 5,801 -233 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 39.4 6.6 26.6 48.5 89.8 94.5 10.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
38 22 14 23 19 69 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,020
COMMITMENTS
9,082 1,779 476 4,162 11,356 13,720 13,611 1,300 1,409
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -344)
-1,704 -895 476 786 86 -442 -333 98 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 11.8 3.2 27.7 75.6 91.3 90.6 8.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 3 2 7 8 22 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,748,609
COMMITMENTS
1245730 686,715 9259910 7596282 8019189 18101922 17965814 646,687 782,795
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 256,572)
-49,322 -89,813 161,436 101,032 167,813 213,146 239,436 43,426 17,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.7 49.4 40.5 42.8 96.6 95.8 3.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
67 54 94 131 130 249 234
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,817
COMMITMENTS
6,989 10,228 1,922 408 83 9,319 12,232 3,498 585
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -39)
-531 -306 215 190 -6 -127 -97 87 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 79.8 15.0 3.2 0.6 72.7 95.4 27.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
75 26 25 2 1 87 43
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 512,798
COMMITMENTS
53,534 41,644 119,898 339,205 351,005 512,636 512,547 162 251
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 8,253)
-5,390 1,145 -696 14,333 7,862 8,247 8,311 6 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 8.1 23.4 66.1 68.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 23 34 32 39 74 78
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 179,586
COMMITMENTS
17,914 19,049 27,961 133,656 132,511 179,531 179,521 55 65
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 19,992)
859 1,784 3,652 15,490 14,549 20,001 19,985 -9 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.6 15.6 74.4 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 24 24 25 31 53 68
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,527
COMMITMENTS
76,439 78,409 116,108 449,904 452,588 642,451 647,105 86,076 81,422
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 29,720)
2,136 5,270 9,892 16,457 13,677 28,485 28,839 1,235 880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.8 15.9 61.8 62.1 88.2 88.8 11.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
110 99 111 292 289 457 444
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 48,492
COMMITMENTS
10,441 6,178 4,609 10,153 30,633 25,204 41,420 23,288 7,072
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 3,231)
1,732 1,382 -272 120 2,700 1,581 3,810 1,650 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 12.7 9.5 20.9 63.2 52.0 85.4 48.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 10 13 9 14 23 31
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 12,089
COMMITMENTS
648 531 0 9,167 10,650 9,815 11,181 2,274 908
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 208)
281 0 0 233 -8 514 -8 -306 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.4 0.0 75.8 88.1 81.2 92.5 18.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 12/08/20 |
--------------------------------------------------------------| 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: 20,516
COMMITMENTS
3,590 2,362 183 14,035 16,244 17,808 18,789 2,708 1,727
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,661)
193 394 183 936 1,167 1,312 1,744 349 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 11.5 0.9 68.4 79.2 86.8 91.6 13.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 1 14 15 19 19
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,400,173
COMMITMENTS
385,548 416,712 501,938 2198752 2109773 3086238 3028424 313,936 371,750
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 132,445)
14,317 31,737 38,521 81,682 54,887 134,521 125,145 -2,076 7,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.3 14.8 64.7 62.0 90.8 89.1 9.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
112 94 106 290 288 452 438
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 26,685
COMMITMENTS
1,274 1,144 0 22,016 24,464 23,290 25,608 3,395 1,077
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,524)
117 -279 0 1,995 2,918 2,112 2,639 412 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.3 0.0 82.5 91.7 87.3 96.0 12.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 11 12 13 14
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 23,282
COMMITMENTS
830 475 0 19,559 21,877 20,389 22,352 2,893 930
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 156)
-231 0 0 208 33 -23 33 179 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.0 0.0 84.0 94.0 87.6 96.0 12.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 12 10 13 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 16,203
COMMITMENTS
1,460 0 0 12,108 15,383 13,568 15,383 2,635 820
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 126)
-31 0 0 -39 2,738 -70 2,738 196 -2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 74.7 94.9 83.7 94.9 16.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 7 12 10 12
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 162,538
COMMITMENTS
98,258 31,346 13,275 23,357 4,826 134,890 49,447 27,648 113,091
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -12,021)
-7,862 6,007 -141 -2,451 -1,549 -10,454 4,316 -1,567 -16,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 19.3 8.2 14.4 3.0 83.0 30.4 17.0 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 6 9 5 2 17 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 54,462
COMMITMENTS
8,322 2,487 586 35,710 48,006 44,618 51,079 9,844 3,383
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 867)
1,835 743 14 -335 -243 1,514 514 -647 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 4.6 1.1 65.6 88.1 81.9 93.8 18.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 6 5 36 32 52 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,185
COMMITMENTS
14,044 11,703 4,916 25,904 29,725 44,864 46,344 9,321 7,840
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -249)
587 -5,770 179 -1,120 5,217 -355 -374 106 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 21.6 9.1 47.8 54.9 82.8 85.5 17.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
66 60 46 107 114 198 196
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,924
COMMITMENTS
70,221 58,517 24,578 129,519 148,627 224,318 231,722 46,605 39,202
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,243)
2,934 -28,851 895 -5,601 26,086 -1,773 -1,871 530 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 21.6 9.1 47.8 54.9 82.8 85.5 17.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
66 60 46 107 114 198 196
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 179,797
COMMITMENTS
157,427 25,154 6,875 0 2,777 164,302 34,806 15,495 144,991
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 11,070)
10,316 7,125 247 -217 1,525 10,347 8,897 723 2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.6 14.0 3.8 0.0 1.5 91.4 19.4 8.6 80.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 10 6 0 2 10 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 170,164
COMMITMENTS
49,182 60,860 16,412 69,409 75,506 135,003 152,779 35,161 17,385
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 25,150)
4,698 4,508 7,643 11,084 12,485 23,425 24,635 1,725 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 35.8 9.6 40.8 44.4 79.3 89.8 20.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 23 13 36 29 70 56
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 572,754
COMMITMENTS
114,822 87,980 15,722 412,382 447,169 542,926 550,872 29,827 21,882
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 6,477)
-7,080 4,049 1,463 13,133 -1,669 7,516 3,843 -1,039 2,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 15.4 2.7 72.0 78.1 94.8 96.2 5.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
63 54 23 176 137 251 203
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 20,743
COMMITMENTS
0 962 2,035 17,580 17,186 19,615 20,183 1,128 560
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 3,117)
0 -94 1,842 1,187 1,276 3,029 3,024 88 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 9.8 84.8 82.9 94.6 97.3 5.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 10 9 12 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,409
COMMITMENTS
2,491 1,787 2,108 8,748 13,305 13,347 17,200 7,062 3,209
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,244)
-877 -346 1,767 -251 989 639 2,410 1,605 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.8 10.3 42.9 65.2 65.4 84.3 34.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 6 10 7 22 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,257
COMMITMENTS
15,530 6,525 1,558 34,465 32,372 51,553 40,455 8,704 19,802
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 3,628)
-755 -975 1,198 1,959 -1,733 2,402 -1,510 1,226 5,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.8 2.6 57.2 53.7 85.6 67.1 14.4 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 9 9 31 32 50 49
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 214,612
COMMITMENTS
61,049 390 6,709 146,580 207,480 214,338 214,579 274 33
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,754)
147 -52 -55 2,623 4,827 2,715 4,720 39 -1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 0.2 3.1 68.3 96.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 3 5 39 30 72 38
Updated December 11, 2020