BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,691
COMMITMENTS
378 474 1,049 8,126 8,525 9,553 10,047 1,138 643
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 491)
25 64 -1 438 376 462 440 29 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.4 9.8 76.0 79.7 89.4 94.0 10.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 5 7 31 26 38 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,540
COMMITMENTS
12,885 3,058 11,226 14,991 20,540 39,102 34,824 4,438 8,716
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,651)
1,135 730 927 570 942 2,632 2,600 19 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.0 25.8 34.4 47.2 89.8 80.0 10.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 7 19 35 36 61 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,751
COMMITMENTS
878 89 2,245 6,787 7,579 9,910 9,913 841 838
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 265)
-55 3 -37 304 272 212 238 53 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.8 20.9 63.1 70.5 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 6 34 23 40 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,131
COMMITMENTS
89 2,049 2,069 3,292 1,152 5,450 5,270 681 861
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -2)
-1 62 86 -8 -10 77 139 -79 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 33.4 33.7 53.7 18.8 88.9 86.0 11.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 7 7 15 9 24 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,143
COMMITMENTS
69,975 27,112 55,976 73,517 101,163 199,468 184,251 17,676 32,892
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -22,277)
-1,955 -307 -13,900 -5,350 -7,595 -21,205 -21,802 -1,072 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 12.5 25.8 33.9 46.6 91.9 84.9 8.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
87 69 93 86 91 232 205
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,380
COMMITMENTS
101,007 25,537 74,686 121,035 182,689 296,728 282,912 36,652 50,468
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 6,242)
4,192 -4,267 2,655 -52 7,214 6,795 5,603 -553 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 7.7 22.4 36.3 54.8 89.0 84.9 11.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
119 66 115 151 182 326 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,410
COMMITMENTS
708 233 383 885 2,121 1,976 2,737 1,434 673
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 35)
-104 23 35 -27 6 -96 64 131 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.8 11.2 26.0 62.2 58.0 80.3 42.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 5 8 15 23 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,123
COMMITMENTS
15,538 10,221 13,516 14,837 11,387 43,891 35,124 7,231 15,999
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,236)
798 1 1,604 480 347 2,882 1,953 354 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 20.0 26.4 29.0 22.3 85.9 68.7 14.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 42 60 62 63 148 143
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,501
COMMITMENTS
508 11,969 5,434 29,313 17,176 35,256 34,578 1,245 1,922
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 498)
-336 1,064 9 852 -596 525 477 -27 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 32.8 14.9 80.3 47.1 96.6 94.7 3.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 13 13 38 42 57 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,376
COMMITMENTS
8,666 6,821 15 14,672 17,007 23,353 23,842 2,023 1,534
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -7,362)
551 -3,916 -58 -7,505 -3,476 -7,012 -7,451 -350 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 26.9 0.1 57.8 67.0 92.0 94.0 8.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 13 1 10 8 28 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,214
COMMITMENTS
42,986 33,712 7,385 75,875 113,130 126,246 154,227 42,969 14,987
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -40,423)
2,967 -22,007 -1,330 -37,611 -15,779 -35,974 -39,116 -4,449 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 19.9 4.4 44.8 66.9 74.6 91.1 25.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 21 15 39 31 81 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,282
COMMITMENTS
23,286 11,534 1,033 9,790 31,021 34,108 43,588 21,173 11,694
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 4,520)
6,109 4,075 -22 -632 1,319 5,455 5,372 -935 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 20.9 1.9 17.7 56.1 61.7 78.8 38.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 12 2 12 14 28 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,540
COMMITMENTS
56,598 64,530 1,565 78,234 74,520 136,397 140,614 7,143 2,925
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -86)
-5,718 -703 124 6,248 439 653 -140 -739 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 45.0 1.1 54.5 51.9 95.0 98.0 5.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
66 32 8 33 26 103 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,531
COMMITMENTS
39,366 31,444 19,013 84,915 97,804 143,294 148,261 32,237 27,269
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,895)
2,163 442 2,701 1,844 2,116 6,709 5,260 -2,814 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 17.9 10.8 48.4 55.7 81.6 84.5 18.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 27 25 34 41 75 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 208,891
COMMITMENTS
67,539 20,726 8,038 98,212 162,519 173,789 191,283 35,102 17,608
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,008)
1,857 -1,264 -623 2,129 3,411 3,364 1,524 -356 1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 9.9 3.8 47.0 77.8 83.2 91.6 16.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 21 18 44 36 95 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 716,532
COMMITMENTS
223,872 77,482 36,063 359,037 562,379 618,972 675,924 97,560 40,608
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 9,437)
3,888 -298 6,889 2,491 4,504 13,268 11,094 -3,831 -1,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 10.8 5.0 50.1 78.5 86.4 94.3 13.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
106 37 47 128 92 246 164
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,128
COMMITMENTS
7,213 4,238 491 7,360 16,821 15,064 21,550 11,064 4,578
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,001)
369 413 188 71 911 628 1,512 373 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 16.2 1.9 28.2 64.4 57.7 82.5 42.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 1 10 11 17 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 16,757
COMMITMENTS
3,486 3,929 0 4,726 9,826 8,212 13,755 8,545 3,002
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -1,224)
75 490 -450 -540 -524 -915 -484 -309 -740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 23.4 0.0 28.2 58.6 49.0 82.1 51.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 10 12 14 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,760
COMMITMENTS
10,698 20,201 37 23,317 15,723 34,052 35,961 3,708 1,799
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 130)
0 290 -87 81 67 -6 270 136 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 53.5 0.1 61.8 41.6 90.2 95.2 9.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 17 1 18 6 40 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,364
COMMITMENTS
28,710 15,009 802 12,722 29,532 42,234 45,343 6,130 3,020
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 909)
-29 508 519 609 -372 1,099 655 -190 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.4 31.0 1.7 26.3 61.1 87.3 93.8 12.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
35 18 7 21 12 59 34
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,421
COMMITMENTS
9,565 2,088 0 535 8,336 10,100 10,424 1,321 997
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -578)
105 585 0 -492 -900 -387 -315 -191 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 18.3 0.0 4.7 73.0 88.4 91.3 11.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 7 0 3 5 15 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,643,035
COMMITMENTS
1193297 534,265 7433645 6358867 6933561 14985810 14901471 657,226 741,564
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -51,818)
46,271 -54,067 -94,662 60,539 186,257 12,148 37,528 -63,966 -89,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.4 47.5 40.6 44.3 95.8 95.3 4.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
62 52 87 116 115 226 211
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 14,367
COMMITMENTS
7,130 10,848 2,662 565 90 10,357 13,600 4,010 767
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,735)
577 1,323 337 63 20 977 1,680 758 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 75.5 18.5 3.9 0.6 72.1 94.7 27.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
79 21 26 2 1 92 38
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 452,605
COMMITMENTS
54,320 34,673 105,654 292,430 312,018 452,404 452,345 201 260
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -46,231)
6,107 -10,360 -6,890 -45,488 -28,980 -46,271 -46,230 40 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 7.7 23.3 64.6 68.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 19 31 33 33 74 70
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 192,508
COMMITMENTS
13,935 13,212 29,575 148,952 149,674 192,462 192,461 46 47
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,186)
-186 -1,577 -327 3,699 5,092 3,186 3,188 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.9 15.4 77.4 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 22 25 25 31 55 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 590,893
COMMITMENTS
67,855 71,976 72,628 393,042 394,693 533,525 539,296 57,368 51,596
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -206,653)
-7,337 -5,213 -57,296 -102,595 -105,142 -167,229 -167,651 -39,424 -39,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 12.2 12.3 66.5 66.8 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
104 74 86 287 267 428 390
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 14,938
COMMITMENTS
1,894 5,016 183 10,147 8,440 12,224 13,639 2,714 1,299
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -13,382)
-791 2,746 -2,584 -9,474 -12,999 -12,849 -12,837 -533 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 33.6 1.2 67.9 56.5 81.8 91.3 18.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 1 12 9 17 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,954,463
COMMITMENTS
339,274 359,879 363,138 1965212 1973465 2667625 2696482 286,839 257,981
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -772,711)
-37,560 -38,789 -222,135 -459,658 -350,898 -719,353 -611,822 -53,358 -160,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 12.2 12.3 66.5 66.8 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
104 74 86 287 267 428 390
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 24,973
COMMITMENTS
1,283 308 0 20,460 23,989 21,743 24,297 3,230 676
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -13,673)
0 -741 -36 -13,263 -10,865 -13,299 -11,642 -374 -2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.2 0.0 81.9 96.1 87.1 97.3 12.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 13 8 15 9
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 22,938
COMMITMENTS
830 1,111 0 19,074 21,374 19,904 22,485 3,034 453
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -10,815)
0 636 -419 -9,941 -10,277 -10,360 -10,060 -455 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.8 0.0 83.2 93.2 86.8 98.0 13.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 9 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 54,398
COMMITMENTS
6,679 1,835 390 37,139 48,414 44,208 50,639 10,190 3,759
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -2,813)
-652 -558 95 -1,859 -2,001 -2,416 -2,464 -397 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.4 0.7 68.3 89.0 81.3 93.1 18.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 6 4 37 33 48 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,734
COMMITMENTS
14,102 7,423 2,856 21,973 28,338 38,932 38,617 6,802 7,117
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -15,160)
-942 -4,657 -2,271 -7,684 -6,094 -10,897 -13,022 -4,263 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 16.2 6.2 48.0 62.0 85.1 84.4 14.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
65 46 33 99 110 179 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 228,670
COMMITMENTS
70,511 37,114 14,281 109,867 141,689 194,659 193,085 34,011 35,585
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -75,798)
-4,710 -23,285 -11,354 -38,422 -30,470 -54,486 -65,109 -21,313 -10,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 16.2 6.2 48.0 62.0 85.1 84.4 14.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
65 46 33 99 110 179 175
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,079
COMMITMENTS
53,862 57,821 7,433 53,724 64,310 115,019 129,563 34,060 19,516
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 10,622)
8,429 2,644 218 3,261 4,289 11,908 7,151 -1,286 3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 38.8 5.0 36.0 43.1 77.2 86.9 22.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
31 16 14 29 27 67 50
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 531,281
COMMITMENTS
93,913 76,819 7,178 402,475 426,705 503,567 510,702 27,715 20,579
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -116,342)
-1,745 -3,338 -11,304 -98,516 -97,664 -111,565 -112,306 -4,777 -4,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 14.5 1.4 75.8 80.3 94.8 96.1 5.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
70 56 24 177 134 254 207
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,450
COMMITMENTS
2,694 3,807 17 8,808 6,766 11,519 10,590 3,931 4,860
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 312)
500 349 -5 66 -29 561 315 -249 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 24.6 0.1 57.0 43.8 74.6 68.5 25.4 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 2 9 6 18 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,236
COMMITMENTS
14,229 2,120 17 21,895 13,672 36,141 15,809 7,095 27,427
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,025)
762 56 -5 1,743 -1,460 2,500 -1,409 -475 3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 4.9 0.0 50.6 31.6 83.6 36.6 16.4 63.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 6 1 19 22 31 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 149,008
COMMITMENTS
50,504 380 7,666 90,523 140,918 148,693 148,964 315 44
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -68,520)
-9,743 -10 -153 -58,678 -68,342 -68,574 -68,505 54 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 0.3 5.1 60.8 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 3 7 39 27 73 37
Updated December 28, 2020