BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,374
COMMITMENTS
310 467 1,146 8,738 9,093 10,194 10,706 1,180 667
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 683)
-68 -6 97 612 568 641 659 42 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.1 10.1 76.8 79.9 89.6 94.1 10.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 5 7 32 28 39 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,367
COMMITMENTS
13,615 2,545 11,398 15,220 21,475 40,233 35,418 4,133 8,949
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 827)
730 -513 172 230 935 1,132 594 -304 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 5.7 25.7 34.3 48.4 90.7 79.8 9.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 7 21 36 38 64 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,218
COMMITMENTS
890 161 2,376 7,220 7,920 10,486 10,458 732 761
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 467)
12 72 131 433 342 577 545 -109 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.4 21.2 64.4 70.6 93.5 93.2 6.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 7 33 23 40 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,344
COMMITMENTS
84 2,096 2,234 3,311 1,147 5,628 5,476 715 867
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 213)
-5 47 165 19 -6 178 206 34 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 33.0 35.2 52.2 18.1 88.7 86.3 11.3 13.7
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 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,124
COMMITMENTS
71,618 27,479 60,083 74,036 103,071 205,737 190,633 19,387 34,491
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 7,981)
1,644 367 4,107 519 1,908 6,269 6,382 1,712 1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 12.2 26.7 32.9 45.8 91.4 84.7 8.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
96 70 96 81 86 233 207
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 336,554
COMMITMENTS
98,618 22,749 78,814 122,720 183,652 300,153 285,215 36,401 51,340
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 3,175)
-2,388 -2,788 4,128 1,685 962 3,425 2,303 -251 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.8 23.4 36.5 54.6 89.2 84.7 10.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
120 66 125 152 179 337 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,378
COMMITMENTS
722 229 407 1,041 2,135 2,170 2,771 1,207 607
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -32)
14 -4 24 156 14 194 34 -226 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.8 12.1 30.8 63.2 64.3 82.0 35.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 6 6 11 15 26 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,553
COMMITMENTS
14,946 9,631 13,064 15,495 11,576 43,504 34,271 7,048 16,282
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -570)
-592 -590 -453 658 189 -387 -853 -183 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 19.1 25.8 30.7 22.9 86.1 67.8 13.9 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
45 39 54 68 67 147 137
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,627
COMMITMENTS
455 12,313 5,902 30,026 17,592 36,383 35,807 1,244 1,820
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,126)
-54 344 468 713 417 1,127 1,229 -1 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 32.7 15.7 79.8 46.8 96.7 95.2 3.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 14 12 38 43 55 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,243
COMMITMENTS
7,780 5,722 12 14,673 17,027 22,465 22,761 1,778 1,482
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -1,133)
-886 -1,099 -3 1 20 -888 -1,082 -246 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 23.6 0.0 60.5 70.2 92.7 93.9 7.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 15 1 10 8 26 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,005
COMMITMENTS
41,778 27,673 6,989 75,558 116,509 124,325 151,172 41,679 14,833
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -3,210)
-1,208 -6,039 -396 -317 3,380 -1,921 -3,055 -1,289 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 16.7 4.2 45.5 70.2 74.9 91.1 25.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
32 17 11 40 32 78 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,531
COMMITMENTS
21,496 9,067 1,324 9,432 31,909 32,252 42,299 22,278 12,231
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -751)
-1,790 -2,468 291 -358 888 -1,856 -1,288 1,105 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 16.6 2.4 17.3 58.5 59.1 77.6 40.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 10 3 12 14 29 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,322
COMMITMENTS
56,911 61,836 1,720 77,616 77,047 136,248 140,603 7,074 2,719
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -218)
313 -2,695 155 -618 2,528 -149 -12 -68 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 43.1 1.2 54.2 53.8 95.1 98.1 4.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
62 33 8 34 28 101 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 162,212
COMMITMENTS
37,725 31,148 14,037 76,586 90,067 128,348 135,251 33,864 26,960
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -13,319)
-1,640 -296 -4,976 -8,329 -7,737 -14,946 -13,010 1,627 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 19.2 8.7 47.2 55.5 79.1 83.4 20.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
29 27 20 33 40 72 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,101
COMMITMENTS
63,436 15,876 7,074 99,119 166,066 169,629 189,017 34,472 15,084
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -4,790)
-4,103 -4,850 -964 907 3,547 -4,160 -2,267 -630 -2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 7.8 3.5 48.6 81.4 83.1 92.6 16.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
37 17 17 45 36 91 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 725,975
COMMITMENTS
223,816 79,141 34,253 367,419 572,560 625,487 685,954 100,488 40,021
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 9,443)
-57 1,660 -1,810 8,382 10,181 6,515 10,031 2,928 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 10.9 4.7 50.6 78.9 86.2 94.5 13.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
107 37 46 129 89 248 160
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,795
COMMITMENTS
7,199 3,862 491 7,272 16,094 14,962 20,447 10,833 5,348
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -333)
-14 -376 0 -88 -727 -102 -1,103 -231 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 15.0 1.9 28.2 62.4 58.0 79.3 42.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 1 9 9 16 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 16,698
COMMITMENTS
3,446 3,931 0 5,135 9,665 8,581 13,596 8,117 3,102
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -59)
-40 2 0 409 -161 369 -159 -428 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 23.5 0.0 30.8 57.9 51.4 81.4 48.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 11 12 15 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,184
COMMITMENTS
11,407 21,084 37 23,982 16,109 35,426 37,230 3,758 1,954
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,424)
709 883 0 665 386 1,374 1,269 50 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 53.8 0.1 61.2 41.1 90.4 95.0 9.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 18 1 15 6 38 24
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,973
COMMITMENTS
27,839 15,255 422 13,417 29,372 41,678 45,049 6,295 2,924
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -391)
-871 246 -380 695 -160 -556 -294 165 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 31.8 0.9 28.0 61.2 86.9 93.9 13.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 16 5 23 13 59 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,695
COMMITMENTS
9,765 2,388 0 590 8,239 10,355 10,627 1,340 1,068
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 274)
200 300 0 55 -97 255 203 19 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 20.4 0.0 5.0 70.4 88.5 90.9 11.5 9.1
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 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,723,050
COMMITMENTS
1148776 501,867 7483292 6436004 7004969 15068072 14990128 654,977 732,921
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 80,014)
-44,521 -32,398 49,647 77,137 71,408 82,263 88,657 -2,248 -8,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.2 47.6 40.9 44.6 95.8 95.3 4.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
62 50 88 118 118 226 215
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,370
COMMITMENTS
6,438 9,317 1,173 478 90 8,089 10,580 3,281 790
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -2,997)
-692 -1,531 -1,489 -87 0 -2,268 -3,020 -729 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 81.9 10.3 4.2 0.8 71.1 93.1 28.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
68 18 19 1 1 76 32
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 465,961
COMMITMENTS
62,925 38,189 108,395 294,392 319,089 465,713 465,674 248 287
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 13,356)
8,605 3,516 2,742 1,962 7,072 13,309 13,329 47 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 8.2 23.3 63.2 68.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 16 31 33 33 74 70
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 207,232
COMMITMENTS
17,636 11,337 28,235 161,294 167,588 207,165 207,160 67 72
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 14,724)
3,701 -1,875 -1,340 12,342 17,914 14,703 14,699 21 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.5 13.6 77.8 80.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 19 23 25 30 55 63
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 616,002
COMMITMENTS
71,229 79,926 77,306 402,915 401,619 551,450 558,851 64,551 57,151
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 25,109)
3,375 7,950 4,678 9,873 6,926 17,925 19,554 7,184 5,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.0 12.5 65.4 65.2 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
110 78 93 287 275 438 405
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 21,087
COMMITMENTS
1,220 3,931 3,904 9,068 6,207 14,193 14,042 6,894 7,045
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 18.6 18.5 43.0 29.4 67.3 66.6 32.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 10 10 6 6 18 19
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| 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: 14,661
COMMITMENTS
1,894 5,283 183 10,044 8,236 12,121 13,702 2,540 959
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -277)
0 267 0 -103 -204 -103 63 -174 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 36.0 1.2 68.5 56.2 82.7 93.5 17.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 1 13 10 18 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,974,573
COMMITMENTS
363,373 393,303 353,679 1969235 1977063 2686287 2724046 288,286 250,527
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 20,110)
24,099 33,424 -9,459 4,022 3,598 18,663 27,563 1,447 -7,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.2 11.9 66.2 66.5 90.3 91.6 9.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
109 77 89 285 273 433 400
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| 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: 25,516
COMMITMENTS
1,269 236 0 21,092 24,628 22,361 24,864 3,155 652
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 543)
-14 -72 0 632 639 618 567 -75 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.9 0.0 82.7 96.5 87.6 97.4 12.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 14 9 16 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,442
COMMITMENTS
6,704 1,121 354 36,520 48,200 43,578 49,675 9,864 3,767
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -956)
25 -714 -36 -619 -214 -630 -964 -326 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 2.1 0.7 68.3 90.2 81.5 93.0 18.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 4 3 36 31 46 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,741
COMMITMENTS
14,121 9,676 2,977 22,263 26,986 39,361 39,639 7,380 7,102
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,007)
19 2,254 120 290 -1,352 429 1,022 578 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 20.7 6.4 47.6 57.7 84.2 84.8 15.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
61 51 34 99 104 175 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 233,707
COMMITMENTS
70,607 48,382 14,884 111,315 134,931 196,806 198,197 36,901 35,509
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 5,037)
96 11,268 602 1,448 -6,758 2,146 5,112 2,890 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 20.7 6.4 47.6 57.7 84.2 84.8 15.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
61 51 34 99 104 175 175
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,138
COMMITMENTS
54,075 60,285 7,600 53,465 67,091 115,140 134,976 35,998 16,163
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,059)
213 2,464 167 -259 2,781 121 5,412 1,938 -3,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 39.9 5.0 35.4 44.4 76.2 89.3 23.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 17 13 29 29 64 51
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 539,480
COMMITMENTS
92,747 82,931 7,451 397,394 431,276 497,592 521,658 41,888 17,822
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 8,199)
-1,166 6,112 274 -5,081 4,571 -5,974 10,956 14,173 -2,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 15.4 1.4 73.7 79.9 92.2 96.7 7.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
67 52 23 177 134 250 203
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,434
COMMITMENTS
2,517 4,820 17 8,899 6,435 11,433 11,272 4,001 4,162
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -16)
-177 1,013 0 91 -331 -86 682 70 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 31.2 0.1 57.7 41.7 74.1 73.0 25.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 2 9 6 16 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,812
COMMITMENTS
14,063 1,097 17 22,257 15,297 36,337 16,411 7,475 27,401
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 576)
-166 -1,023 0 362 1,625 196 602 380 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 2.5 0.0 50.8 34.9 82.9 37.5 17.1 62.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 3 1 19 25 32 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| 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: 151,087
COMMITMENTS
51,222 380 7,647 91,692 143,016 150,561 151,043 526 44
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,079)
718 0 -19 1,169 2,098 1,868 2,079 211 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 0.3 5.1 60.7 94.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 3 7 39 27 73 37
Updated January 04, 2021