BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,085
COMMITMENTS
133 609 296 6,694 6,730 7,123 7,635 962 450
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 444)
8 45 -42 351 408 317 411 127 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 7.5 3.7 82.8 83.2 88.1 94.4 11.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 6 21 22 27 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,632
COMMITMENTS
11,050 2,639 964 6,352 11,924 18,366 15,527 2,266 5,105
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,232)
1,648 370 -22 659 1,482 2,285 1,830 -53 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 12.8 4.7 30.8 57.8 89.0 75.3 11.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 10 10 18 24 36 39
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,456
COMMITMENTS
160 730 215 4,469 3,903 4,844 4,848 612 608
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 207)
17 -76 1 175 338 193 263 14 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 13.4 3.9 81.9 71.5 88.8 88.9 11.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 5 28 20 33 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 204,541
COMMITMENTS
78,419 41,434 37,716 69,705 96,142 185,840 175,292 18,701 29,249
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,812)
1,783 2,297 465 474 -214 2,722 2,548 90 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 20.3 18.4 34.1 47.0 90.9 85.7 9.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
86 76 101 48 82 205 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 309,816
COMMITMENTS
98,495 46,458 55,773 122,916 165,034 277,184 267,265 32,632 42,551
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 14,686)
1,066 5,754 5,250 7,433 1,268 13,749 12,272 937 2,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 15.0 18.0 39.7 53.3 89.5 86.3 10.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
96 85 108 114 147 275 291
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,723
COMMITMENTS
960 268 26 744 1,905 1,730 2,199 993 524
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -151)
105 -31 -42 -59 -136 4 -209 -155 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 9.8 1.0 27.3 70.0 63.5 80.8 36.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 6 3 9 12 22 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,919
COMMITMENTS
14,142 14,049 6,482 15,068 9,157 35,692 29,688 6,227 12,231
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -536)
361 1,166 -1,390 -60 -77 -1,089 -301 553 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 33.5 15.5 35.9 21.8 85.1 70.8 14.9 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
37 53 47 46 48 111 126
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,986
COMMITMENTS
1,197 9,208 907 19,174 11,520 21,278 21,635 708 351
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,646)
303 832 70 1,308 722 1,681 1,624 -35 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 41.9 4.1 87.2 52.4 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 7 7 21 28 34 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,202
COMMITMENTS
6,739 5,103 0 14,458 16,495 21,197 21,598 2,005 1,604
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,957)
-770 -1,581 0 -1,114 -428 -1,884 -2,009 -73 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 22.0 0.0 62.3 71.1 91.4 93.1 8.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 14 0 11 8 28 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,675
COMMITMENTS
43,386 31,313 2,388 70,977 105,045 116,751 138,746 39,924 17,929
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 551)
1,826 4,277 -52 -377 -4,568 1,397 -343 -846 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 20.0 1.5 45.3 67.0 74.5 88.6 25.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
28 19 14 34 31 68 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,164
COMMITMENTS
20,421 8,446 3 8,802 29,632 29,226 38,081 20,938 12,083
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,136)
3,035 432 -1 -444 246 2,590 677 -1,454 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 16.8 0.0 17.5 59.1 58.3 75.9 41.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 10 1 14 14 31 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,244
COMMITMENTS
57,570 63,022 2,504 83,263 83,160 143,337 148,686 7,907 2,558
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 9,953)
4,992 2,721 1,086 3,689 6,198 9,767 10,005 186 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 41.7 1.7 55.1 55.0 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
70 26 8 32 28 105 60
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 152,924
COMMITMENTS
47,935 34,993 2,505 66,808 92,479 117,248 129,977 35,676 22,947
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 9,715)
12,409 3,132 148 -4,877 8,255 7,680 11,535 2,035 -1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 22.9 1.6 43.7 60.5 76.7 85.0 23.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 23 16 33 34 75 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,811
COMMITMENTS
63,857 13,337 1,221 94,609 156,406 159,687 170,964 31,124 19,847
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -16,152)
-5,306 -5,636 -1,676 -3,520 -14,840 -10,502 -22,152 -5,650 6,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 7.0 0.6 49.6 82.0 83.7 89.6 16.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 21 8 42 34 80 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 677,952
COMMITMENTS
228,757 72,867 5,690 345,185 560,987 579,632 639,544 98,320 38,408
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 4,420)
3,925 -8,974 1,286 -4,264 10,273 947 2,585 3,473 1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 10.7 0.8 50.9 82.7 85.5 94.3 14.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
104 28 28 116 85 224 137
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,649
COMMITMENTS
7,899 3,863 453 7,745 16,939 16,097 21,255 10,552 5,394
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -464)
-546 -576 0 -96 -263 -642 -839 178 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 14.5 1.7 29.1 63.6 60.4 79.8 39.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 2 11 10 18 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 17,092
COMMITMENTS
3,996 3,413 0 5,216 9,738 9,212 13,151 7,880 3,941
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 178)
-7 -419 0 79 73 72 -346 106 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 20.0 0.0 30.5 57.0 53.9 76.9 46.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 11 12 16 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,943
COMMITMENTS
12,984 18,716 217 9,060 4,835 22,261 23,768 3,682 2,175
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,169)
2,662 5,200 74 706 -2,332 3,442 2,942 -273 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.0 72.1 0.8 34.9 18.6 85.8 91.6 14.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 23 4 15 8 39 33
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,757
COMMITMENTS
26,131 11,424 561 11,801 30,019 38,493 42,004 6,264 2,753
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,437)
-421 -3,132 68 -1,250 766 -1,603 -2,298 -834 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 25.5 1.3 26.4 67.1 86.0 93.8 14.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
38 19 6 20 14 60 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,203
COMMITMENTS
8,742 2,289 0 956 7,266 9,698 9,555 1,505 1,648
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,066)
-1,531 -364 0 427 -1,103 -1,104 -1,467 38 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 20.4 0.0 8.5 64.9 86.6 85.3 13.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 8 0 5 3 15 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,808,369
COMMITMENTS
1487941 849,497 2718977 5027519 5499469 9234437 9067943 573,932 740,426
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 511,313)
-15,294 102,854 220,111 328,726 142,541 533,543 465,506 -22,230 45,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 8.7 27.7 51.3 56.1 94.1 92.5 5.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
51 42 72 105 108 195 189
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,039
COMMITMENTS
7,306 10,639 677 380 90 8,363 11,406 3,676 633
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 743)
367 715 169 -126 0 410 884 333 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 88.4 5.6 3.2 0.7 69.5 94.7 30.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
63 26 16 2 1 72 37
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 478,900
COMMITMENTS
67,830 32,188 119,041 291,796 327,411 478,667 478,640 233 260
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 9,309)
6,669 -8,387 3,981 -1,282 13,808 9,368 9,402 -59 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 6.7 24.9 60.9 68.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 17 29 33 32 73 68
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 176,147
COMMITMENTS
35,265 11,692 25,596 115,233 138,738 176,094 176,026 53 121
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,262)
18,570 2,839 -1,086 -2,135 13,630 15,349 15,383 -87 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 6.6 14.5 65.4 78.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 15 25 23 24 58 56
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 531,665
COMMITMENTS
71,702 75,603 9,217 388,348 391,745 469,267 476,566 62,397 55,099
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 8,542)
3,952 -2,886 -1,452 4,345 6,157 6,846 1,819 1,696 6,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 14.2 1.7 73.0 73.7 88.3 89.6 11.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
98 67 46 258 247 374 342
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 11,579
COMMITMENTS
484 741 0 9,221 9,921 9,705 10,662 1,874 917
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 6.4 0.0 79.6 85.7 83.8 92.1 16.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 10 9 12 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| 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: 17,542
COMMITMENTS
2,021 5,537 109 13,128 10,176 15,258 15,822 2,284 1,720
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,280)
74 -167 0 3,511 2,039 3,585 1,872 -1,305 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 31.6 0.6 74.8 58.0 87.0 90.2 13.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 1 17 8 22 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,578,114
COMMITMENTS
360,011 377,622 35,272 1921914 1909854 2317197 2322748 260,917 255,366
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 24,634)
12,762 -4,432 -6,009 21,976 10,286 28,729 -155 -4,095 24,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 14.6 1.4 74.5 74.1 89.9 90.1 10.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
98 66 43 256 246 370 339
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| 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: 28,522
COMMITMENTS
2,611 636 0 22,669 26,955 25,280 27,591 3,242 931
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,020)
1,342 317 0 1,589 2,504 2,931 2,821 89 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 2.2 0.0 79.5 94.5 88.6 96.7 11.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 16 10 19 11
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| 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: 22,932
COMMITMENTS
1,076 1,111 0 18,962 21,247 20,038 22,358 2,894 574
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.8 0.0 82.7 92.7 87.4 97.5 12.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 8 12 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 54,552
COMMITMENTS
6,299 2,426 380 37,977 48,654 44,656 51,460 9,896 3,092
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,379)
-407 1,338 6 3,157 1,522 2,756 2,866 -377 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 4.4 0.7 69.6 89.2 81.9 94.3 18.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 6 4 43 31 53 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,458
COMMITMENTS
15,673 11,590 466 23,372 27,380 39,511 39,436 6,947 7,022
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,278)
1,207 2,281 -40 1,110 -495 2,277 1,746 1 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 24.9 1.0 50.3 58.9 85.0 84.9 15.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
51 52 23 94 103 156 167
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,289
COMMITMENTS
78,363 57,950 2,329 116,861 136,900 197,553 197,179 34,736 35,110
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 11,391)
6,034 11,404 -198 5,550 -2,474 11,386 8,732 5 2,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 24.9 1.0 50.3 58.9 85.0 84.9 15.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
51 52 23 94 103 156 167
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 74,147
COMMITMENTS
34,504 57,790 1,044 3,026 398 38,574 59,232 35,573 14,915
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 77.9 1.4 4.1 0.5 52.0 79.9 48.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 10 8 3 1 12 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,614
COMMITMENTS
60,450 54,994 1,540 50,727 68,740 112,717 125,274 31,897 19,340
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,479)
712 -8,651 -1,213 2,138 6,442 1,637 -3,422 -3,116 1,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 38.0 1.1 35.1 47.5 77.9 86.6 22.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 17 8 26 27 56 47
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 552,576
COMMITMENTS
103,471 88,408 3,641 413,107 440,908 520,219 532,957 32,357 19,619
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 26,284)
-8,749 9,226 1,298 32,419 11,419 24,968 21,943 1,316 4,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 16.0 0.7 74.8 79.8 94.1 96.4 5.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
64 46 15 173 126 243 181
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,346
COMMITMENTS
257 0 32 13,894 14,681 14,183 14,713 1,163 633
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.2 90.5 95.7 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 10 9 11 10
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,252
COMMITMENTS
2,214 5,337 6 8,627 6,291 10,847 11,634 5,405 4,618
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 938)
0 -55 -3 80 -25 77 -83 861 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 32.8 0.0 53.1 38.7 66.7 71.6 33.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 2 7 5 13 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,759
COMMITMENTS
18,130 1,383 87 22,590 15,150 40,807 16,620 6,952 31,139
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,010)
2,777 303 17 -454 2,034 2,340 2,354 -330 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 2.9 0.2 47.3 31.7 85.4 34.8 14.6 65.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 4 3 21 23 38 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| 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: 169,385
COMMITMENTS
54,915 380 7,968 105,266 159,942 168,149 168,290 1,236 1,095
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,216)
3,790 0 307 10,221 14,113 14,318 14,420 898 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 0.2 4.7 62.1 94.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 3 8 37 27 71 38
Updated January 15, 2021