BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,522
COMMITMENTS
118 1,007 301 8,150 7,694 8,569 9,002 953 520
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 780)
-26 126 42 609 554 625 722 155 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 10.6 3.2 85.6 80.8 90.0 94.5 10.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 6 6 24 22 30 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,701
COMMITMENTS
12,509 2,981 846 7,339 13,297 20,694 17,124 2,007 5,577
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,162)
993 120 -16 664 765 1,641 869 -479 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.1 13.1 3.7 32.3 58.6 91.2 75.4 8.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 14 16 19 24 44 42
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,812
COMMITMENTS
184 1,218 275 5,779 4,814 6,238 6,307 574 505
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 809)
0 156 54 1,005 548 1,059 758 -250 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 17.9 4.0 84.8 70.7 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 5 29 22 36 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,704
COMMITMENTS
81,653 40,835 44,460 73,511 104,581 199,624 189,876 20,080 29,828
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 12,462)
3,859 -1,891 3,977 1,975 9,902 9,811 11,988 2,651 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 18.6 20.2 33.5 47.6 90.9 86.4 9.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
90 72 104 51 79 210 204
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,153
COMMITMENTS
115,678 41,248 56,266 125,650 187,759 297,594 285,273 32,559 44,880
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 10,442)
14,146 -8,929 -1,956 -1,915 19,369 10,275 8,484 167 1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 12.5 17.0 38.1 56.9 90.1 86.4 9.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
117 71 119 109 160 291 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,773
COMMITMENTS
868 278 37 888 1,969 1,793 2,284 980 489
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 74)
-73 8 18 181 40 126 66 -52 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 10.0 1.3 32.0 71.0 64.7 82.4 35.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 6 2 11 14 23 21
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,324
COMMITMENTS
15,973 12,923 5,741 13,007 7,722 34,721 26,386 5,603 13,938
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -266)
1,749 -927 -348 -1,111 -408 290 -1,683 -556 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 32.0 14.2 32.3 19.1 86.1 65.4 13.9 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
47 45 49 40 50 119 121
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,429
COMMITMENTS
1,419 11,612 443 21,895 11,981 23,757 24,036 672 393
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,052)
150 1,998 -338 2,254 347 2,066 2,007 -14 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 47.5 1.8 89.6 49.0 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 8 5 22 26 33 37
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,097
COMMITMENTS
6,492 6,976 0 16,734 16,385 23,226 23,361 1,871 1,736
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,351)
-472 897 0 1,821 139 1,349 1,036 2 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 27.8 0.0 66.7 65.3 92.5 93.1 7.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 11 0 10 8 23 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,896
COMMITMENTS
53,680 39,910 1,492 70,471 110,818 125,643 152,220 43,253 16,676
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 14,665)
10,047 6,603 -1,240 1,298 9,875 10,105 15,238 4,560 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 23.6 0.9 41.7 65.6 74.4 90.1 25.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
33 22 14 35 30 74 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,337
COMMITMENTS
17,638 7,546 46 8,313 28,819 25,997 36,411 22,340 11,926
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -193)
-68 -740 44 -689 424 -713 -272 520 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 15.6 0.1 17.2 59.6 53.8 75.3 46.2 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 2 13 13 28 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,653
COMMITMENTS
58,301 59,251 832 83,974 87,688 143,107 147,771 7,546 2,882
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,918)
5,411 -1,326 -1,229 1,018 7,440 5,200 4,885 -282 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 39.3 0.6 55.7 58.2 95.0 98.1 5.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
73 31 8 29 29 106 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 154,558
COMMITMENTS
47,360 39,395 1,022 68,827 88,037 117,209 128,454 37,349 26,104
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 7,462)
1,456 7,196 -93 2,093 -2,404 3,456 4,699 4,006 2,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 25.5 0.7 44.5 57.0 75.8 83.1 24.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
28 24 11 33 35 67 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,822
COMMITMENTS
63,463 18,471 461 96,095 157,655 160,019 176,587 33,803 17,235
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,282)
-680 4,342 -836 1,171 -2,211 -345 1,295 2,627 987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 9.5 0.2 49.6 81.3 82.6 91.1 17.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
35 16 6 42 33 81 51
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 677,432
COMMITMENTS
238,099 72,755 4,888 339,228 559,856 582,215 637,499 95,217 39,933
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 917)
1,566 -312 182 1,960 210 3,708 80 -2,791 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 10.7 0.7 50.1 82.6 85.9 94.1 14.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
110 31 29 123 84 237 141
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,433
COMMITMENTS
5,802 1,641 510 7,754 16,917 14,066 19,068 10,367 5,365
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,967)
-2,170 -1,948 74 28 -2 -2,068 -1,876 101 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 6.7 2.1 31.7 69.2 57.6 78.0 42.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 1 1 10 9 17 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,037
COMMITMENTS
13,916 22,246 378 20,914 14,180 35,208 36,804 3,829 2,233
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 11,859)
938 2,123 296 10,384 9,250 11,618 11,669 241 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 57.0 1.0 53.6 36.3 90.2 94.3 9.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 20 5 16 10 40 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,804
COMMITMENTS
28,177 13,419 251 11,733 29,863 40,161 43,533 6,643 3,271
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 560)
180 1,405 -802 1,258 -336 636 267 -76 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.2 28.7 0.5 25.1 63.8 85.8 93.0 14.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
42 20 5 23 12 66 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,229
COMMITMENTS
8,021 2,971 0 1,841 6,709 9,862 9,680 1,367 1,549
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 703)
505 738 0 287 -155 792 583 -89 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.4 26.5 0.0 16.4 59.7 87.8 86.2 12.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 9 0 4 4 15 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,466,366
COMMITMENTS
1666996 1108519 2854316 5389593 5781120 9910905 9743955 555,461 722,411
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 416,430)
83,547 183,649 95,963 225,700 136,740 405,210 416,352 11,220 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 10.6 27.3 51.5 55.2 94.7 93.1 5.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
54 45 77 111 121 209 206
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,787
COMMITMENTS
6,314 9,095 840 457 96 7,611 10,031 3,176 756
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,158)
-1,092 -1,440 266 21 6 -805 -1,168 -353 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 84.3 7.8 4.2 0.9 70.6 93.0 29.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
60 24 19 2 2 70 40
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 474,974
COMMITMENTS
59,609 40,171 118,669 296,551 315,847 474,829 474,687 145 287
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -3,101)
-7,443 3,155 -3,195 7,617 -3,089 -3,021 -3,129 -80 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 8.5 25.0 62.4 66.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 26 33 30 32 73 73
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 235,513
COMMITMENTS
58,459 26,642 32,229 144,756 176,534 235,444 235,405 69 108
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 42,049)
17,872 12,651 3,477 20,682 25,931 42,031 42,059 18 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 11.3 13.7 61.5 75.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 26 25 27 28 62 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 539,902
COMMITMENTS
74,484 77,412 12,686 398,244 400,190 485,415 490,288 54,487 49,614
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,674)
-1,048 3,598 1,212 10,731 2,771 10,895 7,581 -6,220 -2,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 14.3 2.3 73.8 74.1 89.9 90.8 10.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
100 67 49 263 252 384 348
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 11,186
COMMITMENTS
0 1,010 0 9,366 9,328 9,366 10,338 1,820 848
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,476)
-741 43 -35 -912 -1,452 -1,688 -1,444 212 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.0 0.0 83.7 83.4 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 9 10 9 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 19,284
COMMITMENTS
2,481 5,368 0 14,541 12,698 17,022 18,066 2,262 1,218
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 222)
108 -377 0 107 556 215 179 7 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 27.8 0.0 75.4 65.8 88.3 93.7 11.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 0 17 11 22 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,617,305
COMMITMENTS
371,870 400,245 46,262 1934826 1944329 2352958 2390836 264,347 226,469
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 17,997)
-4,490 21,945 4,866 10,323 10,485 10,699 37,296 7,298 -19,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.3 1.8 73.9 74.3 89.9 91.3 10.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
100 67 45 261 252 379 347
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 41,344
COMMITMENTS
17,756 0 0 20,011 39,971 37,767 39,971 3,577 1,373
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -3,729)
-169 -1,546 0 -3,733 -2,855 -3,902 -4,401 173 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 0.0 0.0 48.4 96.7 91.3 96.7 8.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 0 18 12 22 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,285
COMMITMENTS
7,498 2,321 369 35,817 47,819 43,684 50,509 9,601 2,776
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -702)
-68 864 4 -1,031 -1,021 -1,095 -153 393 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 4.4 0.7 67.2 89.7 82.0 94.8 18.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 5 4 41 29 54 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,412
COMMITMENTS
17,583 9,651 590 21,240 28,230 39,414 38,471 6,998 7,941
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -598)
448 -1,162 229 -1,600 49 -922 -884 324 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 20.8 1.3 45.8 60.8 84.9 82.9 15.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
58 50 25 94 104 164 168
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,059
COMMITMENTS
87,917 48,255 2,950 106,202 141,150 197,069 192,355 34,990 39,704
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -2,992)
2,241 -5,810 1,146 -7,999 246 -4,612 -4,418 1,620 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 20.8 1.3 45.8 60.8 84.9 82.9 15.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
58 50 25 94 104 164 168
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 85,161
COMMITMENTS
53,943 54,760 1,183 564 3,704 55,690 59,647 29,471 25,514
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 64.3 1.4 0.7 4.3 65.4 70.0 34.6 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 8 6 2 2 12 15
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,073
COMMITMENTS
56,372 55,601 2,142 49,695 67,333 108,209 125,076 34,864 17,997
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,210)
-3,555 534 585 1,091 -3,407 -1,879 -2,288 669 1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 38.9 1.5 34.7 47.1 75.6 87.4 24.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 17 11 25 25 60 48
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 556,777
COMMITMENTS
91,239 95,713 4,250 430,755 435,876 526,244 535,839 30,533 20,938
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,578)
4,393 9,316 614 -1,933 -9,271 3,074 659 -1,496 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 17.2 0.8 77.4 78.3 94.5 96.2 5.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
64 49 19 172 125 242 187
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,761
COMMITMENTS
185 427 72 14,316 14,708 14,573 15,207 1,188 554
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 358)
-31 221 36 393 38 398 295 -40 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.7 0.5 90.8 93.3 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 10 10 11 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,604
COMMITMENTS
15,900 2,850 0 24,250 14,828 40,150 17,678 7,454 29,926
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -842)
-4,253 239 -38 3,124 -1,319 -1,167 -1,118 325 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 6.0 0.0 50.9 31.1 84.3 37.1 15.7 62.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 5 0 18 23 30 28
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 171,132
COMMITMENTS
49,612 400 7,673 113,587 163,020 170,872 171,093 260 39
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -796)
-1,191 20 -16 424 -801 -783 -797 -13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 0.2 4.5 66.4 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 3 9 38 27 70 39
Updated January 29, 2021