BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,487
COMMITMENTS
116 938 264 8,122 7,734 8,502 8,936 985 551
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 115)
9 -2 15 72 77 96 90 19 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 9.9 2.8 85.6 81.5 89.6 94.2 10.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 5 23 21 28 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,683
COMMITMENTS
11,154 3,548 604 7,846 12,663 19,604 16,815 2,079 4,868
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 854)
411 268 -77 313 563 647 754 207 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 16.4 2.8 36.2 58.4 90.4 77.5 9.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 13 14 19 23 37 42
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,828
COMMITMENTS
961 1,265 216 5,004 4,933 6,181 6,414 647 414
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 207)
4 39 -46 95 152 53 145 154 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 18.5 3.2 73.3 72.2 90.5 93.9 9.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 6 28 23 35 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,274
COMMITMENTS
101,964 36,808 51,614 78,355 132,829 231,933 221,251 21,341 32,023
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 13,505)
10,707 -2,618 2,032 1,736 14,094 14,475 13,508 -970 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 14.5 20.4 30.9 52.4 91.6 87.4 8.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
125 64 116 56 89 245 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,474
COMMITMENTS
133,748 37,547 49,810 122,828 204,839 306,386 292,196 29,088 43,278
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 7,476)
7,268 3,162 2,655 -651 2,682 9,272 8,499 -1,796 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 11.2 14.8 36.6 61.1 91.3 87.1 8.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
130 69 117 97 168 294 306
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,170
COMMITMENTS
936 354 66 1,213 2,234 2,215 2,654 955 516
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 365)
32 75 48 254 318 334 441 31 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 11.2 2.1 38.3 70.5 69.9 83.7 30.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 9 4 13 16 30 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,467
COMMITMENTS
17,073 14,893 6,120 13,536 7,518 36,729 28,531 5,738 13,936
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,670)
725 467 602 239 191 1,566 1,260 104 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 35.1 14.4 31.9 17.7 86.5 67.2 13.5 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
44 38 44 42 52 118 114
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,776
COMMITMENTS
1,419 11,855 587 20,996 10,995 23,002 23,437 774 339
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 554)
47 197 6 490 373 543 576 11 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 49.9 2.5 88.3 46.2 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 10 6 19 22 28 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,448
COMMITMENTS
9,732 10,263 0 18,644 18,773 28,376 29,036 2,072 1,412
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,133)
1,881 2,222 0 902 1,018 2,783 3,240 350 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 33.7 0.0 61.2 61.7 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
21 16 0 11 9 32 25
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,266
COMMITMENTS
45,021 36,857 1,470 68,547 102,135 115,038 140,462 44,228 18,804
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 812)
747 2,111 -480 -238 -2,305 29 -674 783 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 23.1 0.9 43.0 64.1 72.2 88.2 27.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 22 11 35 28 71 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,093
COMMITMENTS
15,745 7,374 539 13,748 27,839 30,032 35,752 18,061 12,341
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -563)
-3,033 4 455 731 85 -1,847 544 1,284 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 15.3 1.1 28.6 57.9 62.4 74.3 37.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 11 4 17 14 28 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 163,322
COMMITMENTS
57,670 56,258 2,579 95,153 101,186 155,402 160,023 7,920 3,299
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 5,282)
4,467 4,538 385 7 727 4,859 5,650 423 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 34.4 1.6 58.3 62.0 95.2 98.0 4.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
57 42 12 30 30 94 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 171,218
COMMITMENTS
60,269 38,102 1,817 67,674 105,532 129,760 145,451 41,458 25,767
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,057)
-244 -1,293 -496 1,705 3,062 965 1,273 92 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 22.3 1.1 39.5 61.6 75.8 85.0 24.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 23 11 36 39 70 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 188,119
COMMITMENTS
66,732 29,550 2,613 92,764 128,250 162,109 160,413 26,010 27,706
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 4,218)
6,013 3,449 1,018 -85 -1,472 6,946 2,995 -2,728 1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 15.7 1.4 49.3 68.2 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
29 29 16 40 32 77 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 675,761
COMMITMENTS
222,895 82,889 7,224 352,756 546,512 582,875 636,625 92,886 39,136
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,645)
1,952 2,168 -643 3,379 5,148 4,688 6,673 -2,043 -4,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 12.3 1.1 52.2 80.9 86.3 94.2 13.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
113 31 30 127 83 245 139
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,770
COMMITMENTS
8,197 1,214 520 7,751 19,430 16,468 21,164 11,302 6,606
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 894)
860 326 35 -367 -148 528 213 366 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 4.4 1.9 27.9 70.0 59.3 76.2 40.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 2 10 10 20 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 17,619
COMMITMENTS
3,199 3,945 96 5,134 9,350 8,429 13,391 9,190 4,228
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 22.4 0.5 29.1 53.1 47.8 76.0 52.2 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 1 10 11 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,286
COMMITMENTS
9,506 27,712 2 22,305 5,397 31,813 33,111 3,473 2,175
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 833)
-846 -6 -68 1,395 733 481 659 352 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 78.5 0.0 63.2 15.3 90.2 93.8 9.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 20 1 15 9 42 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,103
COMMITMENTS
30,243 16,532 877 10,690 28,141 41,810 45,550 6,293 2,553
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -552)
1,110 -1,057 -198 -972 807 -60 -448 -492 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.9 34.4 1.8 22.2 58.5 86.9 94.7 13.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
42 20 8 23 15 68 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,002
COMMITMENTS
8,534 3,955 0 3,987 8,619 12,521 12,574 1,481 1,428
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 125)
747 13 0 -472 378 275 391 -150 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 28.2 0.0 28.5 61.6 89.4 89.8 10.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 10 0 8 7 21 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,379,687
COMMITMENTS
2087589 1524203 3139705 5566009 5883763 10793303 10547671 586,384 832,016
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 103,543)
135,045 61,723 66,121 -87,780 -43,070 113,386 84,774 -9,843 18,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 13.4 27.6 48.9 51.7 94.8 92.7 5.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
58 50 80 112 120 212 214
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,426
COMMITMENTS
6,672 9,565 881 365 220 7,918 10,666 3,508 760
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 371)
345 394 -45 -14 17 286 366 85 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 83.7 7.7 3.2 1.9 69.3 93.3 30.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
58 24 16 2 2 68 37
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 463,893
COMMITMENTS
36,214 47,805 114,364 313,111 301,448 463,689 463,617 204 276
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -4,167)
-771 -2,500 -7,721 4,339 6,157 -4,153 -4,064 -14 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 10.3 24.7 67.5 65.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
23 30 37 33 37 78 84
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 233,221
COMMITMENTS
64,496 21,407 44,975 123,661 166,744 233,132 233,126 89 95
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 9,328)
10,765 -3,173 -2,334 884 14,883 9,315 9,376 13 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 9.2 19.3 53.0 71.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 21 29 25 38 62 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 552,371
COMMITMENTS
68,357 81,513 17,892 404,516 398,322 490,764 497,726 61,607 54,645
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 5,114)
76 1,599 1,890 1,513 2,107 3,479 5,596 1,635 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 14.8 3.2 73.2 72.1 88.8 90.1 11.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
88 78 51 268 247 378 354
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 25,112
COMMITMENTS
5,112 2,296 199 15,461 16,916 20,772 19,411 4,340 5,701
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 9.1 0.8 61.6 67.4 82.7 77.3 17.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 1 9 7 14 11
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 12,830
COMMITMENTS
0 1,020 135 11,336 10,628 11,471 11,783 1,359 1,047
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 92)
0 0 0 -103 -63 -103 -63 195 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 1.1 88.4 82.8 89.4 91.8 10.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 8 12 9 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 25,498
COMMITMENTS
1,615 6,260 0 21,284 17,938 22,899 24,198 2,599 1,300
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,066)
0 891 0 3,133 2,087 3,133 2,978 -67 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 24.6 0.0 83.5 70.4 89.8 94.9 10.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 0 18 11 21 16
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,636,295
COMMITMENTS
347,018 426,879 57,668 1945275 1907029 2349961 2391576 286,334 244,719
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 16,851)
4,212 12,570 -2,018 10,566 -6,843 12,760 3,709 4,091 13,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 16.2 2.2 73.8 72.3 89.1 90.7 10.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
87 79 50 266 246 376 352
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 46,580
COMMITMENTS
18,990 628 0 23,964 45,048 42,954 45,676 3,626 904
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 498)
226 63 0 101 351 327 414 171 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 1.3 0.0 51.4 96.7 92.2 98.1 7.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 2 0 18 13 24 15
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 18,735
COMMITMENTS
935 1,111 0 15,016 17,381 15,951 18,492 2,784 243
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 94)
0 0 0 -24 262 -24 262 118 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 5.9 0.0 80.1 92.8 85.1 98.7 14.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 11 8 13 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 51,052
COMMITMENTS
7,038 2,696 256 34,445 44,761 41,739 47,713 9,313 3,339
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -522)
-363 191 -62 76 -1,122 -349 -993 -173 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 5.3 0.5 67.5 87.7 81.8 93.5 18.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 5 4 38 29 51 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,071
COMMITMENTS
15,044 10,823 1,025 23,468 27,711 39,537 39,559 7,534 7,512
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 196)
-1,562 -651 559 1,329 195 326 103 -130 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 23.0 2.2 49.9 58.9 84.0 84.0 16.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
51 56 24 102 109 167 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 235,353
COMMITMENTS
75,218 54,113 5,126 117,339 138,555 197,683 197,794 37,670 37,559
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 981)
-7,810 -3,253 2,793 6,647 974 1,630 514 -649 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 23.0 2.2 49.9 58.9 84.0 84.0 16.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
51 56 24 102 109 167 175
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 60,941
COMMITMENTS
34,933 6,157 2,741 2,429 336 40,103 9,234 20,838 51,707
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -7,356)
-12,322 290 362 1,774 -57 -10,186 595 2,830 -7,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 10.1 4.5 4.0 0.6 65.8 15.2 34.2 84.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 10 7 2 1 15 17
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,954
COMMITMENTS
54,675 57,496 1,885 48,431 62,601 104,991 121,982 35,963 18,972
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 457)
-1,256 1,349 -99 1,112 -409 -243 841 700 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 40.8 1.3 34.4 44.4 74.5 86.5 25.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 18 9 24 23 58 46
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 569,539
COMMITMENTS
87,235 97,029 5,878 446,824 444,935 539,937 547,842 29,602 21,697
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 306)
-780 571 2,374 -1,215 -1,708 379 1,237 -73 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 17.0 1.0 78.5 78.1 94.8 96.2 5.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
74 53 26 169 134 252 204
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,444
COMMITMENTS
396 560 72 14,836 15,220 15,304 15,852 1,140 592
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -44)
0 -63 0 -24 -93 -24 -156 -20 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 3.4 0.4 90.2 92.6 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 12 10 14 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,297
COMMITMENTS
16,788 3,839 35 29,872 18,079 46,695 21,953 7,602 32,344
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,313)
197 544 35 1,426 833 1,658 1,412 655 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 7.1 0.1 55.0 33.3 86.0 40.4 14.0 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 6 3 19 27 32 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 173,334
COMMITMENTS
53,296 400 8,682 110,605 163,712 172,583 172,794 751 540
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 425)
86 0 -4 -158 -72 -76 -76 501 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 0.2 5.0 63.8 94.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 3 8 36 29 66 40
Updated February 19, 2021