BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,878
COMMITMENTS
24 943 312 8,749 8,197 9,085 9,452 793 426
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 167)
-62 -18 18 295 181 251 181 -84 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 9.5 3.2 88.6 83.0 92.0 95.7 8.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 6 7 25 23 32 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,681
COMMITMENTS
11,472 3,317 955 9,071 13,847 21,498 18,119 2,183 5,562
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 944)
-123 -51 180 858 600 915 729 29 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 14.0 4.0 38.3 58.5 90.8 76.5 9.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 14 14 19 23 37 42
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,604
COMMITMENTS
1,050 1,614 258 5,522 5,373 6,830 7,245 774 359
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 579)
71 172 46 334 364 451 582 128 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 21.2 3.4 72.6 70.7 89.8 95.3 10.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 6 30 23 38 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,683
COMMITMENTS
107,719 33,154 54,410 79,999 144,719 242,128 232,283 21,555 31,400
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 5,797)
2,596 -1,089 896 1,740 6,962 5,232 6,769 565 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 12.6 20.6 30.3 54.9 91.8 88.1 8.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
125 59 110 61 87 248 219
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 334,771
COMMITMENTS
124,188 40,556 60,454 120,872 193,681 305,514 294,691 29,257 40,080
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -992)
-5,638 237 4,774 -648 -4,982 -1,512 29 520 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 12.1 18.1 36.1 57.9 91.3 88.0 8.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
107 84 110 98 162 278 300
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,134
COMMITMENTS
698 264 88 1,322 2,188 2,108 2,540 1,026 594
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -159)
-149 -116 13 -37 -105 -173 -208 14 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 8.4 2.8 42.2 69.8 67.3 81.0 32.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 9 5 11 14 24 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,375
COMMITMENTS
18,296 16,556 4,226 13,996 8,210 36,518 28,992 5,857 13,383
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 375)
368 496 18 -23 169 363 683 12 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 39.1 10.0 33.0 19.4 86.2 68.4 13.8 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
42 44 34 40 49 102 113
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,332
COMMITMENTS
1,892 12,571 661 21,970 11,736 24,523 24,968 809 364
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 683)
242 273 24 317 374 583 671 100 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 49.6 2.6 86.7 46.3 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 11 6 20 25 30 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,315
COMMITMENTS
9,967 10,895 238 18,023 17,702 28,228 28,835 2,087 1,480
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -704)
-255 414 238 -816 -1,350 -833 -698 129 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 35.9 0.8 59.5 58.4 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 12 2 12 8 35 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,689
COMMITMENTS
51,391 36,064 2,353 67,338 114,438 121,082 152,855 47,607 15,834
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,821)
4,492 -1,703 605 -1,628 4,551 3,469 3,453 -1,648 -1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 21.4 1.4 39.9 67.8 71.8 90.6 28.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
34 22 10 33 32 71 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,707
COMMITMENTS
21,863 9,602 863 18,459 25,535 41,185 36,000 11,522 16,707
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -295)
302 -436 -9 3,584 -1,875 3,877 -2,320 -4,172 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 18.2 1.6 35.0 48.4 78.1 68.3 21.9 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 13 6 17 14 35 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 159,755
COMMITMENTS
52,098 47,667 9,099 92,476 99,526 153,673 156,292 6,082 3,463
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -5,845)
-2,557 -3,963 2,101 -4,712 -3,906 -5,168 -5,768 -677 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 29.8 5.7 57.9 62.3 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
65 35 13 29 26 100 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 169,363
COMMITMENTS
65,138 29,056 2,436 65,635 113,805 133,209 145,297 36,154 24,066
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -7,358)
-3,128 -8,232 352 -1,318 2,217 -4,094 -5,663 -3,264 -1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 17.2 1.4 38.8 67.2 78.7 85.8 21.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
36 22 15 37 41 77 74
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 189,270
COMMITMENTS
61,259 41,989 4,361 101,787 113,100 167,407 159,450 21,863 29,820
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 6,023)
-5,411 3,941 2,653 12,124 -4,650 9,366 1,944 -3,343 4,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 22.2 2.3 53.8 59.8 88.4 84.2 11.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
26 31 18 42 34 77 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 698,229
COMMITMENTS
222,655 96,667 10,341 374,362 550,290 607,358 657,298 90,871 40,931
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,313)
-5,846 6,531 3,704 7,862 -10,627 5,720 -392 -4,407 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 13.8 1.5 53.6 78.8 87.0 94.1 13.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
105 39 31 125 90 236 154
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,121
COMMITMENTS
7,483 799 525 7,991 19,166 15,999 20,490 11,122 6,631
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -1,563)
-1,303 -1,185 5 200 -309 -1,098 -1,489 -465 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 2.9 1.9 29.5 70.7 59.0 75.6 41.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 1 3 10 10 19 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 18,484
COMMITMENTS
3,603 4,596 96 5,094 8,396 8,793 13,088 9,691 5,396
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -258)
-602 -559 0 22 -409 -580 -968 322 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 24.9 0.5 27.6 45.4 47.6 70.8 52.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 1 9 10 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,820
COMMITMENTS
13,267 34,318 93 24,194 3,628 37,554 38,039 3,266 2,781
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,571)
1,764 6,878 -351 3,171 -3,214 4,584 3,313 -13 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 84.1 0.2 59.3 8.9 92.0 93.2 8.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
24 22 2 13 10 37 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,587
COMMITMENTS
31,825 15,417 2,105 9,069 28,048 42,999 45,570 5,588 3,017
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 378)
1,403 -356 1,209 -1,324 -712 1,288 141 -910 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.5 31.7 4.3 18.7 57.7 88.5 93.8 11.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
41 20 9 17 16 61 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,981
COMMITMENTS
9,634 3,273 55 5,113 10,613 14,802 13,941 1,179 2,040
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,476)
31 -550 54 2,475 2,423 2,560 1,927 -84 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 20.5 0.3 32.0 66.4 92.6 87.2 7.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 7 1 10 7 24 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,453,608
COMMITMENTS
2268350 1661951 2868580 5771615 6080136 10908545 10610667 545,063 842,941
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -121,500)
-104,020 42,079 -215,462 195,948 38,993 -123,534 -134,390 2,034 12,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 14.5 25.0 50.4 53.1 95.2 92.6 4.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
55 49 85 110 123 211 216
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,068
COMMITMENTS
4,467 6,318 728 408 193 5,603 7,239 2,465 829
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -2,504)
-2,092 -2,326 -23 38 -76 -2,077 -2,425 -427 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.4 78.3 9.0 5.1 2.4 69.4 89.7 30.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
48 24 11 2 1 55 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 495,267
COMMITMENTS
48,859 40,628 99,424 346,588 354,979 494,871 495,031 396 236
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 16,912)
9,418 -6,191 -9,929 17,333 34,455 16,822 18,335 90 -1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.2 20.1 70.0 71.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
26 27 38 32 36 78 84
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 209,765
COMMITMENTS
68,111 11,167 39,694 101,861 158,734 209,666 209,595 99 170
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -45,337)
-13,470 -5,800 -3,447 -28,360 -36,054 -45,277 -45,301 -60 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 5.3 18.9 48.6 75.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 20 29 26 34 63 71
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 584,840
COMMITMENTS
77,157 69,518 20,935 413,525 431,016 511,618 521,469 73,222 63,370
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 28,191)
6,520 -3,517 776 7,012 20,734 14,307 17,993 13,883 10,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 11.9 3.6 70.7 73.7 87.5 89.2 12.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
92 74 49 279 252 391 355
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 12,967
COMMITMENTS
238 1,055 0 11,327 10,465 11,565 11,520 1,402 1,447
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -197)
238 -125 0 -745 -357 -507 -482 310 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 8.1 0.0 87.4 80.7 89.2 88.8 10.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 7 12 8 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 28,728
COMMITMENTS
1,926 6,484 0 24,407 20,860 26,333 27,344 2,395 1,384
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,225)
-61 833 0 2,466 1,648 2,405 2,481 -180 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 22.6 0.0 85.0 72.6 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 0 23 13 27 18
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,767,213
COMMITMENTS
395,610 372,421 63,947 2029251 2031763 2488808 2468131 278,405 299,082
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 114,474)
40,196 -14,280 1,162 60,374 78,499 101,732 65,381 12,742 49,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.5 2.3 73.3 73.4 89.9 89.2 10.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
91 75 46 278 250 389 351
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 51,811
COMMITMENTS
21,605 1,172 0 26,597 49,938 48,202 51,110 3,609 701
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,393)
1,503 274 0 6 1,070 1,509 1,344 -116 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 2.3 0.0 51.3 96.4 93.0 98.6 7.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 0 18 13 25 16
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 21,395
COMMITMENTS
689 1,111 0 18,129 19,910 18,818 21,021 2,577 374
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,032)
-246 0 0 2,466 1,972 2,220 1,972 -188 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 5.2 0.0 84.7 93.1 88.0 98.3 12.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 8 14 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 17,964
COMMITMENTS
504 760 0 15,680 16,189 16,184 16,949 1,780 1,015
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 46)
242 0 0 8 13 250 13 -204 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 4.2 0.0 87.3 90.1 90.1 94.3 9.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 10 8 12 10
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 125,938
COMMITMENTS
0 3,000 0 125,438 122,438 125,438 125,438 500 500
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.0 99.6 97.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 14 11 15
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 103,281
COMMITMENTS
39,876 63,989 139 27,547 1,019 67,562 65,147 35,719 38,134
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 62.0 0.1 26.7 1.0 65.4 63.1 34.6 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 9 3 5 1 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 49,634
COMMITMENTS
6,337 1,810 210 33,483 44,688 40,030 46,708 9,604 2,926
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -818)
-495 -205 0 -791 -366 -1,286 -571 468 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 3.6 0.4 67.5 90.0 80.7 94.1 19.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 6 2 35 28 46 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,803
COMMITMENTS
11,323 16,021 1,388 29,025 23,066 41,736 40,476 7,067 8,327
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 789)
-2,184 1,437 380 3,170 -2,210 1,366 -393 -576 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 32.8 2.8 59.5 47.3 85.5 82.9 14.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
46 76 28 102 117 166 203
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 244,016
COMMITMENTS
56,614 80,107 6,941 145,127 115,331 208,682 202,379 35,334 41,637
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 3,946)
-10,921 7,184 1,901 15,848 -11,049 6,828 -1,964 -2,882 5,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 32.8 2.8 59.5 47.3 85.5 82.9 14.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
46 76 28 102 117 166 203
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 93,320
COMMITMENTS
13,377 73,054 3,363 3,655 580 20,395 76,997 72,925 16,323
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 36,760)
-1,405 31,302 1,502 -964 244 -867 33,048 37,627 3,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 78.3 3.6 3.9 0.6 21.9 82.5 78.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 9 9 3 2 17 17
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,904
COMMITMENTS
61,047 55,006 4,587 49,676 72,272 115,310 131,865 34,594 18,039
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,643)
5,383 -2,294 1,958 375 5,100 7,716 4,764 -3,073 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 36.7 3.1 33.1 48.2 76.9 88.0 23.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 21 13 26 27 61 54
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 565,395
COMMITMENTS
82,511 97,261 4,044 450,435 445,265 536,990 546,570 28,405 18,825
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -7,321)
-8,519 -3,591 717 2,081 -2,285 -5,721 -5,159 -1,600 -2,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 17.2 0.7 79.7 78.8 95.0 96.7 5.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
72 49 20 171 139 252 199
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,431
COMMITMENTS
897 0 32 15,113 16,974 16,042 17,006 1,389 425
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -242)
349 -492 0 -56 470 293 -22 -535 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 0.2 86.7 97.4 92.0 97.6 8.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 12 10 15 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,302
COMMITMENTS
17,849 4,648 283 26,586 15,764 44,718 20,695 7,584 31,607
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -990)
48 1,499 115 -1,863 -1,650 -1,700 -36 710 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 8.9 0.5 50.8 30.1 85.5 39.6 14.5 60.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 7 2 18 23 34 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 168,435
COMMITMENTS
52,975 400 7,587 107,359 160,379 167,921 168,366 514 69
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -5,308)
-1,106 0 -345 -4,117 -4,973 -5,568 -5,318 260 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 0.2 4.5 63.7 95.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 3 5 36 29 66 37
Updated March 05, 2021