BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,322
COMMITMENTS
13 1,404 145 8,162 7,274 8,320 8,823 1,002 499
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 138)
-26 25 -5 85 81 54 101 84 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 15.1 1.6 87.6 78.0 89.3 94.6 10.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 9 7 21 19 28 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,690
COMMITMENTS
12,595 3,087 570 9,346 14,361 22,511 18,018 2,179 6,672
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,808)
912 -49 145 805 1,023 1,862 1,119 -54 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 12.5 2.3 37.9 58.2 91.2 73.0 8.8 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 13 13 20 23 37 41
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,236
COMMITMENTS
921 1,341 227 5,174 5,287 6,322 6,855 914 381
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 238)
53 -5 4 165 216 222 215 16 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 18.5 3.1 71.5 73.1 87.4 94.7 12.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 8 28 21 37 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,026
COMMITMENTS
116,856 36,065 47,117 85,464 157,912 249,437 241,094 25,589 33,932
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,712)
1,318 1,794 -553 1,995 701 2,760 1,942 952 1,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 13.1 17.1 31.1 57.4 90.7 87.7 9.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
131 51 95 68 86 247 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,893
COMMITMENTS
120,460 41,830 56,903 125,222 194,738 302,585 293,471 33,308 42,422
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,645)
-2,577 4,078 -3,890 3,358 -3,134 -3,109 -2,946 -536 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 12.5 16.9 37.3 58.0 90.1 87.4 9.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
103 83 114 100 153 275 294
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,091
COMMITMENTS
726 253 96 1,243 2,202 2,065 2,551 1,026 540
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 32)
62 16 -8 -16 41 38 49 -6 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 8.2 3.1 40.2 71.2 66.8 82.5 33.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 7 6 13 13 30 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,069
COMMITMENTS
18,995 15,342 8,223 14,062 9,573 41,280 33,138 6,789 14,931
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 264)
-892 -159 1,383 -58 -383 433 841 -169 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 31.9 17.1 29.3 19.9 85.9 68.9 14.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
55 36 44 44 53 120 118
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,002
COMMITMENTS
1,994 12,652 594 21,588 11,256 24,176 24,502 826 500
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,569)
62 1,048 -41 1,524 467 1,545 1,474 24 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 50.6 2.4 86.3 45.0 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 7 6 20 25 30 36
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,839
COMMITMENTS
10,492 4,867 0 18,044 24,659 28,536 29,526 2,303 1,313
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -908)
123 -1,529 0 -1,032 359 -909 -1,170 1 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 15.8 0.0 58.5 80.0 92.5 95.7 7.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 8 0 8 8 23 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 162,170
COMMITMENTS
46,786 41,683 1,538 67,367 98,986 115,691 142,207 46,479 19,963
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -24,762)
-4,121 1,039 -1,502 -15,208 -12,864 -20,831 -13,327 -3,931 -11,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 25.7 0.9 41.5 61.0 71.3 87.7 28.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 19 12 35 25 68 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,302
COMMITMENTS
12,458 9,586 159 16,211 7,162 28,828 16,907 9,474 21,395
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 317)
-839 960 -66 227 191 -678 1,085 995 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 25.0 0.4 42.3 18.7 75.3 44.1 24.7 55.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 3 11 11 20 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,204
COMMITMENTS
52,412 73,306 530 71,332 52,940 124,274 126,776 5,930 3,428
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 16,280)
12,275 3,712 28 3,191 12,825 15,494 16,565 786 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 56.3 0.4 54.8 40.7 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
58 33 7 29 24 92 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 146,112
COMMITMENTS
51,843 30,024 858 57,492 90,206 110,193 121,088 35,919 25,024
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -1,923)
-3,347 3,434 107 1,721 -6,656 -1,519 -3,115 -404 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 20.5 0.6 39.3 61.7 75.4 82.9 24.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 24 9 34 35 65 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,581
COMMITMENTS
27,524 81,049 1,554 112,098 39,186 141,176 121,789 19,405 38,792
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 14,630)
1,521 15,678 -556 12,713 -3,918 13,678 11,204 952 3,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 50.5 1.0 69.8 24.4 87.9 75.8 12.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 32 9 38 32 64 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 641,428
COMMITMENTS
195,500 102,178 7,134 350,520 488,553 553,154 597,865 88,274 43,563
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,451)
-357 -3,703 669 1,125 4,179 1,437 1,145 1,014 1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 15.9 1.1 54.6 76.2 86.2 93.2 13.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
94 38 27 120 94 217 156
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,824
COMMITMENTS
5,572 2,145 470 8,262 16,369 14,304 18,984 11,520 6,840
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 145)
59 816 0 -271 369 -212 1,185 357 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 8.3 1.8 32.0 63.4 55.4 73.5 44.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 1 10 10 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 47,249
COMMITMENTS
12,291 37,540 1,277 31,204 6,185 44,772 45,002 2,477 2,247
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -436)
-2,448 -966 644 1,551 454 -253 132 -183 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 79.5 2.7 66.0 13.1 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 25 9 13 12 45 43
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,253
COMMITMENTS
20,354 15,630 1,983 10,051 17,342 32,388 34,955 5,865 3,298
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,688)
352 1,657 427 1,906 1,036 2,685 3,120 1,003 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 40.9 5.2 26.3 45.3 84.7 91.4 15.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
30 22 9 14 14 49 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,582
COMMITMENTS
5,810 3,760 0 5,578 7,237 11,388 10,997 1,194 1,585
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 368)
129 264 0 274 0 403 264 -35 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 29.9 0.0 44.3 57.5 90.5 87.4 9.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 8 0 9 4 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,870,548
COMMITMENTS
2557984 1737887 2580995 5138354 5656350 10277333 9975232 593,215 895,316
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 275,228)
140,392 23,626 19,801 74,981 201,062 235,174 244,489 40,054 30,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 16.0 23.7 47.3 52.0 94.5 91.8 5.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
47 48 82 111 117 205 206
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,897
COMMITMENTS
5,541 7,946 979 549 178 7,069 9,103 2,828 794
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 562)
744 497 -25 70 13 789 485 -227 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 80.3 9.9 5.5 1.8 71.4 92.0 28.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
50 30 15 2 2 61 39
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 427,531
COMMITMENTS
29,131 52,619 97,336 300,156 277,265 426,623 427,220 908 311
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -60,628)
-10,540 4,640 -10,262 -39,949 -55,056 -60,751 -60,678 123 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 12.3 22.8 70.2 64.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 29 35 32 35 77 78
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 229,402
COMMITMENTS
82,670 24,254 40,948 105,700 164,016 229,318 229,218 84 184
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,604)
16,411 13,317 -5,071 -6,764 -3,686 4,576 4,560 28 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 10.6 17.8 46.1 71.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 25 30 27 35 62 78
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 508,037
COMMITMENTS
60,998 66,659 8,949 384,090 389,148 454,037 464,756 54,000 43,281
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -135,862)
-13,513 -5,278 -24,319 -84,701 -91,012 -122,534 -120,609 -13,328 -15,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 13.1 1.8 75.6 76.6 89.4 91.5 10.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525)
79 80 46 269 237 370 341
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 25,267
COMMITMENTS
4,535 5,856 0 17,075 18,324 21,610 24,180 3,657 1,087
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -18,537)
119 -449 -448 -18,446 -14,838 -18,775 -15,735 238 -2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 23.2 0.0 67.6 72.5 85.5 95.7 14.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 0 19 9 24 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,540,184
COMMITMENTS
304,988 333,294 44,745 1920452 1945742 2270185 2323781 269,999 216,403
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -523,468)
-81,632 -57,500 -64,885 -335,591 -350,859 -482,108 -473,244 -41,360 -50,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 13.1 1.8 75.6 76.6 89.4 91.5 10.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525)
79 80 46 269 237 370 341
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 52,936
COMMITMENTS
17,336 1,016 0 31,581 50,029 48,917 51,045 4,019 1,891
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -4,860)
28 88 -427 -4,230 -5,465 -4,629 -5,804 -231 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 1.9 0.0 59.7 94.5 92.4 96.4 7.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 2 0 22 10 28 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 24,363
COMMITMENTS
925 0 0 18,562 23,464 19,487 23,464 4,876 899
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -11,317)
226 -1,111 0 -12,951 -10,553 -12,725 -11,664 1,408 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.0 0.0 76.2 96.3 80.0 96.3 20.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 9 12 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 46,611
COMMITMENTS
6,871 2,639 185 30,566 40,653 37,622 43,477 8,989 3,134
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,941)
788 871 34 -3,514 -4,065 -2,692 -3,160 -1,249 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 5.7 0.4 65.6 87.2 80.7 93.3 19.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 8 3 36 30 48 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,355
COMMITMENTS
9,946 12,478 423 27,602 23,739 37,972 36,640 6,383 7,715
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -7,122)
-1,467 -1,401 -853 -3,929 -3,838 -6,249 -6,091 -873 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 28.1 1.0 62.2 53.5 85.6 82.6 14.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
50 66 22 106 124 164 204
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,777
COMMITMENTS
49,731 62,389 2,117 138,012 118,695 189,860 183,201 31,917 38,576
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -35,608)
-7,336 -7,005 -4,264 -19,644 -19,188 -31,244 -30,457 -4,364 -5,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 28.1 1.0 62.2 53.5 85.6 82.6 14.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
50 66 22 106 124 164 204
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,276
COMMITMENTS
59,032 53,090 949 40,903 60,124 100,884 114,163 32,392 19,113
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,855)
1,192 2,870 -368 939 -286 1,763 2,216 2,092 1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 39.8 0.7 30.7 45.1 75.7 85.7 24.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 22 12 25 21 54 48
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 490,524
COMMITMENTS
81,848 72,608 1,945 376,934 396,672 460,727 471,225 29,797 19,299
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -123,984)
-6,230 767 -10,660 -105,006 -110,111 -121,896 -120,004 -2,088 -3,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 14.8 0.4 76.8 80.9 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
68 46 13 162 129 236 182
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 23,729
COMMITMENTS
1,926 548 0 19,594 22,876 21,520 23,424 2,209 305
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -1,961)
660 120 -460 -2,050 -1,470 -1,850 -1,810 -111 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 2.3 0.0 82.6 96.4 90.7 98.7 9.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 15 11 18 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,347
COMMITMENTS
1,833 5,753 2 7,917 3,706 9,752 9,461 4,595 4,886
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 40.1 0.0 55.2 25.8 68.0 65.9 32.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 2 7 5 13 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,206
COMMITMENTS
9,883 1,623 395 13,895 12,029 24,173 14,047 7,033 17,159
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,939)
1,222 -1,178 224 -4,569 2,537 -3,123 1,583 -816 -5,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 5.2 1.3 44.5 38.5 77.5 45.0 22.5 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 4 3 18 18 32 24
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 170,477
COMMITMENTS
51,310 400 7,366 111,599 162,641 170,275 170,407 202 70
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,192)
1,160 0 -6 3,136 4,198 4,290 4,192 -98 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 0.2 4.3 65.5 95.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
27 3 5 36 29 64 37
Updated March 25, 2021