BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,858
COMMITMENTS
449 787 837 8,549 8,563 9,835 10,187 1,024 672
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 955)
214 270 -11 961 660 1,165 920 -209 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.3 7.7 78.7 78.9 90.6 93.8 9.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 6 31 27 38 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,203
COMMITMENTS
13,412 1,652 8,907 12,753 19,537 35,073 30,096 4,130 9,107
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 978)
401 20 -47 420 712 775 685 204 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 4.2 22.7 32.5 49.8 89.5 76.8 10.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 10 19 33 33 58 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,018
COMMITMENTS
323 304 1,725 6,000 6,407 8,048 8,435 971 583
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 658)
-20 272 75 364 467 419 815 239 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.4 19.1 66.5 71.0 89.2 93.5 10.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 5 31 22 37 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,824
COMMITMENTS
77,931 32,252 69,978 77,969 109,756 225,878 211,985 20,946 34,839
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,437)
-858 2,864 1,943 1,676 -3,324 2,761 1,483 -1,324 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 13.1 28.4 31.6 44.5 91.5 85.9 8.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
95 75 115 81 89 250 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 369,647
COMMITMENTS
102,075 33,777 93,350 137,726 190,261 333,151 317,388 36,495 52,259
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 9,895)
3,804 3,711 2,330 4,137 3,768 10,270 9,808 -375 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 9.1 25.3 37.3 51.5 90.1 85.9 9.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
115 80 132 155 177 340 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,950
COMMITMENTS
968 231 189 727 2,011 1,884 2,431 1,066 519
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -37)
-34 -3 -8 -31 17 -73 6 36 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 7.8 6.4 24.7 68.2 63.9 82.4 36.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 6 4 10 14 23 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,260
COMMITMENTS
14,370 11,934 10,458 15,009 9,472 39,837 31,865 7,423 15,395
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -1,668)
89 -301 -398 -1,059 -901 -1,369 -1,599 -300 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 25.3 22.1 31.8 20.0 84.3 67.4 15.7 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
42 43 50 60 57 132 127
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,942
COMMITMENTS
823 11,599 5,078 26,942 15,584 32,844 32,262 1,099 1,681
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 529)
-98 200 182 497 163 581 545 -52 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 34.2 15.0 79.4 45.9 96.8 95.0 3.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 13 11 36 40 51 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,757
COMMITMENTS
6,964 6,070 10 14,913 16,246 21,887 22,326 1,870 1,431
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 540)
225 967 10 455 -249 690 728 -151 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 25.5 0.0 62.8 68.4 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 14 1 11 8 30 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 163,920
COMMITMENTS
41,650 33,307 8,050 73,807 104,522 123,507 145,878 40,413 18,041
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -2,047)
217 1,842 472 -1,453 -3,669 -764 -1,355 -1,283 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 20.3 4.9 45.0 63.8 75.3 89.0 24.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 22 17 39 33 74 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,033
COMMITMENTS
17,706 8,359 467 9,607 29,028 27,779 37,853 22,254 12,180
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -1,540)
-2,715 -104 21 285 -1,222 -2,409 -1,306 870 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 16.7 0.9 19.2 58.0 55.5 75.7 44.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 10 2 13 12 31 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 146,465
COMMITMENTS
52,839 60,148 2,768 82,970 80,678 138,578 143,594 7,887 2,871
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -5,494)
-4,678 -2,457 -426 -308 -2,900 -5,413 -5,783 -81 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 41.1 1.9 56.6 55.1 94.6 98.0 5.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
69 35 11 32 32 108 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,221
COMMITMENTS
47,194 32,354 11,978 70,742 95,449 129,914 139,780 34,308 24,441
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -7,232)
-2,020 -3,105 -977 -605 -2,048 -3,602 -6,131 -3,630 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 19.7 7.3 43.1 58.1 79.1 85.1 20.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 28 20 34 40 77 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 201,127
COMMITMENTS
63,785 13,478 6,458 98,580 164,099 168,823 184,036 32,305 17,092
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 519)
69 389 338 -21 3,434 385 4,161 134 -3,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 6.7 3.2 49.0 81.6 83.9 91.5 16.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
40 18 16 48 37 95 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 722,432
COMMITMENTS
236,863 77,534 28,332 353,828 574,928 619,023 680,794 103,408 41,638
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 688)
8,244 1,357 -1,312 -6,369 -463 563 -418 125 1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 10.7 3.9 49.0 79.6 85.7 94.2 14.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
104 36 42 128 91 244 157
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,400
COMMITMENTS
7,972 3,589 436 7,726 16,919 16,134 20,944 10,266 5,456
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -249)
73 -274 -17 -19 -20 37 -311 -286 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 13.6 1.7 29.3 64.1 61.1 79.3 38.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 10 9 16 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,181
COMMITMENTS
12,978 20,123 82 10,530 4,930 23,590 25,135 3,591 2,046
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,237)
-6 1,407 -135 1,470 95 1,329 1,367 -92 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 74.0 0.3 38.7 18.1 86.8 92.5 13.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 21 1 14 7 37 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,262
COMMITMENTS
27,997 12,011 1,056 10,475 30,199 39,528 43,266 6,734 2,996
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,495)
1,866 591 491 -1,326 180 1,031 1,262 464 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 26.0 2.3 22.6 65.3 85.4 93.5 14.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 18 7 21 14 58 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,526
COMMITMENTS
7,516 2,233 0 1,554 6,864 9,070 9,097 1,456 1,429
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -677)
-1,226 -56 0 598 -402 -628 -458 -49 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 21.2 0.0 14.8 65.2 86.2 86.4 13.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 8 0 6 5 17 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,740,078
COMMITMENTS
1177031 662,387 8651992 7318778 7659352 17147800 16973730 592,278 766,348
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 36,531)
-81,479 -70,783 43,738 104,833 87,644 67,092 60,598 -30,561 -24,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.7 48.8 41.3 43.2 96.7 95.7 3.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
64 60 90 122 123 234 227
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,055
COMMITMENTS
7,369 10,539 1,568 436 90 9,373 12,197 3,682 858
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 31)
182 -9 -61 56 0 177 -69 -147 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 80.7 12.0 3.3 0.7 71.8 93.4 28.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
63 23 20 2 1 74 37
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 480,576
COMMITMENTS
67,610 37,008 123,689 289,052 319,620 480,351 480,317 225 259
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -788)
-1,021 4,583 3,129 -2,888 -8,500 -780 -787 -8 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 7.7 25.7 60.1 66.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 21 31 31 34 73 73
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 193,464
COMMITMENTS
40,587 13,991 28,752 124,074 150,603 193,413 193,346 51 118
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 17,317)
5,322 2,299 3,156 8,841 11,865 17,319 17,320 -2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 7.2 14.9 64.1 77.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 20 25 25 26 61 58
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 641,434
COMMITMENTS
78,148 76,540 77,087 414,149 423,711 569,384 577,339 72,051 64,096
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -11,629)
4,586 -200 -7,940 -6,908 -1,212 -10,262 -9,353 -1,367 -2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.9 12.0 64.6 66.1 88.8 90.0 11.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
113 79 96 284 273 438 407
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 28,522
COMMITMENTS
3,410 1,324 3,421 8,232 16,339 15,063 21,084 13,460 7,439
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -3,158)
1,477 -973 -1,660 -2,246 -81 -2,428 -2,714 -730 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.6 12.0 28.9 57.3 52.8 73.9 47.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 6 10 6 8 17 20
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 12,662
COMMITMENTS
741 967 35 10,278 10,780 11,054 11,782 1,608 880
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,083)
257 226 35 1,057 859 1,349 1,120 -266 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.6 0.3 81.2 85.1 87.3 93.1 12.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 10 11 13 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 19,062
COMMITMENTS
2,373 5,745 0 14,434 12,142 16,807 17,887 2,255 1,175
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,520)
352 208 -109 1,306 1,966 1,549 2,065 -29 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 30.1 0.0 75.7 63.7 88.2 93.8 11.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 0 17 11 22 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,064,560
COMMITMENTS
387,024 389,416 354,998 2029583 2036861 2771605 2781275 292,955 283,285
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -42,353)
20,276 8,596 -36,133 -23,310 -5,655 -39,167 -33,193 -3,186 -9,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 12.7 11.6 66.2 66.5 90.4 90.8 9.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
112 80 94 282 272 435 405
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 45,073
COMMITMENTS
17,925 1,546 0 23,744 42,826 41,669 44,372 3,404 701
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 16,551)
15,314 910 0 1,075 15,871 16,389 16,781 162 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 3.4 0.0 52.7 95.0 92.4 98.4 7.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 0 19 12 23 14
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 22,626
COMMITMENTS
1,076 1,111 0 18,369 21,185 19,445 22,296 3,181 330
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -306)
0 0 0 -593 -62 -593 -62 287 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.9 0.0 81.2 93.6 85.9 98.5 14.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 10 9 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,987
COMMITMENTS
7,566 1,457 365 36,848 48,840 44,779 50,662 9,208 3,325
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -565)
1,267 -969 -15 -1,129 186 123 -798 -688 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.7 0.7 68.3 90.5 82.9 93.8 17.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 4 4 42 30 55 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,457
COMMITMENTS
17,133 9,979 3,862 23,360 28,984 44,355 42,825 7,102 8,632
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 226)
1,465 -914 -380 -581 836 504 -458 -279 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 19.4 7.5 45.4 56.3 86.2 83.2 13.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
57 50 33 100 109 172 177
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 257,287
COMMITMENTS
85,663 49,893 19,312 116,801 144,921 221,776 214,126 35,512 43,161
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,128)
7,327 -4,571 -1,901 -2,906 4,181 2,521 -2,290 -1,393 3,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 19.4 7.5 45.4 56.3 86.2 83.2 13.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
57 50 33 100 109 172 177
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,287
COMMITMENTS
59,525 55,982 6,933 54,057 75,828 120,515 138,744 35,772 17,543
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,536)
-113 687 -25 -930 3,407 -1,069 4,068 2,605 -2,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 35.8 4.4 34.6 48.5 77.1 88.8 22.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 19 15 29 31 65 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 564,139
COMMITMENTS
87,275 86,512 10,338 433,764 446,325 531,377 543,174 32,762 20,965
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,249)
-16,925 -2,251 6 19,457 4,201 2,537 1,956 -289 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.3 1.8 76.9 79.1 94.2 96.3 5.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
69 50 22 182 128 258 193
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,403
COMMITMENTS
216 206 36 13,923 14,670 14,175 14,912 1,228 491
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 57)
-41 206 4 29 -11 -8 199 65 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 0.2 90.4 95.2 92.0 96.8 8.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 10 9 11 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,268
COMMITMENTS
2,408 6,907 1 8,636 6,322 11,045 13,230 5,223 3,038
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 16)
194 1,570 -5 9 31 198 1,596 -182 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 42.5 0.0 53.1 38.9 67.9 81.3 32.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 1 7 5 13 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,446
COMMITMENTS
20,153 2,611 38 21,126 16,147 41,317 18,796 7,129 29,650
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 687)
2,023 1,228 -49 -1,464 997 510 2,176 177 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 5.4 0.1 43.6 33.3 85.3 38.8 14.7 61.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 6 2 18 26 34 34
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 171,928
COMMITMENTS
50,803 380 7,689 113,163 163,821 171,655 171,890 273 38
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,543)
-4,112 0 -279 7,897 3,879 3,506 3,600 -963 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 0.2 4.5 65.8 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 3 8 38 27 72 38
Updated January 22, 2021