BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,988
COMMITMENTS
287 962 1,028 9,458 9,205 10,773 11,196 1,215 792
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,130)
-162 175 192 909 642 939 1,009 191 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.0 8.6 78.9 76.8 89.9 93.4 10.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 6 6 29 26 36 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,405
COMMITMENTS
14,712 2,957 10,618 14,050 20,425 39,381 34,000 4,023 9,405
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,202)
1,300 1,305 1,711 1,297 888 4,308 3,904 -106 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 6.8 24.5 32.4 47.1 90.7 78.3 9.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 12 23 34 32 65 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,451
COMMITMENTS
260 323 2,042 7,450 7,458 9,751 9,823 700 629
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,433)
-63 19 317 1,449 1,051 1,703 1,387 -271 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.1 19.5 71.3 71.4 93.3 94.0 6.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 5 34 25 41 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,486
COMMITMENTS
82,036 30,138 76,222 80,045 120,718 238,303 227,078 24,184 35,409
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 15,662)
4,105 -2,113 6,244 2,076 10,961 12,425 15,092 3,237 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 11.5 29.0 30.5 46.0 90.8 86.5 9.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
105 72 120 83 86 261 219
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,564
COMMITMENTS
116,005 19,884 96,796 133,755 212,598 346,556 329,279 37,008 54,285
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 13,917)
13,931 -13,892 3,446 -3,972 22,337 13,404 11,890 512 2,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 5.2 25.2 34.9 55.4 90.4 85.8 9.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
129 69 132 156 184 352 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,978
COMMITMENTS
867 228 170 939 2,043 1,976 2,440 1,003 538
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 28)
-101 -3 -19 211 31 92 10 -63 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 7.7 5.7 31.5 68.6 66.3 81.9 33.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 5 3 11 16 24 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,567
COMMITMENTS
16,160 10,579 10,822 13,879 9,272 40,861 30,673 6,706 16,894
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 307)
1,790 -1,355 364 -1,130 -201 1,024 -1,192 -717 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 22.2 22.8 29.2 19.5 85.9 64.5 14.1 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
54 43 58 56 62 145 137
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,061
COMMITMENTS
985 14,128 5,460 29,515 15,792 35,960 35,381 1,101 1,680
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,119)
162 2,529 382 2,572 208 3,116 3,119 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 38.1 14.7 79.6 42.6 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 15 12 34 39 51 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,115
COMMITMENTS
6,492 6,959 17 16,734 16,385 23,243 23,362 1,872 1,753
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,358)
-472 890 7 1,821 139 1,356 1,036 2 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 27.7 0.1 66.6 65.2 92.5 93.0 7.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 11 1 10 8 24 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 179,267
COMMITMENTS
51,757 39,748 7,262 75,229 114,777 134,248 161,787 45,019 17,480
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 15,347)
10,108 6,441 -787 1,421 10,255 10,741 15,909 4,606 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 22.2 4.1 42.0 64.0 74.9 90.2 25.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
32 25 16 39 33 80 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,072
COMMITMENTS
17,638 7,505 680 8,978 29,615 27,296 37,800 22,776 12,272
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 39)
-68 -854 213 -629 588 -484 -53 522 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 15.0 1.4 17.9 59.1 54.5 75.5 45.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 3 14 13 30 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,394
COMMITMENTS
58,266 58,831 1,524 83,982 88,136 143,772 148,492 7,622 2,902
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,929)
5,426 -1,317 -1,244 1,012 7,459 5,194 4,897 -265 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 38.9 1.0 55.5 58.2 95.0 98.1 5.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
75 30 11 30 30 110 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,467
COMMITMENTS
49,677 38,805 13,505 72,877 94,679 136,059 146,989 38,408 27,478
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 10,246)
2,483 6,451 1,527 2,135 -770 6,146 7,209 4,100 3,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 22.2 7.7 41.8 54.3 78.0 84.3 22.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
29 27 19 35 41 76 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 202,066
COMMITMENTS
63,001 17,226 5,193 99,220 161,877 167,414 184,296 34,652 17,769
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 938)
-783 3,748 -1,265 640 -2,222 -1,408 261 2,347 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 8.5 2.6 49.1 80.1 82.9 91.2 17.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
38 17 13 46 36 93 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 726,169
COMMITMENTS
240,138 76,317 30,509 355,082 576,709 625,729 683,535 100,440 42,634
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,737)
3,275 -1,217 2,177 1,254 1,781 6,706 2,741 -2,969 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 10.5 4.2 48.9 79.4 86.2 94.1 13.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
109 40 47 130 92 251 167
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,433
COMMITMENTS
5,802 1,641 510 7,754 16,917 14,066 19,068 10,367 5,365
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,967)
-2,170 -1,948 74 28 -2 -2,068 -1,876 101 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 6.7 2.1 31.7 69.2 57.6 78.0 42.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 1 1 10 9 17 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,038
COMMITMENTS
13,916 22,246 378 20,914 14,180 35,208 36,804 3,830 2,234
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 11,857)
938 2,123 296 10,384 9,250 11,618 11,669 239 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 57.0 1.0 53.6 36.3 90.2 94.3 9.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 20 5 16 10 40 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,826
COMMITMENTS
28,177 13,411 261 11,733 29,863 40,171 43,534 6,655 3,291
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 563)
180 1,400 -796 1,258 -336 642 268 -79 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 28.6 0.6 25.1 63.8 85.8 93.0 14.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
42 20 6 23 12 67 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,229
COMMITMENTS
8,021 2,971 0 1,841 6,709 9,862 9,680 1,367 1,549
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 703)
505 738 0 287 -155 792 583 -89 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 26.5 0.0 16.4 59.7 87.8 86.2 12.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 9 0 4 4 15 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,590,577
COMMITMENTS
1187135 739,981 9157978 7642955 7932830 17988068 17830788 602,509 759,788
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 850,498)
10,104 77,594 505,986 324,177 273,478 840,267 857,058 10,231 -6,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.0 49.3 41.1 42.7 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
60 66 96 128 132 246 242
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,742
COMMITMENTS
6,206 9,032 1,771 457 96 8,433 10,898 3,309 844
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,313)
-1,163 -1,507 203 21 6 -940 -1,299 -373 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 76.9 15.1 3.9 0.8 71.8 92.8 28.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
64 23 25 2 2 75 44
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 477,647
COMMITMENTS
60,171 40,181 120,663 296,668 316,516 477,502 477,360 145 287
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -2,929)
-7,439 3,173 -3,026 7,616 -3,104 -2,849 -2,957 -80 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.4 25.3 62.1 66.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 26 35 31 33 76 76
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 235,513
COMMITMENTS
58,459 26,642 32,229 144,756 176,534 235,444 235,405 69 108
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 42,049)
17,872 12,651 3,477 20,682 25,931 42,031 42,059 18 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 11.3 13.7 61.5 75.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 26 25 27 28 62 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 658,831
COMMITMENTS
79,138 81,377 85,132 427,634 430,126 591,903 596,635 66,928 62,196
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 17,397)
990 4,837 8,045 13,485 6,414 22,520 19,296 -5,123 -1,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.4 12.9 64.9 65.3 89.8 90.6 10.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
116 80 104 287 278 450 416
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 30,662
COMMITMENTS
3,606 796 3,871 17,230 17,412 24,707 22,079 5,955 8,583
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,140)
196 -528 451 8,997 1,073 9,645 995 -7,505 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.6 12.6 56.2 56.8 80.6 72.0 19.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 11 9 9 21 21
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 11,186
COMMITMENTS
0 1,010 0 9,366 9,328 9,366 10,338 1,820 848
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,476)
-741 43 -35 -912 -1,452 -1,688 -1,444 212 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 83.7 83.4 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 9 10 9 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 19,284
COMMITMENTS
2,481 5,368 0 14,541 12,698 17,022 18,066 2,262 1,218
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 222)
108 -377 0 107 556 215 179 7 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 27.8 0.0 75.4 65.8 88.3 93.7 11.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 0 17 11 22 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,140,845
COMMITMENTS
393,811 419,061 390,150 2052020 2063568 2835981 2872779 304,864 268,065
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 76,285)
6,787 29,645 35,152 22,437 26,707 64,376 91,504 11,909 -15,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 13.3 12.4 65.3 65.7 90.3 91.5 9.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
117 77 100 285 277 445 412
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 41,344
COMMITMENTS
17,756 0 0 20,011 39,971 37,767 39,971 3,577 1,373
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -3,729)
-169 -1,546 0 -3,733 -2,855 -3,902 -4,401 173 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 0.0 0.0 48.4 96.7 91.3 96.7 8.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 0 18 12 22 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,285
COMMITMENTS
7,498 2,321 369 35,817 47,819 43,684 50,509 9,601 2,776
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -702)
-68 864 4 -1,031 -1,021 -1,095 -153 393 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.4 0.7 67.2 89.7 82.0 94.8 18.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 5 4 41 29 54 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,432
COMMITMENTS
17,474 8,798 6,216 22,146 29,366 45,837 44,380 7,596 9,052
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,975)
342 -1,181 2,354 -1,214 382 1,482 1,555 493 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 16.5 11.6 41.4 55.0 85.8 83.1 14.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
59 59 43 100 108 182 188
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,162
COMMITMENTS
87,372 43,989 31,082 110,729 146,830 229,183 221,902 37,979 45,260
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 9,875)
1,709 -5,904 11,770 -6,072 1,909 7,408 7,775 2,467 2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 16.5 11.6 41.4 55.0 85.8 83.1 14.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
59 59 43 100 108 182 188
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 85,761
COMMITMENTS
54,154 54,760 1,353 564 3,704 56,071 59,817 29,689 25,944
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 63.9 1.6 0.7 4.3 65.4 69.7 34.6 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 8 6 2 2 12 15
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,524
COMMITMENTS
57,235 57,297 7,464 55,435 72,938 120,134 137,700 36,390 18,825
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 238)
-2,290 1,315 531 1,378 -2,890 -381 -1,044 619 1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 36.6 4.8 35.4 46.6 76.8 88.0 23.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
31 18 14 29 28 66 54
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 568,210
COMMITMENTS
91,552 95,734 12,721 432,297 437,799 536,570 546,254 31,640 21,956
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,071)
4,277 9,223 2,384 -1,467 -8,527 5,193 3,080 -1,122 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 16.8 2.2 76.1 77.0 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
67 50 24 176 127 251 193
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,761
COMMITMENTS
185 427 72 14,316 14,708 14,573 15,207 1,188 554
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 358)
-31 221 36 393 38 398 295 -40 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.7 0.5 90.8 93.3 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 10 10 11 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,604
COMMITMENTS
15,900 2,850 0 24,250 14,828 40,150 17,678 7,454 29,926
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -842)
-4,253 239 -38 3,124 -1,319 -1,167 -1,118 325 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 6.0 0.0 50.9 31.1 84.3 37.1 15.7 62.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 5 0 18 23 30 28
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 171,132
COMMITMENTS
49,612 400 7,673 113,587 163,020 170,872 171,093 260 39
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -796)
-1,191 20 -16 424 -801 -783 -797 -13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 0.2 4.5 66.4 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 3 9 38 27 70 39
Updated January 29, 2021