BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,758
COMMITMENTS
254 803 1,015 10,387 10,080 11,656 11,899 1,102 859
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 770)
-33 -159 -13 929 875 883 703 -113 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.3 8.0 81.4 79.0 91.4 93.3 8.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 5 30 27 36 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,625
COMMITMENTS
14,278 3,029 10,741 14,680 20,795 39,699 34,565 3,926 9,061
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 221)
-434 72 122 629 370 318 565 -97 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 6.9 24.6 33.6 47.7 91.0 79.2 9.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 13 22 36 34 65 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,301
COMMITMENTS
302 399 2,130 7,939 8,228 10,371 10,757 930 544
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 850)
42 76 89 490 770 620 935 230 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.5 18.9 70.3 72.8 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 5 33 24 39 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,986
COMMITMENTS
87,662 28,780 80,899 79,884 126,658 248,446 236,337 24,540 36,649
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 10,500)
5,626 -1,359 4,678 -161 5,940 10,143 9,259 357 1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 10.5 29.6 29.3 46.4 91.0 86.6 9.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
121 59 120 83 87 265 222
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,114
COMMITMENTS
119,403 19,541 91,924 132,514 216,474 343,841 327,940 37,274 53,175
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,449)
3,397 -343 -4,872 -1,241 3,875 -2,715 -1,339 266 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 5.1 24.1 34.8 56.8 90.2 86.0 9.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
129 71 128 154 185 350 329
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,979
COMMITMENTS
909 244 214 915 1,896 2,038 2,353 941 626
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1)
42 16 44 -23 -147 63 -87 -62 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 8.2 7.2 30.7 63.6 68.4 79.0 31.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 6 7 10 17 28 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,129
COMMITMENTS
15,720 12,265 8,835 13,985 8,290 38,540 29,391 6,589 15,739
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,437)
-440 1,686 -1,988 107 -981 -2,321 -1,282 -117 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 27.2 19.6 31.0 18.4 85.4 65.1 14.6 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
48 40 50 54 55 136 120
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,043
COMMITMENTS
778 14,292 5,929 31,292 17,237 37,999 37,458 1,043 1,585
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,982)
-207 164 469 1,778 1,445 2,039 2,077 -58 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 36.6 15.2 80.1 44.1 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 13 11 36 42 51 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,612
COMMITMENTS
6,213 6,810 21 17,926 16,764 24,160 23,595 1,452 2,017
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 497)
-279 -149 4 1,192 379 917 234 -419 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 26.6 0.1 70.0 65.5 94.3 92.1 5.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 16 1 10 8 26 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,770
COMMITMENTS
44,579 30,428 7,820 74,463 112,977 126,862 151,225 41,908 17,545
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -10,497)
-7,178 -9,320 558 -765 -1,800 -7,386 -10,562 -3,112 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 18.0 4.6 44.1 66.9 75.2 89.6 24.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 19 16 39 34 78 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,701
COMMITMENTS
22,159 7,749 596 9,997 29,316 32,752 37,662 19,949 15,039
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,629)
4,521 244 -83 1,019 -299 5,456 -138 -2,827 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 14.7 1.1 19.0 55.6 62.1 71.5 37.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 10 3 15 15 32 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,495
COMMITMENTS
53,347 50,118 2,274 88,572 96,094 144,193 148,487 7,302 3,008
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 101)
-4,919 -8,713 749 4,590 7,958 421 -5 -320 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 33.1 1.5 58.5 63.4 95.2 98.0 4.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
67 34 13 30 27 106 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 180,608
COMMITMENTS
55,233 44,148 12,620 76,849 96,716 144,702 153,483 35,906 27,125
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 6,141)
5,556 5,343 -885 3,971 2,037 8,642 6,494 -2,502 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 24.4 7.0 42.5 53.6 80.1 85.0 19.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
32 29 21 41 46 84 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 203,143
COMMITMENTS
69,121 27,489 5,707 101,680 144,630 176,508 177,827 26,635 25,316
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,077)
6,120 10,263 514 2,460 -17,247 9,094 -6,470 -8,017 7,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 13.5 2.8 50.1 71.2 86.9 87.5 13.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
39 22 18 48 38 96 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 729,707
COMMITMENTS
217,188 87,154 35,699 376,194 560,384 629,081 683,237 100,626 46,470
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,538)
-22,950 10,837 5,190 21,112 -16,325 3,352 -298 186 3,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 11.9 4.9 51.6 76.8 86.2 93.6 13.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
107 48 52 130 92 252 177
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,395
COMMITMENTS
6,491 1,070 550 7,894 17,583 14,935 19,203 10,460 6,192
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 962)
689 -571 40 140 666 869 135 93 827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 4.2 2.2 31.1 69.2 58.8 75.6 41.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 2 2 10 9 18 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,016
COMMITMENTS
12,969 27,418 10 18,351 4,531 31,330 31,959 2,686 2,057
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -5,021)
-947 5,172 -368 -2,563 -9,649 -3,878 -4,845 -1,143 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 80.6 0.0 53.9 13.3 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
27 21 1 15 6 42 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,702
COMMITMENTS
30,501 18,845 1,288 12,766 26,713 44,555 46,845 6,147 3,856
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,876)
2,324 5,434 1,027 1,033 -3,150 4,384 3,311 -508 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 37.2 2.5 25.2 52.7 87.9 92.4 12.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 23 11 25 15 66 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,089
COMMITMENTS
8,000 3,741 0 3,303 7,732 11,303 11,473 1,786 1,616
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,860)
-21 770 0 1,462 1,023 1,441 1,793 419 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 28.6 0.0 25.2 59.1 86.4 87.7 13.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 8 0 5 5 15 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,654,775
COMMITMENTS
1174098 838,863 9782637 8066601 8243568 19023336 18865068 631,440 789,707
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,064,199)
-13,037 98,882 624,660 423,646 310,738 1035268 1034280 28,931 29,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.3 49.8 41.0 41.9 96.8 96.0 3.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
66 60 96 131 134 249 243
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,134
COMMITMENTS
5,212 7,942 1,290 428 172 6,930 9,404 3,204 730
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,608)
-994 -1,090 -481 -29 76 -1,503 -1,494 -105 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 78.4 12.7 4.2 1.7 68.4 92.8 31.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
54 26 19 3 2 66 40
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 472,840
COMMITMENTS
43,429 40,180 126,003 303,248 306,351 472,680 472,533 160 307
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -4,807)
-16,742 -2 5,340 6,580 -10,165 -4,822 -4,827 15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.5 26.6 64.1 64.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 31 35 31 33 77 78
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 204,014
COMMITMENTS
57,574 25,518 35,386 110,975 142,976 203,935 203,880 79 134
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -31,499)
-885 -1,124 3,157 -33,781 -33,558 -31,509 -31,525 10 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 12.5 17.3 54.4 70.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 23 27 26 30 61 65
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 686,747
COMMITMENTS
77,575 81,857 100,190 435,471 439,058 613,236 621,105 73,511 65,641
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 27,916)
-1,563 480 15,059 7,837 8,932 21,333 24,471 6,583 3,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 11.9 14.6 63.4 63.9 89.3 90.4 10.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
101 92 105 296 276 450 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 37,503
COMMITMENTS
3,618 2,861 5,595 19,840 18,374 29,053 26,829 8,451 10,674
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 6,841)
11 2,065 1,724 2,610 962 4,345 4,751 2,496 2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.6 14.9 52.9 49.0 77.5 71.5 22.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 11 8 7 20 20
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,684
COMMITMENTS
0 878 132 11,966 9,155 12,098 10,165 1,586 3,519
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,498)
0 -132 132 2,600 -173 2,732 -173 -234 2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 1.0 87.4 66.9 88.4 74.3 11.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 9 10 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 19,436
COMMITMENTS
2,044 5,212 0 14,663 13,097 16,707 18,309 2,729 1,127
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 152)
-437 -156 0 122 399 -315 243 467 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 26.8 0.0 75.4 67.4 86.0 94.2 14.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 0 15 12 19 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,246,218
COMMITMENTS
394,924 420,121 447,839 2078154 2103421 2920916 2971380 325,302 274,838
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 105,374)
1,113 1,060 57,688 26,134 39,852 84,935 98,601 20,438 6,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 12.9 13.8 64.0 64.8 90.0 91.5 10.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
101 90 100 294 275 445 415
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 44,694
COMMITMENTS
18,482 215 0 20,366 43,360 38,848 43,575 5,846 1,119
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,350)
726 215 0 355 3,389 1,081 3,604 2,269 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 0.5 0.0 45.6 97.0 86.9 97.5 13.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 0 17 15 22 16
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 19,112
COMMITMENTS
935 1,111 0 15,603 17,648 16,538 18,759 2,574 353
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.8 0.0 81.6 92.3 86.5 98.2 13.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 11 8 13 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 52,267
COMMITMENTS
7,388 1,445 486 34,652 47,842 42,526 49,773 9,741 2,494
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,018)
-110 -876 117 -1,165 23 -1,158 -736 140 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.8 0.9 66.3 91.5 81.4 95.2 18.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 5 6 40 31 53 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,662
COMMITMENTS
16,373 10,391 7,984 22,834 28,789 47,191 47,164 8,472 8,498
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,230)
-1,102 1,593 1,767 688 -577 1,354 2,784 876 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 18.7 14.3 41.0 51.7 84.8 84.7 15.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
50 58 36 97 108 167 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 278,312
COMMITMENTS
81,863 51,957 39,919 114,171 143,946 235,953 235,822 42,358 42,490
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 11,150)
-5,509 7,967 8,837 3,442 -2,884 6,770 13,920 4,380 -2,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 18.7 14.3 41.0 51.7 84.8 84.7 15.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
50 58 36 97 108 167 182
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 72,897
COMMITMENTS
52,790 6,584 2,420 558 487 55,768 9,491 17,129 63,406
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -12,864)
-1,364 -48,176 1,067 -6 -3,217 -304 -50,326 -12,560 37,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 9.0 3.3 0.8 0.7 76.5 13.0 23.5 87.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 2 1 12 15
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,542
COMMITMENTS
55,957 59,604 7,726 57,952 72,518 121,634 139,847 36,908 18,695
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,017)
-1,278 2,307 261 2,517 -420 1,500 2,147 517 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 37.6 4.9 36.6 45.7 76.7 88.2 23.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 20 11 29 28 62 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 567,444
COMMITMENTS
95,899 93,459 12,120 430,421 442,872 538,440 548,451 29,004 18,993
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -766)
4,347 -2,275 -601 -1,876 5,073 1,870 2,197 -2,636 -2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 16.5 2.1 75.9 78.0 94.9 96.7 5.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
73 49 25 178 134 260 199
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,168
COMMITMENTS
185 666 72 14,549 14,723 14,806 15,461 1,362 707
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 407)
0 239 0 233 15 233 254 174 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.1 0.4 90.0 91.1 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 10 8 11 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,649
COMMITMENTS
17,887 5,019 2 26,934 13,793 44,823 18,814 6,826 32,835
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,045)
1,987 2,169 2 2,684 -1,035 4,673 1,136 -628 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 9.7 0.0 52.1 26.7 86.8 36.4 13.2 63.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 4 1 19 24 36 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 169,145
COMMITMENTS
51,724 400 7,356 109,820 161,350 168,900 169,106 245 39
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,987)
2,112 0 -317 -3,767 -1,670 -1,972 -1,987 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 0.2 4.3 64.9 95.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 3 8 37 28 68 39
Updated February 05, 2021