BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,711
COMMITMENTS
249 1,044 952 9,386 9,017 10,587 11,014 1,124 698
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,047)
-5 241 -63 -1,001 -1,063 -1,069 -885 22 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.9 8.1 80.1 77.0 90.4 94.0 9.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 6 5 29 26 35 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,194
COMMITMENTS
12,773 2,830 10,016 13,513 18,843 36,301 31,689 3,892 8,505
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,431)
-1,506 -198 -725 -1,166 -1,953 -3,397 -2,876 -34 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 7.0 24.9 33.6 46.9 90.3 78.8 9.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 8 21 33 31 59 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,958
COMMITMENTS
1,052 127 2,324 6,910 8,039 10,286 10,490 672 468
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -344)
750 -272 194 -1,030 -189 -86 -268 -258 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.2 21.2 63.1 73.4 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 8 32 24 40 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,133
COMMITMENTS
91,590 27,845 85,579 83,608 136,268 260,776 249,692 27,356 38,441
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 15,147)
3,927 -934 4,680 3,724 9,610 12,331 13,355 2,816 1,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.7 29.7 29.0 47.3 90.5 86.7 9.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
130 60 122 82 89 269 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,822
COMMITMENTS
128,414 17,203 78,513 131,219 224,210 338,147 319,927 34,675 52,895
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -8,292)
9,012 -2,338 -13,411 -1,295 7,737 -5,694 -8,013 -2,598 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 4.6 21.1 35.2 60.1 90.7 85.8 9.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
138 66 126 149 186 355 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,014
COMMITMENTS
909 215 169 991 1,997 2,069 2,381 945 633
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 34)
-1 -29 -44 75 101 30 27 4 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.1 5.6 32.9 66.3 68.6 79.0 31.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 5 6 11 16 28 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,962
COMMITMENTS
16,466 12,570 9,043 13,804 8,085 39,314 29,698 6,649 16,264
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 833)
746 305 209 -181 -206 773 308 60 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 27.3 19.7 30.0 17.6 85.5 64.6 14.5 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
52 35 54 53 53 141 122
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,414
COMMITMENTS
766 14,114 5,399 28,083 14,401 34,248 33,914 1,166 1,500
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,629)
-12 -178 -530 -3,209 -2,835 -3,752 -3,544 123 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 39.9 15.2 79.3 40.7 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 14 11 32 36 46 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,327
COMMITMENTS
7,851 8,041 0 17,742 17,755 25,593 25,796 1,734 1,531
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,715)
1,638 1,231 -21 -184 991 1,433 2,201 282 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 29.4 0.0 64.9 65.0 93.7 94.4 6.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
21 17 0 11 8 32 25
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,606
COMMITMENTS
43,805 35,301 6,203 72,336 108,146 122,344 149,650 45,262 17,956
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,165)
-775 4,873 -1,617 -2,127 -4,831 -4,519 -1,576 3,354 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 21.1 3.7 43.2 64.5 73.0 89.3 27.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
32 24 15 37 34 76 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,363
COMMITMENTS
18,778 7,442 638 13,810 28,536 33,226 36,616 17,137 13,747
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,338)
-3,381 -307 42 3,813 -780 474 -1,045 -2,812 -1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 14.8 1.3 27.4 56.7 66.0 72.7 34.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 10 4 17 13 32 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,653
COMMITMENTS
53,121 51,354 2,822 95,204 100,799 151,147 154,975 7,506 3,678
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 7,158)
-226 1,236 548 6,632 4,705 6,954 6,489 205 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 32.4 1.8 60.0 63.5 95.3 97.7 4.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
64 32 11 31 30 103 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 189,242
COMMITMENTS
61,699 39,488 14,131 70,413 108,067 146,243 161,685 43,000 27,557
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 8,634)
6,465 -4,660 1,511 -6,435 11,351 1,541 8,202 7,093 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 20.9 7.5 37.2 57.1 77.3 85.4 22.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
34 25 20 38 47 81 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,569
COMMITMENTS
60,372 25,245 7,327 97,205 134,180 164,904 166,752 29,664 27,817
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -8,574)
-8,750 -2,245 1,620 -4,475 -10,450 -11,604 -11,074 3,030 2,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 13.0 3.8 50.0 69.0 84.8 85.7 15.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
34 23 17 44 34 87 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 717,791
COMMITMENTS
221,909 84,549 29,776 366,878 557,314 618,563 671,639 99,228 46,152
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -11,915)
4,722 -2,606 -5,923 -9,316 -3,070 -10,517 -11,598 -1,398 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 11.8 4.1 51.1 77.6 86.2 93.6 13.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
105 43 46 133 93 252 168
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,876
COMMITMENTS
7,337 888 485 8,118 19,578 15,940 20,951 10,936 5,925
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,481)
846 -182 -65 224 1,995 1,005 1,748 476 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 3.3 1.8 30.2 72.8 59.3 78.0 40.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 1 11 11 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,453
COMMITMENTS
10,352 27,718 70 20,910 4,664 31,332 32,452 3,121 2,001
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 437)
-2,617 300 60 2,559 133 2 493 435 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 80.5 0.2 60.7 13.5 90.9 94.2 9.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 18 1 15 7 41 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,670
COMMITMENTS
29,133 17,582 1,082 11,662 27,334 41,877 45,998 6,792 2,672
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,032)
-1,368 -1,263 -205 -1,104 621 -2,677 -847 645 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 36.1 2.2 24.0 56.2 86.0 94.5 14.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
39 24 9 26 13 68 43
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,877
COMMITMENTS
7,787 3,942 0 4,459 8,241 12,246 12,183 1,631 1,694
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 788)
-213 201 0 1,156 509 943 710 -155 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 28.4 0.0 32.1 59.4 88.2 87.8 11.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 9 0 7 5 17 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,374,980
COMMITMENTS
1333842 849,311 10136767 8254929 8528752 19725539 19514831 649,441 860,149
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 720,204)
159,744 10,448 354,130 188,329 285,184 702,203 649,763 18,002 70,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.2 49.8 40.5 41.9 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
62 68 100 130 134 251 250
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,853
COMMITMENTS
6,175 9,075 1,721 382 203 8,277 10,998 3,576 855
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,720)
963 1,133 431 -46 31 1,347 1,594 372 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 76.6 14.5 3.2 1.7 69.8 92.8 30.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
63 21 19 3 2 75 36
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 470,806
COMMITMENTS
37,484 50,270 124,205 308,900 295,953 470,588 470,427 218 379
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,034)
-5,946 10,090 -1,798 5,652 -10,398 -2,092 -2,106 58 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 10.7 26.4 65.6 62.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 29 36 32 37 77 82
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 223,893
COMMITMENTS
53,731 24,580 47,309 122,777 151,861 223,817 223,750 76 143
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 19,879)
-3,843 -938 11,923 11,802 8,885 19,882 19,870 -3 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.0 21.1 54.8 67.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 22 27 25 33 59 69
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 687,554
COMMITMENTS
77,727 86,214 102,288 436,813 432,245 616,827 620,747 70,726 66,807
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 807)
152 4,357 2,097 1,342 -6,813 3,591 -359 -2,784 1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.5 14.9 63.5 62.9 89.7 90.3 10.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
115 93 114 291 274 462 426
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 38,637
COMMITMENTS
3,670 1,018 5,464 22,434 19,925 31,567 26,407 7,069 12,230
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,134)
52 -1,843 -131 2,594 1,551 2,515 -423 -1,381 1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.6 14.1 58.1 51.6 81.7 68.3 18.3 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 11 10 7 22 20
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 12,738
COMMITMENTS
0 1,020 135 11,439 10,691 11,574 11,846 1,164 892
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -946)
0 142 3 -527 1,536 -524 1,681 -422 -2,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 1.1 89.8 83.9 90.9 93.0 9.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 8 12 9 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 22,432
COMMITMENTS
1,615 5,369 0 18,151 15,851 19,766 21,220 2,666 1,212
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2,996)
-429 157 0 3,488 2,754 3,059 2,911 -63 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 23.9 0.0 80.9 70.7 88.1 94.6 11.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 0 17 12 20 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,244,583
COMMITMENTS
390,602 446,300 463,800 2071896 2061599 2926298 2971699 318,285 272,884
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,635)
-4,322 26,179 15,962 -6,258 -41,822 5,382 319 -7,017 -1,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 13.8 14.3 63.9 63.5 90.2 91.6 9.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
116 91 111 290 273 459 422
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 46,082
COMMITMENTS
18,764 565 0 23,863 44,697 42,627 45,262 3,455 820
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,388)
282 350 0 3,497 1,337 3,779 1,687 -2,391 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 1.2 0.0 51.8 97.0 92.5 98.2 7.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 0 18 14 24 16
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 18,641
COMMITMENTS
935 1,111 0 15,040 17,119 15,975 18,230 2,666 411
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -471)
0 0 0 -563 -529 -563 -529 92 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.0 0.0 80.7 91.8 85.7 97.8 14.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 12 7 14 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 51,574
COMMITMENTS
7,401 2,505 318 34,369 45,883 42,088 48,706 9,486 2,868
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -693)
13 1,060 -168 -283 -1,959 -438 -1,067 -255 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 4.9 0.6 66.6 89.0 81.6 94.4 18.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 6 4 39 32 53 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,885
COMMITMENTS
15,154 10,212 8,706 23,895 28,805 47,755 47,723 8,130 8,162
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 222)
-1,219 -179 722 1,061 15 564 558 -342 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 18.3 15.6 42.8 51.5 85.5 85.4 14.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
51 59 39 103 110 176 186
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,423
COMMITMENTS
75,770 51,061 43,528 119,476 144,023 238,774 238,613 40,649 40,810
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,111)
-6,094 -895 3,609 5,305 77 2,820 2,791 -1,710 -1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 18.3 15.6 42.8 51.5 85.5 85.4 14.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
51 59 39 103 110 176 186
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 68,707
COMMITMENTS
47,375 5,867 2,506 655 393 50,536 8,766 18,171 59,942
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -4,189)
-5,415 -717 86 97 -94 -5,232 -725 1,042 -3,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 8.5 3.6 1.0 0.6 73.6 12.8 26.4 87.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 10 7 2 1 14 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,518
COMMITMENTS
56,294 57,087 6,548 51,899 67,433 114,741 131,067 36,776 20,451
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -7,024)
338 -2,517 -1,178 -6,052 -5,085 -6,893 -8,780 -131 1,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 37.7 4.3 34.3 44.5 75.7 86.5 24.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 19 12 26 26 60 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 584,219
COMMITMENTS
88,300 95,689 15,154 449,986 449,215 553,441 560,058 30,779 24,161
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 16,775)
-7,599 2,230 3,034 19,565 6,343 15,000 11,607 1,775 5,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 16.4 2.6 77.0 76.9 94.7 95.9 5.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
73 47 24 174 132 256 194
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,488
COMMITMENTS
396 623 72 14,860 15,313 15,328 16,008 1,160 480
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 320)
211 -43 0 311 590 522 547 -202 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.8 0.4 90.1 92.9 93.0 97.1 7.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 12 9 14 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,536
COMMITMENTS
1,846 4,032 1 8,713 10,286 10,560 14,319 5,976 2,217
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 24.4 0.0 52.7 62.2 63.9 86.6 36.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 1 10 5 13 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,984
COMMITMENTS
16,591 3,295 0 28,446 17,246 45,037 20,541 6,947 31,443
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 335)
-1,296 -1,724 -2 1,512 3,453 214 1,727 121 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 6.3 0.0 54.7 33.2 86.6 39.5 13.4 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 6 0 19 26 34 32
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 172,909
COMMITMENTS
53,210 400 8,686 110,763 163,784 172,659 172,870 250 39
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 3,764)
1,486 0 1,330 943 2,434 3,759 3,764 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 0.2 5.0 64.1 94.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 3 8 36 29 66 40
Updated February 12, 2021