BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,979
COMMITMENTS
153 2,341 653 7,203 5,503 8,009 8,497 969 481
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 432)
6 179 44 274 164 324 387 107 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 26.1 7.3 80.2 61.3 89.2 94.6 10.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 10 6 28 23 36 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,658
COMMITMENTS
7,885 3,142 8,091 20,781 20,248 36,757 31,480 3,901 9,178
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 1,066)
-5 -1,171 677 562 1,134 1,234 639 -168 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 7.7 19.9 51.1 49.8 90.4 77.4 9.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 21 21 33 28 60 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,471
COMMITMENTS
528 861 2,167 7,868 7,803 10,562 10,831 909 640
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 773)
-220 64 300 690 365 770 729 3 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 7.5 18.9 68.6 68.0 92.1 94.4 7.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 3 7 34 25 43 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,769
COMMITMENTS
2,962 310 1,789 4,159 5,714 8,910 7,813 858 1,956
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 983)
566 -48 46 333 737 945 735 38 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 3.2 18.3 42.6 58.5 91.2 80.0 8.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 1 5 17 12 25 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,055
COMMITMENTS
107,805 23,312 98,594 88,252 153,826 294,651 275,732 22,404 41,322
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -6,986)
-2,443 1,781 -3,312 -746 -5,651 -6,501 -7,182 -486 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 7.4 31.1 27.8 48.5 92.9 87.0 7.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
126 65 110 91 97 276 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,185
COMMITMENTS
94,082 37,703 63,630 133,230 178,679 290,943 280,012 35,243 46,174
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -8,051)
2,781 -7,283 -4,439 -5,173 2,459 -6,832 -9,264 -1,219 1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 11.6 19.5 40.8 54.8 89.2 85.8 10.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
116 84 117 132 159 308 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,138
COMMITMENTS
478 145 175 616 1,185 1,269 1,505 869 633
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 213)
127 -51 10 -56 190 81 150 132 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.8 8.2 28.8 55.4 59.4 70.4 40.6 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 3 4 12 15 24 21
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,754
COMMITMENTS
13,137 13,281 9,259 12,921 7,929 35,316 30,468 8,437 13,285
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -4,228)
581 -2,981 -1,742 -1,552 -238 -2,713 -4,961 -1,515 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 30.4 21.2 29.5 18.1 80.7 69.6 19.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
50 47 59 63 45 146 125
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,214
COMMITMENTS
1,913 8,576 1,926 18,054 11,077 21,893 21,578 321 635
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 75)
-140 -219 -21 236 387 75 147 1 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 38.6 8.7 81.3 49.9 98.6 97.1 1.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 12 8 26 24 38 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,771
COMMITMENTS
30,193 10,885 0 21,388 43,106 51,581 53,991 3,190 780
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 1,858)
1,086 2,187 -80 754 -19 1,760 2,088 98 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 19.9 0.0 39.0 78.7 94.2 98.6 5.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
41 9 0 16 8 57 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,132
COMMITMENTS
23,808 47,452 10,845 76,478 69,670 111,131 127,967 39,001 22,165
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 3,642)
4,050 4,403 -1,549 -1,638 3,004 863 5,858 2,779 -2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 31.6 7.2 50.9 46.4 74.0 85.2 26.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
24 27 16 46 45 80 78
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,886
COMMITMENTS
3,560 18,251 1,277 48,401 16,584 53,238 36,111 8,648 25,774
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 1,484)
1,286 -1,323 -73 831 213 2,044 -1,183 -560 2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 29.5 2.1 78.2 26.8 86.0 58.4 14.0 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 16 3 16 22 24 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 171,894
COMMITMENTS
74,129 113,689 1,861 90,301 52,605 166,291 168,155 5,603 3,739
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 3,376)
-3,067 1,114 60 6,352 2,153 3,344 3,327 31 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 66.1 1.1 52.5 30.6 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
51 47 13 28 34 85 88
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 193,008
COMMITMENTS
47,139 58,166 13,715 106,416 87,156 167,270 159,038 25,738 33,970
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -13,811)
-1,699 -10,673 -1,304 -9,621 -3,032 -12,624 -15,009 -1,187 1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 30.1 7.1 55.1 45.2 86.7 82.4 13.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
28 32 20 42 47 77 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 275,543
COMMITMENTS
32,573 121,755 16,293 203,599 96,558 252,465 234,607 23,077 40,936
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 21,964)
2,742 18,473 3,024 13,255 82 19,020 21,579 2,944 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 44.2 5.9 73.9 35.0 91.6 85.1 8.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
23 45 25 44 40 80 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 747,144
COMMITMENTS
203,472 222,558 31,524 421,160 428,726 656,155 682,808 90,989 64,336
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -8,844)
5,733 2,420 -5,592 -6,686 -7,552 -6,545 -10,724 -2,299 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 29.8 4.2 56.4 57.4 87.8 91.4 12.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
92 69 41 136 98 243 193
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,992
COMMITMENTS
4,066 4,424 244 11,819 20,502 16,129 25,170 14,863 5,822
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 945)
9 458 0 24 -18 33 440 912 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 14.3 0.8 38.1 66.2 52.0 81.2 48.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 2 1 11 10 16 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,288
COMMITMENTS
9,026 7,966 1 11,683 16,314 20,710 24,281 7,578 4,007
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 174)
-756 0 1 -37 279 -792 280 966 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 28.2 0.0 41.3 57.7 73.2 85.8 26.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 2 1 11 10 19 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,338
COMMITMENTS
14,449 14,822 135 9,600 9,707 24,184 24,664 3,154 2,674
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 4,362)
4,279 2,362 39 -46 1,330 4,272 3,731 90 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 54.2 0.5 35.1 35.5 88.5 90.2 11.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 20 5 13 9 42 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,363
COMMITMENTS
20,467 11,739 642 12,600 20,737 33,708 33,118 3,654 4,244
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 1,472)
2,580 1,882 -44 -1,010 -737 1,527 1,101 -54 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 31.4 1.7 33.7 55.5 90.2 88.6 9.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 20 14 25 26 60 53
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,994
COMMITMENTS
7,610 5,454 2 6,119 7,565 13,731 13,021 1,263 1,973
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 716)
419 799 -1 360 129 778 927 -62 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 36.4 0.0 40.8 50.5 91.6 86.8 8.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 9 1 9 9 17 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,833,987
COMMITMENTS
1253058 1580434 9814246 11157511 10529985 22224815 21924665 609,171 909,322
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 1,463,150)
190,079 192,496 524,772 774,993 724,042 1489843 1441310 -26,694 21,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.9 43.0 48.9 46.1 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
58 70 99 152 156 261 277
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,089
COMMITMENTS
6,851 8,270 1,741 691 134 9,283 10,145 1,806 944
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 2,052)
1,245 1,148 717 89 89 2,050 1,954 2 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 74.6 15.7 6.2 1.2 83.7 91.5 16.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
47 42 23 3 2 64 54
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 50,937
COMMITMENTS
40,295 41,623 5,501 149 2,648 45,945 49,772 4,992 1,165
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 14,795)
14,186 13,789 77 47 874 14,310 14,740 485 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 81.7 10.8 0.3 5.2 90.2 97.7 9.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
86 23 3 2 2 90 26
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 921,278
COMMITMENTS
92,930 122,213 185,376 642,261 613,072 920,567 920,661 711 617
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 62,171)
-3,271 12,043 30,392 34,706 19,313 61,828 61,748 344 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.3 20.1 69.7 66.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
24 40 44 49 58 104 113
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 170,030
COMMITMENTS
31,487 56,572 34,504 103,929 78,775 169,920 169,851 110 179
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 8,539)
2,810 6,783 1,482 4,226 257 8,518 8,522 21 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 33.3 20.3 61.1 46.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 18 23 25 28 54 62
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 611,786
COMMITMENTS
75,649 56,709 103,564 370,687 397,590 549,900 557,863 61,886 53,923
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -7,622)
1,254 -3,856 1,391 -9,628 -1,425 -6,983 -3,891 -639 -3,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.3 16.9 60.6 65.0 89.9 91.2 10.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
123 77 123 287 269 457 423
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| 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: 29,328
COMMITMENTS
1,307 2,260 0 24,547 25,662 25,854 27,922 3,474 1,406
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -2,929)
76 117 0 -3,416 -3,096 -3,340 -2,979 411 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.7 0.0 83.7 87.5 88.2 95.2 11.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 0 16 10 21 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,058,929
COMMITMENTS
378,246 283,547 517,818 1853434 1987949 2749498 2789314 309,431 269,615
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -38,110)
6,271 -19,282 6,953 -48,141 -7,127 -34,917 -19,455 -3,193 -18,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.3 16.9 60.6 65.0 89.9 91.2 10.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
123 77 123 287 269 457 423
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| 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: 31,883
COMMITMENTS
2,435 931 0 25,862 30,151 28,297 31,082 3,586 801
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 3,811)
2 253 0 3,796 3,583 3,798 3,836 13 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.9 0.0 81.1 94.6 88.8 97.5 11.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 0 24 10 27 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 23,033
COMMITMENTS
647 262 0 20,628 22,058 21,275 22,320 1,758 713
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.1 0.0 89.6 95.8 92.4 96.9 7.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 7 12 9 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 39,132
COMMITMENTS
7,586 1,045 66 22,195 34,012 29,847 35,123 9,285 4,009
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,373)
-868 -246 -60 -518 -1,380 -1,446 -1,686 73 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 2.7 0.2 56.7 86.9 76.3 89.8 23.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 3 4 32 28 42 34
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 4,677
COMMITMENTS
2,728 3,768 260 216 118 3,204 4,146 1,473 531
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -59)
-109 -190 -20 56 28 -73 -182 14 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 80.6 5.6 4.6 2.5 68.5 88.6 31.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
28 17 6 1 3 32 24
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,299
COMMITMENTS
11,885 12,058 9,601 26,248 25,544 47,734 47,203 8,565 9,096
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 853)
434 -35 -307 968 1,547 1,095 1,205 -242 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 21.4 17.1 46.6 45.4 84.8 83.8 15.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
72 93 67 94 103 202 227
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,495
COMMITMENTS
59,427 60,289 48,006 131,238 127,722 238,671 236,017 42,824 45,478
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 4,264)
2,169 -175 -1,536 4,839 7,737 5,473 6,026 -1,209 -1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 21.4 17.1 46.6 45.4 84.8 83.8 15.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
72 93 67 94 103 202 227
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 68,811
COMMITMENTS
27,117 48,033 2,962 405 1,577 30,484 52,572 38,327 16,239
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 13,035)
11,888 15,703 51 -4,015 1,341 7,925 17,095 5,111 -4,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 69.8 4.3 0.6 2.3 44.3 76.4 55.7 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 12 8 1 2 16 17
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 189,713
COMMITMENTS
11,400 98,927 9,387 151,605 49,328 172,391 157,642 17,322 32,071
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -11,954)
-7,820 -10,214 -842 -5,110 1,447 -13,772 -9,609 1,818 -2,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 52.1 4.9 79.9 26.0 90.9 83.1 9.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 38 12 30 32 51 74
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 462,015
COMMITMENTS
64,054 112,916 11,709 355,308 317,873 431,072 442,498 30,943 19,516
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 6,165)
5,393 -4,425 -1,278 1,265 12,696 5,380 6,993 784 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 24.4 2.5 76.9 68.8 93.3 95.8 6.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
54 56 31 152 139 223 209
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 31,476
COMMITMENTS
5,999 436 0 24,196 30,737 30,195 31,173 1,281 303
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 72)
155 -106 -13 -113 336 29 217 43 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.4 0.0 76.9 97.7 95.9 99.0 4.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 2 0 13 9 20 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,548
COMMITMENTS
2,167 973 27 10,796 13,332 12,990 14,332 4,558 3,216
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -4,912)
1 -5,137 17 -5,192 -401 -5,174 -5,521 262 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.5 0.2 61.5 76.0 74.0 81.7 26.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 12 4 17 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,171
COMMITMENTS
8,858 4,250 961 38,931 12,232 48,750 17,443 7,421 38,728
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -131)
-5,794 -5,829 14 5,023 -1,835 -757 -7,650 626 7,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.6 1.7 69.3 21.8 86.8 31.1 13.2 68.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 6 4 30 22 51 30
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 |
--------------------------------------------------------------| 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: 243,608
COMMITMENTS
69,741 1,798 11,095 162,407 230,653 243,243 243,546 365 62
CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -416)
48 15 -115 -441 -330 -508 -430 92 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 0.7 4.6 66.7 94.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
28 7 6 38 29 68 41
Updated October 15, 2021