USD MALAYSIAN CRUDE PALM OIL - CHICAGO MERCANTILE EXCHANGE Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 44,881
COMMITMENTS
3,992 7,080 1,340 39,549 36,461 44,881 44,881 0 0
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,010)
240 920 -180 950 270 1,010 1,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.8 3.0 88.1 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 3 10 9 16 15
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,764
COMMITMENTS
512 5,040 1,468 9,653 6,007 11,632 12,515 1,132 249
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,414)
138 730 164 1,172 573 1,475 1,468 -61 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 39.5 11.5 75.6 47.1 91.1 98.1 8.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 9 7 34 23 45 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,399
COMMITMENTS
10,217 2,296 8,782 26,628 27,639 45,627 38,717 4,773 11,683
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 3,061)
899 347 920 1,244 1,704 3,063 2,971 -2 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 4.6 17.4 52.8 54.8 90.5 76.8 9.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 11 18 40 34 64 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,646
COMMITMENTS
165 3,814 2,928 10,422 7,132 13,515 13,874 1,131 772
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 830)
-81 498 306 668 42 893 846 -62 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 26.0 20.0 71.2 48.7 92.3 94.7 7.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 9 9 35 25 46 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,357
COMMITMENTS
9,052 431 2,296 6,036 12,230 17,384 14,957 972 3,399
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,775)
1,166 168 410 157 1,156 1,733 1,734 42 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 2.3 12.5 32.9 66.6 94.7 81.5 5.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 6 17 16 25 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,230
COMMITMENTS
86,266 24,392 65,344 86,600 131,351 238,210 221,087 20,020 37,143
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -15,257)
-364 -4,978 -11,846 -2,992 1,950 -15,202 -14,873 -55 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 9.4 25.3 33.5 50.9 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
103 68 102 88 87 246 210
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 350,000
COMMITMENTS
115,377 29,423 78,190 121,368 193,669 314,934 301,281 35,065 48,718
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -4,886)
-11,484 5,150 1,423 1,376 -9,752 -8,684 -3,178 3,799 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 8.4 22.3 34.7 55.3 90.0 86.1 10.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
133 68 114 134 170 320 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,579
COMMITMENTS
665 316 262 794 1,260 1,721 1,838 858 741
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 143)
133 53 65 -7 -79 191 38 -48 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 12.2 10.2 30.8 48.8 66.7 71.3 33.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 7 5 13 17 27 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,932
COMMITMENTS
12,162 11,547 11,046 14,347 9,463 37,556 32,057 9,376 14,875
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 47)
-2,068 1,811 75 794 -1,184 -1,199 702 1,246 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 24.6 23.5 30.6 20.2 80.0 68.3 20.0 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
47 54 58 66 52 150 134
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,503
COMMITMENTS
1,873 9,039 2,453 20,803 13,205 25,129 24,697 374 806
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,047)
136 559 204 669 217 1,008 980 39 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 35.4 9.6 81.6 51.8 98.5 96.8 1.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 13 8 25 26 36 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 45,372
COMMITMENTS
18,942 10,321 0 24,177 34,054 43,119 44,375 2,253 997
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -19,128)
-2,681 5,222 -5,012 -11,458 -19,184 -19,151 -18,974 23 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 22.7 0.0 53.3 75.1 95.0 97.8 5.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 8 0 11 7 33 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,357
COMMITMENTS
46,519 58,284 10,439 76,775 69,104 133,733 137,827 31,623 27,529
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -40,356)
7,655 5,438 -27,675 -7,480 -17,904 -27,500 -40,140 -12,856 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 35.2 6.3 46.4 41.8 80.9 83.4 19.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
21 35 19 45 38 77 81
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,682
COMMITMENTS
2,552 13,189 1,686 29,343 11,954 33,581 26,829 11,101 17,853
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 3,522)
1,109 2,294 721 1,959 524 3,788 3,540 -266 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 29.5 3.8 65.7 26.8 75.2 60.0 24.8 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 14 5 14 16 20 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,780
COMMITMENTS
30,021 35,000 585 60,533 53,957 91,139 89,542 3,641 5,238
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -6,682)
-4,727 -10,699 -307 -1,371 4,758 -6,405 -6,248 -278 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 36.9 0.6 63.9 56.9 96.2 94.5 3.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 50 8 21 33 66 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 229,460
COMMITMENTS
20,452 80,117 14,039 172,799 99,939 207,290 194,095 22,170 35,366
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -6,549)
-8,614 -2,238 112 402 104 -8,099 -2,023 1,550 -4,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 34.9 6.1 75.3 43.6 90.3 84.6 9.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
19 36 15 37 57 63 101
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 199,173
COMMITMENTS
22,239 77,905 8,788 150,415 76,111 181,443 162,804 17,730 36,369
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 8,202)
2,174 2,229 367 6,325 5,073 8,866 7,669 -664 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 39.1 4.4 75.5 38.2 91.1 81.7 8.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
21 35 20 40 39 69 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 719,318
COMMITMENTS
193,768 207,887 40,095 404,215 415,356 638,077 663,338 81,240 55,980
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 6,008)
6,977 5,363 -1,226 1,929 353 7,680 4,490 -1,672 1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 28.9 5.6 56.2 57.7 88.7 92.2 11.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
96 67 42 140 103 252 196
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,952
COMMITMENTS
4,303 4,764 254 14,570 21,464 19,127 26,482 12,825 5,470
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -716)
-11 -1,840 0 -88 -15 -99 -1,855 -617 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 14.9 0.8 45.6 67.2 59.9 82.9 40.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 3 14 10 21 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,769
COMMITMENTS
4,142 12,496 421 14,505 8,091 19,068 21,008 7,701 5,761
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -7,355)
-3,736 -182 0 -3,911 -6,346 -7,647 -6,528 292 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 46.7 1.6 54.2 30.2 71.2 78.5 28.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 1 8 9 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,854
COMMITMENTS
10,260 16,807 157 18,196 10,968 28,613 27,932 2,241 2,922
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 3,111)
-269 1,662 -2 3,659 1,423 3,388 3,083 -278 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 54.5 0.5 59.0 35.5 92.7 90.5 7.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 27 2 15 12 36 40
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,360
COMMITMENTS
11,050 17,189 677 26,819 17,953 38,546 35,819 2,814 5,541
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 132)
-2,489 -2,214 67 2,825 2,133 403 -13 -271 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 41.6 1.6 64.8 43.4 93.2 86.6 6.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 32 8 24 28 52 62
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,603
COMMITMENTS
3,143 3,583 538 5,843 4,454 9,524 8,575 1,079 2,028
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 424)
473 726 523 -625 -679 371 570 53 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 33.8 5.1 55.1 42.0 89.8 80.9 10.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 10 2 5 7 13 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,809,420
COMMITMENTS
694,399 1609351 8099008 10506052 9225700 19299459 18934060 509,961 875,360
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 453,244)
-68,571 -36,369 292,110 217,280 290,287 440,819 546,028 12,424 -92,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.1 40.9 53.0 46.6 97.4 95.6 2.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
31 82 92 133 143 230 252
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,269
COMMITMENTS
8,624 9,520 2,420 418 369 11,462 12,310 1,807 960
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -676)
-1,181 -1,082 333 -23 205 -870 -544 194 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 71.7 18.2 3.2 2.8 86.4 92.8 13.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
41 34 28 2 4 55 56
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 42,418
COMMITMENTS
28,526 30,883 8,123 115 2,205 36,764 41,211 5,654 1,207
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,153)
4,795 3,820 -3,698 -18 1,128 1,079 1,250 74 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 72.8 19.1 0.3 5.2 86.7 97.2 13.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
91 29 9 1 2 96 36
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 1,560,129
COMMITMENTS
107,864 152,814 221,592 1227995 1182735 1557451 1557141 2,678 2,988
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -53,079)
-45,224 784 12,202 -20,187 -66,276 -53,209 -53,289 130 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 9.8 14.2 78.7 75.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
37 41 48 63 75 122 144
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 226,213
COMMITMENTS
29,034 16,524 38,212 158,877 171,123 226,123 225,859 90 354
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 13,946)
-383 -924 -1,681 16,019 16,368 13,955 13,763 -9 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.3 16.9 70.2 75.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 19 27 30 41 62 75
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 581,495
COMMITMENTS
83,987 56,372 99,668 337,799 373,730 521,454 529,769 60,040 51,725
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -128,443)
-2,062 2,537 -51,900 -60,934 -65,060 -114,895 -114,422 -13,548 -14,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.7 17.1 58.1 64.3 89.7 91.1 10.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
123 66 103 259 249 417 385
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| 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: 27,816
COMMITMENTS
676 1,942 0 23,186 24,574 23,862 26,516 3,954 1,300
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -12,302)
-897 0 -359 -11,142 -9,700 -12,398 -10,059 96 -2,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.0 0.0 83.4 88.3 85.8 95.3 14.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 17 11 19 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,907,473
COMMITMENTS
419,937 281,861 498,338 1688996 1868648 2607271 2648847 300,201 258,626
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -642,215)
-10,310 12,687 -259,499 -304,668 -325,298 -574,477 -572,110 -67,738 -70,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.7 17.1 58.1 64.3 89.7 91.1 10.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
123 66 103 259 249 417 385
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| 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: 25,975
COMMITMENTS
1,652 744 0 21,299 24,249 22,951 24,993 3,024 982
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -13,976)
-206 73 -198 -12,926 -13,683 -13,330 -13,808 -646 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.9 0.0 82.0 93.4 88.4 96.2 11.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 0 20 11 24 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 37,667
COMMITMENTS
7,235 1,401 92 21,110 32,155 28,437 33,648 9,230 4,019
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -3,610)
-779 -447 -52 -3,063 -2,870 -3,894 -3,369 284 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.7 0.2 56.0 85.4 75.5 89.3 24.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 5 3 30 28 40 35
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 4,903
COMMITMENTS
2,680 3,393 1,007 0 58 3,687 4,458 1,216 445
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -7)
-216 -40 190 0 -80 -26 70 19 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 69.2 20.5 0.0 1.2 75.2 90.9 24.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
28 16 14 0 1 36 26
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(0.1 Index Points) OPEN INTEREST: 15,798
COMMITMENTS
14,835 11,910 35 50 3,716 14,920 15,661 878 137
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 9,456)
9,751 5,718 35 -571 3,716 9,215 9,469 241 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
93.9 75.4 0.2 0.3 23.5 94.4 99.1 5.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
28 13 2 1 1 31 15
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,156
COMMITMENTS
14,324 9,214 6,711 19,929 25,394 40,965 41,318 8,191 7,837
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -16,215)
-2,590 -1,242 -6,320 -5,714 -6,934 -14,625 -14,496 -1,590 -1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 18.7 13.7 40.5 51.7 83.3 84.1 16.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
86 63 54 93 78 206 169
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 245,778
COMMITMENTS
71,621 46,068 33,555 99,647 126,968 204,823 206,591 40,956 39,187
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -81,077)
-12,952 -6,208 -31,602 -28,572 -34,671 -73,125 -72,481 -7,951 -8,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 18.7 13.7 40.5 51.7 83.3 84.1 16.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
86 63 54 93 78 206 169
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 60,405
COMMITMENTS
15,738 37,852 3,129 4,322 526 23,189 41,507 37,216 18,897
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -105,109)
-94,224 -95,389 -7,177 1,725 -932 -99,676 -103,498 -5,433 -1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 62.7 5.2 7.2 0.9 38.4 68.7 61.6 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 14 9 5 2 20 19
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 202,898
COMMITMENTS
21,074 105,320 8,898 155,690 54,297 185,663 168,515 17,235 34,383
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -6,575)
-6,258 -5,179 -747 1,309 1,970 -5,696 -3,956 -879 -2,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 51.9 4.4 76.7 26.8 91.5 83.1 8.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 35 14 29 32 53 74
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 475,124
COMMITMENTS
75,675 87,837 13,531 354,394 353,802 443,599 455,170 31,525 19,954
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -74,609)
9,098 -7,160 -19,578 -60,767 -44,014 -71,248 -70,752 -3,361 -3,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 18.5 2.8 74.6 74.5 93.4 95.8 6.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
66 49 25 160 141 234 207
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 22,095
COMMITMENTS
4,383 225 0 16,536 21,691 20,919 21,916 1,176 179
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -8,130)
251 -236 0 -7,922 -7,620 -7,671 -7,856 -459 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 1.0 0.0 74.8 98.2 94.7 99.2 5.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 0 13 8 19 9
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 15,333
COMMITMENTS
1,633 9,095 29 9,686 3,029 11,348 12,153 3,985 3,180
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -310)
0 -352 15 -551 221 -536 -116 226 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 59.3 0.2 63.2 19.8 74.0 79.3 26.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 8 1 10 5 14 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,400
COMMITMENTS
11,423 6,251 1,617 23,376 10,468 36,416 18,336 5,984 24,064
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,330)
355 1,989 1,208 -54 -1,466 1,509 1,731 -179 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 14.7 3.8 55.1 24.7 85.9 43.2 14.1 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 7 2 23 15 37 24
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| 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: 175,265
COMMITMENTS
63,986 2,159 8,821 102,154 164,229 174,961 175,209 304 56
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -69,430)
-5,202 -73 -1,511 -62,698 -67,843 -69,411 -69,427 -19 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 1.2 5.0 58.3 93.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 5 6 31 27 59 37
Updated December 27, 2021