BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,111
COMMITMENTS
683 691 574 7,282 7,459 8,539 8,724 572 387
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 121)
12 -29 52 59 22 123 45 -2 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 7.6 6.3 79.9 81.9 93.7 95.8 6.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 8 8 25 21 34 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,379
COMMITMENTS
13,211 4,497 1,300 7,497 15,285 22,008 21,082 3,371 4,297
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,402)
214 300 258 1,124 1,217 1,596 1,775 -194 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 17.7 5.1 29.5 60.2 86.7 83.1 13.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 14 15 22 29 52 49
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,153
COMMITMENTS
1,337 516 427 5,960 6,553 7,724 7,496 429 657
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 230)
140 144 -49 134 87 225 182 5 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 6.3 5.2 73.1 80.4 94.7 91.9 5.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 6 32 22 39 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,492
COMMITMENTS
0 3,732 396 4,662 888 5,058 5,016 434 476
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 105)
0 192 -7 55 -80 48 105 57 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 68.0 7.2 84.9 16.2 92.1 91.3 7.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 5 13 8 18 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,357
COMMITMENTS
77,810 71,801 51,170 74,973 78,341 203,953 201,312 21,404 24,045
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -4,910)
-2,838 -4,966 1,989 -5,692 -1,412 -6,541 -4,389 1,631 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 31.9 22.7 33.3 34.8 90.5 89.3 9.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
90 98 111 55 66 217 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,808
COMMITMENTS
70,466 43,137 46,598 120,277 140,832 237,341 230,567 27,467 34,241
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -6,592)
-3,293 -2,274 -4,157 -335 306 -7,785 -6,125 1,193 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 16.3 17.6 45.4 53.2 89.6 87.1 10.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
83 86 101 97 125 243 268
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,589
COMMITMENTS
851 402 208 1,292 2,146 2,351 2,756 1,238 833
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 638)
135 63 60 264 560 459 683 179 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 11.2 5.8 36.0 59.8 65.5 76.8 34.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 7 5 13 15 28 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,985
COMMITMENTS
12,285 9,777 9,049 12,751 10,586 34,085 29,412 6,900 11,573
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,626)
167 -162 2,279 618 963 3,064 3,080 562 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 23.9 22.1 31.1 25.8 83.2 71.8 16.8 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
36 46 42 37 48 97 120
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,567
COMMITMENTS
1,146 9,426 530 20,390 11,934 22,066 21,890 501 677
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 561)
141 175 29 361 304 531 508 30 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 41.8 2.3 90.4 52.9 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 9 8 27 23 46 33
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,308
COMMITMENTS
13,250 2,149 0 8,826 19,646 22,076 21,795 1,232 1,513
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -138)
-278 -273 0 84 -15 -194 -288 56 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 9.2 0.0 37.9 84.3 94.7 93.5 5.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 0 8 8 21 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,003
COMMITMENTS
27,642 47,417 828 94,450 75,090 122,920 123,335 25,083 24,668
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 26,777)
-4,018 -1,061 -85 30,413 28,933 26,310 27,787 467 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 32.0 0.6 63.8 50.7 83.1 83.3 16.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 28 10 31 34 55 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,430
COMMITMENTS
16,526 9,469 10 14,482 28,589 31,018 38,068 17,412 10,362
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,315)
3,694 415 -22 -1,046 3,279 2,626 3,672 689 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 19.6 0.0 29.9 59.0 64.0 78.6 36.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 8 2 12 19 20 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 124,807
COMMITMENTS
48,737 36,866 968 70,400 82,590 120,105 120,424 4,702 4,383
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,869)
-2,111 998 367 3,621 -90 1,877 1,275 -8 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 29.5 0.8 56.4 66.2 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
35 41 8 25 32 64 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,340
COMMITMENTS
43,175 56,761 5,027 111,449 88,541 159,651 150,329 19,689 29,011
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,356)
3,283 461 239 -5,315 -1,605 -1,793 -905 437 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 31.6 2.8 62.1 49.4 89.0 83.8 11.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
15 29 14 27 44 51 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 135,263
COMMITMENTS
45,111 26,785 342 67,691 87,431 113,144 114,558 22,119 20,705
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -3,050)
1,068 -446 -574 -2,889 -990 -2,395 -2,010 -655 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 19.8 0.3 50.0 64.6 83.6 84.7 16.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 18 8 29 38 52 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 604,982
COMMITMENTS
194,252 83,340 9,211 309,455 471,519 512,918 564,070 92,064 40,912
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 11,641)
9,093 1,778 1,616 -2,388 4,546 8,321 7,940 3,320 3,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 13.8 1.5 51.2 77.9 84.8 93.2 15.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
83 39 30 111 75 201 138
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,432
COMMITMENTS
3,274 3,242 539 7,184 15,142 10,997 18,923 12,435 4,509
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -269)
-83 -276 -15 -368 14 -466 -277 197 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 13.8 2.3 30.7 64.6 46.9 80.8 53.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 2 11 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,545
COMMITMENTS
7,781 17,187 19 13,789 3,426 21,589 20,632 1,956 2,913
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,260)
1,634 1,425 -73 -160 69 1,401 1,421 -141 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 73.0 0.1 58.6 14.6 91.7 87.6 8.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 19 3 11 7 27 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,202
COMMITMENTS
16,973 15,856 1,203 10,843 12,332 29,019 29,391 4,183 3,811
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,973)
1,167 -267 62 -52 2,336 1,177 2,131 796 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 47.8 3.6 32.7 37.1 87.4 88.5 12.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
30 23 9 14 13 49 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,485
COMMITMENTS
10,060 3,990 0 2,786 8,527 12,846 12,517 639 968
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,538)
1,849 1,396 0 552 1,190 2,401 2,586 137 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.6 29.6 0.0 20.7 63.2 95.3 92.8 4.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 12 0 5 6 12 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,506,870
COMMITMENTS
1255982 996,344 2717496 4867470 5094524 8840948 8808364 665,922 698,506
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -377,635)
-66,215 -326,781 37,985 -308,916 -28,925 -337,146 -317,721 -40,489 -59,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 10.5 28.6 51.2 53.6 93.0 92.7 7.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 43 79 107 113 203 203
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,322
COMMITMENTS
6,323 7,633 103 0 0 6,426 7,736 1,896 586
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 157)
303 128 18 0 0 321 146 -164 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.0 91.7 1.2 0.0 0.0 77.2 93.0 22.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
42 28 8 0 0 47 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 156,853
COMMITMENTS
13,337 42,108 26,848 116,413 85,783 156,598 154,739 255 2,114
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 5,919)
1,193 2,142 2,273 2,343 -536 5,809 3,879 110 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 26.8 17.1 74.2 54.7 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 17 19 13 24 36 50
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 203,517
COMMITMENTS
36,978 65,635 15,257 151,198 122,527 203,433 203,419 84 98
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -2,392)
2,910 535 -688 -4,548 -2,182 -2,326 -2,335 -66 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 32.3 7.5 74.3 60.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 21 24 17 36 43 72
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 536,906
COMMITMENTS
76,053 81,762 11,424 393,165 374,709 480,642 467,895 56,264 69,011
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,148)
2,955 887 -339 -540 1,619 2,076 2,167 1,072 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.2 2.1 73.2 69.8 89.5 87.1 10.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
94 99 52 269 278 382 410
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,625,841
COMMITMENTS
378,655 407,268 53,892 1953964 1836027 2386511 2297187 239,330 328,654
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 7,815)
14,777 7,216 -2,937 1,294 -5,473 13,134 -1,194 -5,319 9,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 15.5 2.1 74.4 69.9 90.9 87.5 9.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
94 98 51 266 276 378 407
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,049
COMMITMENTS
7,093 4,994 625 47,311 52,853 55,029 58,472 8,020 4,577
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 199)
1,155 52 343 -781 331 717 726 -518 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 7.9 1.0 75.0 83.8 87.3 92.7 12.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 9 8 37 33 52 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,657
COMMITMENTS
15,903 8,780 687 21,395 27,928 37,985 37,395 6,672 7,261
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,150)
-457 1,361 54 2,403 334 2,000 1,748 150 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 19.7 1.5 47.9 62.5 85.1 83.7 14.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
67 44 23 93 104 171 160
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 223,283
COMMITMENTS
79,514 43,900 3,437 106,974 139,640 189,925 186,977 33,358 36,306
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 10,748)
-2,283 6,803 268 12,013 1,669 9,998 8,740 750 2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 19.7 1.5 47.9 62.5 85.1 83.7 14.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
67 44 23 93 104 171 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,237
COMMITMENTS
45,543 41,293 599 40,756 44,908 86,898 86,800 20,339 20,437
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,122)
803 -4,141 -284 2,477 4,818 2,996 393 -874 1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 38.5 0.6 38.0 41.9 81.0 80.9 19.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 16 8 25 23 50 43
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 512,060
COMMITMENTS
69,336 64,860 7,731 414,412 417,708 491,479 490,299 20,581 21,761
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -17,162)
-18,867 -15,838 -291 3,691 -848 -15,467 -16,977 -1,695 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 12.7 1.5 80.9 81.6 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
54 49 20 139 147 202 207
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,660
COMMITMENTS
5,661 1,392 119 21,877 19,177 27,657 20,688 7,003 13,972
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,519)
-41 -1,692 37 -1,955 -2,188 -1,959 -3,843 440 2,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 4.0 0.3 63.1 55.3 79.8 59.7 20.2 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 4 4 21 23 32 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| 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: 159,572
COMMITMENTS
49,032 399 5,357 104,916 153,770 159,305 159,526 267 46
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,495)
791 0 0 2,720 3,494 3,511 3,494 -16 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 0.3 3.4 65.7 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 3 5 41 27 72 34
Updated July 17, 2020