BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,720
COMMITMENTS
856 683 580 7,631 7,994 9,067 9,257 653 463
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 105)
101 -10 -25 9 92 85 57 20 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 7.0 6.0 78.5 82.2 93.3 95.2 6.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 7 8 26 22 35 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,078
COMMITMENTS
15,282 4,999 1,288 8,109 17,096 24,679 23,383 3,399 4,695
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,001)
658 349 -74 519 646 1,103 921 -102 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 17.8 4.6 28.9 60.9 87.9 83.3 12.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 17 16 24 34 56 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,653
COMMITMENTS
1,343 1,079 377 6,400 6,549 8,120 8,005 533 648
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 259)
4 316 -38 245 45 211 323 48 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 12.5 4.4 74.0 75.7 93.8 92.5 6.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 6 33 21 41 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,140
COMMITMENTS
0 4,148 453 5,121 1,008 5,574 5,609 566 531
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 230)
0 118 39 175 15 214 172 16 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 67.6 7.4 83.4 16.4 90.8 91.4 9.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 7 5 16 8 21 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,148
COMMITMENTS
80,092 67,965 54,623 73,818 81,554 208,533 204,142 20,615 25,006
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 7,434)
2,742 387 4,148 974 1,708 7,864 6,243 -430 1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 29.7 23.8 32.2 35.6 91.0 89.1 9.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
91 95 107 55 71 218 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,860
COMMITMENTS
80,977 43,245 53,048 117,715 149,574 251,740 245,867 30,120 35,993
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,194)
4,931 338 929 -3,935 1,799 1,925 3,066 1,269 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 15.3 18.8 41.8 53.1 89.3 87.2 10.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
95 79 103 98 124 252 264
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,178
COMMITMENTS
1,042 758 168 1,664 2,511 2,874 3,437 1,304 741
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 178)
-45 152 -95 231 127 91 184 87 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 18.1 4.0 39.8 60.1 68.8 82.3 31.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 11 5 15 17 36 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,900
COMMITMENTS
14,634 9,076 9,741 12,187 12,056 36,562 30,873 6,338 12,027
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,025)
1,141 520 -421 1,234 1,436 1,954 1,535 71 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 21.2 22.7 28.4 28.1 85.2 72.0 14.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
45 41 44 37 50 110 119
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,559
COMMITMENTS
1,523 9,776 485 21,068 12,555 23,076 22,816 483 743
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 490)
121 -42 41 331 472 493 471 -3 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 41.5 2.1 89.4 53.3 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 12 8 27 28 46 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,648
COMMITMENTS
11,425 3,209 0 12,318 19,958 23,743 23,167 905 1,481
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 852)
-1,966 764 0 2,977 124 1,011 888 -159 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 13.0 0.0 50.0 81.0 96.3 94.0 3.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 13 0 8 11 19 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 139,397
COMMITMENTS
32,105 44,601 1,960 74,931 70,498 108,996 117,059 30,401 22,338
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -4,209)
-2,179 -6,381 259 -3,230 1,928 -5,150 -4,194 941 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 32.0 1.4 53.8 50.6 78.2 84.0 21.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
25 25 12 31 33 62 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,799
COMMITMENTS
17,654 9,212 9 14,018 32,141 31,681 41,362 20,118 10,437
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 793)
-107 -1,170 -210 -934 2,180 -1,251 800 2,044 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 17.8 0.0 27.1 62.0 61.2 79.9 38.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 9 2 14 19 26 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 133,914
COMMITMENTS
51,851 40,987 1,508 75,094 86,810 128,453 129,305 5,461 4,609
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 5,778)
2,390 1,374 -25 3,525 4,655 5,890 6,004 -112 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 30.6 1.1 56.1 64.8 95.9 96.6 4.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
43 43 9 24 31 72 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,912
COMMITMENTS
39,329 64,738 5,344 109,806 81,401 154,479 151,483 24,433 27,429
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,425)
-6,901 3,428 -655 4,496 -3,475 -3,060 -702 1,635 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 36.2 3.0 61.4 45.5 86.3 84.7 13.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
21 27 14 30 41 60 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,269
COMMITMENTS
62,924 34,417 1,091 73,649 115,708 137,664 151,216 32,605 19,053
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 27,583)
12,070 2,870 -664 8,202 23,514 19,608 25,720 7,975 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 20.2 0.6 43.3 68.0 80.9 88.8 19.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
37 19 12 38 36 80 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 678,965
COMMITMENTS
242,127 84,568 10,435 328,605 546,114 581,167 641,117 97,798 37,848
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 42,753)
37,942 5,430 -4,669 7,626 44,467 40,899 45,228 1,854 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 12.5 1.5 48.4 80.4 85.6 94.4 14.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
95 39 36 115 75 222 139
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,236
COMMITMENTS
4,218 3,625 111 7,077 14,962 11,406 18,698 11,830 4,538
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -156)
822 -166 0 -113 -254 709 -420 -865 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 15.6 0.5 30.5 64.4 49.1 80.5 50.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 1 11 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,932
COMMITMENTS
8,532 19,266 438 14,768 3,409 23,738 23,113 2,194 2,819
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -2,530)
-2,007 -2,094 55 -699 -360 -2,651 -2,399 121 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 74.3 1.7 56.9 13.1 91.5 89.1 8.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 18 7 13 8 33 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,142
COMMITMENTS
17,383 18,228 531 13,898 14,094 31,812 32,853 4,330 3,289
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 37)
-2,214 1,106 3 2,383 -599 172 510 -135 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 50.4 1.5 38.5 39.0 88.0 90.9 12.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 25 7 16 14 51 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,241
COMMITMENTS
8,150 4,079 0 3,558 7,004 11,708 11,083 533 1,158
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,248)
-1,141 -39 0 48 -1,185 -1,093 -1,224 -155 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 33.3 0.0 29.1 57.2 95.6 90.5 4.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 10 0 6 6 14 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,620,346
COMMITMENTS
1362690 884,586 2780371 4800618 5249868 8943679 8914825 676,667 705,521
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -42,931)
70,220 -44,671 35,009 -135,715 -29,344 -30,486 -39,006 -12,445 -3,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 9.2 28.9 49.9 54.6 93.0 92.7 7.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
57 43 81 104 112 203 203
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,068
COMMITMENTS
8,809 12,053 463 111 0 9,383 12,516 3,685 552
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,838)
1,985 3,529 334 111 0 2,430 3,863 1,408 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.4 92.2 3.5 0.8 0.0 71.8 95.8 28.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
58 25 9 1 0 65 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 169,339
COMMITMENTS
19,183 48,066 29,770 120,181 91,378 169,134 169,214 205 125
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,356)
3,603 2,194 -2,401 1,172 2,606 2,374 2,399 -18 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 28.4 17.6 71.0 54.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 19 17 13 25 36 49
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 221,727
COMMITMENTS
40,284 64,447 19,547 161,794 137,561 221,625 221,555 102 172
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 8,090)
-769 734 3,046 5,814 4,288 8,091 8,068 -1 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 29.1 8.8 73.0 62.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 22 21 21 38 46 71
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 551,791
COMMITMENTS
75,311 79,481 14,747 398,712 384,105 488,770 478,333 63,021 73,457
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 9,653)
135 -2,915 2,339 3,763 6,069 6,237 5,493 3,416 4,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 14.4 2.7 72.3 69.6 88.6 86.7 11.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
92 97 50 266 278 381 402
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,647,149
COMMITMENTS
374,943 414,156 50,207 1981279 1830569 2406429 2294932 240,720 352,217
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 13,935)
677 -3,100 695 16,814 -5,505 18,186 -7,910 -4,251 21,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.6 1.9 74.8 69.2 90.9 86.7 9.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
92 97 46 263 276 374 400
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 135,006
COMMITMENTS
86,784 68,306 531 23,866 7,970 111,181 76,807 23,825 58,199
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.3 50.6 0.4 17.7 5.9 82.4 56.9 17.6 43.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 6 2 4 3 13 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 59,069
COMMITMENTS
5,925 4,041 573 44,005 49,999 50,503 54,613 8,566 4,456
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -549)
-435 366 -56 -462 -743 -953 -433 404 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 6.8 1.0 74.5 84.6 85.5 92.5 14.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 8 6 37 33 48 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,183
COMMITMENTS
14,488 9,667 597 21,619 27,470 36,704 37,734 7,479 6,449
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -258)
1,441 -238 -478 -1,753 547 -790 -169 532 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 21.9 1.4 48.9 62.2 83.1 85.4 16.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
65 50 19 96 107 170 167
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 220,915
COMMITMENTS
72,439 48,333 2,986 108,094 137,349 183,519 188,668 37,396 32,247
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,288)
7,206 -1,191 -2,389 -8,767 2,733 -3,950 -847 2,662 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 21.9 1.4 48.9 62.2 83.1 85.4 16.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
65 50 19 96 107 170 167
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,682
COMMITMENTS
42,402 47,414 922 45,814 45,768 89,138 94,104 24,544 19,578
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,730)
624 5,431 272 3,182 2,690 4,078 8,393 652 -3,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 41.7 0.8 40.3 40.3 78.4 82.8 21.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 14 7 28 22 59 38
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 496,125
COMMITMENTS
70,761 55,153 9,001 396,933 409,593 476,695 473,747 19,430 22,378
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -11,851)
9,208 -9,742 -722 -19,968 -2,874 -11,482 -13,338 -369 1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 11.1 1.8 80.0 82.6 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
53 50 23 143 141 207 203
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,509
COMMITMENTS
7,342 1,736 99 20,910 20,935 28,351 22,770 8,158 13,739
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 333)
223 -898 16 -1,551 2,234 -1,312 1,352 1,645 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 4.8 0.3 57.3 57.3 77.7 62.4 22.3 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 5 4 24 24 36 33
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| 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: 158,946
COMMITMENTS
48,516 470 5,862 104,321 152,564 158,699 158,896 247 50
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -672)
-68 91 5 -595 -772 -658 -676 -14 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 0.3 3.7 65.6 96.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 2 5 42 28 74 35
Updated July 31, 2020