BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,340
COMMITMENTS
628 1,579 332 6,866 5,977 7,826 7,888 514 452
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,517)
-1 109 -241 -1,115 -1,334 -1,357 -1,466 -160 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 18.9 4.0 82.3 71.7 93.8 94.6 6.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 7 7 25 24 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,471
COMMITMENTS
9,386 3,524 703 6,937 10,937 17,026 15,164 2,445 4,307
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -5,593)
-3,663 -1,963 -382 -1,316 -3,041 -5,361 -5,386 -232 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 18.1 3.6 35.6 56.2 87.4 77.9 12.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 12 16 22 27 46 46
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,157
COMMITMENTS
1,003 1,721 285 5,144 4,083 6,432 6,089 725 1,068
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,270)
-255 -343 -52 -1,041 -941 -1,348 -1,336 78 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 24.0 4.0 71.9 57.0 89.9 85.1 10.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 8 6 29 20 38 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,401
COMMITMENTS
38 3,843 146 4,752 993 4,936 4,982 465 419
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -974)
-44 -477 -209 -566 -221 -819 -907 -155 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 71.2 2.7 88.0 18.4 91.4 92.2 8.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 9 6 15 8 22 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,429
COMMITMENTS
82,833 50,578 46,494 69,795 97,472 199,122 194,544 20,307 24,885
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,481)
1,144 -4,363 496 58 5,412 1,698 1,545 -217 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 23.0 21.2 31.8 44.4 90.7 88.7 9.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
101 72 101 52 74 212 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,001
COMMITMENTS
102,011 37,891 51,477 108,945 162,171 262,433 251,539 29,568 40,462
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,229)
277 -935 -1,503 -3,788 -3,505 -5,014 -5,943 785 1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 13.0 17.6 37.3 55.5 89.9 86.1 10.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
108 74 111 89 121 258 262
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,891
COMMITMENTS
1,280 439 179 1,306 2,230 2,765 2,848 1,126 1,043
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -289)
42 6 -39 -225 -130 -222 -163 -67 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 11.3 4.6 33.6 57.3 71.1 73.2 28.9 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 7 4 13 15 37 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,042
COMMITMENTS
16,799 12,115 7,813 10,748 11,330 35,360 31,258 6,682 10,784
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,375)
-1,273 719 -871 -408 -623 -2,552 -775 1,177 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 28.8 18.6 25.6 26.9 84.1 74.3 15.9 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
38 52 44 41 42 104 120
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,431
COMMITMENTS
990 8,666 642 20,330 12,470 21,962 21,778 469 653
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,114)
-264 -1,430 -145 -1,754 -445 -2,163 -2,020 49 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 38.6 2.9 90.6 55.6 97.9 97.1 2.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 12 6 23 21 38 34
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,478
COMMITMENTS
12,459 4,177 117 11,308 19,218 23,884 23,512 1,594 1,966
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 925)
-158 246 -45 925 222 722 423 203 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 16.4 0.5 44.4 75.4 93.7 92.3 6.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 16 2 10 9 23 26
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,618
COMMITMENTS
29,626 46,981 1,913 73,353 69,632 104,892 118,526 32,726 19,092
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,902)
3,036 -6,615 527 -3,050 2,990 513 -3,098 -3,415 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 34.1 1.4 53.3 50.6 76.2 86.1 23.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 24 12 35 33 70 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,562
COMMITMENTS
18,440 6,913 198 12,185 33,788 30,823 40,899 21,739 11,663
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,475)
-823 -753 46 295 -2,242 -482 -2,949 -993 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 13.2 0.4 23.2 64.3 58.6 77.8 41.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 10 4 16 19 30 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,387
COMMITMENTS
53,190 44,817 5,838 85,692 95,813 144,720 146,468 5,667 3,919
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 17,656)
7,881 5,477 1,877 7,799 10,694 17,557 18,048 99 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 29.8 3.9 57.0 63.7 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
47 40 11 31 33 85 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,524
COMMITMENTS
46,590 33,860 9,424 111,518 127,170 167,532 170,454 29,992 27,070
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 10,936)
-2,623 -9,041 1,972 17,576 13,107 16,925 6,038 -5,989 4,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 17.1 4.8 56.5 64.4 84.8 86.3 15.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
27 17 14 34 44 67 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,546
COMMITMENTS
44,850 23,108 4,615 73,161 105,346 122,626 133,069 28,920 18,477
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 5,624)
-1,804 6,058 2,693 2,819 -3,007 3,708 5,744 1,916 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 15.2 3.0 48.3 69.5 80.9 87.8 19.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 19 11 41 37 77 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 690,782
COMMITMENTS
248,683 51,869 12,490 332,939 581,988 594,112 646,347 96,670 44,435
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -7,429)
-2,184 -2,251 2,975 -7,495 -10,031 -6,704 -9,307 -725 1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 7.5 1.8 48.2 84.3 86.0 93.6 14.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
105 34 37 115 78 228 142
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,671
COMMITMENTS
3,107 4,080 111 8,091 15,192 11,309 19,383 13,362 5,288
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 175)
-1,048 -768 -30 158 28 -920 -770 1,095 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 16.5 0.4 32.8 61.6 45.8 78.6 54.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 1 11 9 16 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,361
COMMITMENTS
6,117 32,253 95 30,132 3,225 36,344 35,573 2,017 2,788
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -21,939)
-10,077 -3,215 52 -10,888 -18,322 -20,913 -21,485 -1,026 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 84.1 0.2 78.5 8.4 94.7 92.7 5.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 21 2 14 8 29 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,047
COMMITMENTS
20,109 15,209 2,545 16,486 22,988 39,140 40,742 4,907 3,305
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,803)
-1,325 741 1,926 3,630 1,101 4,231 3,768 -428 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 34.5 5.8 37.4 52.2 88.9 92.5 11.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
38 22 14 22 16 67 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,052
COMMITMENTS
6,339 2,485 1,177 5,815 9,093 13,331 12,755 721 1,297
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,491)
-866 -1,734 944 1,276 2,456 1,354 1,666 137 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 17.7 8.4 41.4 64.7 94.9 90.8 5.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 2 7 9 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,134,907
COMMITMENTS
1212696 570,538 3050427 5257949 5729150 9521072 9350115 613,835 784,792
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 100,371)
51,049 -52,228 -37,298 106,314 113,926 120,065 24,400 -19,694 75,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 5.6 30.1 51.9 56.5 93.9 92.3 6.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
54 43 78 116 115 210 203
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,198
COMMITMENTS
4,643 6,953 731 100 0 5,474 7,684 2,724 514
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,419)
-2,137 -2,386 -108 -83 0 -2,328 -2,494 -91 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 84.8 8.9 1.2 0.0 66.8 93.7 33.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
51 26 11 2 0 60 32
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 207,863
COMMITMENTS
22,874 26,621 33,828 150,866 146,766 207,568 207,215 295 648
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 7,353)
-2,189 -1,694 1,699 7,748 6,795 7,258 6,800 95 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 12.8 16.3 72.6 70.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 18 23 16 31 44 61
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 145,938
COMMITMENTS
31,384 23,360 20,731 93,724 101,616 145,839 145,707 99 231
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 19,599)
23 694 5,276 14,339 13,603 19,638 19,573 -39 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 16.0 14.2 64.2 69.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 20 24 25 32 51 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 577,671
COMMITMENTS
82,885 74,749 21,303 404,358 400,149 508,546 496,201 69,125 81,470
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -12,767)
-5,089 -13,455 276 -9,493 -3,988 -14,306 -17,167 1,538 4,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 12.9 3.7 70.0 69.3 88.0 85.9 12.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
92 90 58 274 285 395 404
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 36,391
COMMITMENTS
9,735 5,260 0 8,271 25,528 18,006 30,788 18,385 5,603
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,877)
24 442 -369 2,220 2,426 1,875 2,499 2,002 1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 14.5 0.0 22.7 70.1 49.5 84.6 50.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 0 7 6 14 9
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 12,043
COMMITMENTS
4,196 1,799 0 6,227 9,455 10,423 11,254 1,620 789
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 14.9 0.0 51.7 78.5 86.5 93.4 13.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 6 13 7 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| 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: 17,199
COMMITMENTS
672 2,175 0 14,413 11,487 15,085 13,662 2,114 3,537
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 751)
448 617 0 138 -448 586 169 165 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 12.6 0.0 83.8 66.8 87.7 79.4 12.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 14 9 16 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,706,399
COMMITMENTS
417,041 398,737 55,224 1980433 1873105 2452698 2327066 253,701 379,333
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -83,222)
-26,258 -70,178 3,918 -58,563 -32,068 -80,903 -98,328 -2,319 15,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.7 2.0 73.2 69.2 90.6 86.0 9.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
93 89 55 271 284 390 402
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 9,513
COMMITMENTS
2,943 512 0 4,532 8,243 7,475 8,755 2,038 758
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 566)
310 512 0 204 79 514 591 52 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 5.4 0.0 47.6 86.6 78.6 92.0 21.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 10 10 12 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 11,037
COMMITMENTS
1,418 817 0 7,935 8,563 9,353 9,380 1,684 1,657
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.4 0.0 71.9 77.6 84.7 85.0 15.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 10 11 11 13
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 232,370
COMMITMENTS
3,000 0 4,200 225,170 226,170 232,370 230,370 0 2,000
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 1.8 96.9 97.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 2 14 13 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,357
COMMITMENTS
9,054 1,717 27 38,107 50,303 47,188 52,047 9,169 4,310
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,128)
469 -2,682 -306 -867 1,980 -704 -1,008 -424 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 3.0 0.0 67.6 89.3 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 5 3 36 32 49 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,161
COMMITMENTS
14,256 17,950 779 23,529 24,336 38,564 43,065 11,596 7,095
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,131)
-1,605 3,815 -210 345 -1,913 -1,470 1,693 2,601 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 35.8 1.6 46.9 48.5 76.9 85.9 23.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
59 54 21 107 107 175 173
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,803
COMMITMENTS
71,282 89,752 3,893 117,647 121,682 192,822 215,327 57,981 35,476
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 5,655)
-8,025 19,077 -1,048 1,725 -9,564 -7,348 8,465 13,003 -2,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 35.8 1.6 46.9 48.5 76.9 85.9 23.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
59 54 21 107 107 175 173
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 101,735
COMMITMENTS
71,186 21,007 1,993 4,862 349 78,041 23,349 23,694 78,386
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 6,660)
-11,136 -16,876 1,661 4,862 44 -4,613 -15,171 11,273 21,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 20.6 2.0 4.8 0.3 76.7 23.0 23.3 77.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
14 4 5 2 1 17 9
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,091
COMMITMENTS
57,097 59,141 5,506 51,276 60,542 113,879 125,189 30,212 18,902
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 6,960)
-1,093 786 4,194 3,963 2,182 7,064 7,162 -104 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 41.0 3.8 35.6 42.0 79.0 86.9 21.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 20 12 33 27 65 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 503,285
COMMITMENTS
96,612 81,010 7,511 377,733 394,700 481,856 483,221 21,429 20,064
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,270)
1,046 -6,272 2,053 581 5,124 3,680 905 -2,410 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 16.1 1.5 75.1 78.4 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
54 48 18 154 140 215 199
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 8,472
COMMITMENTS
344 634 34 7,244 7,318 7,622 7,986 850 486
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 7.5 0.4 85.5 86.4 90.0 94.3 10.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 8 9 9 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,671
COMMITMENTS
2,424 4,094 1,635 7,809 7,013 11,868 12,742 4,803 3,929
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 24.6 9.8 46.8 42.1 71.2 76.4 28.8 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 5 6 4 15 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,233
COMMITMENTS
9,949 3,261 2,336 22,468 26,175 34,753 31,772 12,480 15,461
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 5,336)
-1,408 -4,751 2,006 383 4,118 981 1,373 4,355 3,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 6.9 4.9 47.6 55.4 73.6 67.3 26.4 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 10 8 24 31 41 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| 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: 184,396
COMMITMENTS
64,094 4,118 5,904 114,176 174,246 184,174 184,268 222 128
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -367)
-802 1,553 17 418 -1,936 -367 -366 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 2.2 3.2 61.9 94.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 5 5 41 27 73 36
Updated September 11, 2020