BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 13,677
COMMITMENTS
1,398 644 2,206 9,288 10,505 12,892 13,354 786 323
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,069)
-220 -205 -295 -1,699 -1,502 -2,214 -2,002 145 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.7 16.1 67.9 76.8 94.3 97.6 5.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 6 10 28 26 39 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,524
COMMITMENTS
14,880 2,301 19,951 14,947 24,730 49,778 46,982 5,745 8,542
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -11,840)
-1,933 -705 -5,443 -4,959 -4,812 -12,336 -10,960 496 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.1 35.9 26.9 44.5 89.7 84.6 10.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
34 11 32 33 38 74 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,282
COMMITMENTS
1,228 243 3,006 8,443 9,265 12,677 12,514 605 768
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,008)
-274 -52 -1,593 -3,011 -3,369 -4,878 -5,014 -130 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.8 22.6 63.6 69.8 95.4 94.2 4.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 6 37 25 44 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,332
COMMITMENTS
34 4,330 3,957 6,600 2,029 10,591 10,316 742 1,017
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,061)
24 -1,000 -656 -1,459 -667 -2,091 -2,322 30 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 38.2 34.9 58.2 17.9 93.5 91.0 6.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 7 7 18 15 25 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,056
COMMITMENTS
80,841 61,634 103,444 90,461 101,943 274,746 267,021 24,309 32,034
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 4,802)
785 -217 2,015 1,294 2,550 4,094 4,348 708 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 20.6 34.6 30.2 34.1 91.9 89.3 8.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
95 115 125 79 78 255 251
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,095
COMMITMENTS
74,564 33,459 88,469 130,555 159,373 293,589 281,301 31,506 43,794
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,205)
2,550 -2,741 -2,369 -4,121 -446 -3,940 -5,556 -1,265 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 10.3 27.2 40.2 49.0 90.3 86.5 9.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
107 85 128 129 145 300 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,162
COMMITMENTS
733 217 277 1,039 1,755 2,049 2,249 1,113 913
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 387)
-34 -48 116 204 248 286 316 101 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 6.9 8.8 32.9 55.5 64.8 71.1 35.2 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 4 4 14 14 26 21
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,589
COMMITMENTS
11,989 8,134 12,052 12,730 10,764 36,772 30,951 7,817 13,639
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 361)
103 515 -90 480 -468 493 -43 -132 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 18.2 27.0 28.6 24.1 82.5 69.4 17.5 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
40 45 50 55 56 124 129
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,394
COMMITMENTS
1,337 10,284 5,377 26,894 16,855 33,608 32,516 786 1,878
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,608)
-50 -2,368 -1,130 -4,399 -2,070 -5,580 -5,568 -28 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 29.9 15.6 78.2 49.0 97.7 94.5 2.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 9 13 35 38 54 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,446
COMMITMENTS
13,528 2,422 0 8,742 19,661 22,270 22,083 1,176 1,363
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -832)
-1,464 -635 0 688 -197 -776 -832 -56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.7 10.3 0.0 37.3 83.9 95.0 94.2 5.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 0 7 8 20 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,272
COMMITMENTS
32,065 48,564 5,444 68,907 51,408 106,416 105,416 25,856 26,856
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,519)
2,813 -14 -1,397 -2,019 -1,857 -603 -3,269 -917 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 36.7 4.1 52.1 38.9 80.5 79.7 19.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 25 16 34 34 61 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,756
COMMITMENTS
12,853 9,054 462 16,185 26,072 29,500 35,588 17,256 11,168
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 3,585)
57 515 29 1,500 2,327 1,586 2,871 1,999 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 19.4 1.0 34.6 55.8 63.1 76.1 36.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 4 13 17 22 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,021
COMMITMENTS
50,859 35,887 624 66,779 82,680 118,262 119,191 4,759 3,830
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 786)
-4,949 1,174 143 5,140 -26 334 1,291 451 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 29.2 0.5 54.3 67.2 96.1 96.9 3.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
37 41 8 22 33 63 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 204,565
COMMITMENTS
41,813 56,041 17,703 124,712 100,134 184,229 173,879 20,336 30,686
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -9,940)
6,743 12 -1,295 -15,353 -6,898 -9,905 -8,180 -35 -1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 27.4 8.7 61.0 48.9 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 30 18 33 50 65 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 154,401
COMMITMENTS
41,590 27,088 11,445 77,007 93,136 130,043 131,669 24,358 22,732
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,102)
1,020 7,891 -4,172 -1,189 -11,231 -4,341 -7,512 -761 2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 17.5 7.4 49.9 60.3 84.2 85.3 15.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
19 27 17 37 38 65 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 646,323
COMMITMENTS
186,241 80,047 35,223 331,247 489,461 552,712 604,731 93,611 41,592
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 2,727)
5,904 1,730 -5,485 526 7,560 944 3,805 1,782 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 12.4 5.4 51.3 75.7 85.5 93.6 14.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
87 45 46 116 82 214 162
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,701
COMMITMENTS
3,357 3,518 554 7,552 15,128 11,463 19,200 12,238 4,501
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -340)
-919 -1,506 436 244 722 -239 -348 -101 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.8 2.3 31.9 63.8 48.4 81.0 51.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 2 12 10 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,285
COMMITMENTS
6,147 15,762 92 13,949 3,357 20,188 19,211 2,097 3,074
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,050)
-553 -1,647 -1,815 -2,687 -1,511 -5,055 -4,973 5 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 70.7 0.4 62.6 15.1 90.6 86.2 9.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 3 11 7 24 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,234
COMMITMENTS
15,806 16,123 1,141 10,899 9,996 27,846 27,260 3,388 3,974
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 357)
-508 142 536 537 -760 566 -82 -208 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 51.6 3.7 34.9 32.0 89.2 87.3 10.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
32 22 9 16 13 52 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,947
COMMITMENTS
8,211 2,594 0 2,234 7,337 10,445 9,931 502 1,016
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -710)
-1,047 23 0 242 -695 -805 -672 95 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 23.7 0.0 20.4 67.0 95.4 90.7 4.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 10 0 4 4 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,454,399
COMMITMENTS
1031379 1171275 12557645 8103908 7912052 21692933 21640972 761,466 813,427
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 202,950)
-20,729 -7,608 134,278 17,762 661 131,310 127,330 71,640 75,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.2 55.9 36.1 35.2 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
62 61 103 115 117 236 229
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,635
COMMITMENTS
5,976 7,480 554 0 0 6,530 8,034 2,105 601
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 513)
323 587 -8 0 0 315 579 197 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 86.6 6.4 0.0 0.0 75.6 93.0 24.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
37 27 9 0 0 46 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 150,966
COMMITMENTS
12,144 39,974 24,588 114,086 86,329 150,818 150,892 147 74
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -302)
383 -603 -609 -58 954 -284 -257 -19 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 26.5 16.3 75.6 57.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 19 20 13 23 38 50
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 205,909
COMMITMENTS
34,068 65,100 15,945 155,746 124,709 205,759 205,754 150 155
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -93,128)
10,744 -38,318 -6,216 -97,755 -48,124 -93,227 -92,658 99 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 31.6 7.7 75.6 60.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 23 23 17 36 40 73
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 691,121
COMMITMENTS
74,550 84,799 108,306 438,938 415,402 621,794 608,507 69,327 82,614
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 3,487)
453 -4,411 5,890 -2,512 647 3,831 2,126 -343 1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.3 15.7 63.5 60.1 90.0 88.0 10.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
108 116 120 288 307 462 477
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 30,807
COMMITMENTS
823 2,050 7,818 10,744 11,877 19,385 21,746 11,422 9,061
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 2,182)
383 -1,921 634 833 2,387 1,851 1,100 332 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.7 25.4 34.9 38.6 62.9 70.6 37.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 8 11 8 11 19 23
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,301,570
COMMITMENTS
370,616 415,723 500,459 2140973 2017624 3012049 2933805 289,521 367,764
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 6,526)
2,328 -10,472 24,298 -16,726 -8,696 9,900 5,130 -3,374 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.6 15.2 64.8 61.1 91.2 88.9 8.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
107 114 116 286 303 457 469
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 62,850
COMMITMENTS
5,938 4,942 282 48,092 52,522 54,312 57,746 8,538 5,104
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -651)
-1,192 -694 0 705 -288 -487 -982 -164 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 7.9 0.4 76.5 83.6 86.4 91.9 13.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 6 6 36 32 46 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,117
COMMITMENTS
16,335 6,918 5,081 19,734 28,555 41,150 40,554 6,967 7,563
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 5,038)
659 497 1,234 2,704 2,705 4,597 4,436 441 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 14.4 10.6 41.0 59.3 85.5 84.3 14.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
71 44 32 105 101 189 164
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,585
COMMITMENTS
81,675 34,590 25,407 98,668 142,774 205,750 202,771 34,835 37,814
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 25,189)
3,295 2,486 6,170 13,519 13,526 22,984 22,182 2,206 3,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 14.4 10.6 41.0 59.3 85.5 84.3 14.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
71 44 32 105 101 189 164
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,499
COMMITMENTS
44,663 45,556 6,620 42,641 45,205 93,925 97,381 23,574 20,118
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -156)
3,417 3,605 -2,873 -3,747 2,314 -3,203 3,047 3,047 -3,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 38.8 5.6 36.3 38.5 79.9 82.9 20.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 22 12 27 28 52 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 536,676
COMMITMENTS
88,054 80,576 14,464 411,243 418,905 513,761 513,944 22,916 22,732
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -7,113)
-2,117 10,161 -337 -6,619 -18,932 -9,073 -9,108 1,960 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.0 2.7 76.6 78.1 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
58 44 24 139 148 207 206
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,179
COMMITMENTS
5,702 3,084 82 23,832 21,365 29,616 24,531 6,563 11,648
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 1,642)
498 -1,171 -38 1,158 353 1,618 -856 24 2,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.5 0.2 65.9 59.1 81.9 67.8 18.1 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 7 2 24 20 35 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| 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: 156,077
COMMITMENTS
48,241 399 5,357 102,196 150,276 155,794 156,032 283 45
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -530)
-791 0 200 274 -729 -317 -529 -213 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 0.3 3.4 65.5 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 3 5 42 27 73 34
Updated July 10, 2020