BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 13,767
COMMITMENTS
1,376 622 2,242 9,362 10,508 12,979 13,371 788 396
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 89)
-22 -22 36 73 3 88 17 2 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.5 16.3 68.0 76.3 94.3 97.1 5.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 10 28 26 39 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,042
COMMITMENTS
15,381 2,026 21,892 16,315 27,110 53,588 51,029 5,454 8,013
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,518)
501 -275 1,942 1,368 2,380 3,810 4,047 -292 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 3.4 37.1 27.6 45.9 90.8 86.4 9.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 11 30 37 42 77 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,981
COMMITMENTS
1,337 230 3,264 8,758 9,662 13,359 13,156 621 824
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 698)
110 -13 257 315 397 682 642 16 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.6 23.3 62.6 69.1 95.6 94.1 4.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 6 36 25 43 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,461
COMMITMENTS
35 4,589 3,975 6,645 1,890 10,656 10,454 806 1,007
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 129)
1 260 18 46 -139 65 139 64 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 40.0 34.7 58.0 16.5 93.0 91.2 7.0 8.8
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 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,683
COMMITMENTS
77,885 56,680 105,598 84,180 100,276 267,663 262,554 26,020 31,129
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -5,372)
-2,956 -4,954 2,154 -6,281 -1,667 -7,083 -4,467 1,711 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 19.3 36.0 28.7 34.1 91.1 89.4 8.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
105 101 134 81 78 269 248
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,227
COMMITMENTS
70,988 31,184 84,157 130,445 159,151 285,590 274,492 32,637 43,735
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -6,868)
-3,576 -2,275 -4,312 -110 -222 -7,999 -6,809 1,131 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 9.8 26.4 41.0 50.0 89.7 86.3 10.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
96 84 124 122 142 288 296
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,875
COMMITMENTS
879 227 389 1,305 2,389 2,573 3,004 1,303 871
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 713)
146 10 111 267 634 524 755 189 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 5.9 10.0 33.7 61.6 66.4 77.5 33.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 5 7 14 16 31 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,101
COMMITMENTS
12,157 8,037 14,299 13,338 11,695 39,794 34,030 8,308 14,071
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,512)
168 -97 2,247 607 930 3,022 3,080 491 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 16.7 29.7 27.7 24.3 82.7 70.7 17.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
41 46 54 53 55 126 131
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,136
COMMITMENTS
1,632 10,617 6,004 27,693 17,562 35,329 34,182 807 1,954
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,743)
296 333 627 799 707 1,722 1,667 21 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 29.4 16.6 76.6 48.6 97.8 94.6 2.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 10 14 36 39 57 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,308
COMMITMENTS
13,250 2,149 0 8,826 19,646 22,076 21,795 1,232 1,513
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -138)
-278 -273 0 84 -15 -194 -288 56 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 9.2 0.0 37.9 84.3 94.7 93.5 5.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 0 8 8 21 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,324
COMMITMENTS
27,573 47,227 5,586 99,548 80,406 132,708 133,219 26,617 26,105
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 27,052)
-4,491 -1,337 143 30,641 28,998 26,292 27,804 761 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 29.6 3.5 62.5 50.5 83.3 83.6 16.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 27 15 35 36 62 73
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,157
COMMITMENTS
16,590 9,469 442 15,147 29,492 32,179 39,403 17,978 10,754
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,401)
3,737 415 -20 -1,037 3,420 2,680 3,815 722 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 18.9 0.9 30.2 58.8 64.2 78.6 35.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 8 3 14 19 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 124,889
COMMITMENTS
48,749 36,885 990 70,400 82,590 120,139 120,465 4,750 4,424
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,868)
-2,110 998 366 3,621 -90 1,877 1,274 -9 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 29.5 0.8 56.4 66.1 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
36 41 9 25 32 66 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 202,883
COMMITMENTS
44,625 56,223 18,209 119,197 98,129 182,031 172,562 20,852 30,321
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,682)
2,811 182 506 -5,515 -2,006 -2,198 -1,317 516 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 27.7 9.0 58.8 48.4 89.7 85.1 10.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
16 32 18 32 49 60 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,051
COMMITMENTS
42,995 26,633 12,143 74,293 92,612 129,431 131,387 23,620 21,664
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,350)
1,405 -455 697 -2,715 -524 -612 -282 -737 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 17.4 7.9 48.5 60.5 84.6 85.8 15.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
21 22 16 37 39 65 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 667,904
COMMITMENTS
195,890 83,766 41,318 333,107 496,278 570,315 621,362 97,589 46,541
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 21,581)
9,648 3,719 6,095 1,859 6,817 17,603 16,631 3,978 4,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 12.5 6.2 49.9 74.3 85.4 93.0 14.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
88 43 49 120 83 220 164
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,432
COMMITMENTS
3,274 3,242 539 7,184 15,142 10,997 18,923 12,435 4,509
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -269)
-83 -276 -15 -368 14 -466 -277 197 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 13.8 2.3 30.7 64.6 46.9 80.8 53.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 2 11 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,545
COMMITMENTS
7,781 17,187 19 13,789 3,426 21,589 20,632 1,956 2,913
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,260)
1,634 1,425 -73 -160 69 1,401 1,421 -141 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 73.0 0.1 58.6 14.6 91.7 87.6 8.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 19 3 11 7 27 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,208
COMMITMENTS
16,973 15,856 1,204 10,843 12,332 29,020 29,392 4,188 3,816
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 1,974)
1,167 -267 63 -56 2,336 1,173 2,132 801 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 47.7 3.6 32.7 37.1 87.4 88.5 12.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
30 23 10 14 13 50 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,485
COMMITMENTS
10,060 3,990 0 2,786 8,527 12,846 12,517 639 968
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,538)
1,849 1,396 0 552 1,190 2,401 2,586 137 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.6 29.6 0.0 20.7 63.2 95.3 92.8 4.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 12 0 5 6 12 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,164,870
COMMITMENTS
1042056 926,227 11670885 7727401 7811048 20440342 20408160 724,528 756,709
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,289,529)
10,677 -245,048 -886,760 -376,507 -101,003 -1252591 -1232812 -36,939 -56,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.4 55.1 36.5 36.9 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
67 55 101 121 123 242 232
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,726
COMMITMENTS
6,309 7,632 475 0 0 6,784 8,107 1,942 619
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 91)
333 152 -79 0 0 254 73 -163 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.3 87.5 5.4 0.0 0.0 77.7 92.9 22.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
41 29 11 0 0 50 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 156,882
COMMITMENTS
13,344 42,121 26,854 116,427 85,793 156,625 154,768 257 2,114
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 5,917)
1,200 2,147 2,266 2,341 -536 5,807 3,877 110 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 26.8 17.1 74.2 54.7 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 16 19 13 25 36 51
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 203,517
COMMITMENTS
36,978 65,635 15,257 151,198 122,527 203,433 203,419 84 98
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -2,392)
2,910 535 -688 -4,548 -2,182 -2,326 -2,335 -66 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 32.3 7.5 74.3 60.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 21 24 17 36 43 72
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,502
COMMITMENTS
77,757 85,264 116,387 440,522 419,304 634,666 620,954 70,836 84,548
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 14,381)
3,207 465 8,081 1,584 3,902 12,871 12,447 1,510 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 12.1 16.5 62.4 59.4 90.0 88.0 10.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
112 113 119 294 308 468 478
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 32,920
COMMITMENTS
997 1,817 8,076 9,966 14,497 19,038 24,390 13,881 8,530
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,113)
174 -234 258 -778 2,620 -346 2,644 2,459 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.5 24.5 30.3 44.0 57.8 74.1 42.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 11 9 12 20 23
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,362,912
COMMITMENTS
386,968 420,402 538,386 2152783 2024032 3078136 2982819 284,776 380,092
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 61,342)
16,351 4,679 37,927 11,809 6,408 66,087 49,014 -4,746 12,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 12.5 16.0 64.0 60.2 91.5 88.7 8.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
111 111 115 290 304 461 470
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,049
COMMITMENTS
7,093 4,994 625 47,311 52,853 55,029 58,472 8,020 4,577
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 199)
1,155 52 343 -781 331 717 726 -518 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.9 1.0 75.0 83.8 87.3 92.7 12.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 9 8 37 33 52 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,562
COMMITMENTS
15,889 8,188 5,961 22,549 29,437 44,400 43,586 7,163 7,976
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,446)
-446 1,270 880 2,815 882 3,250 3,032 196 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 15.9 11.6 43.7 57.1 86.1 84.5 13.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
72 47 41 101 110 190 181
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| 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: 257,812
COMMITMENTS
79,445 40,942 29,807 112,745 147,183 221,998 217,932 35,815 39,880
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 17,228)
-2,229 6,352 4,400 14,077 4,409 16,248 15,161 979 2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 15.9 11.6 43.7 57.1 86.1 84.5 13.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
72 47 41 101 110 190 181
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,973
COMMITMENTS
44,795 41,345 7,400 46,277 50,424 98,471 99,169 22,502 21,805
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,474)
132 -4,211 780 3,635 5,219 4,546 1,787 -1,072 1,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 34.2 6.1 38.3 41.7 81.4 82.0 18.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 19 11 31 31 57 55
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 519,916
COMMITMENTS
69,450 64,860 14,270 414,953 418,090 498,673 497,220 21,243 22,696
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -16,760)
-18,604 -15,716 -194 3,710 -815 -15,088 -16,725 -1,672 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.5 2.7 79.8 80.4 95.9 95.6 4.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
54 49 25 141 151 205 215
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,660
COMMITMENTS
5,661 1,392 119 21,877 19,177 27,657 20,688 7,003 13,972
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,519)
-41 -1,692 37 -1,955 -2,188 -1,959 -3,843 440 2,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.0 0.3 63.1 55.3 79.8 59.7 20.2 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 4 4 21 23 32 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 159,572
COMMITMENTS
49,032 399 5,357 104,916 153,770 159,305 159,526 267 46
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,495)
791 0 0 2,720 3,494 3,511 3,494 -16 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 0.3 3.4 65.7 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 3 5 41 27 72 34
Updated July 17, 2020