BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,162
COMMITMENTS
1,400 700 2,326 10,682 11,602 14,408 14,628 754 534
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 628)
-39 -43 44 733 567 738 568 -110 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.6 15.3 70.4 76.5 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 4 10 29 27 40 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 65,106
COMMITMENTS
16,895 3,238 24,369 18,019 28,622 59,283 56,229 5,823 8,877
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,130)
331 990 1,586 910 159 2,828 2,735 302 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.0 37.4 27.7 44.0 91.1 86.4 8.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 13 31 39 46 81 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 17,977
COMMITMENTS
1,524 230 4,885 10,807 11,958 17,216 17,073 761 904
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,277)
37 3 499 708 648 1,243 1,149 34 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.3 27.2 60.1 66.5 95.8 95.0 4.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 6 36 24 43 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,006
COMMITMENTS
0 5,398 4,556 7,409 2,002 11,966 11,956 1,041 1,050
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 691)
-30 260 343 283 48 596 650 95 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 41.5 35.0 57.0 15.4 92.0 91.9 8.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 8 7 22 16 29 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,163
COMMITMENTS
84,003 61,089 96,405 81,244 95,505 261,653 253,000 25,510 34,163
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,797)
2,239 3,609 -438 -354 -3,266 1,447 -95 350 1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 21.3 33.6 28.3 33.3 91.1 88.1 8.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
104 109 123 81 81 262 252
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 342,188
COMMITMENTS
84,090 26,731 92,508 130,021 176,578 306,619 295,818 35,569 46,370
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 4,413)
2,730 -948 -1,358 2,980 6,148 4,352 3,841 61 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.8 27.0 38.0 51.6 89.6 86.4 10.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
107 82 123 136 143 310 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,724
COMMITMENTS
1,123 470 442 1,823 2,921 3,389 3,834 1,335 891
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 90)
63 37 -86 119 28 97 -20 -6 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 10.0 9.4 38.6 61.8 71.7 81.1 28.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 8 8 17 18 41 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,756
COMMITMENTS
16,336 6,660 15,049 11,279 11,569 42,663 33,279 7,092 16,477
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -729)
1,755 -208 -531 -1,526 -1,627 -302 -2,366 -427 1,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 13.4 30.2 22.7 23.3 85.7 66.9 14.3 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
51 45 57 50 60 141 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,479
COMMITMENTS
272 2,804 28 3,400 1,494 3,700 4,326 779 153
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 48)
27 29 -1 12 16 38 44 10 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 62.6 0.6 75.9 33.4 82.6 96.6 17.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 15 6 19 9
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,031
COMMITMENTS
2,065 11,417 6,958 30,171 19,566 39,194 37,941 838 2,091
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,875)
-71 228 847 1,091 752 1,866 1,827 9 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 28.5 17.4 75.4 48.9 97.9 94.8 2.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 12 15 36 39 59 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,093
COMMITMENTS
9,054 3,194 0 13,963 19,291 23,017 22,485 1,076 1,608
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -555)
-2,371 -15 0 1,645 -667 -726 -682 171 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 13.3 0.0 58.0 80.1 95.5 93.3 4.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 14 0 7 9 17 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,695
COMMITMENTS
19,460 42,599 8,649 91,397 78,205 119,507 129,454 34,189 24,242
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,808)
-12,289 -1,967 -113 7,270 -1,113 -5,132 -3,194 2,324 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 27.7 5.6 59.5 50.9 77.8 84.2 22.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 24 16 35 37 62 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,421
COMMITMENTS
22,009 9,507 1,088 15,320 38,095 38,417 48,690 21,004 10,731
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 5,211)
4,247 850 170 621 4,465 5,039 5,485 172 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 16.0 1.8 25.8 64.1 64.7 81.9 35.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 8 3 16 17 30 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,927
COMMITMENTS
42,730 39,736 2,544 78,576 82,159 123,850 124,438 5,077 4,489
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -5,640)
-9,154 -1,287 469 3,482 -4,651 -5,203 -5,470 -437 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 30.8 2.0 60.9 63.7 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
40 46 12 28 28 74 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,071
COMMITMENTS
43,799 59,949 28,766 111,584 97,900 184,149 186,615 29,922 27,456
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,412)
4,984 -3,521 3,218 -10,397 3,893 -2,194 3,589 3,606 -2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 28.0 13.4 52.1 45.7 86.0 87.2 14.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
25 28 17 35 47 70 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,394
COMMITMENTS
51,484 21,103 14,285 83,520 129,641 149,289 165,029 33,105 17,364
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -16,836)
-9,884 -11,201 -3,946 -888 1,723 -14,717 -13,424 -2,119 -3,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 11.6 7.8 45.8 71.1 81.8 90.5 18.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
36 24 20 45 40 88 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 795,353
COMMITMENTS
260,982 75,847 65,945 360,829 609,300 687,756 751,092 107,597 44,260
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 26,969)
19,354 -3,561 2,704 3,278 28,461 25,337 27,604 1,632 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 9.5 8.3 45.4 76.6 86.5 94.4 13.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
105 44 60 122 81 245 168
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,970
COMMITMENTS
4,305 4,681 111 7,734 14,990 12,150 19,782 11,820 4,188
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 734)
87 1,056 0 657 28 744 1,084 -10 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 19.5 0.5 32.3 62.5 50.7 82.5 49.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 1 12 10 19 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,822
COMMITMENTS
7,034 19,736 29 16,589 3,439 23,652 23,204 2,170 2,618
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -110)
-1,498 470 -409 1,821 30 -86 91 -24 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 76.4 0.1 64.2 13.3 91.6 89.9 8.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 18 3 11 9 28 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,510
COMMITMENTS
18,584 20,036 625 14,738 14,661 33,947 35,322 4,562 3,187
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,355)
1,201 1,804 94 840 567 2,135 2,464 220 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 52.0 1.6 38.3 38.1 88.2 91.7 11.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 22 8 18 15 54 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,963
COMMITMENTS
7,873 4,344 0 3,504 6,167 11,377 10,511 586 1,452
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -278)
-277 265 0 -54 -837 -331 -572 53 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 36.3 0.0 29.3 51.6 95.1 87.9 4.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 11 0 6 4 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,001,023
COMMITMENTS
1066954 980,537 11993226 8165109 8229124 21225289 21202887 775,735 798,137
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 682,773)
-80,535 84,377 320,364 409,270 249,319 649,099 654,060 33,674 28,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.5 54.5 37.1 37.4 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
59 63 101 122 121 243 231
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,460
COMMITMENTS
8,828 12,104 898 177 0 9,903 13,002 3,557 458
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -998)
36 59 -892 66 0 -790 -832 -209 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 89.9 6.7 1.3 0.0 73.6 96.6 26.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
65 27 17 2 0 78 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 172,619
COMMITMENTS
19,514 37,401 32,558 120,374 102,585 172,446 172,545 173 74
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,184)
331 -10,666 2,739 149 11,163 3,219 3,235 -34 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 21.7 18.9 69.7 59.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 19 22 15 28 43 56
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 153,242
COMMITMENTS
35,460 47,674 13,556 104,108 91,822 153,124 153,052 118 190
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -68,485)
-4,824 -16,773 -5,991 -57,686 -45,739 -68,501 -68,503 16 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 31.1 8.8 67.9 59.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 23 18 23 34 45 64
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 716,383
COMMITMENTS
80,716 89,319 108,532 444,557 427,360 633,805 625,211 82,578 91,172
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 12,355)
1,778 4,389 265 4,110 3,303 6,153 7,956 6,203 4,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.5 15.2 62.1 59.7 88.5 87.3 11.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
105 113 110 294 307 460 469
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 43,509
COMMITMENTS
3,205 1,599 8,356 8,247 25,667 19,808 35,622 23,701 7,887
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,084)
-1,348 18 473 -185 1,812 -1,060 2,304 4,144 780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.7 19.2 19.0 59.0 45.5 81.9 54.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 11 7 13 18 25
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 11,951
COMMITMENTS
224 277 0 9,655 10,026 9,879 10,303 2,072 1,648
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.3 0.0 80.8 83.9 82.7 86.2 17.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 10 12 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,364,369
COMMITMENTS
400,531 451,575 487,904 2181550 2008467 3069985 2947947 294,385 416,422
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 46,359)
7,611 13,830 6,979 21,473 7,454 36,064 28,262 10,296 18,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 13.4 14.5 64.8 59.7 91.2 87.6 8.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
103 112 106 291 304 454 462
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 231,370
COMMITMENTS
3,000 0 4,200 224,170 225,170 231,370 229,370 0 2,000
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,201
COMMITMENTS
5,410 2,653 572 42,448 49,455 48,430 52,680 8,771 4,521
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -1,868)
-515 -1,388 -1 -1,557 -544 -2,073 -1,933 205 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.6 1.0 74.2 86.5 84.7 92.1 15.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 7 4 37 32 46 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,216
COMMITMENTS
14,818 10,677 5,585 23,782 28,382 44,186 44,644 8,030 7,571
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,026)
160 1,371 665 1,128 -392 1,953 1,645 73 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 20.4 10.7 45.5 54.4 84.6 85.5 15.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
68 50 40 104 117 190 189
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 261,079
COMMITMENTS
74,091 53,384 27,927 118,909 141,910 220,928 223,222 40,151 37,857
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 10,130)
801 6,856 3,327 5,638 -1,959 9,765 8,224 365 1,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 20.4 10.7 45.5 54.4 84.6 85.5 15.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
68 50 40 104 117 190 189
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 58,862
COMMITMENTS
38,578 37,767 134 3,643 235 42,355 38,136 16,507 20,726
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 64.2 0.2 6.2 0.4 72.0 64.8 28.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 10 2 2 1 11 13
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,319
COMMITMENTS
45,479 47,097 10,626 53,952 61,840 110,057 119,564 31,262 21,756
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 6,366)
3,662 -468 -805 -604 7,199 2,253 5,927 4,113 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 33.3 7.5 38.2 43.8 77.9 84.6 22.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 15 11 31 29 61 48
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 514,983
COMMITMENTS
79,465 71,541 9,980 405,495 410,514 494,940 492,035 20,042 22,948
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 12,800)
8,550 16,397 -3,789 8,026 418 12,787 13,027 13 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.9 1.9 78.7 79.7 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
53 57 26 149 143 214 214
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,641
COMMITMENTS
8,334 3,377 0 20,522 18,961 28,856 22,338 8,785 15,303
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,132)
992 1,641 -99 -388 -1,974 505 -432 627 1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.0 0.0 54.5 50.4 76.7 59.3 23.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 8 0 27 21 39 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 161,505
COMMITMENTS
49,545 970 5,872 105,846 154,533 161,263 161,375 242 130
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,559)
1,029 500 10 1,525 1,969 2,564 2,479 -5 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 0.6 3.6 65.5 95.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
30 2 5 42 27 74 34
Updated August 07, 2020