BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,699
COMMITMENTS
1,061 505 1,777 9,066 10,045 11,904 12,328 794 371
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,464)
-339 -195 -549 -1,616 -1,556 -2,504 -2,301 40 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.0 14.0 71.4 79.1 93.7 97.1 6.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 10 27 27 38 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,746
COMMITMENTS
12,457 2,936 17,398 13,696 21,001 43,551 41,336 5,195 7,410
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -16,360)
-4,438 -302 -6,971 -4,324 -7,621 -15,733 -14,894 -628 -1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.0 35.7 28.1 43.1 89.3 84.8 10.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 9 24 37 42 70 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,166
COMMITMENTS
1,256 223 3,723 8,609 9,302 13,588 13,247 578 918
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,811)
-269 -8 -1,162 -2,198 -2,656 -3,628 -3,826 -183 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.6 26.3 60.8 65.7 95.9 93.5 4.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 4 7 37 25 45 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,181
COMMITMENTS
11 4,374 3,781 6,271 1,909 10,064 10,065 1,117 1,116
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,826)
11 -1,024 -775 -1,138 -93 -1,902 -1,891 76 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 39.1 33.8 56.1 17.1 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 8 7 23 14 31 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 277,306
COMMITMENTS
86,073 56,380 88,009 79,042 101,764 253,124 246,154 24,182 31,152
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -9,857)
2,070 -4,709 -8,396 -2,202 6,259 -8,529 -6,846 -1,328 -3,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 20.3 31.7 28.5 36.7 91.3 88.8 8.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
118 89 120 86 84 267 242
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 328,812
COMMITMENTS
89,625 24,956 83,311 121,746 175,534 294,682 283,801 34,130 45,011
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -13,375)
5,535 -1,775 -9,197 -8,275 -1,045 -11,937 -12,016 -1,439 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.6 25.3 37.0 53.4 89.6 86.3 10.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
114 69 124 133 143 308 292
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,766
COMMITMENTS
1,286 427 491 1,714 2,915 3,490 3,832 1,276 934
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 42)
162 -43 48 -110 -6 101 -1 -59 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 9.0 10.3 36.0 61.2 73.2 80.4 26.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 7 9 16 17 42 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,421
COMMITMENTS
16,534 6,666 16,250 11,596 12,354 44,380 35,270 7,040 16,151
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,665)
199 6 1,201 317 784 1,717 1,991 -52 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 13.0 31.6 22.6 24.0 86.3 68.6 13.7 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
52 47 63 52 69 148 149
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,268
COMMITMENTS
1,889 9,240 5,604 25,987 17,521 33,480 32,364 788 1,903
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,764)
-176 -2,177 -1,354 -4,184 -2,045 -5,714 -5,576 -50 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 27.0 16.4 75.8 51.1 97.7 94.4 2.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 13 14 35 35 56 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,035
COMMITMENTS
9,635 3,103 0 12,698 19,265 22,333 22,368 1,702 1,667
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -58)
581 -91 0 -1,265 -26 -684 -117 626 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 12.9 0.0 52.8 80.2 92.9 93.1 7.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 13 0 7 9 19 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,722
COMMITMENTS
17,770 46,446 6,674 91,834 75,368 116,278 128,489 34,444 22,233
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,973)
-1,690 3,847 -1,975 436 -2,837 -3,229 -965 256 -2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 30.8 4.4 60.9 50.0 77.1 85.2 22.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 25 13 38 36 65 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,519
COMMITMENTS
23,292 5,444 966 13,295 41,069 37,553 47,479 20,966 11,040
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -902)
1,283 -4,063 -122 -2,025 2,974 -864 -1,211 -37 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 9.3 1.6 22.7 70.2 64.2 81.1 35.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 8 6 16 17 33 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 131,791
COMMITMENTS
44,539 37,733 2,492 79,648 86,758 126,679 126,983 5,111 4,807
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 2,864)
1,809 -2,003 -52 1,072 4,599 2,830 2,545 34 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 28.6 1.9 60.4 65.8 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
42 37 11 28 30 77 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 201,742
COMMITMENTS
46,367 51,544 20,484 104,522 103,065 171,374 175,093 30,369 26,649
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -12,328)
2,569 -8,405 -8,283 -7,062 5,165 -12,775 -11,522 447 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 25.5 10.2 51.8 51.1 84.9 86.8 15.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
28 27 17 38 48 78 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,182
COMMITMENTS
45,554 22,155 14,369 81,005 113,270 140,927 149,793 29,254 20,389
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -12,212)
-5,930 1,051 83 -2,515 -16,371 -8,361 -15,236 -3,851 3,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 13.0 8.4 47.6 66.6 82.8 88.0 17.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 20 20 46 39 83 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 776,236
COMMITMENTS
266,109 66,166 49,877 356,821 616,183 672,807 732,226 103,429 44,010
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -19,117)
5,128 -9,681 -16,068 -4,008 6,883 -14,949 -18,867 -4,168 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 8.5 6.4 46.0 79.4 86.7 94.3 13.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
109 39 55 125 81 250 160
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,287
COMMITMENTS
4,541 4,566 111 7,907 15,032 12,559 19,709 11,728 4,578
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 317)
236 -115 0 173 42 409 -73 -92 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 18.8 0.5 32.6 61.9 51.7 81.2 48.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 1 12 10 19 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,846
COMMITMENTS
11,445 24,991 137 17,839 3,967 29,421 29,095 2,425 2,751
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 6,024)
4,411 5,255 108 1,250 528 5,769 5,891 255 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 78.5 0.4 56.0 12.5 92.4 91.4 7.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 21 4 10 12 28 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,537
COMMITMENTS
17,878 18,060 796 14,360 15,217 33,034 34,073 4,503 3,463
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -973)
-706 -1,976 171 -378 556 -913 -1,249 -60 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 48.1 2.1 38.3 40.5 88.0 90.8 12.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 28 8 18 13 53 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,403
COMMITMENTS
8,236 5,590 0 4,710 6,153 12,946 11,743 457 1,660
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,440)
363 1,246 0 1,206 -14 1,569 1,232 -129 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 41.7 0.0 35.1 45.9 96.6 87.6 3.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 14 0 6 4 12 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,364,327
COMMITMENTS
1052845 749,717 11570749 8004358 8220013 20627952 20540479 736,374 823,848
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -636,697)
-14,108 -230,820 -422,477 -160,751 -9,111 -597,336 -662,408 -39,361 25,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.5 54.2 37.5 38.5 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
66 58 99 123 121 245 230
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,969
COMMITMENTS
8,591 11,699 1,759 137 0 10,487 13,458 3,482 511
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 509)
-237 -405 861 -40 0 584 456 -75 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 83.7 12.6 1.0 0.0 75.1 96.3 24.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
62 27 22 1 0 79 35
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 171,948
COMMITMENTS
21,168 27,985 31,716 118,893 112,139 171,776 171,839 172 109
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -671)
1,654 -9,417 -843 -1,481 9,554 -670 -706 -1 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 16.3 18.4 69.1 65.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 19 21 16 28 43 55
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 157,154
COMMITMENTS
34,761 43,820 14,880 107,458 98,358 157,099 157,058 55 96
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 3,912)
-699 -3,854 1,324 3,350 6,536 3,975 4,006 -63 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 27.9 9.5 68.4 62.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 22 20 21 35 46 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 734,949
COMMITMENTS
79,788 88,605 121,664 450,648 431,109 652,100 641,379 82,849 93,570
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 18,566)
-928 -714 13,132 6,091 3,749 18,295 16,167 271 2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.1 16.6 61.3 58.7 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
116 100 110 292 308 457 469
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 48,338
COMMITMENTS
7,986 2,090 9,326 7,953 28,624 25,265 40,041 23,074 8,298
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,829)
4,781 491 970 -294 2,958 5,456 4,419 -627 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.3 19.3 16.5 59.2 52.3 82.8 47.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 12 6 12 19 25
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 10,027
COMMITMENTS
1,020 0 0 7,318 8,616 8,338 8,616 1,689 1,411
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 73.0 85.9 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 9 9 12 9
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 14,899
COMMITMENTS
428 626 0 9,478 12,729 9,906 13,355 4,993 1,544
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 2,948)
204 349 0 -177 2,703 27 3,052 2,921 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.2 0.0 63.6 85.4 66.5 89.6 33.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 11 11 13 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,433,053
COMMITMENTS
405,926 479,492 514,774 2213476 2012424 3134176 3006691 298,877 426,363
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 68,684)
5,395 27,917 26,870 31,926 3,957 64,191 58,744 4,492 9,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.0 15.0 64.5 58.6 91.3 87.6 8.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
115 100 108 289 305 453 464
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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 08/04/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,417
COMMITMENTS
6,539 3,987 311 40,630 47,898 47,480 52,196 8,937 4,221
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -784)
1,129 1,334 -261 -1,818 -1,557 -950 -484 166 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.1 0.6 72.0 84.9 84.2 92.5 15.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 8 4 36 28 46 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,821
COMMITMENTS
13,912 10,981 6,353 25,356 28,826 45,622 46,160 8,199 7,661
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,605)
-906 304 768 1,574 444 1,436 1,515 169 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 20.4 11.8 47.1 53.6 84.8 85.8 15.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
66 61 41 109 120 194 203
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,103
COMMITMENTS
69,560 54,903 31,767 126,781 144,128 228,108 230,798 40,995 38,305
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 8,024)
-4,531 1,519 3,840 7,872 2,218 7,181 7,576 843 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 20.4 11.8 47.1 53.6 84.8 85.8 15.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
66 61 41 109 120 194 203
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 62,875
COMMITMENTS
30,036 47,401 326 1,562 403 31,924 48,130 30,951 14,745
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,013)
-8,542 9,634 192 -2,081 168 -10,431 9,994 14,444 -5,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 75.4 0.5 2.5 0.6 50.8 76.5 49.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 3 1 1 12 11
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,682
COMMITMENTS
47,119 51,666 8,500 52,840 56,151 108,459 116,318 30,223 22,364
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,637)
1,640 4,569 -2,126 -1,112 -5,689 -1,598 -3,245 -1,039 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 37.3 6.1 38.1 40.5 78.2 83.9 21.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
25 16 11 34 30 65 51
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 510,303
COMMITMENTS
85,362 70,173 10,782 391,429 405,120 487,572 486,074 22,731 24,228
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,680)
5,896 -1,368 802 -14,066 -5,394 -7,368 -5,961 2,688 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 13.8 2.1 76.7 79.4 95.5 95.3 4.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
52 52 27 152 146 215 214
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,555
COMMITMENTS
8,177 1,921 10 20,066 20,115 28,253 22,046 9,302 15,509
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -86)
-157 -1,456 10 -456 1,154 -603 -292 517 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 5.1 0.0 53.4 53.6 75.2 58.7 24.8 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 5 1 26 25 39 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 167,366
COMMITMENTS
51,005 1,315 6,387 109,724 159,534 167,116 167,236 250 130
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 5,861)
1,460 345 515 3,878 5,001 5,853 5,861 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 0.8 3.8 65.6 95.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 3 5 42 27 75 35
Updated August 14, 2020