BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,151
COMMITMENTS
1,137 1,381 1,887 10,305 10,332 13,329 13,601 822 550
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 567)
88 153 59 403 310 550 521 18 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.8 13.3 72.8 73.0 94.2 96.1 5.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 3 10 28 26 39 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,212
COMMITMENTS
14,921 3,602 17,318 15,304 22,941 47,544 43,862 4,668 8,350
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,412)
549 630 59 1,033 416 1,641 1,105 -230 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 6.9 33.2 29.3 43.9 91.1 84.0 8.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 14 28 39 43 73 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,502
COMMITMENTS
1,633 1,234 3,438 8,634 8,725 13,705 13,397 797 1,105
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 425)
102 -23 4 164 335 270 316 155 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 8.5 23.7 59.5 60.2 94.5 92.4 5.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 5 9 34 24 44 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,747
COMMITMENTS
83 4,960 3,712 6,839 1,984 10,634 10,655 1,112 1,091
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 422)
-10 330 18 400 52 408 400 15 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 42.2 31.6 58.2 16.9 90.5 90.7 9.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 9 8 25 13 35 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,857
COMMITMENTS
82,685 43,876 81,102 76,152 106,561 239,939 231,539 23,918 32,318
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 823)
-2,179 -3,304 1,496 480 1,592 -203 -216 1,026 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 16.6 30.7 28.9 40.4 90.9 87.8 9.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
111 85 121 84 84 259 242
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 342,408
COMMITMENTS
102,339 24,687 87,206 119,626 181,651 309,171 293,544 33,237 48,864
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -2,332)
-326 4,043 -3,522 -80 -4,260 -3,928 -3,738 1,596 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 7.2 25.5 34.9 53.1 90.3 85.7 9.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
118 72 131 122 141 308 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,392
COMMITMENTS
1,223 382 332 1,591 2,465 3,146 3,179 1,246 1,212
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -782)
-42 -136 -257 -341 -251 -639 -643 -143 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 8.7 7.6 36.2 56.1 71.6 72.4 28.4 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 6 9 17 18 42 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,982
COMMITMENTS
18,046 9,391 12,933 11,623 12,687 42,602 35,011 6,381 13,972
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -4,250)
153 1,161 -3,126 -923 -862 -3,896 -2,826 -354 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 19.2 26.4 23.7 25.9 87.0 71.5 13.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
43 47 51 47 51 121 130
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,437
COMMITMENTS
2,268 11,608 5,763 29,602 19,034 37,633 36,406 803 2,031
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 812)
13 590 -37 816 214 792 767 20 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 30.2 15.0 77.0 49.5 97.9 94.7 2.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 13 15 35 35 55 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,553
COMMITMENTS
12,617 3,931 162 10,383 18,996 23,162 23,089 1,391 1,464
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -620)
1,111 55 152 -2,199 -537 -936 -330 316 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 16.0 0.7 42.3 77.4 94.3 94.0 5.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 14 2 7 8 22 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,491
COMMITMENTS
26,511 53,441 8,795 85,293 75,864 120,599 138,099 37,892 20,392
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 12,890)
4,475 2,329 1,247 2,461 10,120 8,183 13,696 4,707 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 33.7 5.5 53.8 47.9 76.1 87.1 23.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
28 27 14 36 36 70 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,202
COMMITMENTS
19,482 7,146 1,194 12,492 37,226 33,168 45,566 23,035 10,636
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 933)
816 1,200 108 -1,117 -1,003 -193 305 1,125 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 12.7 2.1 22.2 66.2 59.0 81.1 41.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 10 5 17 18 31 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 133,868
COMMITMENTS
45,578 39,340 4,784 77,915 85,385 128,277 129,509 5,591 4,359
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -2,106)
2,958 939 945 -5,846 -4,023 -1,943 -2,139 -163 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 29.4 3.6 58.2 63.8 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
55 39 12 31 29 90 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 216,830
COMMITMENTS
47,954 43,123 25,208 106,059 124,166 179,222 192,497 37,608 24,333
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 16,559)
5,427 2,940 2,970 3,274 10,958 11,671 16,868 4,888 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 19.9 11.6 48.9 57.3 82.7 88.8 17.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
31 24 20 37 45 79 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,851
COMMITMENTS
46,324 17,452 14,124 77,312 115,841 137,760 147,418 29,091 19,434
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -61)
3,475 -4,285 -99 -3,583 6,059 -207 1,674 145 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 10.5 8.5 46.3 69.4 82.6 88.4 17.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
34 22 21 45 38 88 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 777,335
COMMITMENTS
251,963 53,504 53,047 367,753 623,726 672,763 730,276 104,572 47,059
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -3,585)
-10,937 3,139 646 8,193 -6,822 -2,098 -3,037 -1,487 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.9 6.8 47.3 80.2 86.5 93.9 13.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
106 41 52 125 83 249 159
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,496
COMMITMENTS
4,155 4,848 141 7,933 15,164 12,229 20,153 12,267 4,343
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -254)
-209 -280 30 22 6 -157 -244 -97 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 19.8 0.6 32.4 61.9 49.9 82.3 50.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 11 9 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 60,300
COMMITMENTS
16,194 35,468 43 41,020 21,547 57,257 57,058 3,043 3,242
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 9,826)
1,433 7,893 -1,445 9,321 8,189 9,309 14,637 517 -4,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 58.8 0.1 68.0 35.7 95.0 94.6 5.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 24 3 12 10 32 36
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,260
COMMITMENTS
21,434 14,475 619 12,856 21,887 34,909 36,981 5,351 3,279
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 3,572)
1,678 -1,097 -231 1,266 5,021 2,713 3,693 859 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 36.0 1.5 31.9 54.4 86.7 91.9 13.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
38 23 9 20 16 64 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,561
COMMITMENTS
7,205 4,219 233 4,539 6,637 11,977 11,089 584 1,472
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 17)
397 -796 233 -595 356 35 -207 -18 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 33.6 1.9 36.1 52.8 95.4 88.3 4.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 10 2 5 6 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,582,161
COMMITMENTS
1054981 879,008 11509961 8299425 8398649 20864366 20787618 717,795 794,543
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 288,780)
-42,293 174,223 113,607 170,940 -21,910 242,254 265,920 46,526 22,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.1 53.3 38.5 38.9 96.7 96.3 3.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
73 58 105 130 127 259 241
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,300
COMMITMENTS
6,939 9,522 1,307 183 0 8,429 10,829 2,871 471
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -1,144)
58 457 -818 8 0 -753 -362 -392 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 84.3 11.6 1.6 0.0 74.6 95.8 25.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
61 22 18 2 0 75 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 200,594
COMMITMENTS
25,080 28,338 32,159 143,154 140,001 200,393 200,499 201 95
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,437)
1,555 -321 -4,492 5,341 7,314 2,404 2,501 33 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 14.1 16.0 71.4 69.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 17 22 16 30 43 60
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 126,339
COMMITMENTS
31,361 22,666 15,455 79,385 88,013 126,201 126,134 138 205
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -45,136)
-6,264 -16,044 -1,549 -37,359 -27,564 -45,172 -45,157 36 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 17.9 12.2 62.8 69.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 19 23 23 31 49 64
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 768,392
COMMITMENTS
90,349 91,516 132,059 464,459 452,904 686,868 676,480 81,525 91,913
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 22,603)
6,172 -4,551 8,853 6,346 16,162 21,371 20,464 1,232 2,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 11.9 17.2 60.4 58.9 89.4 88.0 10.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
113 111 114 301 306 471 474
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 53,087
COMMITMENTS
8,991 5,180 10,177 13,564 30,307 32,733 45,664 20,355 7,423
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,867)
-408 2,030 477 2,405 270 2,475 2,777 393 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 9.8 19.2 25.6 57.1 61.7 86.0 38.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 8 13 9 15 23 30
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| 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: 16,448
COMMITMENTS
224 1,558 0 14,275 11,935 14,499 13,493 1,949 2,955
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,207)
0 -275 0 1,388 1,471 1,388 1,196 -181 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.5 0.0 86.8 72.6 88.2 82.0 11.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 10 15 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,576,526
COMMITMENTS
463,492 488,385 552,708 2254475 2112984 3270675 3154077 305,851 422,449
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 98,680)
40,325 -25,477 34,453 19,704 79,459 94,483 88,435 4,197 10,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.7 15.5 63.0 59.1 91.4 88.2 8.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
114 107 109 297 303 464 466
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 8,947
COMMITMENTS
2,633 0 0 4,328 8,164 6,961 8,164 1,986 783
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 0.0 0.0 48.4 91.2 77.8 91.2 22.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 10 11 10
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| 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 08/25/20 (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 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,485
COMMITMENTS
8,585 4,399 333 38,974 48,323 47,892 53,055 9,593 4,430
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -590)
-275 -1,266 22 -1,020 -531 -1,273 -1,775 683 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 7.7 0.6 67.8 84.1 83.3 92.3 16.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 8 5 34 30 48 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,125
COMMITMENTS
15,863 13,560 7,309 24,470 27,703 47,641 48,572 9,483 8,552
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,426)
176 2,353 559 1,472 -795 2,207 2,117 219 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 23.7 12.8 42.8 48.5 83.4 85.0 16.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
72 61 44 115 135 210 217
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 285,624
COMMITMENTS
79,315 67,800 36,544 122,348 138,517 238,207 242,862 47,417 42,762
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 12,131)
882 11,765 2,794 7,361 -3,977 11,037 10,583 1,094 1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 23.7 12.8 42.8 48.5 83.4 85.0 16.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
72 61 44 115 135 210 217
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 95,123
COMMITMENTS
82,324 37,883 354 0 305 82,678 38,542 12,445 56,580
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 12,932)
11,928 15,675 9 -833 305 11,104 15,989 1,828 -3,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 39.8 0.4 0.0 0.3 86.9 40.5 13.1 59.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
13 6 5 0 1 14 11
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,206
COMMITMENTS
59,023 59,265 11,425 56,393 67,561 126,841 138,252 32,365 20,954
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 15,004)
8,090 3,472 2,497 3,041 9,401 13,628 15,369 1,376 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 37.2 7.2 35.4 42.4 79.7 86.8 20.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 26 18 34 32 74 64
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 507,303
COMMITMENTS
95,889 87,189 9,337 377,558 390,115 482,784 486,641 24,519 20,662
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -4,763)
544 10,543 852 -7,024 -15,138 -5,629 -3,744 866 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 17.2 1.8 74.4 76.9 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
55 53 31 157 144 226 214
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,897
COMMITMENTS
11,357 8,012 330 22,085 22,057 33,772 30,399 8,125 11,498
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 4,280)
2,832 4,588 -133 1,951 385 4,650 4,840 -370 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 19.1 0.8 52.7 52.6 80.6 72.6 19.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 8 3 24 25 38 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 184,763
COMMITMENTS
64,896 2,565 5,887 113,758 176,182 184,541 184,634 222 129
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 3,194)
307 1,250 0 2,887 1,945 3,194 3,195 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 1.4 3.2 61.6 95.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 3 5 42 27 74 35
Updated September 04, 2020