BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,831
COMMITMENTS
969 1,473 1,370 8,810 8,500 11,149 11,343 681 488
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 246)
-19 -71 37 178 285 197 252 49 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 12.5 11.6 74.5 71.9 94.2 95.9 5.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 4 9 27 26 37 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,655
COMMITMENTS
12,046 2,997 11,940 12,443 17,981 36,429 32,919 4,225 7,736
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,183)
778 461 74 178 549 1,030 1,084 154 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.4 29.4 30.6 44.2 89.6 81.0 10.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 11 25 33 36 64 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,317
COMMITMENTS
1,330 1,022 2,924 7,270 7,666 11,524 11,612 792 705
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 295)
159 33 54 175 709 388 796 -93 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.3 23.7 59.0 62.2 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 6 8 34 23 43 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,233
COMMITMENTS
38 4,491 3,134 6,188 1,654 9,360 9,279 872 954
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 232)
-1 256 41 181 -60 221 237 11 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 43.9 30.6 60.5 16.2 91.5 90.7 8.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 10 7 26 13 35 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,742
COMMITMENTS
84,228 24,703 85,638 79,984 127,763 249,850 238,103 23,893 35,639
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 6,731)
723 -12,650 1,440 4,396 14,899 6,559 3,689 172 3,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 9.0 31.3 29.2 46.7 91.3 87.0 8.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
125 64 124 89 88 270 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 340,572
COMMITMENTS
103,190 22,964 89,036 114,671 177,592 306,896 289,592 33,677 50,981
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 3,001)
451 -2,053 4,544 -1,639 -128 3,356 2,364 -355 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 6.7 26.1 33.7 52.1 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
119 73 130 118 133 306 287
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,749
COMMITMENTS
835 262 308 1,549 2,424 2,692 2,993 1,057 756
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -356)
-442 -129 28 177 86 -238 -15 -118 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 7.0 8.2 41.3 64.6 71.8 79.8 28.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 6 7 14 18 37 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,540
COMMITMENTS
15,715 11,009 11,744 12,473 11,744 39,933 34,497 7,608 13,043
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -89)
-1,080 615 -151 1,179 -432 -52 32 -38 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 23.2 24.7 26.2 24.7 84.0 72.6 16.0 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
42 47 50 49 48 120 124
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,836
COMMITMENTS
301 2,457 28 2,904 1,204 3,232 3,689 604 147
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 64.1 0.7 75.7 31.4 84.3 96.2 15.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 15 6 19 9
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,462
COMMITMENTS
1,967 10,439 4,531 27,124 17,637 33,622 32,607 839 1,854
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,009)
-73 466 104 1,007 436 1,038 1,006 -29 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 30.3 13.1 78.7 51.2 97.6 94.6 2.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 12 11 33 31 50 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,866
COMMITMENTS
14,789 7,137 0 11,738 19,119 26,527 26,256 1,338 1,609
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,388)
2,330 2,960 -117 430 -99 2,643 2,744 -256 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 25.6 0.0 42.1 68.6 95.2 94.2 4.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 15 1 11 6 25 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,493
COMMITMENTS
29,209 45,835 5,827 73,616 87,759 108,652 139,421 48,841 18,072
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 7,938)
-610 -950 -1,197 -5,173 11,966 -6,979 9,819 14,918 -1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 29.1 3.7 46.7 55.7 69.0 88.5 31.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 23 14 37 33 71 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,920
COMMITMENTS
18,854 6,350 680 13,260 35,690 32,795 42,720 21,125 11,200
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9)
215 -431 -86 694 1,171 823 654 -814 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 11.8 1.3 24.6 66.2 60.8 79.2 39.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 3 14 14 30 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,314
COMMITMENTS
57,127 29,992 661 71,079 101,401 128,868 132,054 6,446 3,260
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -15,524)
3,585 -14,825 -5,251 -14,623 5,241 -16,289 -14,835 765 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 22.2 0.5 52.5 74.9 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
61 34 9 31 29 94 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,685
COMMITMENTS
39,821 42,119 22,707 83,219 88,232 145,747 153,058 30,937 23,626
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -43,399)
-4,547 7,013 -1,241 -37,098 -44,718 -42,886 -38,946 -513 -4,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 23.8 12.9 47.1 49.9 82.5 86.6 17.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
23 26 21 38 46 72 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 167,286
COMMITMENTS
48,637 25,283 13,233 76,323 111,524 138,193 150,041 29,093 17,245
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,148)
4,720 1,816 -2,095 -3,639 342 -1,014 63 -1,134 -2,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 15.1 7.9 45.6 66.7 82.6 89.7 17.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 20 17 46 40 92 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 710,489
COMMITMENTS
231,758 52,622 34,399 344,244 581,125 610,401 668,145 100,087 42,343
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -32,361)
-17,132 -1,671 -5,471 -6,915 -18,892 -29,518 -26,034 -2,843 -6,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 7.4 4.8 48.5 81.8 85.9 94.0 14.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
101 43 43 127 86 245 155
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,623
COMMITMENTS
3,950 4,601 127 6,755 15,135 10,832 19,863 13,791 4,760
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -48)
843 521 16 -1,336 -57 -477 480 429 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.7 0.5 27.4 61.5 44.0 80.7 56.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 2 9 9 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,719
COMMITMENTS
7,027 32,040 14 28,626 3,007 35,667 35,061 2,052 2,658
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -644)
910 -213 -81 -1,506 -218 -677 -512 33 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 84.9 0.0 75.9 8.0 94.6 93.0 5.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 23 2 15 9 34 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,846
COMMITMENTS
18,002 14,762 466 12,201 17,549 30,669 32,777 5,178 3,069
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -8,212)
-2,107 -449 -2,080 -4,285 -5,439 -8,472 -7,968 260 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 41.2 1.3 34.0 49.0 85.6 91.4 14.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 23 10 20 10 58 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,242
COMMITMENTS
7,044 3,585 0 4,276 7,513 11,320 11,098 922 1,144
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,810)
705 1,100 -1,177 -1,539 -1,580 -2,011 -1,657 201 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 29.3 0.0 34.9 61.4 92.5 90.7 7.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 8 0 5 6 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,320,250
COMMITMENTS
956,374 441,034 9046484 6679431 7055313 16682288 16542831 637,962 777,418
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -4,094,020)
-83,636 -314,121 -2282145 -1700412 -1460115 -4066193 -4056381 -27,828 -37,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.5 52.2 38.6 40.7 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
68 50 93 126 121 242 223
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,462
COMMITMENTS
5,213 8,095 1,704 67 0 6,984 9,799 3,478 663
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,520)
489 1,040 367 -33 0 823 1,407 696 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 77.4 16.3 0.6 0.0 66.8 93.7 33.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
51 25 21 1 0 66 34
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 213,428
COMMITMENTS
22,781 31,713 38,427 152,043 143,194 213,251 213,333 178 95
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 5,479)
-110 5,064 4,567 1,139 -3,599 5,597 6,032 -118 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 14.9 18.0 71.2 67.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 18 23 16 31 45 62
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 155,868
COMMITMENTS
32,606 24,713 23,351 99,823 107,621 155,780 155,685 88 183
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,930)
1,222 1,353 2,620 6,099 6,005 9,941 9,978 -11 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 15.9 15.0 64.0 69.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 22 26 24 33 52 70
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 795,233
COMMITMENTS
82,908 78,707 130,213 488,162 491,450 701,283 700,370 93,949 94,862
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 33,406)
-2,427 -375 -4,330 30,314 39,401 23,557 34,696 9,849 -1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.9 16.4 61.4 61.8 88.2 88.1 11.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594)
109 94 106 306 306 467 455
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 59,602
COMMITMENTS
6,344 5,586 9,472 16,209 36,423 32,026 51,482 27,576 8,121
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,935)
-2,640 -30 -336 -84 3,180 -3,060 2,814 4,995 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.4 15.9 27.2 61.1 53.7 86.4 46.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 8 11 10 11 22 24
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 26,407
COMMITMENTS
1,131 4,211 0 20,277 17,393 21,408 21,604 4,999 4,803
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,208)
459 2,036 0 5,864 5,906 6,323 7,942 2,885 1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.9 0.0 76.8 65.9 81.1 81.8 18.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 13 13 15 16
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,678,153
COMMITMENTS
434,633 417,420 551,888 2359765 2275136 3346286 3244444 331,867 433,709
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 157,353)
-16,087 -18,877 -2,817 151,989 181,106 133,085 159,412 24,268 -2,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 11.3 15.0 64.2 61.9 91.0 88.2 9.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
111 89 101 304 304 462 448
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 13,851
COMMITMENTS
3,530 300 0 8,413 12,814 11,943 13,114 1,908 737
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,338)
587 -212 0 3,881 4,571 4,468 4,359 -130 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 2.2 0.0 60.7 92.5 86.2 94.7 13.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 10 16 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 16,239
COMMITMENTS
805 925 0 13,541 11,291 14,346 12,216 1,893 4,023
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.7 0.0 83.4 69.5 88.3 75.2 11.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 0 11 12 13 15
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 281,258
COMMITMENTS
200,711 68,827 24,351 29,972 6,530 255,034 99,708 26,224 181,550
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 24.5 8.7 10.7 2.3 90.7 35.5 9.3 64.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 5 9 4 4 19 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,020
COMMITMENTS
8,895 1,633 207 46,361 58,405 55,463 60,245 9,557 4,775
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,663)
-159 -84 180 8,254 8,102 8,275 8,198 388 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.5 0.3 71.3 89.8 85.3 92.7 14.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 5 4 40 32 55 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,995
COMMITMENTS
15,995 31,568 7,741 41,510 30,535 65,246 69,843 12,750 8,152
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 18,411)
1,207 13,908 406 16,538 3,940 18,150 18,254 261 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 40.5 9.9 53.2 39.1 83.7 89.5 16.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
67 61 48 121 113 212 199
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 389,977
COMMITMENTS
79,975 157,838 38,705 207,548 152,674 326,229 349,217 63,749 40,761
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 92,057)
6,034 69,538 2,030 82,688 19,702 90,752 91,269 1,305 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 40.5 9.9 53.2 39.1 83.7 89.5 16.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
67 61 48 121 113 212 199
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,798
COMMITMENTS
59,816 44,151 7,559 48,299 73,601 115,674 125,310 29,124 19,487
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -10,695)
3,134 -15,737 -4,127 -7,207 9,526 -8,199 -10,339 -2,496 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 30.5 5.2 33.4 50.8 79.9 86.5 20.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 20 16 33 29 68 55
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 576,056
COMMITMENTS
100,839 83,980 16,888 435,176 450,925 552,902 551,792 23,154 24,263
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 66,780)
4,083 2,948 4,719 57,013 55,662 65,816 63,328 964 3,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 14.6 2.9 75.5 78.3 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
64 45 33 172 153 246 222
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,470
COMMITMENTS
344 400 350 16,083 16,212 16,777 16,962 693 508
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,998)
0 -234 316 8,839 8,894 9,155 8,976 -157 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.3 2.0 92.1 92.8 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 15 14 17 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,796
COMMITMENTS
7,957 4,311 90 20,871 18,745 28,918 23,146 6,878 12,650
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -11,437)
-1,992 1,050 -2,246 -1,597 -7,430 -5,835 -8,626 -5,602 -2,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.0 0.3 58.3 52.4 80.8 64.7 19.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 9 3 22 27 35 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 188,899
COMMITMENTS
63,666 2,928 5,923 119,070 179,845 188,659 188,696 240 203
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,503)
-428 -1,190 19 4,894 5,599 4,485 4,428 18 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 1.6 3.1 63.0 95.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 4 6 41 27 74 36
Updated September 18, 2020