BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,904
COMMITMENTS
1,035 1,098 1,780 9,360 9,609 12,175 12,487 730 417
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 206)
-27 593 3 294 -436 270 160 -64 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.5 13.8 72.5 74.5 94.3 96.8 5.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 6 10 28 26 39 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,907
COMMITMENTS
13,132 3,006 17,108 13,833 20,972 44,074 41,086 4,834 7,821
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 162)
675 70 -290 138 -29 523 -250 -361 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 6.1 35.0 28.3 42.9 90.1 84.0 9.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 12 28 37 43 73 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,559
COMMITMENTS
1,563 1,221 3,213 8,179 8,132 12,955 12,566 604 993
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -606)
308 999 -509 -431 -1,170 -632 -681 26 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.0 23.7 60.3 60.0 95.5 92.7 4.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 4 7 34 24 43 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,053
COMMITMENTS
13 4,444 3,648 6,320 1,901 9,981 9,993 1,071 1,059
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -128)
2 70 -133 49 -8 -82 -71 -46 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 40.2 33.0 57.2 17.2 90.3 90.4 9.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 9 7 23 14 31 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,463
COMMITMENTS
83,433 53,374 77,655 76,890 99,186 237,978 230,215 23,485 31,248
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -15,843)
-2,640 -3,006 -10,354 -2,152 -2,578 -15,146 -15,939 -697 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 20.4 29.7 29.4 37.9 91.0 88.0 9.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
111 99 119 78 80 252 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 336,716
COMMITMENTS
99,279 21,506 87,730 117,690 181,219 304,698 290,454 32,017 46,261
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 7,903)
9,654 -3,451 4,418 -4,056 5,685 10,016 6,653 -2,113 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 6.4 26.1 35.0 53.8 90.5 86.3 9.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
117 74 131 121 135 312 283
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,271
COMMITMENTS
1,346 498 513 1,902 2,944 3,761 3,955 1,511 1,316
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 505)
60 71 22 188 30 271 123 234 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 9.4 9.7 36.1 55.9 71.3 75.0 28.7 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 10 8 16 19 41 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,157
COMMITMENTS
17,592 6,833 17,404 12,088 14,067 47,085 38,303 7,072 15,853
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 2,736)
1,058 167 1,154 492 1,713 2,704 3,034 32 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 12.6 32.1 22.3 26.0 86.9 70.7 13.1 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
54 42 62 55 74 149 152
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,979
COMMITMENTS
1,944 10,365 5,602 27,621 18,068 35,167 34,035 812 1,945
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,712)
56 1,125 -2 1,633 547 1,687 1,671 25 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 28.8 15.6 76.8 50.2 97.7 94.6 2.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 11 15 35 34 56 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,219
COMMITMENTS
9,811 3,365 0 12,793 19,162 22,604 22,527 1,615 1,692
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 184)
176 262 0 95 -103 271 159 -87 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 13.9 0.0 52.8 79.1 93.3 93.0 6.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 13 0 8 8 20 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,132
COMMITMENTS
20,238 53,000 7,298 95,593 75,396 123,130 135,694 35,002 22,438
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 7,410)
2,468 6,553 624 3,760 28 6,852 7,205 558 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 33.5 4.6 60.5 47.7 77.9 85.8 22.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 26 10 38 35 66 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,364
COMMITMENTS
21,366 5,847 1,040 13,235 41,057 35,641 47,944 22,722 10,420
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -155)
-1,926 403 74 -60 -12 -1,911 465 1,756 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 10.0 1.8 22.7 70.3 61.1 82.1 38.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 7 6 17 16 31 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,411
COMMITMENTS
42,600 38,112 3,161 84,355 89,471 130,116 130,744 5,295 4,667
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 3,620)
-1,939 379 669 4,707 2,713 3,437 3,761 183 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 28.1 2.3 62.3 66.1 96.1 96.6 3.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
41 38 13 31 31 77 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 213,907
COMMITMENTS
52,247 49,312 21,841 104,464 118,419 178,552 189,572 35,356 24,336
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 12,165)
5,880 -2,232 1,357 -59 15,354 7,178 14,479 4,987 -2,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 23.1 10.2 48.8 55.4 83.5 88.6 16.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
29 24 17 38 47 76 79
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,125
COMMITMENTS
41,665 21,470 14,604 81,205 114,492 137,474 150,565 32,651 19,560
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -56)
-3,888 -685 235 200 1,222 -3,453 772 3,397 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 12.6 8.6 47.7 67.3 80.8 88.5 19.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
34 20 19 47 39 88 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 785,166
COMMITMENTS
261,597 61,676 55,122 358,901 623,500 675,621 740,298 109,546 44,869
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 8,930)
-4,512 -4,491 5,245 2,080 7,317 2,814 8,072 6,117 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 7.9 7.0 45.7 79.4 86.0 94.3 14.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
109 35 53 123 80 246 155
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,606
COMMITMENTS
4,677 4,893 111 7,938 15,101 12,726 20,105 11,880 4,501
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 319)
136 327 0 31 69 167 396 152 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 19.9 0.5 32.3 61.4 51.7 81.7 48.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 1 11 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,406
COMMITMENTS
12,346 28,505 190 20,501 3,817 33,037 32,512 2,369 2,894
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 3,560)
901 3,514 53 2,662 -150 3,616 3,417 -56 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 80.5 0.5 57.9 10.8 93.3 91.8 6.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 21 3 10 9 27 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,577
COMMITMENTS
20,513 16,757 754 12,706 17,789 33,973 35,300 4,603 3,277
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,040)
2,635 -1,304 -42 -1,654 2,572 939 1,226 101 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 43.4 2.0 32.9 46.1 88.1 91.5 11.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
36 25 13 21 14 64 45
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,752
COMMITMENTS
8,330 5,676 0 4,958 6,544 13,288 12,220 464 1,532
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 349)
94 86 0 248 391 342 477 7 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.6 41.3 0.0 36.1 47.6 96.6 88.9 3.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 14 0 6 3 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,021,694
COMMITMENTS
1069098 759,711 11258068 8007265 8196228 20334431 20214007 687,263 807,687
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -342,633)
16,252 9,994 -312,681 2,908 -23,785 -293,521 -326,471 -49,111 -16,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.6 53.6 38.1 39.0 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
66 57 100 127 128 249 236
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 15,501
COMMITMENTS
8,823 12,413 2,517 200 0 11,541 14,931 3,960 570
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,532)
232 714 758 63 0 1,054 1,473 478 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 80.1 16.2 1.3 0.0 74.5 96.3 25.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
66 26 22 2 0 81 37
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 194,163
COMMITMENTS
21,924 26,375 37,156 134,935 130,487 194,015 194,018 148 145
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 22,215)
756 -1,610 5,441 16,042 18,348 22,239 22,179 -24 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.6 19.1 69.5 67.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 17 22 16 29 45 57
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 169,301
COMMITMENTS
35,624 42,345 18,926 114,625 107,871 169,175 169,142 126 159
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 12,147)
863 -1,475 4,046 7,167 9,513 12,076 12,084 71 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 25.0 11.2 67.7 63.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 22 20 26 36 52 68
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 744,389
COMMITMENTS
84,123 91,907 124,410 452,523 438,629 661,056 654,947 83,334 89,443
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 9,440)
4,335 3,302 2,746 1,876 7,520 8,956 13,568 484 -4,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.3 16.7 60.8 58.9 88.8 88.0 11.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
115 109 116 297 312 470 479
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 49,485
COMMITMENTS
9,865 2,365 8,864 7,899 30,318 26,628 41,547 22,857 7,939
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,147)
1,880 275 -463 -54 1,694 1,363 1,506 -216 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.8 17.9 16.0 61.3 53.8 84.0 46.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 13 7 13 22 27
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| 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: 14,007
COMMITMENTS
450 1,852 0 11,278 10,585 11,728 12,437 2,279 1,570
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -892)
22 1,226 0 1,800 -2,144 1,822 -918 -2,714 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 13.2 0.0 80.5 75.6 83.7 88.8 16.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 13 10 15 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,474,521
COMMITMENTS
420,426 496,854 528,590 2223124 2041558 3172140 3067001 302,381 407,519
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 41,468)
14,500 17,362 13,815 9,648 29,133 37,963 60,311 3,504 -18,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.3 15.2 64.0 58.8 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
115 106 111 293 309 462 472
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| 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 08/11/20 (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
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 181,719
COMMITMENTS
133,264 107,313 1,080 25,595 2,023 159,939 110,416 21,780 71,303
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 59.1 0.6 14.1 1.1 88.0 60.8 12.0 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 8 4 3 1 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,694
COMMITMENTS
7,391 4,545 320 40,486 48,388 48,197 53,253 9,497 4,441
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,277)
852 558 9 -144 490 717 1,057 560 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.9 0.6 70.2 83.9 83.5 92.3 16.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 8 5 37 28 49 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,376
COMMITMENTS
15,688 10,923 6,297 22,742 28,379 44,727 45,599 8,649 7,777
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -444)
1,776 -57 -57 -2,614 -447 -894 -561 450 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 20.5 11.8 42.6 53.2 83.8 85.4 16.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
69 57 38 116 125 202 203
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,880
COMMITMENTS
78,442 54,617 31,484 113,712 141,893 223,637 227,994 43,243 38,887
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -2,222)
8,882 -287 -283 -13,069 -2,235 -4,471 -2,804 2,249 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 20.5 11.8 42.6 53.2 83.8 85.4 16.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
69 57 38 116 125 202 203
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 75,489
COMMITMENTS
65,254 7,466 311 0 470 65,565 8,247 9,924 67,242
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 12,614)
35,218 -39,935 -15 -1,562 67 33,641 -39,883 -21,027 52,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.4 9.9 0.4 0.0 0.6 86.9 10.9 13.1 89.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 7 2 0 1 16 10
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,079
COMMITMENTS
48,576 52,772 9,052 52,730 59,018 110,358 120,842 32,721 22,237
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 4,397)
1,457 1,105 552 -110 2,867 1,899 4,524 2,498 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 36.9 6.3 36.9 41.2 77.1 84.5 22.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 15 10 34 29 63 50
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 509,501
COMMITMENTS
86,905 73,072 11,656 387,949 400,968 486,510 485,695 22,992 23,806
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -801)
1,544 2,899 874 -3,480 -4,152 -1,062 -379 261 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.3 2.3 76.1 78.7 95.5 95.3 4.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
53 49 30 153 145 219 211
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,203
COMMITMENTS
8,645 2,869 0 20,398 21,268 29,043 24,137 8,160 13,066
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -352)
468 948 -10 332 1,153 790 2,091 -1,142 -2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 7.7 0.0 54.8 57.2 78.1 64.9 21.9 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 6 0 24 25 36 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| 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: 178,255
COMMITMENTS
58,953 1,315 6,387 112,660 170,423 178,000 178,125 255 130
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 10,889)
7,948 0 0 2,936 10,889 10,884 10,889 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 0.7 3.6 63.2 95.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 3 5 43 27 75 35
Updated August 21, 2020