BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,755
COMMITMENTS
1,017 1,604 1,529 9,372 9,209 11,918 12,343 837 412
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 450)
-84 17 105 454 329 474 451 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 12.6 12.0 73.5 72.2 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 4 10 27 26 38 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,329
COMMITMENTS
13,342 2,794 12,332 13,044 20,129 38,718 35,255 4,610 8,074
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 517)
753 -88 -177 -9 783 567 518 -50 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 6.4 28.5 30.1 46.5 89.4 81.4 10.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 10 26 35 36 68 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,530
COMMITMENTS
1,452 1,201 2,688 7,599 7,855 11,739 11,744 790 786
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2)
79 17 -102 -44 110 -67 25 65 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 9.6 21.5 60.6 62.7 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 5 8 35 25 44 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,389
COMMITMENTS
52 4,617 3,168 6,263 1,618 9,483 9,403 906 986
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 139)
-3 89 67 68 -32 132 124 7 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 44.4 30.5 60.3 15.6 91.3 90.5 8.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 10 8 24 13 34 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,619
COMMITMENTS
84,581 26,348 98,323 84,391 131,621 267,295 256,293 24,324 35,327
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 8,122)
-3,515 713 9,049 2,691 -1,221 8,225 8,541 -103 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.0 33.7 28.9 45.1 91.7 87.9 8.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
127 71 125 84 91 273 237
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 354,213
COMMITMENTS
103,114 20,812 99,448 116,481 181,570 319,043 301,830 35,170 52,382
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 11,144)
2,468 -2,771 5,838 2,012 5,531 10,317 8,598 827 2,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 5.9 28.1 32.9 51.3 90.1 85.2 9.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
120 71 139 123 136 321 294
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,836
COMMITMENTS
744 329 344 1,702 2,460 2,790 3,133 1,046 703
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 63)
63 4 -13 86 35 136 25 -73 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 8.6 9.0 44.4 64.1 72.7 81.7 27.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 5 7 16 17 36 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,300
COMMITMENTS
15,484 11,432 10,654 13,537 13,178 39,675 35,264 7,624 12,036
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,373)
-439 -716 -801 -557 363 -1,796 -1,155 -577 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 24.2 22.5 28.6 27.9 83.9 74.6 16.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
44 45 46 50 49 121 120
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,844
COMMITMENTS
309 2,509 30 2,772 1,175 3,110 3,714 734 130
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 25)
0 13 1 -73 22 -72 35 97 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 65.3 0.8 72.1 30.6 80.9 96.6 19.1 3.4
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 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,019
COMMITMENTS
1,805 10,501 5,229 28,122 18,384 35,156 34,114 864 1,905
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 379)
-5 106 250 195 158 441 514 -62 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 29.2 14.5 78.1 51.0 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 11 14 33 34 55 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,146
COMMITMENTS
6,097 11,022 3 13,772 8,178 19,872 19,203 1,274 1,943
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,827)
1,348 2,888 3 1,374 121 2,725 3,012 102 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 52.1 0.0 65.1 38.7 94.0 90.8 6.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 19 1 12 8 23 27
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,336
COMMITMENTS
20,672 40,230 6,127 65,051 57,424 91,850 103,781 32,486 20,555
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -4,074)
-1,822 -1,837 -499 -2,163 -4,405 -4,484 -6,741 411 2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 32.4 4.9 52.3 46.2 73.9 83.5 26.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 22 13 34 34 64 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,918
COMMITMENTS
19,413 6,384 1,321 11,349 30,209 32,082 37,914 17,835 12,004
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -3,510)
-2,487 674 599 -236 -3,533 -2,124 -2,259 -1,386 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 12.8 2.6 22.7 60.5 64.3 76.0 35.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 11 6 14 14 29 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 124,161
COMMITMENTS
43,334 31,324 1,158 74,280 88,162 118,772 120,643 5,389 3,518
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -13,246)
-16,710 -1,510 -158 4,285 -11,871 -12,584 -13,539 -663 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 25.2 0.9 59.8 71.0 95.7 97.2 4.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
36 36 6 31 26 71 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 192,609
COMMITMENTS
33,582 52,510 26,711 104,804 88,759 165,097 167,979 27,512 24,630
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 7,107)
-4,201 11,989 -20 12,780 -3,006 8,559 8,962 -1,452 -1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 27.3 13.9 54.4 46.1 85.7 87.2 14.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
24 28 19 39 44 71 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 177,108
COMMITMENTS
46,038 23,090 11,642 88,051 122,832 145,731 157,564 31,377 19,544
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -13,223)
-10,897 -5,162 -3,870 4,090 -4,529 -10,676 -13,560 -2,547 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.0 6.6 49.7 69.4 82.3 89.0 17.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
34 22 18 45 40 87 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 717,952
COMMITMENTS
242,824 55,257 38,657 343,548 579,647 625,028 673,561 92,924 44,391
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -7,684)
-4,433 -3,255 3,255 -4,262 -6,756 -5,440 -6,756 -2,244 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 7.7 5.4 47.9 80.7 87.1 93.8 12.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
107 46 49 130 88 254 166
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,871
COMMITMENTS
9,695 32,909 1,084 30,707 6,763 41,486 40,756 2,385 3,115
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 8,887)
4,164 3,584 1,076 3,587 4,195 8,827 8,855 60 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 75.0 2.5 70.0 15.4 94.6 92.9 5.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 26 2 13 9 27 37
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,936
COMMITMENTS
17,100 13,771 900 13,188 18,410 31,188 33,081 4,748 2,855
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 705)
400 1,926 123 917 -1,490 1,440 559 -735 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 38.3 2.5 36.7 51.2 86.8 92.1 13.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 20 10 18 13 57 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,923
COMMITMENTS
8,747 3,417 0 3,626 8,161 12,373 11,578 550 1,345
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,387)
1,721 1,226 0 -207 -11 1,514 1,215 -127 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 26.4 0.0 28.1 63.2 95.7 89.6 4.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 8 0 5 6 10 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,418,862
COMMITMENTS
1079340 410,278 8852324 6834499 7398860 16766163 16661463 652,698 757,399
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 99,150)
14,336 44,805 -86,656 165,060 117,305 92,740 75,453 6,411 23,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.4 50.8 39.2 42.5 96.3 95.7 3.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
69 56 101 122 119 243 230
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,028
COMMITMENTS
4,091 6,134 1,248 0 70 5,339 7,452 2,688 575
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,296)
-8 -450 -842 -67 70 -918 -1,223 -379 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 76.4 15.5 0.0 0.9 66.5 92.8 33.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
39 28 19 0 1 56 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 226,296
COMMITMENTS
20,022 32,345 40,480 165,508 153,366 226,011 226,191 286 105
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 16,842)
-1,108 5,362 -116 18,013 11,572 16,788 16,817 54 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.3 17.9 73.1 67.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 21 23 18 29 46 59
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 192,406
COMMITMENTS
46,677 20,114 27,563 117,999 144,397 192,239 192,074 167 332
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 16,526)
3,489 -4,202 3,781 9,165 16,867 16,435 16,446 91 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 10.5 14.3 61.3 75.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 19 25 23 32 50 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 641,937
COMMITMENTS
75,526 62,042 93,589 407,288 419,835 576,402 575,465 65,535 66,472
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 3,868)
4,467 762 1,030 -1,000 5,133 4,497 6,926 -629 -3,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 9.7 14.6 63.4 65.4 89.8 89.6 10.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
109 86 96 285 300 440 437
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 21,905
COMMITMENTS
1,754 1,579 5,281 9,163 8,992 16,199 15,852 5,706 6,053
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -94)
726 -1,183 336 2,213 354 3,274 -493 -3,368 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 7.2 24.1 41.8 41.0 74.0 72.4 26.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 12 9 9 21 22
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| 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: 21,497
COMMITMENTS
215 4,125 0 18,663 12,077 18,878 16,202 2,619 5,295
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,023)
-257 -140 0 1,159 576 902 436 121 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 19.2 0.0 86.8 56.2 87.8 75.4 12.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 12 11 13 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,100,163
COMMITMENTS
369,938 303,396 440,456 1990626 2054215 2801020 2798068 299,143 302,095
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 19,810)
9,605 630 12,570 -16,063 23,896 6,112 37,095 13,698 -17,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 9.8 14.2 64.2 66.3 90.4 90.3 9.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
109 85 92 283 298 436 431
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,016
COMMITMENTS
9,813 1,337 47 37,882 51,885 47,742 53,269 9,274 3,747
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,714)
77 268 -268 -1,126 -1,112 -1,317 -1,112 -397 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 2.3 0.1 66.4 91.0 83.7 93.4 16.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 5 3 33 28 47 35
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,511
COMMITMENTS
14,885 30,499 4,919 30,563 17,765 50,367 53,183 10,145 7,329
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -11,529)
-1,911 -12,898 115 -9,567 1,411 -11,363 -11,372 -166 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 50.4 8.1 50.5 29.4 83.2 87.9 16.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
60 63 35 107 109 186 189
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 302,557
COMMITMENTS
74,425 152,494 24,593 152,815 88,826 251,834 265,914 50,724 36,644
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -57,646)
-9,553 -64,488 574 -47,836 7,053 -56,815 -56,861 -830 -785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 50.4 8.1 50.5 29.4 83.2 87.9 16.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
60 63 35 107 109 186 189
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,967
COMMITMENTS
51,757 45,088 9,972 56,674 68,923 118,404 123,984 26,564 20,984
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,154)
-8,256 -413 2,142 5,146 -2,852 -967 -1,123 -1,187 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 31.1 6.9 39.1 47.5 81.7 85.5 18.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 15 14 34 30 65 54
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 501,551
COMMITMENTS
89,968 81,227 6,660 384,084 394,211 480,712 482,098 20,838 19,453
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -9,281)
-5,346 -1,984 -1,105 -2,171 -7,034 -8,622 -10,123 -659 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.2 1.3 76.6 78.6 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
61 44 25 160 132 226 196
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,087
COMMITMENTS
591 686 74 11,844 11,931 12,509 12,691 578 396
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 39)
233 0 8 -226 -65 15 -57 24 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.2 0.6 90.5 91.2 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 9 9 11 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,714
COMMITMENTS
3,309 2,607 7 7,517 8,016 10,833 10,630 3,881 4,084
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -26)
136 -1,034 7 -381 1,242 -238 215 212 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 17.7 0.0 51.1 54.5 73.6 72.2 26.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 1 5 7 12 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,994
COMMITMENTS
7,370 7,074 2 24,111 19,971 31,483 27,047 8,511 12,947
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,094)
-856 1,481 -2 4,467 4,401 3,609 5,880 485 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 17.7 0.0 60.3 49.9 78.7 67.6 21.3 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 10 2 21 27 36 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| 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: 192,268
COMMITMENTS
61,125 3,164 6,274 124,651 182,142 192,050 191,580 218 688
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,070)
-1,469 219 296 2,252 555 1,079 1,070 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 1.6 3.3 64.8 94.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 5 6 40 27 73 36
Updated October 02, 2020