BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,990
COMMITMENTS
671 720 522 7,223 7,437 8,416 8,679 574 311
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,366)
-241 -285 4 -1,216 -1,020 -1,453 -1,301 87 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 8.0 5.8 80.3 82.7 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 7 8 25 22 34 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,977
COMMITMENTS
12,997 4,197 1,042 6,373 14,068 20,412 19,307 3,565 4,670
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -4,422)
-1,810 -772 -484 -2,451 -2,799 -4,745 -4,055 323 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 17.5 4.3 26.6 58.7 85.1 80.5 14.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
22 14 13 17 29 46 49
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,923
COMMITMENTS
1,197 372 476 5,826 6,466 7,499 7,314 424 609
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,669)
-215 -292 -56 -1,302 -1,294 -1,573 -1,642 -96 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 4.7 6.0 73.5 81.6 94.6 92.3 5.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 6 31 21 38 28
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,387
COMMITMENTS
0 3,540 403 4,607 968 5,010 4,911 377 476
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -815)
-3 -539 -31 -789 -435 -823 -1,005 8 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 65.7 7.5 85.5 18.0 93.0 91.2 7.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 5 13 8 18 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,267
COMMITMENTS
80,648 76,767 49,181 80,665 79,753 210,494 205,701 19,773 24,566
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 4,670)
992 -50 1,783 1,419 2,373 4,194 4,106 476 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 33.3 21.4 35.0 34.6 91.4 89.3 8.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
79 112 102 50 69 198 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,400
COMMITMENTS
73,759 45,411 50,755 120,612 140,526 245,126 236,692 26,274 34,708
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,697)
2,778 -1,692 -2,127 -3,203 -900 -2,552 -4,719 -1,145 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 16.7 18.7 44.4 51.8 90.3 87.2 9.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
95 84 104 102 130 255 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,951
COMMITMENTS
716 339 148 1,028 1,586 1,892 2,073 1,059 878
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 331)
-30 -3 71 194 196 235 264 96 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 11.5 5.0 34.8 53.7 64.1 70.2 35.9 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 6 2 13 12 23 19
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,359
COMMITMENTS
12,118 9,939 6,770 12,133 9,623 31,021 26,332 6,338 11,027
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 615)
123 570 -45 526 -391 604 134 11 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 26.6 18.1 32.5 25.8 83.0 70.5 17.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
36 44 41 38 49 97 118
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,006
COMMITMENTS
1,005 9,251 501 20,029 11,630 21,535 21,382 471 624
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,485)
-82 -2,262 -41 -3,357 -1,069 -3,480 -3,372 -5 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 42.0 2.3 91.0 52.8 97.9 97.2 2.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 8 6 25 23 42 32
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,446
COMMITMENTS
13,528 2,422 0 8,742 19,661 22,270 22,083 1,176 1,363
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -832)
-1,464 -635 0 688 -197 -776 -832 -56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 10.3 0.0 37.3 83.9 95.0 94.2 5.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 0 7 8 20 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,226
COMMITMENTS
31,660 48,478 913 64,037 46,157 96,610 95,548 24,616 25,678
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 3,029)
3,486 -215 -59 209 1,358 3,636 1,084 -607 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 40.0 0.8 52.8 38.1 79.7 78.8 20.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
22 24 12 30 31 56 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,115
COMMITMENTS
12,832 9,054 32 15,528 25,310 28,392 34,396 16,723 10,719
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 3,715)
36 596 21 1,533 2,405 1,590 3,022 2,125 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 20.1 0.1 34.4 56.1 62.9 76.2 37.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 8 3 11 17 19 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 122,938
COMMITMENTS
50,848 35,868 601 66,779 82,680 118,228 119,149 4,710 3,789
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 931)
-4,947 1,029 279 5,147 86 479 1,394 452 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 29.2 0.5 54.3 67.3 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 41 7 22 33 61 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 180,696
COMMITMENTS
39,892 56,300 4,788 116,764 90,146 161,444 151,234 19,252 29,462
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,448)
5,468 886 141 -11,229 -4,170 -5,620 -3,143 172 -2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 31.2 2.6 64.6 49.9 89.3 83.7 10.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
19 28 14 28 45 56 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,313
COMMITMENTS
44,043 27,231 916 70,580 88,421 115,539 116,568 22,774 21,745
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 951)
1,288 8,337 -1,279 1,662 -8,921 1,671 -1,863 -720 2,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 19.7 0.7 51.0 63.9 83.5 84.3 16.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 23 10 30 36 53 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 593,341
COMMITMENTS
185,159 81,562 7,595 311,843 466,973 504,597 556,130 88,744 37,211
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 13,603)
4,772 130 980 5,004 13,006 10,756 14,116 2,847 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 13.7 1.3 52.6 78.7 85.0 93.7 15.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
79 41 29 107 74 193 137
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,701
COMMITMENTS
3,357 3,518 554 7,552 15,128 11,463 19,200 12,238 4,501
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -340)
-919 -1,506 436 244 722 -239 -348 -101 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 14.8 2.3 31.9 63.8 48.4 81.0 51.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 2 12 10 19 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,285
COMMITMENTS
6,147 15,762 92 13,949 3,357 20,188 19,211 2,097 3,074
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,050)
-553 -1,647 -1,815 -2,687 -1,511 -5,055 -4,973 5 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 70.7 0.4 62.6 15.1 90.6 86.2 9.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 3 11 7 24 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,229
COMMITMENTS
15,806 16,123 1,141 10,895 9,996 27,842 27,260 3,387 3,969
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 384)
-508 165 538 533 -760 563 -57 -179 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.6 51.6 3.7 34.9 32.0 89.2 87.3 10.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
32 22 9 16 12 52 39
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,947
COMMITMENTS
8,211 2,594 0 2,234 7,337 10,445 9,931 502 1,016
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -710)
-1,047 23 0 242 -695 -805 -672 95 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.0 23.7 0.0 20.4 67.0 95.4 90.7 4.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 10 0 4 4 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,884,505
COMMITMENTS
1322197 1323125 2679511 5176386 5123449 9178094 9126085 706,411 758,420
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 131,790)
22,259 4,749 32,508 3,185 11,903 57,952 49,160 73,838 82,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 13.4 27.1 52.4 51.8 92.9 92.3 7.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
51 47 81 102 107 198 199
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,165
COMMITMENTS
6,020 7,505 85 0 0 6,105 7,590 2,060 575
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 490)
324 583 -20 0 0 304 563 186 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.7 91.9 1.0 0.0 0.0 74.8 93.0 25.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
38 26 6 0 0 43 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 150,934
COMMITMENTS
12,144 39,966 24,575 114,070 86,319 150,789 150,860 145 74
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -301)
393 -593 -619 -57 954 -283 -258 -18 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 26.5 16.3 75.6 57.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 19 20 13 22 38 49
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 205,909
COMMITMENTS
34,068 65,100 15,945 155,746 124,709 205,759 205,754 150 155
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -93,128)
10,744 -38,318 -6,216 -97,755 -48,124 -93,227 -92,658 99 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 31.6 7.7 75.6 60.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 23 23 17 36 40 73
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 533,758
COMMITMENTS
73,098 80,874 11,764 393,705 373,090 478,566 465,728 55,192 68,030
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -4,729)
-452 -5,523 1,269 -4,841 -1,041 -4,024 -5,295 -705 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 15.2 2.2 73.8 69.9 89.7 87.3 10.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
91 104 55 261 275 377 409
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,618,026
COMMITMENTS
363,878 400,052 56,829 1952670 1841500 2373377 2298381 244,649 319,645
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -29,696)
-2,260 -15,680 4,355 -27,282 -16,185 -25,187 -27,510 -4,509 -2,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.3 2.2 74.6 70.3 90.7 87.8 9.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
91 103 53 260 273 374 406
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 62,850
COMMITMENTS
5,938 4,942 282 48,092 52,522 54,312 57,746 8,538 5,104
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -651)
-1,192 -694 0 705 -288 -487 -982 -164 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 7.9 0.4 76.5 83.6 86.4 91.9 13.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 6 6 36 32 46 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 42,507
COMMITMENTS
16,359 7,419 634 18,992 27,594 35,985 35,647 6,522 6,860
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 3,691)
704 527 195 2,501 2,499 3,400 3,222 291 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 17.5 1.5 44.7 64.9 84.7 83.9 15.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
68 43 19 99 96 176 149
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 212,535
COMMITMENTS
81,797 37,097 3,169 94,961 137,971 179,927 178,237 32,608 34,298
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 18,454)
3,518 2,637 977 12,504 12,494 16,999 16,108 1,455 2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 17.5 1.5 44.7 64.9 84.7 83.9 15.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
68 43 19 99 96 176 149
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,115
COMMITMENTS
44,740 45,434 883 38,279 40,090 83,902 86,407 21,213 18,708
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 4,457)
4,715 2,501 -521 -2,750 5,170 1,444 7,150 3,013 -2,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 43.2 0.8 36.4 38.1 79.8 82.2 20.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 19 9 23 21 47 43
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 529,222
COMMITMENTS
88,203 80,698 8,022 410,721 418,556 506,946 507,276 22,276 21,946
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -7,200)
-1,826 10,321 -568 -6,583 -18,898 -8,977 -9,145 1,777 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.2 1.5 77.6 79.1 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
58 44 19 138 145 205 199
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,179
COMMITMENTS
5,702 3,084 82 23,832 21,365 29,616 24,531 6,563 11,648
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 1,642)
498 -1,171 -38 1,158 353 1,618 -856 24 2,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 8.5 0.2 65.9 59.1 81.9 67.8 18.1 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 7 2 24 20 35 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| 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: 156,077
COMMITMENTS
48,241 399 5,357 102,196 150,276 155,794 156,032 283 45
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -530)
-791 0 200 274 -729 -317 -529 -213 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 0.3 3.4 65.5 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 3 5 42 27 73 34
Updated July 10, 2020