BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,615
COMMITMENTS
755 693 605 7,622 7,902 8,982 9,200 633 415
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 504)
72 2 31 340 443 443 476 61 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 7.2 6.3 79.3 82.2 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 7 8 25 22 34 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,077
COMMITMENTS
14,624 4,650 1,362 7,590 16,450 23,576 22,462 3,501 4,615
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,698)
1,413 153 62 93 1,165 1,568 1,380 130 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 17.2 5.0 28.0 60.8 87.1 83.0 12.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 17 17 23 31 54 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,394
COMMITMENTS
1,339 763 415 6,155 6,504 7,909 7,682 485 712
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 241)
2 247 -12 195 -49 185 186 56 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 9.1 4.9 73.3 77.5 94.2 91.5 5.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 6 32 21 39 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,910
COMMITMENTS
0 4,030 414 4,946 993 5,360 5,437 550 473
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 418)
0 298 18 284 105 302 421 116 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 68.2 7.0 83.7 16.8 90.7 92.0 9.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 7 5 15 8 20 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,714
COMMITMENTS
77,350 67,578 50,475 72,844 79,846 200,669 197,899 21,045 23,815
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -3,643)
-460 -4,223 -695 -2,129 1,505 -3,284 -3,413 -359 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 30.5 22.8 32.9 36.0 90.5 89.3 9.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
85 91 95 53 69 199 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,666
COMMITMENTS
76,046 42,907 52,119 121,650 147,775 249,815 242,801 28,851 35,865
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 13,858)
5,580 -230 5,521 1,373 6,943 12,474 12,234 1,384 1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 15.4 18.7 43.7 53.0 89.6 87.1 10.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
94 81 104 95 122 249 264
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,000
COMMITMENTS
1,087 606 263 1,433 2,384 2,783 3,253 1,217 747
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 411)
236 204 55 141 238 432 497 -21 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 15.2 6.6 35.8 59.6 69.6 81.3 30.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 10 7 14 14 36 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,875
COMMITMENTS
13,493 8,556 10,162 10,953 10,620 34,608 29,338 6,267 11,537
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -110)
1,208 -1,221 1,113 -1,798 34 523 -74 -633 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 20.9 24.9 26.8 26.0 84.7 71.8 15.3 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
39 42 45 33 49 99 119
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,069
COMMITMENTS
1,402 9,818 444 20,737 12,083 22,583 22,345 486 724
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 502)
256 392 -86 347 149 517 455 -15 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 42.6 1.9 89.9 52.4 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 12 8 27 29 46 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,796
COMMITMENTS
13,391 2,445 0 9,341 19,834 22,732 22,279 1,064 1,517
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 488)
141 296 0 515 188 656 484 -168 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.3 10.3 0.0 39.3 83.4 95.5 93.6 4.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 10 0 9 9 24 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,606
COMMITMENTS
34,284 50,982 1,701 78,161 68,570 114,146 121,253 29,460 22,353
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -4,397)
6,642 3,565 873 -16,289 -6,520 -8,774 -2,082 4,377 -2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 35.5 1.2 54.4 47.7 79.5 84.4 20.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 27 11 32 34 68 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,006
COMMITMENTS
17,761 10,382 219 14,952 29,961 32,932 40,562 18,074 10,444
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,576)
1,235 913 209 470 1,372 1,914 2,494 662 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 20.4 0.4 29.3 58.7 64.6 79.5 35.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 8 2 13 19 25 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,136
COMMITMENTS
49,461 39,613 1,533 71,569 82,155 122,563 123,301 5,573 4,835
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,329)
724 2,747 565 1,169 -435 2,458 2,877 871 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 30.9 1.2 55.9 64.1 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
40 42 9 26 32 71 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 180,337
COMMITMENTS
46,230 61,310 5,999 105,310 84,876 157,539 152,185 22,798 28,152
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 997)
3,055 4,549 972 -6,139 -3,665 -2,112 1,856 3,109 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 34.0 3.3 58.4 47.1 87.4 84.4 12.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
23 28 16 29 41 61 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,686
COMMITMENTS
50,854 31,547 1,755 65,447 92,194 118,056 125,496 24,630 17,190
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 7,423)
5,743 4,762 1,413 -2,244 4,763 4,912 10,938 2,511 -3,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 22.1 1.2 45.9 64.6 82.7 88.0 17.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 23 15 31 38 67 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 636,212
COMMITMENTS
204,185 79,138 15,104 320,979 501,647 540,268 595,889 95,944 40,323
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 31,230)
9,933 -4,202 5,893 11,524 30,128 27,350 31,819 3,880 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 12.4 2.4 50.5 78.8 84.9 93.7 15.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
93 42 31 111 77 213 142
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,392
COMMITMENTS
3,396 3,791 111 7,190 15,216 10,697 19,118 12,695 4,274
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -40)
122 549 -428 6 74 -300 195 260 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 16.2 0.5 30.7 65.0 45.7 81.7 54.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 10 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,462
COMMITMENTS
10,539 21,360 383 15,467 3,769 26,389 25,512 2,073 2,950
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4,917)
2,758 4,173 364 1,678 343 4,800 4,880 117 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 75.0 1.3 54.3 13.2 92.7 89.6 7.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 19 5 13 8 35 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,105
COMMITMENTS
19,597 17,122 528 11,515 14,693 31,640 32,343 4,465 3,762
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,903)
2,624 1,266 -675 672 2,361 2,621 2,952 282 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 47.4 1.5 31.9 40.7 87.6 89.6 12.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
36 23 9 15 14 53 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,489
COMMITMENTS
9,291 4,118 0 3,510 8,189 12,801 12,307 688 1,182
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4)
-769 128 0 724 -338 -45 -210 49 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 30.5 0.0 26.0 60.7 94.9 91.2 5.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 10 0 6 6 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,663,277
COMMITMENTS
1292470 929,257 2745362 4936333 5279212 8974165 8953831 689,112 709,446
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 156,407)
36,488 -67,087 27,866 68,863 184,688 133,217 145,467 23,190 10,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 9.6 28.4 51.1 54.6 92.9 92.7 7.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
51 45 78 105 113 199 201
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,230
COMMITMENTS
6,824 8,524 129 0 0 6,953 8,653 2,277 577
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 908)
501 891 26 0 0 527 917 381 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.9 92.4 1.4 0.0 0.0 75.3 93.7 24.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
42 24 7 0 0 46 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 166,983
COMMITMENTS
15,580 45,872 32,171 119,009 88,772 166,760 166,815 223 168
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10,130)
2,243 3,764 5,323 2,596 2,989 10,162 12,076 -32 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 27.5 19.3 71.3 53.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 18 18 13 25 36 50
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 213,637
COMMITMENTS
41,053 63,713 16,501 155,980 133,273 213,534 213,487 103 150
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10,120)
4,075 -1,922 1,244 4,782 10,746 10,101 10,068 19 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 29.8 7.7 73.0 62.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 21 21 19 38 44 71
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 542,138
COMMITMENTS
75,175 82,396 12,408 394,949 378,036 482,533 472,840 59,605 69,297
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 5,232)
-878 635 984 1,784 3,326 1,890 4,945 3,341 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.2 2.3 72.9 69.7 89.0 87.2 11.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
89 100 54 272 275 384 406
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,633,214
COMMITMENTS
374,266 417,256 49,512 1964465 1836074 2388243 2302842 244,971 330,372
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 7,373)
-4,389 9,988 -4,380 10,501 47 1,732 5,655 5,641 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.8 1.9 74.6 69.7 90.7 87.5 9.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
89 99 50 270 273 378 403
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 59,618
COMMITMENTS
6,360 3,675 629 44,467 50,742 51,456 55,046 8,162 4,572
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -3,431)
-733 -1,319 4 -2,844 -2,111 -3,573 -3,426 142 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 6.2 1.1 74.6 85.1 86.3 92.3 13.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 8 7 36 31 48 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,441
COMMITMENTS
13,047 9,905 1,075 23,372 26,923 37,494 37,903 6,947 6,538
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -216)
-2,856 1,125 388 1,977 -1,005 -491 508 275 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 22.3 2.4 52.6 60.6 84.4 85.3 15.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
61 45 20 90 104 159 161
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,203
COMMITMENTS
65,233 49,524 5,375 116,861 134,616 187,469 189,515 34,734 32,688
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,080)
-14,281 5,624 1,938 9,887 -5,024 -2,456 2,538 1,376 -3,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 22.3 2.4 52.6 60.6 84.4 85.3 15.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
61 45 20 90 104 159 161
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,952
COMMITMENTS
41,778 41,983 650 42,632 43,078 85,060 85,711 23,892 23,241
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,715)
-3,765 690 51 1,876 -1,830 -1,838 -1,089 3,553 2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 38.5 0.6 39.1 39.5 78.1 78.7 21.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 16 11 25 22 56 43
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 507,976
COMMITMENTS
61,553 64,895 9,723 416,901 412,467 488,177 487,085 19,799 20,891
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -4,084)
-7,783 35 1,992 2,489 -5,241 -3,302 -3,214 -782 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 12.8 1.9 82.1 81.2 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
48 56 22 148 143 208 209
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 5,402
COMMITMENTS
596 712 49 4,334 4,132 4,979 4,893 423 509
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 13.2 0.9 80.2 76.5 92.2 90.6 7.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 8 8 10 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,176
COMMITMENTS
7,119 2,634 83 22,461 18,701 29,663 21,418 6,513 14,758
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,516)
1,458 1,242 -36 584 -476 2,006 730 -490 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 7.3 0.2 62.1 51.7 82.0 59.2 18.0 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 7 3 25 21 36 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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: 159,618
COMMITMENTS
48,584 379 5,857 104,916 153,336 159,357 159,572 261 46
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 46)
-448 -20 500 0 -434 52 46 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 0.2 3.7 65.7 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 3 5 42 28 72 35
Updated July 24, 2020