BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,959
COMMITMENTS
897 722 536 7,966 8,185 9,399 9,443 560 516
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 239)
41 39 -44 335 191 332 186 -93 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 7.2 5.4 80.0 82.2 94.4 94.8 5.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 6 8 27 22 36 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,959
COMMITMENTS
15,608 5,895 1,252 8,663 17,060 25,523 24,207 3,436 4,752
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 881)
326 896 -36 554 -36 844 824 37 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 20.4 4.3 29.9 58.9 88.1 83.6 11.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 17 16 24 33 55 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,889
COMMITMENTS
1,389 1,058 394 6,551 6,671 8,334 8,123 555 766
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 236)
46 -21 17 151 122 214 118 22 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.9 4.4 73.7 75.0 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 6 33 21 40 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,466
COMMITMENTS
0 4,314 473 5,411 1,116 5,884 5,903 582 563
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 326)
0 166 20 290 108 310 294 16 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 66.7 7.3 83.7 17.3 91.0 91.3 9.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 7 6 16 8 22 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,003
COMMITMENTS
83,285 73,662 51,006 73,405 78,267 207,696 202,935 21,307 26,068
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -145)
3,193 5,697 -3,617 -413 -3,287 -837 -1,207 692 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 32.2 22.3 32.1 34.2 90.7 88.6 9.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
97 97 102 57 73 216 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,440
COMMITMENTS
84,504 43,802 50,040 121,587 154,963 256,131 248,805 30,309 37,635
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 4,580)
3,527 557 -3,008 3,872 5,389 4,391 2,938 189 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 15.3 17.5 42.4 54.1 89.4 86.9 10.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
101 77 100 108 126 264 262
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,338
COMMITMENTS
1,122 777 107 1,814 2,616 3,043 3,500 1,295 838
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 160)
80 19 -61 150 105 169 63 -9 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 17.9 2.5 41.8 60.3 70.1 80.7 29.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 10 5 17 16 39 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,970
COMMITMENTS
16,280 9,039 8,925 10,780 10,401 35,985 28,365 5,985 13,605
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -930)
1,646 -37 -816 -1,407 -1,655 -577 -2,508 -353 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 21.5 21.3 25.7 24.8 85.7 67.6 14.3 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
48 42 47 35 51 114 123
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,697
COMMITMENTS
1,592 10,576 649 22,011 12,737 24,252 23,962 445 735
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,138)
69 800 164 943 182 1,176 1,146 -38 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 42.8 2.6 89.1 51.6 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 12 11 26 30 47 45
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,093
COMMITMENTS
9,054 3,194 0 13,963 19,291 23,017 22,485 1,076 1,608
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -555)
-2,371 -15 0 1,645 -667 -726 -682 171 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 13.3 0.0 58.0 80.1 95.5 93.3 4.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 14 0 7 9 17 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,101
COMMITMENTS
19,907 43,102 1,508 83,036 69,563 104,451 114,173 32,650 22,928
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,296)
-12,198 -1,499 -452 8,105 -935 -4,545 -2,886 2,249 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 31.4 1.1 60.6 50.7 76.2 83.3 23.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
21 21 12 31 34 56 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,772
COMMITMENTS
21,760 10,100 134 14,628 36,477 36,522 46,711 20,250 10,061
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 4,973)
4,106 888 125 610 4,336 4,841 5,349 132 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 17.8 0.2 25.8 64.3 64.3 82.3 35.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 9 2 15 17 28 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,492
COMMITMENTS
42,692 39,693 2,200 78,576 82,159 123,468 124,052 5,024 4,440
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -5,422)
-9,159 -1,294 692 3,482 -4,651 -4,985 -5,253 -437 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 30.9 1.7 61.2 63.9 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
38 46 10 28 28 71 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,728
COMMITMENTS
45,977 60,704 5,568 97,040 84,599 148,585 150,871 28,143 25,857
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,184)
6,648 -4,034 224 -12,766 3,198 -5,894 -612 3,710 -1,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 34.3 3.2 54.9 47.9 84.1 85.4 15.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
23 26 14 29 41 62 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,968
COMMITMENTS
52,073 20,644 936 74,165 120,290 127,174 141,870 30,794 16,098
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -12,301)
-10,851 -13,773 -155 516 4,582 -10,490 -9,346 -1,811 -2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 13.1 0.6 46.9 76.1 80.5 89.8 19.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
32 18 12 38 36 72 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 704,875
COMMITMENTS
262,109 81,461 10,965 332,310 573,668 605,384 666,094 99,491 38,781
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 25,910)
19,982 -3,107 530 3,705 27,554 24,217 24,977 1,693 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 11.6 1.6 47.1 81.4 85.9 94.5 14.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
99 38 38 113 74 225 138
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,970
COMMITMENTS
4,305 4,681 111 7,734 14,990 12,150 19,782 11,820 4,188
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 734)
87 1,056 0 657 28 744 1,084 -10 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.5 0.5 32.3 62.5 50.7 82.5 49.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 1 12 10 19 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,822
COMMITMENTS
7,034 19,736 29 16,589 3,439 23,652 23,204 2,170 2,618
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -110)
-1,498 470 -409 1,821 30 -86 91 -24 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 76.4 0.1 64.2 13.3 91.6 89.9 8.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 18 3 11 9 28 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,499
COMMITMENTS
18,584 20,032 625 14,738 14,661 33,947 35,318 4,552 3,181
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,357)
1,201 1,804 94 840 567 2,135 2,465 222 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 52.0 1.6 38.3 38.1 88.2 91.7 11.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 22 7 18 15 53 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,963
COMMITMENTS
7,873 4,344 0 3,504 6,167 11,377 10,511 586 1,452
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -278)
-277 265 0 -54 -837 -331 -572 53 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 36.3 0.0 29.3 51.6 95.1 87.9 4.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 11 0 6 4 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,667,488
COMMITMENTS
1273261 790,812 2767328 4919229 5375139 8959818 8933279 707,670 734,209
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 47,142)
-89,429 -93,774 -13,043 118,611 125,271 16,139 18,454 31,003 28,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 8.2 28.6 50.9 55.6 92.7 92.4 7.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
54 43 79 108 111 204 200
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,703
COMMITMENTS
8,717 11,972 295 177 0 9,189 12,267 3,514 436
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -365)
-92 -81 -168 66 0 -194 -249 -171 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 94.2 2.3 1.4 0.0 72.3 96.6 27.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
65 26 12 2 0 73 32
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 172,529
COMMITMENTS
19,514 37,404 32,509 120,335 102,542 172,358 172,455 171 74
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,190)
331 -10,662 2,739 154 11,164 3,224 3,241 -34 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 21.7 18.8 69.7 59.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 19 22 15 27 43 55
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 153,242
COMMITMENTS
35,460 47,674 13,556 104,108 91,822 153,124 153,052 118 190
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -68,485)
-4,824 -16,773 -5,991 -57,686 -45,739 -68,501 -68,503 16 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 31.1 8.8 67.9 59.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 23 18 23 34 45 64
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 559,277
COMMITMENTS
79,250 85,736 11,329 400,108 385,390 490,687 482,454 68,590 76,822
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 7,486)
3,940 6,255 -3,419 1,396 1,285 1,917 4,121 5,569 3,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.3 2.0 71.5 68.9 87.7 86.3 12.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
87 97 50 263 279 372 404
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 11,951
COMMITMENTS
224 277 0 9,655 10,026 9,879 10,303 2,072 1,648
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.3 0.0 80.8 83.9 82.7 86.2 17.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 10 12 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,676,398
COMMITMENTS
393,492 438,254 40,864 1991394 1829889 2425750 2309007 250,648 367,391
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 29,249)
18,549 24,098 -9,343 10,115 -680 19,321 14,075 9,928 15,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 16.4 1.5 74.4 68.4 90.6 86.3 9.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
87 97 47 261 278 367 403
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,201
COMMITMENTS
5,410 2,653 572 42,448 49,455 48,430 52,680 8,771 4,521
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -1,868)
-515 -1,388 -1 -1,557 -544 -2,073 -1,933 205 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 4.6 1.0 74.2 86.5 84.7 92.1 15.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 7 4 37 32 46 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,713
COMMITMENTS
14,719 11,067 686 22,750 27,139 38,155 38,892 7,559 6,821
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,530)
231 1,401 88 1,132 -331 1,451 1,158 79 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 24.2 1.5 49.8 59.4 83.5 85.1 16.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
64 45 22 96 110 169 168
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 228,566
COMMITMENTS
73,593 55,336 3,428 113,752 135,696 190,773 194,460 37,793 34,106
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 7,651)
1,154 7,003 442 5,658 -1,653 7,254 5,792 397 1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 24.2 1.5 49.8 59.4 83.5 85.1 16.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
64 45 22 96 110 169 168
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 58,862
COMMITMENTS
38,578 37,767 134 3,643 235 42,355 38,136 16,507 20,726
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.5 64.2 0.2 6.2 0.4 72.0 64.8 28.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 10 2 2 1 11 13
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,274
COMMITMENTS
45,465 46,513 754 45,444 52,952 91,663 100,219 28,611 20,055
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 6,592)
3,063 -901 -168 -370 7,184 2,525 6,115 4,067 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 38.7 0.6 37.8 44.0 76.2 83.3 23.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 10 7 27 25 55 39
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 509,290
COMMITMENTS
79,248 71,631 5,629 404,975 409,994 489,852 487,254 19,438 22,036
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 13,165)
8,487 16,478 -3,372 8,042 401 13,157 13,507 8 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 14.1 1.1 79.5 80.5 96.2 95.7 3.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
51 57 22 147 140 208 209
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,641
COMMITMENTS
8,334 3,377 0 20,522 18,961 28,856 22,338 8,785 15,303
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,132)
992 1,641 -99 -388 -1,974 505 -432 627 1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 9.0 0.0 54.5 50.4 76.7 59.3 23.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 8 0 27 21 39 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 161,505
COMMITMENTS
49,545 970 5,872 105,846 154,533 161,263 161,375 242 130
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,559)
1,029 500 10 1,525 1,969 2,564 2,479 -5 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 0.6 3.6 65.5 95.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
30 2 5 42 27 74 34
Updated August 07, 2020