BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,724
COMMITMENTS
516 575 525 7,021 7,272 8,062 8,372 662 352
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,235)
-381 -147 -11 -945 -913 -1,337 -1,071 102 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 6.6 6.0 80.5 83.4 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 8 8 25 23 34 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,205
COMMITMENTS
10,690 4,681 1,070 7,364 12,596 19,124 18,347 3,081 3,858
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -6,754)
-4,918 -1,214 -182 -1,299 -4,464 -6,399 -5,860 -355 -894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 21.1 4.8 33.2 56.7 86.1 82.6 13.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
16 15 17 21 31 47 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,638
COMMITMENTS
1,085 1,017 389 5,729 5,415 7,203 6,821 435 817
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,251)
-304 -41 -5 -822 -1,256 -1,131 -1,302 -120 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 13.3 5.1 75.0 70.9 94.3 89.3 5.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 6 7 34 22 42 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,726
COMMITMENTS
21 3,713 324 4,688 1,137 5,033 5,174 693 552
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -740)
21 -601 -149 -723 21 -851 -729 111 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 64.8 5.7 81.9 19.9 87.9 90.4 12.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 7 6 16 8 23 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,941
COMMITMENTS
85,130 67,831 45,279 70,682 84,409 201,091 197,519 19,850 23,422
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,062)
1,845 -5,831 -5,727 -2,723 6,142 -6,605 -5,416 -1,457 -2,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 30.7 20.5 32.0 38.2 91.0 89.4 9.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
102 85 97 58 74 214 218
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,083
COMMITMENTS
89,728 40,101 51,384 116,544 159,272 257,656 250,757 30,427 37,326
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,643)
5,224 -3,701 1,344 -5,043 4,309 1,525 1,952 118 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 13.9 17.8 40.5 55.3 89.4 87.0 10.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
105 68 106 107 127 265 265
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,346
COMMITMENTS
1,286 744 138 1,691 2,581 3,115 3,463 1,231 883
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 8)
164 -33 31 -123 -35 72 -37 -64 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 17.1 3.2 38.9 59.4 71.7 79.7 28.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 10 6 15 15 38 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,659
COMMITMENTS
16,481 9,402 9,824 11,162 11,168 37,467 30,394 6,192 13,265
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,689)
201 363 899 382 767 1,482 2,029 207 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 21.5 22.5 25.6 25.6 85.8 69.6 14.2 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
47 46 51 37 60 119 137
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,474
COMMITMENTS
1,220 8,344 630 19,201 11,718 21,051 20,692 423 782
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,223)
-372 -2,232 -19 -2,810 -1,019 -3,201 -3,270 -22 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 38.9 2.9 89.4 54.6 98.0 96.4 2.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 11 9 26 24 45 36
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,035
COMMITMENTS
9,635 3,103 0 12,698 19,265 22,333 22,368 1,702 1,667
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -58)
581 -91 0 -1,265 -26 -684 -117 626 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 12.9 0.0 52.8 80.2 92.9 93.1 7.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 13 0 7 9 19 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,885
COMMITMENTS
17,256 46,803 856 85,901 68,214 104,013 115,873 32,872 21,012
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -216)
-2,651 3,701 -652 2,865 -1,349 -438 1,700 222 -1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 34.2 0.6 62.8 49.8 76.0 84.6 24.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
21 23 8 36 33 60 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,592
COMMITMENTS
23,084 5,919 84 12,731 39,999 35,899 46,002 20,693 10,590
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -180)
1,324 -4,181 -50 -1,897 3,522 -623 -709 443 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 10.5 0.1 22.5 70.7 63.4 81.3 36.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 8 5 15 17 31 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,908
COMMITMENTS
44,240 37,733 1,972 79,635 86,437 125,847 126,142 5,061 4,766
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 2,416)
1,548 -1,960 -228 1,059 4,278 2,379 2,090 37 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 28.8 1.5 60.8 66.0 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
41 37 9 27 30 75 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,071
COMMITMENTS
48,053 50,874 6,177 95,806 96,998 150,036 154,049 29,035 25,022
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 2,343)
2,076 -9,830 609 -1,234 12,399 1,451 3,178 892 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 28.4 3.4 53.5 54.2 83.8 86.0 16.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 23 12 35 42 70 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 150,149
COMMITMENTS
48,158 21,142 1,992 72,712 107,449 122,862 130,583 27,287 19,566
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -7,819)
-3,915 498 1,056 -1,453 -12,841 -4,312 -11,287 -3,507 3,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 14.1 1.3 48.4 71.6 81.8 87.0 18.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
29 15 12 40 37 70 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 706,458
COMMITMENTS
266,078 66,327 10,878 332,842 589,103 609,798 666,308 96,660 40,150
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,583)
3,969 -15,134 -87 532 15,435 4,414 214 -2,831 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 9.4 1.5 47.1 83.4 86.3 94.3 13.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
102 36 33 116 75 229 134
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,287
COMMITMENTS
4,541 4,566 111 7,907 15,032 12,559 19,709 11,728 4,578
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 317)
236 -115 0 173 42 409 -73 -92 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 18.8 0.5 32.6 61.9 51.7 81.2 48.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 1 12 10 19 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,846
COMMITMENTS
11,445 24,991 137 17,839 3,967 29,421 29,095 2,425 2,751
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 6,024)
4,411 5,255 108 1,250 528 5,769 5,891 255 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 78.5 0.4 56.0 12.5 92.4 91.4 7.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 21 4 10 12 28 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,528
COMMITMENTS
17,878 18,057 796 14,360 15,217 33,034 34,070 4,494 3,458
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -971)
-706 -1,975 171 -378 556 -913 -1,248 -58 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 48.1 2.1 38.3 40.5 88.0 90.8 12.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 28 8 18 13 53 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,403
COMMITMENTS
8,236 5,590 0 4,710 6,153 12,946 11,743 457 1,660
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,440)
363 1,246 0 1,206 -14 1,569 1,232 -129 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 41.7 0.0 35.1 45.9 96.6 87.6 3.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 14 0 6 4 12 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,706,552
COMMITMENTS
1243258 735,785 2842430 4947248 5373084 9032936 8951299 673,616 755,253
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 39,064)
-30,003 -55,027 75,102 28,019 -2,055 73,118 18,020 -34,054 21,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.6 29.3 51.0 55.4 93.1 92.2 6.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
55 41 78 108 111 203 200
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 13,090
COMMITMENTS
8,456 11,537 1,069 137 0 9,662 12,606 3,428 484
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 387)
-261 -435 774 -40 0 473 339 -86 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.6 88.1 8.2 1.0 0.0 73.8 96.3 26.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
61 26 16 1 0 73 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 171,855
COMMITMENTS
21,168 27,979 31,665 118,852 112,102 171,685 171,746 170 109
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -674)
1,654 -9,425 -844 -1,483 9,560 -673 -709 -1 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 16.3 18.4 69.2 65.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 19 21 16 27 43 54
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 157,154
COMMITMENTS
34,761 43,820 14,880 107,458 98,358 157,099 157,058 55 96
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 3,912)
-699 -3,854 1,324 3,350 6,536 3,975 4,006 -63 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 27.9 9.5 68.4 62.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 22 20 21 35 46 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 566,508
COMMITMENTS
78,319 84,754 17,271 403,103 386,282 498,692 488,306 67,816 78,201
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 7,231)
-932 -982 5,942 2,995 892 8,005 5,852 -774 1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 15.0 3.0 71.2 68.2 88.0 86.2 12.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
87 96 52 263 281 370 409
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 10,027
COMMITMENTS
1,020 0 0 7,318 8,616 8,338 8,616 1,689 1,411
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 0.0 73.0 85.9 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 9 9 12 9
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 14,899
COMMITMENTS
428 626 0 9,478 12,729 9,906 13,355 4,993 1,544
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 2,948)
204 349 0 -177 2,703 27 3,052 2,921 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.2 0.0 63.6 85.4 66.5 89.6 33.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 11 11 13 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,694,088
COMMITMENTS
391,788 457,685 41,418 2009718 1821598 2442924 2320701 251,164 373,387
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 17,690)
-1,704 19,431 554 18,324 -8,291 17,174 11,694 516 5,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 17.0 1.5 74.6 67.6 90.7 86.1 9.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
86 97 48 261 280 365 407
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 231,370
COMMITMENTS
3,000 0 4,200 224,170 225,170 231,370 229,370 0 2,000
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,417
COMMITMENTS
6,539 3,987 311 40,630 47,898 47,480 52,196 8,937 4,221
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -784)
1,129 1,334 -261 -1,818 -1,557 -950 -484 166 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 7.1 0.6 72.0 84.9 84.2 92.5 15.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 8 4 36 28 46 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,013
COMMITMENTS
13,788 11,288 1,337 24,223 27,509 39,348 40,134 7,665 6,879
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,299)
-931 221 651 1,473 370 1,193 1,242 106 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 24.0 2.8 51.5 58.5 83.7 85.4 16.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
59 60 25 104 112 178 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 235,063
COMMITMENTS
68,940 56,439 6,684 121,116 137,545 196,740 200,668 38,323 34,395
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 6,497)
-4,653 1,103 3,256 7,364 1,849 5,967 6,208 530 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 24.0 2.8 51.5 58.5 83.7 85.4 16.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
59 60 25 104 112 178 182
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 62,875
COMMITMENTS
30,036 47,401 326 1,562 403 31,924 48,130 30,951 14,745
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,013)
-8,542 9,634 192 -2,081 168 -10,431 9,994 14,444 -5,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 75.4 0.5 2.5 0.6 50.8 76.5 49.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 3 1 1 12 11
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,210
COMMITMENTS
47,321 50,809 636 46,317 50,026 94,274 101,471 27,936 20,739
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1,936)
1,856 4,296 -118 873 -2,926 2,611 1,252 -675 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 41.6 0.5 37.9 40.9 77.1 83.0 22.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
25 11 7 29 26 57 41
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 503,384
COMMITMENTS
84,968 69,818 5,814 390,647 404,556 481,429 480,188 21,955 23,196
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,906)
5,720 -1,813 185 -14,328 -5,438 -8,423 -7,066 2,517 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 13.9 1.2 77.6 80.4 95.6 95.4 4.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
51 52 23 149 142 210 207
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,555
COMMITMENTS
8,177 1,921 10 20,066 20,115 28,253 22,046 9,302 15,509
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -86)
-157 -1,456 10 -456 1,154 -603 -292 517 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 5.1 0.0 53.4 53.6 75.2 58.7 24.8 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 5 1 26 25 39 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 167,366
COMMITMENTS
51,005 1,315 6,387 109,724 159,534 167,116 167,236 250 130
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 5,861)
1,460 345 515 3,878 5,001 5,853 5,861 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 0.8 3.8 65.6 95.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 3 5 42 27 75 35
Updated August 14, 2020