BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,500
COMMITMENTS
489 1,304 594 7,754 7,134 8,837 9,032 663 468
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 481)
-54 127 64 395 224 405 415 76 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 13.7 6.3 81.6 75.1 93.0 95.1 7.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 7 8 26 22 35 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,990
COMMITMENTS
12,420 5,373 1,022 7,743 13,290 21,185 19,685 2,805 4,305
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,079)
992 826 -144 209 412 1,057 1,094 22 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 22.4 4.3 32.3 55.4 88.3 82.1 11.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 17 19 22 32 50 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,020
COMMITMENTS
1,149 2,013 384 5,993 4,722 7,526 7,119 494 901
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 244)
39 120 15 169 79 223 214 21 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 25.1 4.8 74.7 58.9 93.8 88.8 6.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 8 7 31 21 41 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,042
COMMITMENTS
83 4,009 401 4,898 1,139 5,382 5,549 660 493
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 194)
62 101 86 89 2 237 189 -43 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 66.4 6.6 81.1 18.9 89.1 91.8 10.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 8 7 18 8 27 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,420
COMMITMENTS
83,704 57,656 45,774 69,621 91,002 199,099 194,432 19,321 23,988
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -643)
1,952 -4,816 -1,079 -967 5,646 -94 -249 -549 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 26.4 21.0 31.9 41.7 91.2 89.0 8.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
101 79 98 53 72 209 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,063
COMMITMENTS
102,235 37,212 54,298 113,801 168,423 270,334 259,933 27,729 38,130
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 6,992)
3,509 -932 2,746 1,023 4,520 7,278 6,334 -286 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 12.5 18.2 38.2 56.5 90.7 87.2 9.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
113 71 116 99 127 276 270
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,626
COMMITMENTS
1,272 879 134 1,897 2,334 3,303 3,347 1,323 1,279
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -149)
-85 60 11 55 -260 -19 -189 -130 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 19.0 2.9 41.0 50.5 71.4 72.4 28.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 11 5 16 17 39 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,425
COMMITMENTS
18,004 10,921 9,589 11,909 12,474 39,502 32,984 5,923 12,441
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -868)
378 1,294 -1,193 331 -312 -484 -211 -384 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 24.0 21.1 26.2 27.5 87.0 72.6 13.0 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
38 50 44 39 54 109 129
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,937
COMMITMENTS
1,169 9,734 806 21,534 12,678 23,509 23,218 428 719
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 651)
-72 262 117 625 261 670 640 -19 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 40.7 3.4 90.0 53.0 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 10 10 24 26 42 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,173
COMMITMENTS
11,506 3,876 10 12,582 19,533 24,098 23,419 1,075 1,754
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 954)
1,695 511 10 -211 371 1,494 892 -540 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 15.4 0.0 50.0 77.6 95.7 93.0 4.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 17 1 7 10 19 28
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,557
COMMITMENTS
21,590 50,908 1,509 75,116 57,447 98,215 109,864 31,342 19,693
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -12,043)
2,093 -2,176 667 -12,983 -9,347 -10,223 -10,856 -1,820 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 39.3 1.2 58.0 44.3 75.8 84.8 24.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
25 25 10 37 33 67 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,085
COMMITMENTS
18,344 6,478 127 13,021 36,967 31,492 43,572 21,593 9,513
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -3,029)
-2,430 211 -123 302 -2,729 -2,251 -2,641 -778 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 12.2 0.2 24.5 69.6 59.3 82.1 40.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 7 4 14 16 27 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,794
COMMITMENTS
42,397 38,535 2,919 83,747 89,057 129,063 130,511 5,731 4,283
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 252)
-53 423 436 -594 -261 -211 598 463 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 28.6 2.2 62.1 66.1 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 43 7 30 31 71 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,363
COMMITMENTS
45,390 39,790 6,201 92,696 106,546 144,287 152,537 31,076 22,826
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -11,680)
-8,920 -8,016 60 -421 -4,343 -9,281 -12,299 -2,399 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 22.7 3.5 52.9 60.8 82.3 87.0 17.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 19 11 34 43 67 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,553
COMMITMENTS
44,978 21,362 2,199 73,477 103,640 120,654 127,201 26,899 20,352
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 477)
3,261 229 178 328 -2,027 3,767 -1,620 -3,290 2,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 14.5 1.5 49.8 70.2 81.8 86.2 18.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
31 17 10 40 38 71 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 704,077
COMMITMENTS
262,061 50,309 10,194 332,664 600,646 604,919 661,149 99,158 42,928
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 27)
2,817 -11,992 -391 455 9,073 2,881 -3,310 -2,854 3,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 7.1 1.4 47.2 85.3 85.9 93.9 14.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
101 31 34 112 73 221 131
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,750
COMMITMENTS
4,364 5,128 111 7,911 15,158 12,386 20,397 12,364 4,353
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 144)
-313 235 0 -27 57 -340 292 484 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 20.7 0.4 32.0 61.2 50.0 82.4 50.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 1 11 10 17 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 50,474
COMMITMENTS
14,761 27,575 1,488 31,699 13,358 47,948 42,421 2,526 8,053
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 15,068)
2,415 -930 1,298 11,198 9,541 14,911 9,909 157 5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 54.6 2.9 62.8 26.5 95.0 84.0 5.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 22 5 11 11 31 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,678
COMMITMENTS
19,756 15,568 850 11,590 16,866 32,196 33,284 4,482 3,394
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,883)
-757 -1,183 96 -1,116 -923 -1,777 -2,010 -106 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 42.4 2.3 31.6 46.0 87.8 90.7 12.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 28 9 18 14 55 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,544
COMMITMENTS
6,808 5,015 0 5,134 6,281 11,942 11,296 602 1,248
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,208)
-1,522 -661 0 176 -263 -1,346 -924 138 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 40.0 0.0 40.9 50.1 95.2 90.1 4.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 13 0 7 3 13 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,934,095
COMMITMENTS
1324948 582,941 3008725 4985249 5628884 9318922 9220550 615,173 713,545
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 326,126)
84,730 -26,082 151,983 99,045 235,436 335,758 361,337 -9,632 -35,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 5.9 30.3 50.2 56.7 93.8 92.8 6.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
54 44 81 113 119 210 211
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,615
COMMITMENTS
6,917 9,074 1,326 175 0 8,418 10,400 3,197 1,215
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -2,839)
-1,715 -3,108 -411 -25 0 -2,151 -3,519 -688 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 78.1 11.4 1.5 0.0 72.5 89.5 27.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
53 27 17 2 0 66 35
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 198,062
COMMITMENTS
23,507 28,634 36,618 137,771 132,651 197,896 197,903 166 159
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,991)
1,594 2,283 -503 2,880 2,197 3,971 3,977 20 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 14.5 18.5 69.6 67.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 18 21 17 28 46 57
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 171,475
COMMITMENTS
37,625 38,710 17,004 116,744 115,577 171,373 171,291 102 184
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,174)
2,001 -3,635 -1,922 2,119 7,706 2,198 2,149 -24 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 22.6 9.9 68.1 67.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 22 20 24 35 50 69
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 579,474
COMMITMENTS
81,957 92,090 19,526 410,901 391,954 512,384 503,570 67,090 75,904
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 4,640)
-1,685 3,930 -16 7,982 -965 6,281 2,949 -1,641 1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 15.9 3.4 70.9 67.6 88.4 86.9 11.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
91 100 56 267 280 382 412
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 30,240
COMMITMENTS
9,943 2,750 182 4,113 23,251 14,238 26,183 16,002 4,057
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,264)
-464 794 182 2,960 -505 2,678 471 -1,414 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 9.1 0.6 13.6 76.9 47.1 86.6 52.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 2 1 4 8 11 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 15,241
COMMITMENTS
224 1,833 0 12,887 10,464 13,111 12,297 2,130 2,944
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,234)
-226 -19 0 1,609 -121 1,383 -140 -149 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 12.0 0.0 84.6 68.7 86.0 80.7 14.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 14 9 15 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,746,170
COMMITMENTS
406,903 493,532 49,887 2033940 1843517 2490730 2386936 255,440 359,234
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 16,880)
-7,880 13,903 789 25,108 -2,300 18,017 12,392 -1,137 4,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 18.0 1.8 74.1 67.1 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
90 101 53 264 279 376 411
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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 08/18/20 (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 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 58,075
COMMITMENTS
8,860 5,665 311 39,994 48,854 49,165 54,830 8,910 3,245
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 381)
1,469 1,120 -9 -492 466 968 1,577 -587 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 9.8 0.5 68.9 84.1 84.7 94.4 15.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 9 4 37 31 51 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,997
COMMITMENTS
15,625 11,681 797 21,783 27,110 38,205 39,588 8,792 7,408
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,008)
49 346 192 216 66 457 604 551 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 24.9 1.7 46.3 57.7 81.3 84.2 18.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
63 48 18 104 118 175 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,983
COMMITMENTS
78,125 58,405 3,985 108,913 135,552 191,023 197,942 43,960 37,041
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 5,039)
244 1,731 960 1,081 331 2,285 3,022 2,754 2,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 24.9 1.7 46.3 57.7 81.3 84.2 18.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
63 48 18 104 118 175 176
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 82,191
COMMITMENTS
70,396 22,208 345 833 0 71,574 22,553 10,617 59,638
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 6,702)
5,142 14,742 34 833 -470 6,009 14,306 693 -7,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.6 27.0 0.4 1.0 0.0 87.1 27.4 12.9 72.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 7 2 1 0 13 9
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,505
COMMITMENTS
51,131 55,030 974 46,395 51,927 98,500 107,931 29,005 19,574
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,574)
2,642 3,241 286 1,060 87 3,988 3,614 -1,414 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 43.2 0.8 36.4 40.7 77.3 84.6 22.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 14 9 30 25 61 42
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 506,799
COMMITMENTS
94,968 76,694 4,695 384,168 404,638 483,831 486,027 22,968 20,772
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 4,127)
8,460 3,893 -2,000 -3,038 4,341 3,422 6,234 705 -2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 15.1 0.9 75.8 79.8 95.5 95.9 4.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
51 51 21 154 135 214 198
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,617
COMMITMENTS
8,525 3,424 463 20,134 21,672 29,122 25,559 8,495 12,058
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 414)
-120 555 463 -264 404 79 1,422 335 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 9.1 1.2 53.5 57.6 77.4 67.9 22.6 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 8 2 24 26 34 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 181,569
COMMITMENTS
64,589 1,315 5,887 110,871 174,237 181,347 181,439 222 130
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,314)
5,636 0 -500 -1,789 3,814 3,347 3,314 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 0.7 3.2 61.1 96.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 3 5 41 27 73 35
Updated August 28, 2020