BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,857
COMMITMENTS
629 1,470 573 7,981 7,311 9,183 9,354 674 503
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 357)
140 166 -21 227 177 346 322 11 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 14.9 5.8 81.0 74.2 93.2 94.9 6.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 7 8 26 24 35 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,064
COMMITMENTS
13,049 5,487 1,085 8,253 13,978 22,387 20,550 2,677 4,514
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,074)
629 114 63 510 688 1,202 865 -128 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 21.9 4.3 32.9 55.8 89.3 82.0 10.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 18 17 25 32 52 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,427
COMMITMENTS
1,258 2,064 337 6,185 5,024 7,780 7,425 647 1,002
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 407)
109 51 -47 192 302 254 306 153 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 24.5 4.0 73.4 59.6 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 8 7 31 21 40 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,375
COMMITMENTS
82 4,320 355 5,318 1,214 5,755 5,889 620 486
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 333)
-1 311 -46 420 75 373 340 -40 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 67.8 5.6 83.4 19.0 90.3 92.4 9.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 8 7 20 8 29 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,948
COMMITMENTS
81,689 54,941 45,998 69,737 92,060 197,424 192,999 20,524 24,949
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -472)
-2,015 -2,715 224 116 1,058 -1,675 -1,433 1,203 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 25.2 21.1 32.0 42.2 90.6 88.6 9.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
98 79 98 57 75 208 222
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,230
COMMITMENTS
101,734 38,826 52,980 112,733 165,676 267,447 257,482 28,783 38,748
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -1,833)
-501 1,614 -1,318 -1,068 -2,747 -2,887 -2,451 1,054 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 13.1 17.9 38.1 55.9 90.3 86.9 9.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
104 80 112 94 126 264 270
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,180
COMMITMENTS
1,238 433 218 1,531 2,360 2,987 3,011 1,193 1,169
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -446)
-34 -446 84 -366 26 -316 -336 -130 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 10.4 5.2 36.6 56.5 71.5 72.0 28.5 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 7 6 15 16 39 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,417
COMMITMENTS
18,072 11,396 8,684 11,156 11,953 37,912 32,033 5,505 11,384
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -2,008)
68 475 -905 -753 -521 -1,590 -951 -418 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 26.2 20.0 25.7 27.5 87.3 73.8 12.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
37 51 44 38 48 105 125
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,545
COMMITMENTS
1,254 10,096 787 22,084 12,915 24,125 23,798 420 747
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 608)
85 362 -19 550 237 616 580 -8 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 41.1 3.2 90.0 52.6 98.3 97.0 1.7 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 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,553
COMMITMENTS
12,617 3,931 162 10,383 18,996 23,162 23,089 1,391 1,464
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -620)
1,111 55 152 -2,199 -537 -936 -330 316 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 16.0 0.7 42.3 77.4 94.3 94.0 5.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 14 2 7 8 22 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,520
COMMITMENTS
26,590 53,596 1,386 76,403 66,642 104,379 121,624 36,141 18,896
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 10,963)
5,000 2,688 -123 1,287 9,195 6,164 11,760 4,799 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 38.1 1.0 54.4 47.4 74.3 86.6 25.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
27 26 12 33 33 67 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,037
COMMITMENTS
19,263 7,666 152 11,890 36,030 31,305 43,848 22,732 10,189
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 952)
919 1,188 25 -1,131 -937 -187 276 1,139 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 14.2 0.3 22.0 66.7 57.9 81.1 42.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 11 4 16 18 29 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 132,731
COMMITMENTS
45,309 39,340 3,961 77,893 85,119 127,163 128,420 5,568 4,311
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -2,063)
2,912 805 1,042 -5,854 -3,938 -1,900 -2,091 -163 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 29.6 3.0 58.7 64.1 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
53 39 9 30 29 87 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 186,588
COMMITMENTS
49,213 42,901 7,452 93,942 114,063 150,607 164,416 35,981 22,172
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 11,225)
3,823 3,111 1,251 1,246 7,517 6,320 11,879 4,905 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 23.0 4.0 50.3 61.1 80.7 88.1 19.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
30 23 15 33 40 72 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 145,922
COMMITMENTS
46,654 17,050 1,922 70,342 108,353 118,918 127,325 27,004 18,597
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -1,631)
1,676 -4,312 -277 -3,135 4,713 -1,736 124 105 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 11.7 1.3 48.2 74.3 81.5 87.3 18.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 16 12 39 36 75 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 698,211
COMMITMENTS
250,867 54,120 9,515 340,434 592,019 600,816 655,654 97,395 42,557
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -5,866)
-11,194 3,811 -679 7,770 -8,627 -4,103 -5,495 -1,763 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 7.8 1.4 48.8 84.8 86.1 93.9 13.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
102 33 34 116 75 227 134
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,496
COMMITMENTS
4,155 4,848 141 7,933 15,164 12,229 20,153 12,267 4,343
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -254)
-209 -280 30 22 6 -157 -244 -97 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 19.8 0.6 32.4 61.9 49.9 82.3 50.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 11 9 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 60,300
COMMITMENTS
16,194 35,468 43 41,020 21,547 57,257 57,058 3,043 3,242
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 9,826)
1,433 7,893 -1,445 9,321 8,189 9,309 14,637 517 -4,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 58.8 0.1 68.0 35.7 95.0 94.6 5.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 24 3 12 10 32 36
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,244
COMMITMENTS
21,434 14,468 619 12,856 21,887 34,909 36,974 5,335 3,270
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 3,566)
1,678 -1,100 -231 1,266 5,021 2,713 3,690 853 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 36.0 1.5 31.9 54.4 86.7 91.9 13.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
38 23 8 20 16 63 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,561
COMMITMENTS
7,205 4,219 233 4,539 6,637 11,977 11,089 584 1,472
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 17)
397 -796 233 -595 356 35 -207 -18 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.4 33.6 1.9 36.1 52.8 95.4 88.3 4.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 10 2 5 6 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,034,536
COMMITMENTS
1161647 622,766 3087725 5151635 5615224 9401007 9325715 633,529 708,821
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 100,441)
-163,301 39,825 79,000 166,386 -13,660 82,085 105,165 18,356 -4,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 6.2 30.8 51.3 56.0 93.7 92.9 6.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
54 46 83 116 115 215 207
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,617
COMMITMENTS
6,780 9,339 839 183 0 7,802 10,178 2,815 439
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -998)
-137 265 -487 8 0 -616 -222 -382 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.9 88.0 7.9 1.7 0.0 73.5 95.9 26.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
60 20 12 2 0 69 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 200,510
COMMITMENTS
25,063 28,315 32,129 143,118 139,971 200,310 200,415 200 95
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,448)
1,556 -319 -4,489 5,347 7,320 2,414 2,512 34 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 14.1 16.0 71.4 69.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 17 22 16 29 43 59
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 126,339
COMMITMENTS
31,361 22,666 15,455 79,385 88,013 126,201 126,134 138 205
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -45,136)
-6,264 -16,044 -1,549 -37,359 -27,564 -45,172 -45,157 36 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 17.9 12.2 62.8 69.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 19 23 23 31 49 64
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 590,438
COMMITMENTS
87,974 88,205 21,027 413,850 404,137 522,851 513,368 67,587 77,070
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 10,964)
6,017 -3,885 1,501 2,949 12,182 10,467 9,798 497 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 14.9 3.6 70.1 68.4 88.6 86.9 11.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
94 100 56 271 275 390 406
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 32,514
COMMITMENTS
9,711 4,818 369 6,051 23,102 16,131 28,289 16,383 4,225
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,274)
-232 2,068 187 1,938 -149 1,893 2,106 381 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 14.8 1.1 18.6 71.1 49.6 87.0 50.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 2 5 7 11 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| 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: 16,448
COMMITMENTS
224 1,558 0 14,275 11,935 14,499 13,493 1,949 2,955
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,207)
0 -275 0 1,388 1,471 1,388 1,196 -181 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 9.5 0.0 86.8 72.6 88.2 82.0 11.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 10 15 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,789,621
COMMITMENTS
443,299 468,915 51,306 2038996 1905173 2533601 2425394 256,020 364,227
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 43,451)
36,396 -24,617 1,419 5,056 61,656 42,871 38,458 580 4,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 16.8 1.8 73.1 68.3 90.8 86.9 9.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
94 99 52 268 274 384 403
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 8,947
COMMITMENTS
2,633 0 0 4,328 8,164 6,961 8,164 1,986 783
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 0.0 0.0 48.4 91.2 77.8 91.2 22.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 10 11 10
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| 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 08/25/20 (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 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,485
COMMITMENTS
8,585 4,399 333 38,974 48,323 47,892 53,055 9,593 4,430
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -590)
-275 -1,266 22 -1,020 -531 -1,273 -1,775 683 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 7.7 0.6 67.8 84.1 83.3 92.3 16.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 8 5 34 30 48 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,030
COMMITMENTS
15,861 14,135 988 23,184 26,249 40,034 41,372 8,996 7,657
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,033)
236 2,454 191 1,402 -861 1,829 1,784 204 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 28.8 2.0 47.3 53.5 81.7 84.4 18.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
70 51 19 105 125 183 187
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 245,148
COMMITMENTS
79,307 70,675 4,941 115,922 131,246 200,170 206,862 44,978 38,286
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 10,165)
1,182 12,270 956 7,009 -4,306 9,147 8,920 1,018 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 28.8 2.0 47.3 53.5 81.7 84.4 18.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
70 51 19 105 125 183 187
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 95,075
COMMITMENTS
82,322 37,883 332 0 305 82,654 38,520 12,421 56,555
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 12,884)
11,926 15,675 -13 -833 305 11,080 15,967 1,804 -3,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.6 39.8 0.3 0.0 0.3 86.9 40.5 13.1 59.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
13 6 4 0 1 14 10
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,131
COMMITMENTS
58,190 58,355 1,312 47,313 58,360 106,815 118,027 30,316 19,104
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 9,626)
7,059 3,325 338 918 6,433 8,315 10,096 1,311 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 42.6 1.0 34.5 42.6 77.9 86.1 22.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 22 14 29 26 64 54
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 502,015
COMMITMENTS
95,566 87,282 5,458 377,152 389,576 478,176 482,316 23,839 19,699
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -4,784)
598 10,588 763 -7,016 -15,062 -5,655 -3,711 871 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 17.4 1.1 75.1 77.6 95.3 96.1 4.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
52 53 27 156 138 220 206
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,897
COMMITMENTS
11,357 8,012 330 22,085 22,057 33,772 30,399 8,125 11,498
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 4,280)
2,832 4,588 -133 1,951 385 4,650 4,840 -370 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 19.1 0.8 52.7 52.6 80.6 72.6 19.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 8 3 24 25 38 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| 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: 184,763
COMMITMENTS
64,896 2,565 5,887 113,758 176,182 184,541 184,634 222 129
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 3,194)
307 1,250 0 2,887 1,945 3,194 3,195 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 1.4 3.2 61.6 95.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 3 5 42 27 74 35
Updated September 04, 2020