BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,491
COMMITMENTS
639 1,509 347 6,942 6,186 7,928 8,042 563 449
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 151)
11 -70 15 76 209 102 154 49 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 17.8 4.1 81.8 72.9 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 7 7 25 24 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,019
COMMITMENTS
9,848 3,739 546 7,023 11,403 17,417 15,688 2,602 4,331
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 548)
462 215 -157 86 466 391 524 157 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 18.7 2.7 35.1 57.0 87.0 78.4 13.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 12 15 22 26 45 45
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,373
COMMITMENTS
1,152 1,932 243 5,352 4,650 6,747 6,825 626 548
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 216)
149 211 -42 208 567 315 736 -99 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 26.2 3.3 72.6 63.1 91.5 92.6 8.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 8 5 31 21 39 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,681
COMMITMENTS
44 4,114 194 4,972 957 5,210 5,265 471 416
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 280)
6 271 48 220 -36 274 283 6 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 72.4 3.4 87.5 16.8 91.7 92.7 8.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 9 6 18 7 26 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,219
COMMITMENTS
85,099 39,739 43,104 72,784 111,054 200,987 193,897 20,232 27,322
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,790)
2,266 -10,839 -3,390 2,989 13,582 1,865 -647 -75 2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 18.0 19.5 32.9 50.2 90.9 87.6 9.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
112 64 106 60 82 226 219
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,213
COMMITMENTS
102,551 36,437 54,022 107,431 161,552 264,004 252,011 29,209 41,202
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,212)
540 -1,454 2,545 -1,514 -619 1,571 472 -359 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 12.4 18.4 36.6 55.1 90.0 85.9 10.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
109 74 111 91 123 262 266
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,513
COMMITMENTS
836 313 175 1,486 2,315 2,497 2,803 1,016 710
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -378)
-444 -126 -4 180 85 -268 -45 -110 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 8.9 5.0 42.3 65.9 71.1 79.8 28.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 5 3 12 16 34 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,410
COMMITMENTS
15,740 12,597 7,876 12,060 10,949 35,676 31,422 6,734 10,988
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 368)
-1,059 482 63 1,312 -381 316 164 52 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 29.7 18.6 28.4 25.8 84.1 74.1 15.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
37 49 42 39 44 103 116
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,216
COMMITMENTS
1,044 8,982 739 20,983 12,829 22,766 22,550 450 666
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 785)
54 316 97 653 359 804 772 -19 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 38.7 3.2 90.4 55.3 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 10 7 23 21 39 33
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,865
COMMITMENTS
14,789 7,137 0 11,738 19,119 26,527 26,256 1,338 1,609
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,387)
2,330 2,960 -117 430 -99 2,643 2,744 -256 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.1 25.6 0.0 42.1 68.6 95.2 94.2 4.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 15 0 11 6 24 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,273
COMMITMENTS
28,909 45,852 1,505 69,085 82,605 99,499 129,962 47,774 17,311
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,655)
-717 -1,129 -408 -4,268 12,973 -5,393 11,436 15,048 -1,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 31.1 1.0 46.9 56.1 67.6 88.2 32.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 21 10 33 30 65 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,411
COMMITMENTS
18,649 6,583 5 12,894 34,901 31,548 41,489 20,863 10,922
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -151)
209 -330 -193 709 1,113 725 590 -876 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 12.6 0.0 24.6 66.6 60.2 79.2 39.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 1 13 14 28 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,482
COMMITMENTS
56,478 30,007 545 71,028 100,687 128,051 131,239 6,431 3,243
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -15,905)
3,288 -14,810 -5,293 -14,664 4,874 -16,669 -15,229 764 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 22.3 0.4 52.8 74.9 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
59 35 6 30 28 91 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 149,989
COMMITMENTS
43,801 41,508 4,894 72,246 81,090 120,941 127,492 29,048 22,497
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -47,535)
-2,789 7,648 -4,530 -39,272 -46,080 -46,591 -42,962 -944 -4,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 27.7 3.3 48.2 54.1 80.6 85.0 19.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
22 25 14 33 38 63 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,912
COMMITMENTS
50,360 27,471 910 69,658 104,286 120,928 132,667 27,984 16,245
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,634)
5,510 4,363 -3,705 -3,503 -1,060 -1,698 -402 -936 -2,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 18.4 0.6 46.8 70.0 81.2 89.1 18.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
37 16 8 41 37 82 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 658,174
COMMITMENTS
230,695 52,119 6,226 326,724 561,883 563,645 620,228 94,529 37,946
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -32,608)
-17,988 250 -6,264 -6,215 -20,105 -30,467 -26,119 -2,141 -6,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 7.9 0.9 49.6 85.4 85.6 94.2 14.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
99 36 26 117 76 225 129
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,623
COMMITMENTS
3,950 4,601 127 6,755 15,135 10,832 19,863 13,791 4,760
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -48)
843 521 16 -1,336 -57 -477 480 429 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 18.7 0.5 27.4 61.5 44.0 80.7 56.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 2 9 9 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,715
COMMITMENTS
7,027 32,040 14 28,626 3,007 35,667 35,061 2,048 2,654
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -646)
910 -213 -81 -1,506 -218 -677 -512 31 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 85.0 0.0 75.9 8.0 94.6 93.0 5.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 23 2 15 9 34 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,834
COMMITMENTS
18,002 14,760 465 12,201 17,549 30,668 32,774 5,166 3,060
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -8,213)
-2,107 -449 -2,080 -4,285 -5,439 -8,472 -7,968 259 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 41.2 1.3 34.0 49.0 85.6 91.5 14.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 23 9 20 10 57 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,242
COMMITMENTS
7,044 3,585 0 4,276 7,513 11,320 11,098 922 1,144
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,810)
705 1,100 -1,177 -1,539 -1,580 -2,011 -1,657 201 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 29.3 0.0 34.9 61.4 92.5 90.7 7.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 8 0 5 6 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,882,113
COMMITMENTS
1334860 533,201 2578911 4383083 5024860 8296854 8136972 585,259 745,141
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,252,794)
122,164 -37,337 -471,516 -874,866 -704,290 -1224218 -1213143 -28,576 -39,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 6.0 29.0 49.3 56.6 93.4 91.6 6.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
56 36 74 115 108 207 189
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,383
COMMITMENTS
5,122 8,002 779 67 0 5,968 8,781 3,415 602
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,185)
479 1,049 48 -33 0 494 1,097 691 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 85.3 8.3 0.7 0.0 63.6 93.6 36.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
49 24 11 1 0 57 30
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 213,365
COMMITMENTS
22,788 31,705 38,396 152,004 143,169 213,188 213,270 177 95
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 5,502)
-86 5,084 4,568 1,138 -3,597 5,620 6,055 -118 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 14.9 18.0 71.2 67.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 18 23 16 31 45 62
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 155,868
COMMITMENTS
32,606 24,713 23,351 99,823 107,621 155,780 155,685 88 183
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,930)
1,222 1,353 2,620 6,099 6,005 9,941 9,978 -11 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 15.9 15.0 64.0 69.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 22 26 24 33 52 70
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 620,388
COMMITMENTS
79,455 73,380 23,860 436,485 442,161 539,800 539,400 80,588 80,987
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 42,717)
-3,430 -1,370 2,557 32,128 42,012 31,254 43,199 11,462 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 11.8 3.8 70.4 71.3 87.0 86.9 13.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
86 86 64 284 281 407 396
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 38,758
COMMITMENTS
6,798 5,021 115 8,520 29,082 15,433 34,218 23,325 4,540
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,367)
-2,937 -239 115 249 3,554 -2,573 3,430 4,940 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 13.0 0.3 22.0 75.0 39.8 88.3 60.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 2 8 6 12 12
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 26,407
COMMITMENTS
1,131 4,211 0 20,277 17,393 21,408 21,604 4,999 4,803
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,208)
459 2,036 0 5,864 5,906 6,323 7,942 2,885 1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 15.9 0.0 76.8 65.9 81.1 81.8 18.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 13 13 15 16
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,908,148
COMMITMENTS
398,629 377,138 83,379 2139827 2065394 2621835 2525911 286,313 382,237
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 201,749)
-18,412 -21,599 28,155 159,394 192,289 169,137 198,845 32,612 2,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.0 2.9 73.6 71.0 90.2 86.9 9.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
87 84 61 283 281 404 394
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 13,851
COMMITMENTS
3,530 300 0 8,413 12,814 11,943 13,114 1,908 737
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,338)
587 -212 0 3,881 4,571 4,468 4,359 -130 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 2.2 0.0 60.7 92.5 86.2 94.7 13.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 10 16 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 16,239
COMMITMENTS
805 925 0 13,541 11,291 14,346 12,216 1,893 4,023
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 5.7 0.0 83.4 69.5 88.3 75.2 11.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 0 11 12 13 15
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 274,767
COMMITMENTS
200,642 68,827 18,379 29,972 6,530 248,993 93,736 25,774 181,031
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 25.0 6.7 10.9 2.4 90.6 34.1 9.4 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 5 7 4 4 19 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,020
COMMITMENTS
8,895 1,633 207 46,361 58,405 55,463 60,245 9,557 4,775
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,663)
-159 -84 180 8,254 8,102 8,275 8,198 388 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 2.5 0.3 71.3 89.8 85.3 92.7 14.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 5 4 40 32 55 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,673
COMMITMENTS
15,438 31,612 1,815 40,292 29,115 57,545 62,543 12,128 7,130
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 19,512)
1,182 13,662 1,037 16,762 4,779 18,981 19,478 531 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 45.4 2.6 57.8 41.8 82.6 89.8 17.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
61 55 33 116 107 193 180
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,364
COMMITMENTS
77,191 158,062 9,077 201,458 145,576 287,726 312,715 60,638 35,649
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 97,561)
5,909 68,310 5,184 83,811 23,894 94,904 97,388 2,657 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 45.4 2.6 57.8 41.8 82.6 89.8 17.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
61 55 33 116 107 193 180
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,814
COMMITMENTS
59,687 43,468 1,312 43,307 68,561 104,306 113,341 27,508 18,473
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -12,277)
2,590 -15,673 -4,194 -7,969 8,019 -9,573 -11,848 -2,704 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 33.0 1.0 32.9 52.0 79.1 86.0 20.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 14 10 30 24 60 43
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 570,721
COMMITMENTS
100,601 83,984 12,741 434,723 450,436 548,065 547,161 22,656 23,560
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 67,436)
3,989 2,974 5,230 56,990 55,736 66,209 63,940 1,227 3,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 14.7 2.2 76.2 78.9 96.0 95.9 4.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
61 46 27 170 149 240 214
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,470
COMMITMENTS
344 400 350 16,083 16,212 16,777 16,962 693 508
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,998)
0 -234 316 8,839 8,894 9,155 8,976 -157 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 2.3 2.0 92.1 92.8 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 15 14 17 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,796
COMMITMENTS
7,957 4,311 90 20,871 18,745 28,918 23,146 6,878 12,650
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -11,437)
-1,992 1,050 -2,246 -1,597 -7,430 -5,835 -8,626 -5,602 -2,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 12.0 0.3 58.3 52.4 80.8 64.7 19.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 9 3 22 27 35 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 188,899
COMMITMENTS
63,666 2,928 5,923 119,070 179,845 188,659 188,696 240 203
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,503)
-428 -1,190 19 4,894 5,599 4,485 4,428 18 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 1.6 3.1 63.0 95.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 4 6 41 27 74 36
Updated September 18, 2020