BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,900
COMMITMENTS
591 1,617 436 7,119 6,470 8,146 8,523 754 377
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 409)
-48 108 89 177 284 218 481 191 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 18.2 4.9 80.0 72.7 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 6 7 24 24 32 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,918
COMMITMENTS
10,171 3,502 568 7,219 12,409 17,958 16,479 2,960 4,439
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 899)
323 -237 22 196 1,006 541 791 358 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 16.7 2.7 34.5 59.3 85.8 78.8 14.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 11 14 22 26 45 44
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,855
COMMITMENTS
1,157 2,096 242 5,881 4,808 7,280 7,146 575 709
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 482)
5 164 -1 529 158 533 321 -51 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 26.7 3.1 74.9 61.2 92.7 91.0 7.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 8 4 30 21 38 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,797
COMMITMENTS
44 4,177 225 5,016 957 5,285 5,359 512 438
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 116)
0 63 31 44 0 75 94 41 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 72.1 3.9 86.5 16.5 91.2 92.4 8.8 7.6
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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 226,900
COMMITMENTS
88,836 40,851 43,947 73,850 114,775 206,633 199,573 20,267 27,327
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 5,681)
3,737 1,112 843 1,066 3,721 5,646 5,676 35 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 18.0 19.4 32.5 50.6 91.1 88.0 8.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
122 66 103 58 82 228 219
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,392
COMMITMENTS
99,890 37,361 57,584 107,185 159,794 264,659 254,739 29,733 39,653
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,179)
-2,661 924 3,562 -246 -1,758 655 2,728 524 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 12.7 19.6 36.4 54.3 89.9 86.5 10.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
107 63 109 93 121 261 254
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,505
COMMITMENTS
681 382 217 1,541 2,295 2,439 2,894 1,066 611
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -8)
-155 69 42 55 -20 -58 91 50 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 10.9 6.2 44.0 65.5 69.6 82.6 30.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 6 4 14 14 33 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,141
COMMITMENTS
16,029 13,889 7,404 13,610 11,931 37,043 33,224 7,098 10,917
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,731)
289 1,292 -472 1,550 982 1,367 1,802 364 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 31.5 16.8 30.8 27.0 83.9 75.3 16.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
38 52 36 43 42 106 110
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,863
COMMITMENTS
1,170 9,218 757 21,461 13,211 23,388 23,186 475 677
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 647)
126 236 18 478 382 622 636 25 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 38.6 3.2 89.9 55.4 98.0 97.2 2.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 11 8 23 23 41 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,316
COMMITMENTS
4,749 8,131 0 12,398 8,057 17,147 16,188 1,169 2,128
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -9,549)
-10,040 994 0 660 -11,062 -9,380 -10,068 -169 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 44.4 0.0 67.7 44.0 93.6 88.4 6.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 14 0 11 7 21 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,564
COMMITMENTS
23,588 42,470 1,109 61,980 57,005 86,677 100,584 30,887 16,980
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -29,709)
-5,321 -3,382 -396 -7,105 -25,600 -12,822 -29,378 -16,887 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 36.1 0.9 52.7 48.5 73.7 85.6 26.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
23 22 10 34 31 61 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,875
COMMITMENTS
21,684 5,768 148 11,112 33,004 32,944 38,920 18,931 12,955
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -536)
3,035 -815 143 -1,782 -1,897 1,396 -2,569 -1,932 2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 11.1 0.3 21.4 63.6 63.5 75.0 36.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 2 14 13 32 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,718
COMMITMENTS
59,484 32,834 1,232 69,978 99,458 130,694 133,524 6,024 3,194
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,236)
3,006 2,827 687 -1,050 -1,229 2,643 2,285 -407 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 24.0 0.9 51.2 72.7 95.6 97.7 4.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
60 29 11 31 27 93 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 152,613
COMMITMENTS
43,487 40,523 5,058 77,199 81,786 125,744 127,367 26,869 25,246
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,624)
-314 -985 164 4,953 696 4,803 -125 -2,179 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 26.6 3.3 50.6 53.6 82.4 83.5 17.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
20 25 14 31 40 58 72
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,251
COMMITMENTS
59,033 29,452 1,684 76,239 119,883 136,956 151,019 32,295 18,232
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 20,339)
8,673 1,981 774 6,581 15,597 16,028 18,352 4,311 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 17.4 1.0 45.0 70.8 80.9 89.2 19.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
38 18 11 39 36 81 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 666,412
COMMITMENTS
247,049 56,227 6,043 324,148 563,561 577,240 625,831 89,172 40,581
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,238)
16,354 4,108 -183 -2,576 1,678 13,595 5,603 -5,357 2,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 8.4 0.9 48.6 84.6 86.6 93.9 13.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
106 39 25 119 81 229 141
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,504
COMMITMENTS
3,608 4,761 0 6,770 14,819 10,378 19,580 14,126 4,924
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -119)
-342 160 -127 15 -316 -454 -283 335 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 19.4 0.0 27.6 60.5 42.4 79.9 57.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 0 9 9 14 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,981
COMMITMENTS
5,531 29,325 8 27,120 2,568 32,659 31,901 2,322 3,080
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -2,734)
-1,496 -2,715 -6 -1,506 -439 -3,008 -3,160 274 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 83.8 0.0 77.5 7.3 93.4 91.2 6.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 22 1 13 8 27 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,216
COMMITMENTS
16,700 11,840 776 12,271 19,900 29,747 32,516 5,469 2,700
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -618)
-1,302 -2,920 311 70 2,351 -921 -258 303 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 33.6 2.2 34.8 56.5 84.5 92.3 15.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
34 22 7 19 14 56 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,536
COMMITMENTS
7,026 2,191 0 3,833 8,172 10,859 10,363 677 1,173
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -706)
-18 -1,394 0 -443 659 -461 -735 -245 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 19.0 0.0 33.2 70.8 94.1 89.8 5.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 0 5 6 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,952,033
COMMITMENTS
1492290 480,632 2510588 4354930 5271668 8357808 8262888 594,225 689,145
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 69,920)
157,430 -52,569 -68,323 -28,153 246,808 60,954 125,916 8,966 -55,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 5.4 28.0 48.6 58.9 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
59 36 77 115 112 208 197
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,426
COMMITMENTS
4,078 6,554 1,275 67 0 5,420 7,829 3,006 597
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -957)
-1,044 -1,448 496 0 0 -548 -952 -409 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 77.8 15.1 0.8 0.0 64.3 92.9 35.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
46 26 14 1 0 56 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 209,392
COMMITMENTS
21,136 26,975 40,567 147,458 141,770 209,161 209,312 231 80
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -3,973)
-1,652 -4,730 2,171 -4,546 -1,399 -4,027 -3,958 54 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 12.9 19.4 70.4 67.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 16 23 17 29 46 59
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 175,880
COMMITMENTS
43,188 24,316 23,782 108,834 127,530 175,804 175,628 76 252
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 20,012)
10,582 -397 431 9,011 19,909 20,024 19,943 -12 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 13.8 13.5 61.9 72.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 23 25 26 34 53 70
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 502,173
COMMITMENTS
69,926 59,734 8,405 369,163 376,393 447,495 444,532 54,678 57,642
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -118,214)
-9,528 -13,646 -15,454 -67,322 -65,768 -92,305 -94,869 -25,910 -23,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 11.9 1.7 73.5 75.0 89.1 88.5 10.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
84 82 37 263 274 362 378
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 20,474
COMMITMENTS
472 4,265 0 17,504 11,501 17,976 15,766 2,498 4,708
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -5,933)
-659 54 0 -2,773 -5,892 -3,432 -5,838 -2,501 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 20.8 0.0 85.5 56.2 87.8 77.0 12.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 12 10 14 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,472,951
COMMITMENTS
355,632 295,923 31,047 1840787 1869118 2227466 2196088 245,485 276,863
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -435,197)
-42,997 -81,215 -52,332 -299,040 -196,276 -394,369 -329,823 -40,828 -105,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 12.0 1.3 74.4 75.6 90.1 88.8 9.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
84 82 35 263 273 361 376
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 12,154
COMMITMENTS
1,065 270 0 9,552 10,937 10,617 11,207 1,537 947
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -4,085)
260 -655 0 -3,989 -354 -3,729 -1,009 -356 -3,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 2.2 0.0 78.6 90.0 87.4 92.2 12.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 10 9 13 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 58,730
COMMITMENTS
9,736 1,069 315 39,008 52,997 49,059 54,381 9,671 4,349
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -6,290)
841 -564 108 -7,353 -5,408 -6,404 -5,864 114 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 1.8 0.5 66.4 90.2 83.5 92.6 16.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 4 3 35 30 50 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,403
COMMITMENTS
16,676 43,538 692 39,234 15,356 56,602 59,586 9,801 6,818
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -3,269)
1,238 11,926 -1,124 -1,057 -13,759 -943 -2,957 -2,326 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 65.6 1.0 59.1 23.1 85.2 89.7 14.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
67 55 23 102 102 178 172
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 332,017
COMMITMENTS
83,379 217,690 3,459 196,172 76,780 283,010 297,929 49,007 34,088
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -16,347)
6,188 59,628 -5,618 -5,286 -68,796 -4,716 -14,786 -11,631 -1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 65.6 1.0 59.1 23.1 85.2 89.7 14.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
67 55 23 102 102 178 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,214
COMMITMENTS
60,713 44,374 1,139 45,151 66,731 107,003 112,244 26,211 20,970
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,400)
1,026 906 -173 1,844 -1,830 2,697 -1,097 -1,297 2,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 33.3 0.9 33.9 50.1 80.3 84.3 19.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 12 8 30 26 58 44
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 506,801
COMMITMENTS
95,342 83,216 4,703 386,012 400,936 486,057 488,855 20,744 17,946
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -63,920)
-5,259 -768 -8,038 -48,711 -49,500 -62,008 -58,306 -1,912 -5,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 16.4 0.9 76.2 79.1 95.9 96.5 4.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
62 41 20 160 129 228 184
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,048
COMMITMENTS
358 686 66 12,070 11,996 12,494 12,748 554 300
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -4,422)
14 286 -284 -4,013 -4,216 -4,283 -4,214 -139 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.3 0.5 92.5 91.9 95.8 97.7 4.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 9 10 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,740
COMMITMENTS
3,173 3,641 0 7,898 6,774 11,071 10,415 3,669 4,325
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 24.7 0.0 53.6 46.0 75.1 70.7 24.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 6 5 12 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,900
COMMITMENTS
8,226 5,593 4 19,644 15,570 27,874 21,167 8,026 14,733
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 104)
269 1,282 -86 -1,227 -3,175 -1,044 -1,979 1,148 2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 15.6 0.0 54.7 43.4 77.6 59.0 22.4 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 8 2 19 26 34 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 191,198
COMMITMENTS
62,594 2,945 5,978 122,399 181,587 190,971 190,510 227 688
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,299)
-1,072 17 55 3,329 1,742 2,312 1,814 -13 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 1.5 3.1 64.0 95.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 4 6 41 27 74 36
Updated September 25, 2020