BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,663
COMMITMENTS
553 1,451 375 5,869 5,405 6,797 7,231 866 432
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,467)
-27 -181 -99 -1,496 -1,245 -1,622 -1,525 155 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 18.9 4.9 76.6 70.5 88.7 94.4 11.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 6 18 22 25 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,262
COMMITMENTS
8,454 2,462 887 6,944 11,827 16,285 15,176 2,977 4,086
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,326)
-2,122 -946 147 -345 -1,086 -2,320 -1,885 -6 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 12.8 4.6 36.1 61.4 84.5 78.8 15.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 12 14 22 26 44 43
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,428
COMMITMENTS
993 1,619 146 4,763 4,111 5,902 5,876 526 552
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,634)
-164 -545 -116 -1,241 -841 -1,521 -1,502 -113 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 25.2 2.3 74.1 64.0 91.8 91.4 8.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 6 5 30 21 39 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,763
COMMITMENTS
0 3,337 116 4,282 787 4,398 4,240 365 523
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,140)
-44 -908 -133 -804 -170 -981 -1,211 -159 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 70.1 2.4 89.9 16.5 92.3 89.0 7.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 7 5 15 5 20 12
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,028
COMMITMENTS
80,586 39,766 50,723 77,066 111,922 208,375 202,411 20,653 26,617
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -429)
-4,586 -553 1,391 2,521 -597 -674 241 245 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 17.4 22.1 33.6 48.9 91.0 88.4 9.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
109 71 106 63 86 234 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,713
COMMITMENTS
97,587 35,142 56,766 106,869 158,001 261,222 249,909 31,491 42,804
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -10,827)
-7,040 -3,796 -1,740 -2,933 -5,853 -11,713 -11,389 886 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 12.0 19.4 36.5 54.0 89.2 85.4 10.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
108 65 109 87 122 256 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,569
COMMITMENTS
676 371 197 1,638 2,361 2,511 2,929 1,058 640
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 4)
-61 -2 -19 9 23 -71 2 75 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 10.4 5.5 45.9 66.2 70.4 82.1 29.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 6 4 15 14 33 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,761
COMMITMENTS
15,028 15,756 6,912 13,964 11,499 35,904 34,167 7,857 9,594
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 897)
-425 2,689 -492 770 -858 -147 1,339 1,044 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 36.0 15.8 31.9 26.3 82.0 78.1 18.0 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 61 47 49 41 118 125
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,544
COMMITMENTS
1,240 7,347 852 18,983 12,852 21,075 21,051 469 493
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,983)
-11 -2,154 -84 -2,883 -643 -2,978 -2,881 -5 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 34.1 4.0 88.1 59.7 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 11 7 22 23 40 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,314
COMMITMENTS
6,684 11,231 0 13,325 8,197 20,009 19,428 1,305 1,886
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 176)
587 211 0 -447 19 140 230 36 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 52.7 0.0 62.5 38.5 93.9 91.2 6.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 17 0 12 8 23 25
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,818
COMMITMENTS
20,808 38,855 1,858 62,803 52,103 85,469 92,816 28,349 21,002
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -44)
-811 -1,712 654 3,025 -466 2,868 -1,524 -2,912 1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 34.1 1.6 55.2 45.8 75.1 81.5 24.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 21 8 33 28 59 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,038
COMMITMENTS
16,941 3,845 29 10,175 28,928 27,145 32,802 17,893 12,236
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,628)
-2,225 -2,580 -395 -355 -210 -2,975 -3,185 347 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 8.5 0.1 22.6 64.2 60.3 72.8 39.7 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 7 3 12 11 25 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,674
COMMITMENTS
51,201 29,859 605 63,407 86,442 115,213 116,906 5,461 3,768
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,244)
7,867 -839 273 -9,510 -970 -1,370 -1,536 126 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 24.7 0.5 52.5 71.6 95.5 96.9 4.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
42 31 6 27 27 71 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 156,467
COMMITMENTS
40,698 51,996 2,192 88,441 76,075 131,331 130,263 25,136 26,204
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,582)
1,482 35 -3,192 -547 -2,389 -2,257 -5,546 -325 2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 33.2 1.4 56.5 48.6 83.9 83.3 16.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
19 27 11 33 40 57 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,024
COMMITMENTS
45,779 24,677 960 86,102 119,068 132,841 144,705 30,183 18,319
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 4,726)
-1,756 1,931 1 6,118 3,014 4,363 4,946 363 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 15.1 0.6 52.8 73.0 81.5 88.8 18.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
37 14 11 42 38 81 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 652,135
COMMITMENTS
231,369 57,061 5,706 322,277 548,547 559,352 611,314 92,783 40,821
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,777)
-10,598 3,210 -1,046 2,915 -6,451 -8,729 -4,287 4,952 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 8.7 0.9 49.4 84.1 85.8 93.7 14.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
104 39 32 123 78 231 145
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,817
COMMITMENTS
4,341 4,508 163 6,647 15,249 11,151 19,920 13,666 4,897
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 18.2 0.7 26.8 61.4 44.9 80.3 55.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 9 9 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,000
COMMITMENTS
7,557 33,855 413 29,885 2,684 37,855 36,952 2,145 3,048
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,870)
-2,138 946 -671 -822 -4,079 -3,631 -3,804 -239 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 84.6 1.0 74.7 6.7 94.6 92.4 5.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 27 2 14 8 29 37
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,612
COMMITMENTS
16,755 11,665 940 12,465 19,349 30,160 31,954 4,452 2,658
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,311)
-345 -2,106 40 -723 939 -1,028 -1,127 -283 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 33.7 2.7 36.0 55.9 87.1 92.3 12.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
36 19 10 19 14 60 38
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,808
COMMITMENTS
7,455 2,234 1 3,555 8,155 11,011 10,390 797 1,418
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,115)
-1,292 -1,183 1 -71 -6 -1,362 -1,188 247 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 18.9 0.0 30.1 69.1 93.3 88.0 6.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 7 1 6 6 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,166,721
COMMITMENTS
1478660 515,521 2609868 4502081 5321582 8590609 8446971 576,112 719,750
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 45,302)
4,593 17,009 48,164 16,228 -32,447 68,985 32,726 -23,683 12,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 5.6 28.5 49.1 58.1 93.7 92.1 6.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
57 41 78 109 104 204 190
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 7,511
COMMITMENTS
4,460 6,595 355 0 70 4,815 7,020 2,696 491
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 187)
341 425 -201 0 0 140 224 47 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 87.8 4.7 0.0 0.9 64.1 93.5 35.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
42 30 9 0 1 49 34
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 236,893
COMMITMENTS
20,138 33,417 48,856 167,766 154,526 236,760 236,799 133 94
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 10,655)
115 1,080 8,401 2,291 1,185 10,807 10,666 -152 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 14.1 20.6 70.8 65.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 20 25 19 30 51 62
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 138,684
COMMITMENTS
41,852 9,377 22,310 74,345 106,744 138,507 138,431 177 253
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -53,722)
-4,825 -10,737 -5,253 -43,654 -37,653 -53,732 -53,643 10 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 6.8 16.1 53.6 77.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 21 25 19 31 49 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 507,185
COMMITMENTS
79,725 63,868 9,091 357,776 369,259 446,592 442,218 60,593 64,967
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,176)
4,493 3,268 2,389 -8,220 -10,637 -1,337 -4,980 6,513 10,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 12.6 1.8 70.5 72.8 88.1 87.2 11.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
90 78 44 259 272 369 374
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| 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: 22,225
COMMITMENTS
215 5,208 0 19,216 11,741 19,431 16,949 2,794 5,276
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 728)
0 1,083 0 553 -336 553 747 175 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 23.4 0.0 86.5 52.8 87.4 76.3 12.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 13 11 14 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,476,190
COMMITMENTS
402,626 328,663 30,574 1752601 1834602 2185801 2193839 290,389 282,351
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,698)
34,467 32,698 -1,978 -60,601 -49,184 -28,112 -18,464 30,810 21,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 13.3 1.2 70.8 74.1 88.3 88.6 11.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
90 78 43 257 271 367 372
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,386
COMMITMENTS
9,557 2,509 247 37,982 50,575 47,786 53,331 9,600 4,055
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 370)
-256 1,172 200 100 -1,310 44 62 326 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 4.4 0.4 66.2 88.1 83.3 92.9 16.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 7 3 33 29 46 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,500
COMMITMENTS
14,529 29,531 723 30,609 18,584 45,861 48,838 9,640 6,662
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 381)
-328 -1,264 -174 955 1,814 453 376 -72 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 53.2 1.3 55.2 33.5 82.6 88.0 17.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
57 54 22 104 107 174 171
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 277,502
COMMITMENTS
72,643 147,656 3,616 153,044 92,919 229,303 244,191 48,199 33,311
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,906)
-1,640 -6,321 -870 4,774 9,072 2,264 1,881 -358 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 53.2 1.3 55.2 33.5 82.6 88.0 17.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
57 54 22 104 107 174 171
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 64,039
COMMITMENTS
33,846 33,923 3,754 7,185 7,633 44,785 45,310 19,254 18,729
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 53.0 5.9 11.2 11.9 69.9 70.8 30.1 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 10 6 1 1 11 15
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,119
COMMITMENTS
61,379 50,532 1,008 44,861 60,822 107,248 112,362 24,871 19,757
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 3,671)
7,563 5,653 -109 -3,833 -1,881 3,621 3,663 50 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 38.2 0.8 34.0 46.0 81.2 85.0 18.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 14 8 29 25 59 42
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 514,258
COMMITMENTS
96,975 71,622 6,246 388,058 415,030 491,279 492,898 22,979 21,360
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 16,679)
7,129 -9,612 2,522 4,257 21,104 13,908 14,014 2,771 2,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 13.9 1.2 75.5 80.7 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
60 47 22 162 135 230 197
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 12,964
COMMITMENTS
802 686 74 11,486 11,898 12,362 12,658 602 306
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -123)
211 0 0 -358 -33 -147 -33 24 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.3 0.6 88.6 91.8 95.4 97.6 4.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 10 11 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,876
COMMITMENTS
3,686 1,826 3 7,628 9,520 11,317 11,349 3,559 3,527
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 162)
377 -781 -4 111 1,504 484 719 -322 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 12.3 0.0 51.3 64.0 76.1 76.3 23.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 3 1 5 9 14 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,070
COMMITMENTS
6,350 11,084 409 26,196 18,197 32,955 29,690 8,115 11,380
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,076)
-1,020 4,010 407 2,085 -1,774 1,472 2,643 -396 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 27.0 1.0 63.8 44.3 80.2 72.3 19.8 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 12 3 23 25 37 38
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| 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: 194,362
COMMITMENTS
61,302 2,945 6,515 126,239 184,230 194,056 193,690 306 672
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,094)
177 -219 241 1,588 2,088 2,006 2,110 88 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 1.5 3.4 65.0 94.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 4 6 38 27 71 36
Updated October 09, 2020