BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,098
COMMITMENTS
546 1,257 441 6,184 5,899 7,171 7,597 927 501
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 435)
-7 -194 66 315 494 374 366 61 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 15.5 5.4 76.4 72.8 88.6 93.8 11.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 6 18 22 25 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,946
COMMITMENTS
9,139 3,035 849 7,770 12,443 17,758 16,327 3,188 4,619
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,684)
685 573 -38 826 616 1,473 1,151 211 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 14.5 4.1 37.1 59.4 84.8 77.9 15.2 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 11 12 20 27 44 44
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,585
COMMITMENTS
1,048 1,661 164 4,794 4,151 6,006 5,976 579 609
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 157)
55 42 18 31 40 104 100 53 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 25.2 2.5 72.8 63.0 91.2 90.8 8.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 7 4 30 21 38 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,783
COMMITMENTS
0 3,373 120 4,291 779 4,411 4,272 372 511
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 20)
0 36 4 9 -8 13 32 7 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 70.5 2.5 89.7 16.3 92.2 89.3 7.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 7 5 15 6 20 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,587
COMMITMENTS
80,189 40,209 49,193 76,962 110,317 206,344 199,719 21,243 27,868
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,441)
-397 443 -1,530 -104 -1,605 -2,031 -2,692 590 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 17.7 21.6 33.8 48.5 90.7 87.8 9.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
102 70 109 68 82 236 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,870
COMMITMENTS
96,600 39,524 43,078 104,791 153,976 244,469 236,578 30,401 38,292
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -17,843)
-987 4,382 -13,688 -2,078 -4,025 -16,753 -13,331 -1,090 -4,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 14.4 15.7 38.1 56.0 88.9 86.1 11.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
98 70 102 87 127 247 258
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,433
COMMITMENTS
594 323 162 1,533 2,297 2,289 2,782 1,144 651
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -136)
-82 -48 -35 -105 -64 -222 -147 86 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 9.4 4.7 44.7 66.9 66.7 81.0 33.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 5 5 15 13 30 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,118
COMMITMENTS
14,671 16,682 5,414 13,752 11,244 33,837 33,340 8,281 8,778
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,643)
-357 926 -1,498 -212 -255 -2,067 -827 424 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 39.6 12.9 32.7 26.7 80.3 79.2 19.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
38 56 45 43 37 110 115
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,389
COMMITMENTS
1,348 7,942 888 19,652 12,996 21,888 21,826 501 563
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 845)
108 595 36 669 144 813 775 32 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 35.5 4.0 87.8 58.0 97.8 97.5 2.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 11 8 21 24 40 37
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,869
COMMITMENTS
7,328 11,895 15 13,237 8,215 20,580 20,125 1,289 1,744
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 555)
644 664 15 -88 18 571 697 -16 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 54.4 0.1 60.5 37.6 94.1 92.0 5.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 16 1 12 8 25 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,956
COMMITMENTS
24,638 38,202 1,977 63,693 61,172 90,308 101,351 31,648 20,605
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 8,138)
3,830 -653 119 890 9,069 4,839 8,535 3,299 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 31.3 1.6 52.2 50.2 74.0 83.1 26.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 19 9 33 28 59 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,725
COMMITMENTS
16,896 4,724 150 11,426 29,455 28,472 34,329 19,253 13,396
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,687)
-45 879 121 1,251 527 1,327 1,527 1,360 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 9.9 0.3 23.9 61.7 59.7 71.9 40.3 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 7 4 12 12 27 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,828
COMMITMENTS
51,329 28,851 1,362 59,746 85,143 112,437 115,356 6,391 3,472
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,846)
128 -1,008 757 -3,661 -1,299 -2,776 -1,550 930 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 24.3 1.1 50.3 71.7 94.6 97.1 5.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
44 30 9 28 26 75 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 148,279
COMMITMENTS
36,195 45,997 1,180 83,165 72,738 120,540 119,915 27,739 28,364
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -8,188)
-4,503 -5,999 -1,012 -5,276 -3,337 -10,791 -10,348 2,603 2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 31.0 0.8 56.1 49.1 81.3 80.9 18.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 25 11 33 37 54 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 165,616
COMMITMENTS
47,245 27,269 1,558 86,989 117,085 135,792 145,912 29,824 19,704
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,592)
1,466 2,592 598 887 -1,983 2,951 1,207 -359 1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 16.5 0.9 52.5 70.7 82.0 88.1 18.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
40 13 12 41 37 82 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 646,165
COMMITMENTS
228,295 59,658 5,397 320,037 538,976 553,729 604,031 92,436 42,134
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -5,970)
-3,074 2,597 -309 -2,240 -9,571 -5,623 -7,283 -347 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 9.2 0.8 49.5 83.4 85.7 93.5 14.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
100 39 31 119 77 225 141
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,699
COMMITMENTS
4,371 4,547 129 6,648 15,239 11,148 19,915 13,551 4,784
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -118)
30 39 -34 1 -10 -3 -5 -115 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 18.4 0.5 26.9 61.7 45.1 80.6 54.9 19.4
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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,518
COMMITMENTS
7,674 34,265 437 29,938 2,678 38,049 37,380 2,469 3,138
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 518)
117 410 24 53 -6 194 428 324 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 84.6 1.1 73.9 6.6 93.9 92.3 6.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 25 4 13 7 29 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,209
COMMITMENTS
20,227 13,737 561 12,963 20,833 33,751 35,131 4,458 3,078
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,597)
3,472 2,072 -379 498 1,484 3,591 3,177 6 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 36.0 1.5 33.9 54.5 88.3 91.9 11.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
41 18 6 21 14 64 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,482
COMMITMENTS
8,079 2,852 1 3,675 8,329 11,755 11,182 727 1,300
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 674)
624 618 0 120 174 744 792 -70 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 22.8 0.0 29.4 66.7 94.2 89.6 5.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 1 6 6 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,268,545
COMMITMENTS
1345556 471,111 2756812 4618658 5355523 8721026 8583446 547,519 685,099
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 101,824)
-133,104 -44,410 146,944 116,577 33,941 130,417 136,475 -28,593 -34,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 5.1 29.7 49.8 57.8 94.1 92.6 5.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
62 38 80 112 108 210 195
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,353
COMMITMENTS
5,902 8,307 490 0 70 6,392 8,867 2,961 486
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,842)
1,442 1,712 135 0 0 1,577 1,847 265 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 88.8 5.2 0.0 0.7 68.3 94.8 31.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
50 30 12 0 1 59 35
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 243,833
COMMITMENTS
23,044 30,749 48,899 171,760 164,093 243,703 243,741 130 92
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 6,940)
2,906 -2,668 43 3,994 9,567 6,943 6,942 -3 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 12.6 20.1 70.4 67.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 21 25 19 31 52 63
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 143,001
COMMITMENTS
42,087 11,613 25,777 74,991 105,393 142,855 142,783 146 218
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,317)
235 2,236 3,467 646 -1,351 4,348 4,352 -31 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 8.1 18.0 52.4 73.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 25 25 18 31 48 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 509,854
COMMITMENTS
76,154 65,504 11,589 359,424 368,067 447,167 445,160 62,687 64,694
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,669)
-3,571 1,636 2,499 1,647 -1,192 575 2,942 2,094 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 12.8 2.3 70.5 72.2 87.7 87.3 12.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
84 86 50 263 267 371 379
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 24,286
COMMITMENTS
1,182 6,178 158 19,767 13,068 21,107 19,404 3,179 4,882
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,061)
967 970 158 551 1,327 1,676 2,455 385 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 25.4 0.7 81.4 53.8 86.9 79.9 13.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 1 12 10 14 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,471,530
COMMITMENTS
379,772 339,563 45,647 1747803 1816611 2173222 2201821 298,308 269,709
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -4,660)
-22,854 10,900 15,073 -4,798 -17,991 -12,579 7,982 7,919 -12,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 13.7 1.8 70.7 73.5 87.9 89.1 12.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
84 86 49 262 264 369 376
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 113,731
COMMITMENTS
21,531 64,168 4,210 20,804 18,139 46,545 86,517 67,186 27,214
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 56.4 3.7 18.3 15.9 40.9 76.1 59.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 4 4 4 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,363
COMMITMENTS
8,513 2,353 536 37,437 48,669 46,486 51,558 9,877 4,805
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,023)
-1,044 -156 289 -545 -1,906 -1,300 -1,773 277 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 4.2 1.0 66.4 86.3 82.5 91.5 17.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 6 5 33 30 45 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,242
COMMITMENTS
14,733 11,160 716 19,981 26,522 35,431 38,398 9,812 6,844
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -10,258)
205 -18,372 -7 -10,628 7,938 -10,430 -10,440 172 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 24.7 1.6 44.2 58.6 78.3 84.9 21.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
58 49 26 96 113 167 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 226,211
COMMITMENTS
73,666 55,798 3,582 99,905 132,610 177,153 191,990 49,058 34,221
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -51,291)
1,023 -91,858 -34 -53,139 39,691 -52,150 -52,201 859 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 24.7 1.6 44.2 58.6 78.3 84.9 21.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
58 49 26 96 113 167 175
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,281
COMMITMENTS
63,863 60,009 971 46,258 58,761 111,092 119,741 26,189 17,540
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 5,162)
2,484 9,477 -37 1,397 -2,061 3,844 7,379 1,318 -2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 43.7 0.7 33.7 42.8 80.9 87.2 19.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 18 7 29 22 59 42
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 539,809
COMMITMENTS
111,494 82,232 5,089 398,401 430,869 514,984 518,190 24,825 21,619
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 25,551)
14,519 10,610 -1,157 10,343 15,839 23,705 25,292 1,846 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 15.2 0.9 73.8 79.8 95.4 96.0 4.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
62 46 22 161 135 231 195
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 12,909
COMMITMENTS
662 891 74 11,543 11,619 12,279 12,584 630 325
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -55)
-140 205 0 57 -279 -83 -74 28 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 6.9 0.6 89.4 90.0 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 9 9 11 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,352
COMMITMENTS
5,785 1,700 3 7,557 12,644 13,345 14,347 4,007 3,005
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,476)
2,099 -126 0 -71 3,124 2,028 2,998 448 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 9.8 0.0 43.6 72.9 76.9 82.7 23.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 3 1 5 7 14 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,723
COMMITMENTS
4,991 13,443 432 30,399 19,517 35,822 33,392 7,901 10,331
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,653)
-1,359 2,359 23 4,203 1,320 2,867 3,702 -214 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 30.7 1.0 69.5 44.6 81.9 76.4 18.1 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 14 1 24 26 35 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 197,258
COMMITMENTS
62,591 165 6,674 127,770 189,826 197,035 196,665 223 593
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,896)
1,289 -2,780 159 1,531 5,596 2,979 2,975 -83 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 0.1 3.4 64.8 96.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 2 6 38 27 70 35
Updated October 16, 2020