BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,484
COMMITMENTS
498 598 433 6,486 6,884 7,417 7,915 1,067 569
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 386)
-48 -659 -8 302 985 246 318 140 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 7.0 5.1 76.4 81.1 87.4 93.3 12.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 6 19 24 26 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,474
COMMITMENTS
10,718 3,257 737 8,092 13,415 19,547 17,409 2,927 5,065
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,528)
1,579 222 -112 322 972 1,789 1,082 -261 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 14.5 3.3 36.0 59.7 87.0 77.5 13.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 11 15 23 32 51 51
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,813
COMMITMENTS
1,024 1,153 151 5,140 4,892 6,315 6,196 498 617
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 228)
-24 -508 -13 346 741 309 220 -81 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 16.9 2.2 75.4 71.8 92.7 90.9 7.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 7 4 33 24 41 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,832
COMMITMENTS
0 3,375 143 4,297 779 4,440 4,297 392 535
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 49)
0 2 23 6 0 29 25 20 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 69.8 3.0 88.9 16.1 91.9 88.9 8.1 11.1
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 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 222,121
COMMITMENTS
80,265 38,201 47,119 73,982 108,335 201,366 193,655 20,755 28,466
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -5,466)
76 -2,008 -2,074 -2,980 -1,982 -4,978 -6,064 -488 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 17.2 21.2 33.3 48.8 90.7 87.2 9.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
103 59 92 56 80 214 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 269,100
COMMITMENTS
89,369 48,024 40,297 108,419 144,598 238,085 232,919 31,015 36,181
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -5,770)
-7,231 8,500 -2,781 3,628 -9,378 -6,384 -3,659 614 -2,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 17.8 15.0 40.3 53.7 88.5 86.6 11.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
103 77 109 104 123 269 267
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,275
COMMITMENTS
521 296 58 1,495 2,324 2,074 2,678 1,201 597
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -158)
-73 -27 -104 -38 27 -215 -104 57 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.0 1.8 45.6 71.0 63.3 81.8 36.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 6 3 15 15 25 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,113
COMMITMENTS
12,921 20,570 6,219 15,881 9,281 35,021 36,070 9,092 8,043
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,995)
-1,750 3,888 805 2,129 -1,963 1,184 2,730 811 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 46.6 14.1 36.0 21.0 79.4 81.8 20.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 63 51 55 37 122 128
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,346
COMMITMENTS
1,416 7,719 1,112 20,305 13,903 22,833 22,734 513 612
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 957)
68 -223 224 653 907 945 908 12 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 33.1 4.8 87.0 59.6 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 10 7 23 27 42 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,943
COMMITMENTS
7,640 11,816 0 13,274 8,231 20,914 20,047 1,029 1,896
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 74)
312 -79 -15 37 16 334 -78 -260 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 53.8 0.0 60.5 37.5 95.3 91.4 4.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 14 0 13 8 26 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,266
COMMITMENTS
24,725 43,800 2,648 64,516 58,059 91,889 104,507 31,377 18,759
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,310)
87 5,598 671 823 -3,113 1,581 3,156 -271 -1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 35.5 2.1 52.3 47.1 74.5 84.8 25.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
24 27 15 33 27 66 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,755
COMMITMENTS
21,682 7,283 122 11,732 32,388 33,536 39,793 19,219 12,962
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,030)
4,786 2,559 -28 306 2,933 5,064 5,464 -34 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 13.8 0.2 22.2 61.4 63.6 75.4 36.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 8 4 13 13 29 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 124,948
COMMITMENTS
56,246 36,404 855 61,609 84,294 118,710 121,553 6,238 3,395
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 6,120)
4,917 7,553 -507 1,863 -849 6,273 6,197 -153 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 29.1 0.7 49.3 67.5 95.0 97.3 5.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
49 32 7 27 27 79 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 146,356
COMMITMENTS
39,836 41,836 2,867 80,189 75,863 122,892 120,566 23,464 25,790
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,923)
3,641 -4,161 1,687 -2,976 3,125 2,352 651 -4,275 -2,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 28.6 2.0 54.8 51.8 84.0 82.4 16.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 22 12 34 38 62 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,091
COMMITMENTS
46,524 32,341 736 88,750 115,778 136,010 148,855 30,081 17,236
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 475)
-721 5,072 -822 1,761 -1,307 218 2,943 257 -2,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 19.5 0.4 53.4 69.7 81.9 89.6 18.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
34 23 10 38 37 74 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 644,667
COMMITMENTS
229,878 63,935 4,602 316,168 535,679 550,648 604,216 94,019 40,451
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,498)
1,583 4,277 -795 -3,869 -3,297 -3,081 185 1,583 -1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 9.9 0.7 49.0 83.1 85.4 93.7 14.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
103 38 31 118 79 230 139
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,708
COMMITMENTS
4,378 4,337 129 6,948 15,507 11,455 19,973 13,253 4,735
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 9)
7 -210 0 300 268 307 58 -298 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 17.6 0.5 28.1 62.8 46.4 80.8 53.6 19.2
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 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,269
COMMITMENTS
7,643 35,213 299 30,959 2,879 38,901 38,391 2,368 2,878
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 751)
-31 948 -138 1,021 201 852 1,011 -101 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 85.3 0.7 75.0 7.0 94.3 93.0 5.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 25 1 11 6 26 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,295
COMMITMENTS
19,897 13,295 435 12,339 20,682 32,671 34,412 4,624 2,883
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -914)
-330 -442 -126 -624 -151 -1,080 -719 166 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 35.6 1.2 33.1 55.5 87.6 92.3 12.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
30 20 6 20 13 54 35
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,594
COMMITMENTS
9,064 4,048 1 3,742 8,213 12,807 12,262 787 1,332
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,112)
985 1,196 0 67 -116 1,052 1,080 60 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 29.8 0.0 27.5 60.4 94.2 90.2 5.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 7 1 5 6 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,397,146
COMMITMENTS
1447839 473,540 2859982 4514504 5425463 8822325 8758985 574,821 638,161
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 128,601)
102,283 2,429 103,170 -104,154 69,940 101,299 175,539 27,302 -46,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 5.0 30.4 48.0 57.7 93.9 93.2 6.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
56 43 83 110 109 209 200
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,896
COMMITMENTS
7,330 9,991 466 28 70 7,824 10,527 3,072 369
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,543)
1,428 1,684 -24 28 0 1,432 1,660 111 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.3 91.7 4.3 0.3 0.6 71.8 96.6 28.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
58 31 10 1 1 66 36
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 273,525
COMMITMENTS
39,665 34,315 54,502 179,191 184,559 273,358 273,376 167 149
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 29,692)
16,621 3,566 5,603 7,431 20,466 29,655 29,635 37 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 12.5 19.9 65.5 67.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 18 29 18 33 54 67
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 159,815
COMMITMENTS
50,989 8,537 27,097 81,589 123,968 159,675 159,602 140 213
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 16,814)
8,902 -3,076 1,320 6,598 18,575 16,820 16,819 -6 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 5.3 17.0 51.1 77.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 20 22 19 31 47 65
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 503,160
COMMITMENTS
78,290 67,406 10,997 354,801 366,225 444,089 444,629 59,071 58,531
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -6,694)
2,136 1,903 -592 -4,622 -1,842 -3,079 -531 -3,616 -6,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 13.4 2.2 70.5 72.8 88.3 88.4 11.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
98 81 48 263 261 383 368
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| 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: 22,716
COMMITMENTS
1,182 5,512 158 19,733 15,673 21,073 21,343 1,643 1,373
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,570)
0 -666 0 -34 2,605 -34 1,939 -1,536 -3,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 24.3 0.7 86.9 69.0 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 1 12 12 14 17
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,435,244
COMMITMENTS
396,452 338,622 37,890 1720142 1800967 2154484 2177479 280,760 257,765
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -36,286)
16,680 -941 -7,757 -27,661 -15,644 -18,738 -24,342 -17,548 -11,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 13.9 1.6 70.6 74.0 88.5 89.4 11.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
98 81 46 262 260 382 365
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| 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: 12,064
COMMITMENTS
1,448 0 0 8,394 11,038 9,842 11,038 2,222 1,026
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 0.0 0.0 69.6 91.5 81.6 91.5 18.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 9 11 12 11
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 122,647
COMMITMENTS
26,807 73,256 6,115 23,261 19,194 56,183 98,565 66,464 24,082
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 8,916)
5,276 9,088 1,905 2,457 1,055 9,638 12,048 -722 -3,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 59.7 5.0 19.0 15.6 45.8 80.4 54.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 9 3 4 3 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,198
COMMITMENTS
9,851 1,659 416 37,032 50,968 47,299 53,043 9,899 4,155
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 835)
1,338 -694 -120 -405 2,299 813 1,485 22 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 2.9 0.7 64.7 89.1 82.7 92.7 17.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 4 4 33 32 47 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 43,978
COMMITMENTS
13,223 12,010 752 20,633 24,831 34,608 37,593 9,370 6,385
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,264)
-1,511 850 36 652 -1,691 -823 -805 -441 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 27.3 1.7 46.9 56.5 78.7 85.5 21.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
63 50 22 96 108 168 171
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 219,891
COMMITMENTS
66,113 60,050 3,760 103,167 124,156 173,040 187,966 46,851 31,925
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -6,320)
-7,553 4,252 178 3,262 -8,454 -4,113 -4,024 -2,207 -2,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 27.3 1.7 46.9 56.5 78.7 85.5 21.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
63 50 22 96 108 168 171
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 142,782
COMMITMENTS
114,363 9,772 5,806 360 8,040 120,529 23,618 22,253 119,164
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 6.8 4.1 0.3 5.6 84.4 16.5 15.6 83.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 7 1 2 13 17
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,220
COMMITMENTS
61,147 54,392 1,723 44,413 60,360 107,283 116,475 26,937 17,745
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -3,061)
-2,716 -5,617 752 -1,845 1,599 -3,809 -3,266 748 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 40.5 1.3 33.1 45.0 79.9 86.8 20.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 18 8 28 23 56 45
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 545,066
COMMITMENTS
119,512 78,715 3,823 395,976 443,521 519,311 526,059 25,755 19,007
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,257)
8,018 -3,517 -1,266 -2,425 12,652 4,327 7,869 930 -2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 14.4 0.7 72.6 81.4 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
62 45 19 163 131 233 187
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,182
COMMITMENTS
350 889 74 11,974 12,031 12,398 12,994 784 188
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 273)
-312 -2 0 431 412 119 410 154 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 6.7 0.6 90.8 91.3 94.1 98.6 5.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 9 10 10 13
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,322
COMMITMENTS
6,502 1,764 3 6,626 12,523 13,131 14,290 4,191 3,032
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -30)
717 64 0 -931 -121 -214 -57 184 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 10.2 0.0 38.3 72.3 75.8 82.5 24.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 2 1 5 7 15 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,662
COMMITMENTS
6,026 9,900 265 30,818 18,565 37,109 28,730 7,553 15,932
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 939)
1,035 -3,543 -167 419 -952 1,287 -4,662 -348 5,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 22.2 0.6 69.0 41.6 83.1 64.3 16.9 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 13 1 20 25 32 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| 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: 201,742
COMMITMENTS
62,483 165 7,170 131,863 193,909 201,516 201,244 226 498
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,484)
-108 0 496 4,093 4,083 4,481 4,579 3 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 0.1 3.6 65.4 96.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 2 6 38 27 69 35
Updated October 23, 2020