BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,796
COMMITMENTS
491 603 481 6,841 7,155 7,813 8,239 983 557
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 312)
-7 5 48 355 271 396 324 -84 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 6.9 5.5 77.8 81.3 88.8 93.7 11.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 6 7 20 24 28 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,088
COMMITMENTS
11,625 2,735 1,279 8,335 14,726 21,239 18,740 2,849 5,348
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,614)
907 -522 542 243 1,311 1,692 1,331 -78 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 11.4 5.3 34.6 61.1 88.2 77.8 11.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 10 18 24 33 54 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,371
COMMITMENTS
927 1,412 172 5,779 5,228 6,878 6,812 493 559
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 558)
-97 259 21 639 336 563 616 -5 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 19.2 2.3 78.4 70.9 93.3 92.4 6.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 7 5 33 25 40 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,782
COMMITMENTS
0 3,338 139 4,255 779 4,394 4,256 388 526
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -50)
0 -37 -4 -42 0 -46 -41 -4 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 69.8 2.9 89.0 16.3 91.9 89.0 8.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 4 14 6 18 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,922
COMMITMENTS
75,495 35,047 46,636 74,918 106,894 197,049 188,577 20,873 29,345
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -4,199)
-4,770 -3,154 -483 936 -1,441 -4,317 -5,078 118 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 16.1 21.4 34.4 49.1 90.4 86.5 9.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
93 60 83 59 78 204 187
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,956
COMMITMENTS
83,412 58,202 41,621 118,493 143,103 243,526 242,926 33,430 34,030
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 7,856)
-5,957 10,178 1,324 10,074 -1,495 5,441 10,007 2,415 -2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 21.0 15.0 42.8 51.7 87.9 87.7 12.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
101 85 104 118 132 278 279
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,002
COMMITMENTS
526 291 12 1,345 2,143 1,883 2,446 1,119 556
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -273)
5 -5 -46 -150 -181 -191 -232 -82 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 9.7 0.4 44.8 71.4 62.7 81.5 37.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 5 2 13 14 23 21
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,210
COMMITMENTS
13,134 20,199 7,569 15,228 9,487 35,931 37,255 9,279 7,955
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,097)
213 -371 1,350 -653 206 910 1,185 187 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 44.7 16.7 33.7 21.0 79.5 82.4 20.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
38 58 50 55 42 123 127
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,985
COMMITMENTS
1,431 7,745 1,232 20,776 14,218 23,439 23,195 546 790
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 639)
15 26 120 471 315 606 461 33 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 32.3 5.1 86.6 59.3 97.7 96.7 2.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 10 7 24 30 42 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,178
COMMITMENTS
8,799 12,923 0 13,222 8,533 22,021 21,456 1,157 1,722
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,235)
1,159 1,107 0 -52 302 1,107 1,409 128 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 55.8 0.0 57.0 36.8 95.0 92.6 5.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 18 0 11 9 22 27
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,403
COMMITMENTS
24,739 42,808 1,778 64,900 60,423 91,417 105,009 30,986 17,394
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -863)
14 -992 -870 384 2,364 -472 502 -391 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 35.0 1.5 53.0 49.4 74.7 85.8 25.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
22 29 15 31 26 61 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,735
COMMITMENTS
22,189 6,686 152 11,217 33,025 33,558 39,863 19,177 12,872
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -20)
507 -597 30 -515 637 22 70 -42 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 12.7 0.3 21.3 62.6 63.6 75.6 36.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 9 3 15 14 31 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,868
COMMITMENTS
63,135 35,189 1,293 54,890 86,223 119,318 122,705 6,550 3,163
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 920)
6,889 -1,215 438 -6,719 1,929 608 1,152 312 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 28.0 1.0 43.6 68.5 94.8 97.5 5.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
66 31 7 27 28 95 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 139,984
COMMITMENTS
31,799 38,459 2,434 78,492 71,539 112,725 112,432 27,259 27,552
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -6,372)
-8,037 -3,377 -433 -1,697 -4,324 -10,167 -8,134 3,795 1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 27.5 1.7 56.1 51.1 80.5 80.3 19.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
20 25 14 31 36 60 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 177,622
COMMITMENTS
46,131 28,238 631 94,605 131,414 141,367 160,283 36,255 17,339
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 11,531)
-393 -4,103 -105 5,855 15,636 5,357 11,428 6,174 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 15.9 0.4 53.3 74.0 79.6 90.2 20.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
36 16 6 38 37 77 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 636,778
COMMITMENTS
217,443 61,888 6,911 320,086 526,904 544,440 595,703 92,338 41,075
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -7,889)
-12,435 -2,047 2,309 3,918 -8,775 -6,208 -8,513 -1,681 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 9.7 1.1 50.3 82.7 85.5 93.5 14.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
103 35 34 119 78 232 137
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,718
COMMITMENTS
4,768 4,202 129 6,883 15,466 11,780 19,797 12,938 4,921
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10)
390 -135 0 -65 -41 325 -176 -315 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 17.0 0.5 27.8 62.6 47.7 80.1 52.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 1 9 9 15 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 19,619
COMMITMENTS
6,225 4,524 6 5,699 11,795 11,930 16,325 7,689 3,294
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 23.1 0.0 29.0 60.1 60.8 83.2 39.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 1 9 10 16 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 44,192
COMMITMENTS
7,835 34,729 483 33,454 5,847 41,772 41,059 2,420 3,133
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,923)
192 -484 184 2,495 2,968 2,871 2,668 52 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 78.6 1.1 75.7 13.2 94.5 92.9 5.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 25 5 11 9 31 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,388
COMMITMENTS
22,023 15,028 500 13,035 21,996 35,558 37,524 4,830 2,864
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,093)
2,126 1,733 65 696 1,314 2,887 3,112 206 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 37.2 1.2 32.3 54.5 88.0 92.9 12.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
35 22 4 23 14 61 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,418
COMMITMENTS
9,044 4,392 1 4,415 8,750 13,460 13,143 958 1,275
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 824)
-20 344 0 673 537 653 881 171 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.7 30.5 0.0 30.6 60.7 93.4 91.2 6.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 1 5 8 13 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,474,896
COMMITMENTS
1393375 444,636 2895843 4626343 5466516 8915561 8806995 559,335 667,901
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 77,750)
-54,464 -28,904 35,861 111,839 41,053 93,236 48,010 -15,486 29,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 4.7 30.6 48.8 57.7 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
59 40 83 115 113 215 204
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,665
COMMITMENTS
8,550 11,873 314 261 0 9,125 12,187 3,540 478
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,769)
1,220 1,882 -152 233 -70 1,301 1,660 468 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 93.7 2.5 2.1 0.0 72.0 96.2 28.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
67 31 13 3 0 77 38
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 321,274
COMMITMENTS
49,122 36,570 56,424 215,555 228,048 321,101 321,042 173 232
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 47,749)
9,457 2,255 1,922 36,364 43,489 47,743 47,666 6 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 11.4 17.6 67.1 71.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 22 26 21 32 55 65
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 170,285
COMMITMENTS
49,704 9,875 27,604 92,836 132,597 170,144 170,076 141 209
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10,470)
-1,285 1,338 507 11,247 8,629 10,469 10,474 1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 5.8 16.2 54.5 77.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 19 25 21 30 52 65
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 500,239
COMMITMENTS
86,027 62,497 8,953 349,762 371,525 444,741 442,975 55,498 57,265
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -2,921)
7,737 -4,909 -2,044 -5,040 5,299 652 -1,654 -3,573 -1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 12.5 1.8 69.9 74.3 88.9 88.6 11.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
90 88 48 263 269 377 381
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 25,798
COMMITMENTS
1,163 4,469 159 23,031 19,713 24,353 24,341 1,445 1,457
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,082)
-19 -1,043 1 3,298 4,040 3,280 2,998 -198 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 17.3 0.6 89.3 76.4 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 2 12 15 15 21
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,436,946
COMMITMENTS
427,706 312,267 34,117 1709693 1825119 2171516 2171503 265,430 265,443
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,702)
31,254 -26,355 -3,773 -10,449 24,152 17,032 -5,976 -15,330 7,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.8 1.4 70.2 74.9 89.1 89.1 10.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
91 87 47 263 268 377 379
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 13,536
COMMITMENTS
828 0 0 9,047 12,573 9,875 12,573 3,661 963
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,472)
-620 0 0 653 1,535 33 1,535 1,439 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.0 0.0 66.8 92.9 73.0 92.9 27.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 9 13 11 13
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 127,018
COMMITMENTS
31,272 77,677 7,026 25,436 18,591 63,734 103,294 63,284 23,724
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,371)
4,465 4,421 911 2,175 -603 7,551 4,729 -3,180 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 61.2 5.5 20.0 14.6 50.2 81.3 49.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 9 4 4 3 14 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,858
COMMITMENTS
10,650 1,068 370 36,366 52,035 47,386 53,473 9,472 3,385
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -340)
799 -591 -46 -666 1,067 87 430 -427 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 1.9 0.7 64.0 91.5 83.3 94.0 16.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 3 5 35 32 52 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,535
COMMITMENTS
13,167 13,265 930 22,608 24,474 36,706 38,670 8,830 6,866
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,557)
-56 1,255 178 1,975 -357 2,098 1,076 -541 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 29.1 2.0 49.6 53.7 80.6 84.9 19.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
63 56 22 98 104 172 172
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 227,676
COMMITMENTS
65,835 66,326 4,652 113,041 122,370 183,528 193,348 44,148 34,328
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 7,785)
-278 6,276 892 9,874 -1,786 10,488 5,382 -2,703 2,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 29.1 2.0 49.6 53.7 80.6 84.9 19.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
63 56 22 98 104 172 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,361
COMMITMENTS
59,696 50,806 697 44,741 61,047 105,134 112,550 25,227 17,811
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -3,859)
-1,451 -3,586 -1,026 328 687 -2,149 -3,925 -1,710 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 39.0 0.5 34.3 46.8 80.6 86.3 19.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 15 5 30 26 56 44
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 539,834
COMMITMENTS
117,716 77,150 3,809 393,667 440,237 515,192 521,196 24,642 18,638
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -5,232)
-1,796 -1,565 -14 -2,309 -3,284 -4,119 -4,863 -1,113 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 14.3 0.7 72.9 81.6 95.4 96.5 4.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
64 46 20 161 135 234 193
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,507
COMMITMENTS
0 890 0 14,609 14,416 14,609 15,306 898 201
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,325)
-350 1 -74 2,635 2,385 2,211 2,312 114 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.7 0.0 94.2 93.0 94.2 98.7 5.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 9 10 9 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,403
COMMITMENTS
6,252 2,029 201 6,992 12,516 13,445 14,746 3,958 2,657
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 81)
-250 265 198 366 -7 314 456 -233 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 11.7 1.2 40.2 71.9 77.3 84.7 22.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 4 2 6 7 17 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,136
COMMITMENTS
7,055 8,959 776 32,295 18,605 40,126 28,340 7,010 18,796
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,474)
1,029 -941 511 1,477 40 3,017 -390 -543 2,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 19.0 1.6 68.5 39.5 85.1 60.1 14.9 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 13 4 20 24 36 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 203,947
COMMITMENTS
61,661 165 8,094 133,971 194,859 203,726 203,118 221 829
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,205)
-822 0 924 2,108 950 2,210 1,874 -5 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 0.1 4.0 65.7 95.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 2 6 38 27 69 35
Updated October 30, 2020