BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,373
COMMITMENTS
1,383 712 2,277 9,874 10,959 13,533 13,948 840 425
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 607)
7 90 35 512 452 554 577 52 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.0 15.8 68.7 76.2 94.2 97.0 5.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 10 28 27 39 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 61,034
COMMITMENTS
16,503 1,910 22,374 16,535 28,298 55,412 52,583 5,622 8,452
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,992)
1,122 -116 482 220 1,188 1,824 1,554 169 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.1 36.7 27.1 46.4 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 13 32 38 44 79 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 15,005
COMMITMENTS
1,374 179 3,746 9,210 10,191 14,331 14,117 675 889
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,025)
37 -51 483 452 529 971 960 54 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.2 25.0 61.4 67.9 95.5 94.1 4.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 6 35 23 42 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,933
COMMITMENTS
19 5,002 4,064 6,953 1,918 11,036 10,984 897 949
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 471)
-16 412 88 308 29 381 529 91 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 41.9 34.1 58.3 16.1 92.5 92.0 7.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 7 7 21 15 28 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,116
COMMITMENTS
78,119 55,506 92,468 80,201 97,482 250,788 245,457 25,328 30,660
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -17,567)
234 -1,174 -13,130 -3,979 -2,794 -16,875 -17,097 -692 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.1 33.5 29.0 35.3 90.8 88.9 9.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
99 94 116 80 78 250 233
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,982
COMMITMENTS
75,923 27,040 92,963 130,032 167,865 298,918 287,868 34,065 45,115
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 14,756)
4,935 -4,144 8,806 -413 8,715 13,328 13,376 1,428 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 8.1 27.9 39.1 50.4 89.8 86.5 10.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
103 82 128 123 139 294 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,347
COMMITMENTS
1,113 348 539 1,445 2,685 3,097 3,571 1,250 776
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 472)
234 121 150 140 296 524 567 -52 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 8.0 12.4 33.2 61.8 71.2 82.2 28.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
21 7 10 15 19 40 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,263
COMMITMENTS
13,468 6,506 15,812 11,509 11,747 40,789 34,066 7,475 14,198
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 162)
1,310 -1,531 1,513 -1,829 53 995 35 -833 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 13.5 32.8 23.8 24.3 84.5 70.6 15.5 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
44 42 55 51 57 129 130
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,464
COMMITMENTS
2,017 11,152 6,181 28,470 18,090 36,668 35,423 797 2,041
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,328)
385 536 177 777 528 1,338 1,241 -11 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 29.8 16.5 76.0 48.3 97.9 94.6 2.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 11 13 37 40 58 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,796
COMMITMENTS
13,391 2,445 0 9,341 19,834 22,732 22,279 1,064 1,517
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 488)
141 296 0 515 188 656 484 -168 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 10.3 0.0 39.3 83.4 95.5 93.6 4.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 10 0 9 9 24 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,049
COMMITMENTS
34,211 51,098 7,277 85,567 75,626 127,054 134,000 30,994 24,049
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,276)
6,637 3,871 1,690 -13,981 -4,780 -5,653 781 4,378 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 32.3 4.6 54.1 47.8 80.4 84.8 19.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 30 17 36 37 75 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,917
COMMITMENTS
18,013 10,382 602 15,649 30,999 34,264 41,984 18,653 10,933
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,760)
1,422 913 161 501 1,507 2,084 2,581 675 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 19.6 1.1 29.6 58.6 64.7 79.3 35.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 8 3 15 19 28 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,690
COMMITMENTS
49,493 39,647 2,009 71,569 82,155 123,071 123,810 5,619 4,879
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,801)
744 2,762 1,019 1,169 -435 2,932 3,345 869 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 30.8 1.6 55.6 63.8 95.6 96.2 4.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
42 42 11 26 32 74 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 207,420
COMMITMENTS
47,565 60,766 21,022 114,310 95,586 182,896 177,373 24,524 30,047
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4,537)
2,940 4,542 2,812 -4,887 -2,543 865 4,812 3,672 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 29.3 10.1 55.1 46.1 88.2 85.5 11.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
25 30 22 32 47 67 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 161,848
COMMITMENTS
48,831 31,533 13,776 72,433 97,917 135,040 143,226 26,808 18,622
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 8,797)
5,835 4,900 1,634 -1,860 5,305 5,609 11,838 3,188 -3,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 19.5 8.5 44.8 60.5 83.4 88.5 16.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
31 26 25 41 40 81 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 710,896
COMMITMENTS
205,351 75,666 56,487 346,268 532,435 608,105 664,588 102,790 46,307
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 42,992)
9,461 -8,099 15,168 13,161 36,157 37,790 43,226 5,201 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 10.6 7.9 48.7 74.9 85.5 93.5 14.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
99 49 54 120 87 234 176
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,392
COMMITMENTS
3,396 3,791 111 7,190 15,216 10,697 19,118 12,695 4,274
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -40)
122 549 -428 6 74 -300 195 260 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 16.2 0.5 30.7 65.0 45.7 81.7 54.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 10 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,462
COMMITMENTS
10,539 21,360 383 15,467 3,769 26,389 25,512 2,073 2,950
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4,917)
2,758 4,173 364 1,678 343 4,800 4,880 117 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 75.0 1.3 54.3 13.2 92.7 89.6 7.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 19 5 13 8 35 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,109
COMMITMENTS
19,597 17,126 528 11,515 14,693 31,640 32,347 4,469 3,762
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,902)
2,624 1,269 -675 672 2,361 2,621 2,955 281 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 47.4 1.5 31.9 40.7 87.6 89.6 12.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
36 23 10 15 14 54 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,489
COMMITMENTS
9,291 4,118 0 3,510 8,189 12,801 12,307 688 1,182
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4)
-769 128 0 724 -338 -45 -210 49 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 30.5 0.0 26.0 60.7 94.9 91.2 5.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 10 0 6 6 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,319,055
COMMITMENTS
1060935 931,527 11606341 7895264 8008616 20562540 20546485 756,514 772,570
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 154,185)
18,879 5,301 -64,544 167,863 197,568 122,198 138,325 31,986 15,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.4 54.4 37.0 37.6 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
64 58 101 119 123 240 232
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,603
COMMITMENTS
6,811 8,522 472 0 0 7,283 8,994 2,320 610
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 877)
502 890 -4 0 0 499 887 379 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 88.7 4.9 0.0 0.0 75.8 93.7 24.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
42 25 10 0 0 49 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 167,012
COMMITMENTS
15,590 45,889 32,174 119,022 88,781 166,786 166,844 225 168
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10,129)
2,246 3,767 5,320 2,595 2,988 10,161 12,075 -32 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 27.5 19.3 71.3 53.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 18 18 13 26 37 51
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 213,637
COMMITMENTS
41,053 63,713 16,501 155,980 133,273 213,534 213,487 103 150
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10,120)
4,075 -1,922 1,244 4,782 10,746 10,101 10,068 19 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 29.8 7.7 73.0 62.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 21 21 19 38 44 71
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 696,115
COMMITMENTS
76,930 86,822 109,447 437,163 417,649 623,540 613,918 72,575 82,197
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -9,387)
-827 1,559 -6,939 -3,359 -1,655 -11,126 -7,036 1,739 -2,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 12.5 15.7 62.8 60.0 89.6 88.2 10.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
108 110 110 300 307 464 471
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 33,124
COMMITMENTS
2,450 1,826 8,196 7,611 16,217 18,257 26,239 14,867 6,885
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 205)
1,453 10 120 -2,354 1,720 -781 1,849 986 -1,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.5 24.7 23.0 49.0 55.1 79.2 44.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 10 8 12 20 23
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,314,954
COMMITMENTS
383,033 435,615 495,622 2147759 2007157 3026413 2938394 288,541 376,560
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -47,958)
-3,935 15,213 -42,764 -5,024 -16,874 -51,723 -44,425 3,765 -3,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.1 15.0 64.8 60.5 91.3 88.6 8.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
106 110 105 297 303 457 464
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 59,618
COMMITMENTS
6,360 3,675 629 44,467 50,742 51,456 55,046 8,162 4,572
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -3,431)
-733 -1,319 4 -2,844 -2,111 -3,573 -3,426 142 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.2 1.1 74.6 85.1 86.3 92.3 13.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 8 7 36 31 48 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,544
COMMITMENTS
13,149 9,581 5,546 24,439 28,172 43,134 43,299 7,410 7,245
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,018)
-2,740 1,392 -415 1,889 -1,264 -1,265 -287 247 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 19.0 11.0 48.4 55.7 85.3 85.7 14.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
67 46 36 99 108 177 179
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 252,721
COMMITMENTS
65,747 47,904 27,731 122,193 140,861 215,670 216,495 37,051 36,226
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -5,091)
-13,698 6,962 -2,076 9,447 -6,322 -6,327 -1,437 1,236 -3,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 19.0 11.0 48.4 55.7 85.3 85.7 14.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
67 46 36 99 108 177 179
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,590
COMMITMENTS
41,707 42,100 9,145 49,443 50,274 100,295 101,519 26,295 25,071
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 5,617)
-3,088 755 1,745 3,167 -150 1,823 2,350 3,793 3,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 33.3 7.2 39.1 39.7 79.2 80.2 20.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 18 14 31 27 63 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 514,220
COMMITMENTS
61,677 64,896 14,687 417,405 412,821 493,770 492,404 20,451 21,816
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -5,696)
-7,773 36 417 2,453 -5,269 -4,903 -4,816 -793 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.6 2.9 81.2 80.3 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
48 56 26 150 146 211 215
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 5,402
COMMITMENTS
596 712 49 4,334 4,132 4,979 4,893 423 509
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.2 0.9 80.2 76.5 92.2 90.6 7.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 8 8 10 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,176
COMMITMENTS
7,119 2,634 83 22,461 18,701 29,663 21,418 6,513 14,758
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,516)
1,458 1,242 -36 584 -476 2,006 730 -490 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.3 0.2 62.1 51.7 82.0 59.2 18.0 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 7 3 25 21 36 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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: 159,618
COMMITMENTS
48,584 379 5,857 104,916 153,336 159,357 159,572 261 46
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 46)
-448 -20 500 0 -434 52 46 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 0.2 3.7 65.7 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 3 5 42 28 72 35
Updated July 24, 2020