BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 13,583
COMMITMENTS
1,049 1,228 1,829 9,902 10,023 12,779 13,080 804 504
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 679)
14 130 49 542 413 605 592 74 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.0 13.5 72.9 73.8 94.1 96.3 5.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 5 10 27 24 38 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,801
COMMITMENTS
14,372 2,972 17,260 14,271 22,526 45,902 42,757 4,898 8,043
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,893)
1,240 -34 152 437 1,554 1,829 1,671 64 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 5.9 34.0 28.1 44.3 90.4 84.2 9.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 13 27 37 44 71 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,077
COMMITMENTS
1,531 1,257 3,434 8,470 8,390 13,435 13,082 642 995
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 518)
-33 36 221 292 258 480 515 38 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.9 24.4 60.2 59.6 95.4 92.9 4.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 6 9 33 24 44 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,324
COMMITMENTS
93 4,629 3,694 6,439 1,932 10,226 10,255 1,098 1,069
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 272)
80 185 46 119 31 245 262 27 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 40.9 32.6 56.9 17.1 90.3 90.6 9.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 9 8 23 13 33 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,034
COMMITMENTS
84,864 47,179 79,606 75,673 104,969 240,143 231,754 22,891 31,280
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,571)
1,431 -6,195 1,951 -1,217 5,783 2,165 1,539 -594 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 17.9 30.3 28.8 39.9 91.3 88.1 8.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
114 87 122 78 80 260 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,740
COMMITMENTS
102,665 20,644 90,727 119,706 185,911 313,098 297,282 31,642 47,458
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 8,025)
3,386 -862 2,997 2,017 4,693 8,400 6,828 -375 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 6.0 26.3 34.7 53.9 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
125 68 135 126 142 320 295
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,174
COMMITMENTS
1,264 518 589 1,932 2,716 3,785 3,822 1,389 1,351
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -98)
-82 19 76 30 -228 24 -133 -122 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 10.0 11.4 37.3 52.5 73.2 73.9 26.8 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 10 9 17 20 42 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,232
COMMITMENTS
17,893 8,230 16,058 12,546 13,549 46,498 37,837 6,735 15,395
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -924)
301 1,397 -1,346 458 -518 -587 -466 -337 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 15.5 30.2 23.6 25.5 87.3 71.1 12.7 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
47 46 56 54 62 137 141
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,624
COMMITMENTS
2,255 11,018 5,800 28,786 18,820 36,841 35,639 783 1,986
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,645)
311 654 198 1,165 752 1,674 1,604 -29 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 29.3 15.4 76.5 50.0 97.9 94.7 2.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 13 15 35 35 55 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,173
COMMITMENTS
11,506 3,876 10 12,582 19,533 24,098 23,419 1,075 1,754
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 954)
1,695 511 10 -211 371 1,494 892 -540 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 15.4 0.0 50.0 77.6 95.7 93.0 4.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 17 1 7 10 19 28
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,601
COMMITMENTS
22,037 51,112 7,548 82,831 65,744 112,416 124,404 33,185 21,197
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -12,531)
1,798 -1,888 250 -12,762 -9,652 -10,714 -11,290 -1,817 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 35.1 5.2 56.9 45.2 77.2 85.4 22.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 26 13 39 37 70 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,270
COMMITMENTS
18,665 5,946 1,086 13,609 38,229 33,360 45,261 21,910 10,009
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -3,094)
-2,701 99 47 373 -2,828 -2,281 -2,683 -813 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 10.8 2.0 24.6 69.2 60.4 81.9 39.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 6 5 15 16 29 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,974
COMMITMENTS
42,620 38,401 3,839 83,761 89,409 130,220 131,649 5,754 4,326
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 563)
20 289 678 -594 -63 104 905 459 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 28.2 2.8 61.6 65.8 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 42 10 31 31 75 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 200,271
COMMITMENTS
42,528 40,182 22,238 102,786 113,208 167,551 175,629 32,720 24,643
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -13,636)
-9,720 -9,129 397 -1,678 -5,211 -11,000 -13,943 -2,636 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 20.1 11.1 51.3 56.5 83.7 87.7 16.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 21 15 38 48 75 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,913
COMMITMENTS
42,848 21,737 14,224 80,895 109,782 137,967 145,743 28,946 21,170
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -3,212)
1,183 268 -380 -311 -4,710 493 -4,822 -3,705 1,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 13.0 8.5 48.5 65.8 82.7 87.3 17.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 23 16 45 40 81 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 780,921
COMMITMENTS
262,900 50,365 52,401 359,561 630,547 674,861 733,313 106,059 47,607
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -4,246)
1,302 -11,310 -2,721 660 7,048 -759 -6,984 -3,486 2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 6.4 6.7 46.0 80.7 86.4 93.9 13.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
106 35 53 123 81 243 156
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,750
COMMITMENTS
4,364 5,128 111 7,911 15,158 12,386 20,397 12,364 4,353
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 144)
-313 235 0 -27 57 -340 292 484 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 20.7 0.4 32.0 61.2 50.0 82.4 50.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 1 11 10 17 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 50,474
COMMITMENTS
14,761 27,575 1,488 31,699 13,358 47,948 42,421 2,526 8,053
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 15,068)
2,415 -930 1,298 11,198 9,541 14,911 9,909 157 5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 54.6 2.9 62.8 26.5 95.0 84.0 5.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 22 5 11 11 31 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,688
COMMITMENTS
19,756 15,572 850 11,590 16,866 32,196 33,289 4,492 3,400
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,888)
-757 -1,184 96 -1,116 -923 -1,777 -2,011 -111 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 42.4 2.3 31.6 46.0 87.8 90.7 12.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 28 10 18 14 56 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,544
COMMITMENTS
6,808 5,015 0 5,134 6,281 11,942 11,296 602 1,248
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,208)
-1,522 -661 0 176 -263 -1,346 -924 138 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 40.0 0.0 40.9 50.1 95.2 90.1 4.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 13 0 7 3 13 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,293,381
COMMITMENTS
1097274 704,785 11396354 8128485 8420559 20622112 20521698 671,269 771,683
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 271,687)
28,176 -54,926 138,286 121,220 224,331 287,681 307,690 -15,994 -36,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.3 53.5 38.2 39.5 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
68 57 103 129 131 254 242
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 12,444
COMMITMENTS
6,882 9,065 2,125 175 0 9,182 11,190 3,262 1,254
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -3,057)
-1,941 -3,348 -392 -25 0 -2,359 -3,740 -698 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 72.8 17.1 1.4 0.0 73.8 89.9 26.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
54 28 22 2 0 71 37
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 198,156
COMMITMENTS
23,525 28,659 36,651 137,813 132,687 197,989 197,997 168 159
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,994)
1,600 2,284 -505 2,878 2,200 3,973 3,980 20 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 14.5 18.5 69.5 67.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 18 21 17 29 46 58
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 171,475
COMMITMENTS
37,625 38,710 17,004 116,744 115,577 171,373 171,291 102 184
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,174)
2,001 -3,635 -1,922 2,119 7,706 2,198 2,149 -24 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 22.6 9.9 68.1 67.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 22 20 24 35 50 69
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 745,789
COMMITMENTS
84,177 96,068 123,206 458,114 436,742 665,496 656,016 80,292 89,773
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,399)
54 4,160 -1,204 5,590 -1,887 4,441 1,069 -3,041 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.9 16.5 61.4 58.6 89.2 88.0 10.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
109 115 115 297 311 468 479
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 50,220
COMMITMENTS
9,399 3,150 9,700 11,159 30,037 30,258 42,888 19,962 7,332
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 734)
-467 786 836 3,261 -281 3,630 1,341 -2,896 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.3 19.3 22.2 59.8 60.3 85.4 39.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 6 13 8 14 23 27
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 15,241
COMMITMENTS
224 1,833 0 12,887 10,464 13,111 12,297 2,130 2,944
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,234)
-226 -19 0 1,609 -121 1,383 -140 -149 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 12.0 0.0 84.6 68.7 86.0 80.7 14.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 14 9 15 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,477,846
COMMITMENTS
423,166 513,861 518,255 2234771 2033525 3176193 3065641 301,653 412,205
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,325)
2,740 17,007 -10,335 11,647 -8,033 4,053 -1,360 -728 4,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 14.8 14.9 64.3 58.5 91.3 88.1 8.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
109 112 110 293 308 460 472
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 231,370
COMMITMENTS
3,000 0 4,200 224,170 225,170 231,370 229,370 0 2,000
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.8 96.9 97.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 2 14 13 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 58,075
COMMITMENTS
8,860 5,665 311 39,994 48,854 49,165 54,830 8,910 3,245
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 381)
1,469 1,120 -9 -492 466 968 1,577 -587 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 9.8 0.5 68.9 84.1 84.7 94.4 15.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 9 4 37 31 51 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,699
COMMITMENTS
15,686 11,207 6,750 22,997 28,499 45,434 46,456 9,265 8,243
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,323)
-2 284 453 255 120 707 857 616 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 20.5 12.3 42.0 52.1 83.1 84.9 16.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
69 54 37 114 126 199 201
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 273,493
COMMITMENTS
78,432 56,035 33,750 114,987 142,494 227,170 232,279 46,323 41,214
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 6,613)
-9 1,418 2,266 1,276 601 3,533 4,286 3,080 2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 20.5 12.3 42.0 52.1 83.1 84.9 16.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
69 54 37 114 126 199 201
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 82,191
COMMITMENTS
70,396 22,208 345 833 0 71,574 22,553 10,617 59,638
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 6,702)
5,142 14,742 34 833 -470 6,009 14,306 693 -7,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.6 27.0 0.4 1.0 0.0 87.1 27.4 12.9 72.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 7 2 1 0 13 9
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,201
COMMITMENTS
50,932 55,794 8,928 53,352 58,160 113,213 122,883 30,988 21,319
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,122)
2,356 3,022 -123 622 -858 2,855 2,041 -1,733 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 38.7 6.2 37.0 40.3 78.5 85.2 21.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 17 12 35 29 68 50
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 512,065
COMMITMENTS
95,345 76,646 8,485 384,582 405,253 488,412 490,385 23,653 21,681
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,564)
8,440 3,574 -3,171 -3,367 4,286 1,903 4,690 661 -2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.0 1.7 75.1 79.1 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
54 50 25 156 141 220 206
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,617
COMMITMENTS
8,525 3,424 463 20,134 21,672 29,122 25,559 8,495 12,058
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 414)
-120 555 463 -264 404 79 1,422 335 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 9.1 1.2 53.5 57.6 77.4 67.9 22.6 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 8 2 24 26 34 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 181,569
COMMITMENTS
64,589 1,315 5,887 110,871 174,237 181,347 181,439 222 130
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,314)
5,636 0 -500 -1,789 3,814 3,347 3,314 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.7 3.2 61.1 96.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 3 5 41 27 73 35
Updated August 28, 2020