BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,584
COMMITMENTS
988 1,544 1,332 8,632 8,215 10,952 11,092 632 493
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,567)
-149 163 -555 -1,673 -2,117 -2,377 -2,509 -190 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 13.3 11.5 74.5 70.9 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 4 9 28 26 38 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,471
COMMITMENTS
11,267 2,536 11,866 12,266 17,432 35,400 31,835 4,072 7,636
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -12,741)
-3,654 -1,066 -5,452 -3,038 -5,509 -12,144 -12,027 -597 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.4 30.1 31.1 44.2 89.7 80.7 10.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 8 25 34 36 64 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,022
COMMITMENTS
1,171 989 2,870 7,095 6,957 11,136 10,816 886 1,206
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,480)
-462 -245 -568 -1,539 -1,768 -2,569 -2,581 88 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.2 23.9 59.0 57.9 92.6 90.0 7.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 6 8 32 22 42 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,001
COMMITMENTS
39 4,235 3,093 6,007 1,714 9,140 9,042 861 959
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,746)
-44 -725 -619 -832 -269 -1,495 -1,613 -251 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 42.3 30.9 60.1 17.1 91.4 90.4 8.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 10 7 26 13 35 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,011
COMMITMENTS
83,505 37,353 84,198 75,587 112,864 243,291 234,414 23,720 32,597
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,154)
820 -6,523 3,096 -565 6,303 3,351 2,876 -197 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 14.0 31.5 28.3 42.3 91.1 87.8 8.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
117 80 125 80 80 266 237
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,571
COMMITMENTS
102,739 25,017 84,492 116,310 177,719 303,540 287,228 34,031 50,344
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,837)
400 330 -2,714 -3,316 -3,932 -5,631 -6,316 794 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 7.4 25.0 34.5 52.6 89.9 85.1 10.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
118 71 131 118 131 303 283
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,105
COMMITMENTS
1,277 391 281 1,372 2,337 2,930 3,008 1,175 1,097
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -287)
54 9 -51 -219 -128 -216 -171 -70 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 9.5 6.8 33.4 56.9 71.4 73.3 28.6 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 7 7 15 17 40 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,630
COMMITMENTS
16,795 10,394 11,896 11,293 12,176 39,985 34,465 7,645 13,165
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,352)
-1,250 1,003 -1,037 -330 -511 -2,617 -545 1,265 -807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 21.8 25.0 23.7 25.6 83.9 72.4 16.1 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
44 48 53 51 47 121 129
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,453
COMMITMENTS
2,039 9,973 4,427 26,118 17,201 32,584 31,601 868 1,851
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,984)
-228 -1,636 -1,336 -3,484 -1,833 -5,049 -4,805 65 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 29.8 13.2 78.1 51.4 97.4 94.5 2.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 15 11 33 31 49 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,478
COMMITMENTS
12,459 4,177 117 11,308 19,218 23,884 23,512 1,594 1,966
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 925)
-158 246 -45 925 222 722 423 203 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 16.4 0.5 44.4 75.4 93.7 92.3 6.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 16 2 10 9 23 26
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,555
COMMITMENTS
29,819 46,785 7,024 78,788 75,793 115,631 129,602 33,923 19,953
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -8,936)
3,307 -6,656 -1,771 -6,504 -71 -4,967 -8,497 -3,969 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 31.3 4.7 52.7 50.7 77.3 86.7 22.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 24 15 37 36 74 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,911
COMMITMENTS
18,639 6,781 767 12,566 34,519 31,972 42,067 21,939 11,844
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,292)
-842 -365 -428 74 -2,707 -1,196 -3,500 -1,096 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 12.6 1.4 23.3 64.0 59.3 78.0 40.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 10 5 17 19 32 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,838
COMMITMENTS
53,542 44,817 5,912 85,703 96,160 145,157 146,889 5,681 3,949
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 16,971)
7,964 5,477 1,128 7,787 10,775 16,880 17,380 91 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 29.7 3.9 56.8 63.8 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
48 40 13 32 33 87 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 220,083
COMMITMENTS
44,367 35,106 23,948 120,317 132,950 188,633 192,004 31,450 28,079
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,253)
-3,587 -8,016 -1,260 14,258 8,784 9,411 -493 -6,157 3,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 16.0 10.9 54.7 60.4 85.7 87.2 14.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
27 21 19 37 49 73 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,434
COMMITMENTS
43,917 23,468 15,328 79,962 111,183 139,206 149,978 30,228 19,456
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 2,582)
-2,407 6,016 1,203 2,650 -4,659 1,446 2,560 1,136 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 13.9 9.0 47.2 65.6 82.2 88.5 17.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
32 25 19 46 38 88 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 742,850
COMMITMENTS
248,890 54,293 39,870 351,159 600,016 639,920 694,180 102,930 48,670
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -34,485)
-3,073 789 -13,176 -16,594 -23,709 -32,843 -36,096 -1,642 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 7.3 5.4 47.3 80.8 86.1 93.4 13.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
105 42 50 124 82 245 159
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,671
COMMITMENTS
3,107 4,080 111 8,091 15,192 11,309 19,383 13,362 5,288
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 175)
-1,048 -768 -30 158 28 -920 -770 1,095 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 16.5 0.4 32.8 61.6 45.8 78.6 54.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 1 11 9 16 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,363
COMMITMENTS
6,117 32,253 95 30,132 3,225 36,344 35,573 2,019 2,790
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -21,937)
-10,077 -3,215 52 -10,888 -18,322 -20,913 -21,485 -1,024 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 84.1 0.2 78.5 8.4 94.7 92.7 5.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 21 2 14 8 29 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,059
COMMITMENTS
20,109 15,211 2,546 16,486 22,988 39,141 40,745 4,918 3,313
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,799)
-1,325 736 1,927 3,630 1,101 4,232 3,764 -433 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 34.5 5.8 37.4 52.2 88.8 92.5 11.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
38 22 15 22 16 68 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,052
COMMITMENTS
6,339 2,485 1,177 5,815 9,093 13,331 12,755 721 1,297
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,491)
-866 -1,734 944 1,276 2,456 1,354 1,666 137 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 17.7 8.4 41.4 64.7 94.9 90.8 5.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 2 7 9 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,414,270
COMMITMENTS
1040009 755,155 11328629 8379843 8515429 20748481 20599212 665,790 815,058
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -167,891)
-14,971 -123,853 -181,332 80,418 116,779 -115,886 -188,406 -52,005 20,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.5 52.9 39.1 39.8 96.9 96.2 3.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
77 51 97 131 128 254 237
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,942
COMMITMENTS
4,724 7,055 1,337 100 0 6,161 8,392 2,781 550
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,358)
-2,215 -2,467 30 -83 0 -2,268 -2,437 -90 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 78.9 14.9 1.1 0.0 68.9 93.8 31.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
52 28 18 2 0 66 36
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 207,950
COMMITMENTS
22,891 26,649 33,860 150,904 146,793 207,654 207,302 296 648
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 7,356)
-2,189 -1,689 1,701 7,750 6,791 7,261 6,803 95 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 12.8 16.3 72.6 70.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 18 23 16 31 44 61
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 145,938
COMMITMENTS
31,384 23,360 20,731 93,724 101,616 145,839 145,707 99 231
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 19,599)
23 694 5,276 14,339 13,603 19,638 19,573 -39 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 16.0 14.2 64.2 69.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 20 24 25 32 51 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 761,827
COMMITMENTS
85,334 79,082 134,544 457,848 452,049 677,726 665,674 84,101 96,153
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -6,565)
-5,015 -12,435 2,484 -6,611 -855 -9,142 -10,805 2,576 4,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 10.4 17.7 60.1 59.3 89.0 87.4 11.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
114 91 108 300 314 461 467
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 57,667
COMMITMENTS
8,984 5,616 9,809 16,293 33,243 35,086 48,668 22,581 8,999
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 4,580)
-7 436 -369 2,729 2,936 2,353 3,004 2,227 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.7 17.0 28.3 57.6 60.8 84.4 39.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 11 10 11 23 24
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 12,043
COMMITMENTS
4,196 1,799 0 6,227 9,455 10,423 11,254 1,620 789
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 14.9 0.0 51.7 78.5 86.5 93.4 13.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 6 13 7 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| 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: 17,199
COMMITMENTS
672 2,175 0 14,413 11,487 15,085 13,662 2,114 3,537
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 751)
448 617 0 138 -448 586 169 165 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.6 0.0 83.8 66.8 87.7 79.4 12.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 14 9 16 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,520,800
COMMITMENTS
450,720 436,297 554,705 2207777 2094030 3213202 3085032 307,599 435,768
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -55,726)
-12,772 -52,088 1,997 -46,699 -18,954 -57,473 -69,044 1,748 13,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.4 15.8 62.7 59.5 91.3 87.6 8.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
114 90 104 297 310 455 460
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 9,513
COMMITMENTS
2,943 512 0 4,532 8,243 7,475 8,755 2,038 758
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 566)
310 512 0 204 79 514 591 52 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 5.4 0.0 47.6 86.6 78.6 92.0 21.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 10 10 12 12
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 11,037
COMMITMENTS
1,418 817 0 7,935 8,563 9,353 9,380 1,684 1,657
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.4 0.0 71.9 77.6 84.7 85.0 15.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 10 11 11 13
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| 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: 232,370
COMMITMENTS
3,000 0 4,200 225,170 226,170 232,370 230,370 0 2,000
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 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 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,357
COMMITMENTS
9,054 1,717 27 38,107 50,303 47,188 52,047 9,169 4,310
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,128)
469 -2,682 -306 -867 1,980 -704 -1,008 -424 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.0 0.0 67.6 89.3 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 5 3 36 32 49 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,584
COMMITMENTS
14,788 17,660 7,335 24,972 26,594 47,095 51,589 12,489 7,995
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 2,459)
-1,075 4,100 26 502 -1,109 -546 3,017 3,005 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 29.6 12.3 41.9 44.6 79.0 86.6 21.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
67 58 41 113 122 198 203
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,921
COMMITMENTS
73,941 88,299 36,676 124,860 132,972 235,476 257,947 62,444 39,973
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 12,296)
-5,374 20,499 131 2,512 -5,545 -2,731 15,085 15,027 -2,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 29.6 12.3 41.9 44.6 79.0 86.6 21.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
67 58 41 113 122 198 203
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 101,882
COMMITMENTS
71,148 21,007 2,082 4,862 349 78,092 23,438 23,790 78,444
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 6,759)
-11,176 -16,876 1,728 4,862 44 -4,586 -15,104 11,346 21,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 20.6 2.0 4.8 0.3 76.6 23.0 23.4 77.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
14 4 6 2 1 17 10
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,493
COMMITMENTS
56,682 59,889 11,685 55,506 64,075 123,873 135,649 31,619 19,844
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,713)
-2,341 623 260 -887 -3,486 -2,968 -2,603 -745 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 38.5 7.5 35.7 41.2 79.7 87.2 20.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 26 18 38 31 75 63
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 509,276
COMMITMENTS
96,755 81,032 12,168 378,163 395,263 487,087 488,464 22,190 20,812
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,974)
866 -6,156 2,831 605 5,148 4,303 1,823 -2,329 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 15.9 2.4 74.3 77.6 95.6 95.9 4.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
59 47 26 156 146 224 210
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 8,472
COMMITMENTS
344 634 34 7,244 7,318 7,622 7,986 850 486
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.5 0.4 85.5 86.4 90.0 94.3 10.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 8 9 9 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 16,671
COMMITMENTS
2,424 4,094 1,635 7,809 7,013 11,868 12,742 4,803 3,929
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 24.6 9.8 46.8 42.1 71.2 76.4 28.8 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 5 6 4 15 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,233
COMMITMENTS
9,949 3,261 2,336 22,468 26,175 34,753 31,772 12,480 15,461
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 5,336)
-1,408 -4,751 2,006 383 4,118 981 1,373 4,355 3,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.9 4.9 47.6 55.4 73.6 67.3 26.4 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 10 8 24 31 41 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| 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: 184,396
COMMITMENTS
64,094 4,118 5,904 114,176 174,246 184,174 184,268 222 128
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -367)
-802 1,553 17 418 -1,936 -367 -366 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 2.2 3.2 61.9 94.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 5 5 41 27 73 36
Updated September 11, 2020