BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,304
COMMITMENTS
1,101 1,587 1,424 8,918 8,880 11,443 11,892 861 413
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 474)
131 114 55 108 380 294 549 180 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.9 11.6 72.5 72.2 93.0 96.6 7.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 4 9 26 26 36 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,812
COMMITMENTS
12,590 2,882 12,509 13,053 19,346 38,151 34,737 4,661 8,075
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,157)
544 -116 569 609 1,365 1,722 1,818 435 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 6.7 29.2 30.5 45.2 89.1 81.1 10.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 10 25 34 36 65 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,532
COMMITMENTS
1,373 1,183 2,791 7,643 7,745 11,807 11,719 725 813
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 215)
43 162 -134 373 79 282 107 -67 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.4 22.3 61.0 61.8 94.2 93.5 5.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 5 7 33 23 42 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,250
COMMITMENTS
55 4,527 3,101 6,195 1,651 9,351 9,279 899 971
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 17)
17 36 -33 7 -3 -9 0 26 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 44.2 30.3 60.4 16.1 91.2 90.5 8.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 10 7 24 13 33 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,498
COMMITMENTS
88,096 25,635 89,274 81,700 132,842 259,070 247,752 24,428 35,746
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 9,755)
3,868 932 3,636 1,717 5,080 9,220 9,648 535 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 9.0 31.5 28.8 46.9 91.4 87.4 8.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
130 70 123 85 88 272 239
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 343,069
COMMITMENTS
100,646 23,583 93,610 114,469 176,039 308,725 293,232 34,343 49,836
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,496)
-2,543 619 4,574 -202 -1,552 1,829 3,641 667 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.9 27.3 33.4 51.3 90.0 85.5 10.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
120 60 124 125 134 306 278
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,773
COMMITMENTS
681 325 357 1,616 2,425 2,654 3,108 1,119 665
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 24)
-154 64 49 67 2 -38 114 62 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 8.6 9.5 42.8 64.3 70.3 82.4 29.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 7 8 16 18 37 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,673
COMMITMENTS
15,922 12,148 11,456 14,094 12,814 41,472 36,418 8,201 13,254
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,132)
207 1,139 -289 1,621 1,071 1,539 1,921 593 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 24.5 23.1 28.4 25.8 83.5 73.3 16.5 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
43 48 45 53 46 122 118
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,819
COMMITMENTS
309 2,496 29 2,845 1,154 3,183 3,679 637 140
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -17)
8 39 1 -59 -50 -50 -10 33 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 65.4 0.7 74.5 30.2 83.3 96.3 16.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 15 6 19 9
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,640
COMMITMENTS
1,810 10,396 4,978 27,927 18,226 34,715 33,600 925 2,040
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,179)
-157 -43 447 802 589 1,092 993 86 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 29.2 14.0 78.4 51.1 97.4 94.3 2.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 12 12 32 33 51 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,319
COMMITMENTS
4,749 8,133 0 12,398 8,057 17,147 16,191 1,172 2,128
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -9,546)
-10,040 997 0 660 -11,062 -9,380 -10,065 -166 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 44.4 0.0 67.7 44.0 93.6 88.4 6.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 14 1 11 7 22 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,410
COMMITMENTS
22,495 42,067 6,626 67,214 61,829 96,334 110,522 32,075 17,888
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -29,083)
-6,714 -3,768 799 -6,402 -25,930 -12,318 -28,899 -16,766 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 32.8 5.2 52.3 48.1 75.0 86.1 25.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
25 23 14 37 37 66 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,428
COMMITMENTS
21,900 5,710 722 11,585 33,741 34,207 40,173 19,221 13,255
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -492)
3,046 -640 41 -1,675 -1,948 1,412 -2,548 -1,904 2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 10.7 1.4 21.7 63.2 64.0 75.2 36.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 4 14 13 33 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,407
COMMITMENTS
60,044 32,834 1,316 69,996 100,033 131,356 134,183 6,052 3,224
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,093)
2,917 2,842 654 -1,084 -1,368 2,487 2,128 -394 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 23.9 1.0 50.9 72.8 95.6 97.7 4.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
61 29 13 32 27 95 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 185,502
COMMITMENTS
37,783 40,521 26,731 92,024 91,765 156,539 159,016 28,963 26,485
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,817)
-2,037 -1,599 4,024 8,805 3,533 10,791 5,958 -1,974 2,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 21.8 14.4 49.6 49.5 84.4 85.7 15.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
24 25 20 36 46 69 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,331
COMMITMENTS
56,935 28,252 15,512 83,961 127,360 156,407 171,124 33,924 19,207
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 23,045)
8,298 2,969 2,279 7,638 15,836 18,214 21,083 4,831 1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.8 8.1 44.1 66.9 82.2 89.9 17.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
41 22 20 44 38 92 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 725,636
COMMITMENTS
247,257 58,512 35,401 347,810 586,404 630,468 680,317 95,168 45,319
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 15,147)
15,499 5,890 1,003 3,565 5,279 20,067 12,172 -4,919 2,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 8.1 4.9 47.9 80.8 86.9 93.8 13.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
105 47 44 131 89 251 165
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,504
COMMITMENTS
3,608 4,761 0 6,770 14,819 10,378 19,580 14,126 4,924
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -119)
-342 160 -127 15 -316 -454 -283 335 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.4 0.0 27.6 60.5 42.4 79.9 57.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 0 9 9 14 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,983
COMMITMENTS
5,531 29,325 8 27,120 2,568 32,659 31,901 2,324 3,082
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -2,735)
-1,496 -2,715 -6 -1,506 -439 -3,008 -3,160 273 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 83.8 0.0 77.5 7.3 93.4 91.2 6.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 22 1 13 8 27 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,231
COMMITMENTS
16,700 11,845 777 12,271 19,900 29,748 32,522 5,483 2,709
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -615)
-1,302 -2,917 311 70 2,351 -921 -255 305 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 33.6 2.2 34.8 56.5 84.4 92.3 15.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
34 22 8 19 14 57 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,536
COMMITMENTS
7,026 2,191 0 3,833 8,172 10,859 10,363 677 1,173
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -706)
-18 -1,394 0 -443 659 -461 -735 -245 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 19.0 0.0 33.2 70.8 94.1 89.8 5.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 0 5 6 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,319,711
COMMITMENTS
1065005 365,473 8938980 6669438 7281556 16673423 16586009 646,288 733,702
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -539)
108,631 -75,561 -107,503 -9,992 226,242 -8,865 43,178 8,326 -43,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.1 51.6 38.5 42.0 96.3 95.8 3.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
74 48 97 128 124 247 230
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,324
COMMITMENTS
4,099 6,584 2,091 67 0 6,257 8,675 3,067 649
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -1,138)
-1,114 -1,511 387 0 0 -727 -1,124 -411 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 70.6 22.4 0.7 0.0 67.1 93.0 32.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
47 27 22 1 0 64 35
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 209,454
COMMITMENTS
21,130 26,983 40,597 147,496 141,795 209,222 209,374 232 80
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -3,974)
-1,651 -4,730 2,170 -4,547 -1,399 -4,028 -3,959 54 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 12.9 19.4 70.4 67.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 16 23 17 29 46 59
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 175,880
COMMITMENTS
43,188 24,316 23,782 108,834 127,530 175,804 175,628 76 252
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 20,012)
10,582 -397 431 9,011 19,909 20,024 19,943 -12 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 13.8 13.5 61.9 72.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 23 25 26 34 53 70
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 638,069
COMMITMENTS
71,059 61,280 92,558 408,288 414,701 571,906 568,539 66,163 69,530
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -157,164)
-11,848 -17,427 -37,655 -79,874 -76,749 -129,378 -131,831 -27,786 -25,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.6 14.5 64.0 65.0 89.6 89.1 10.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
101 92 91 291 304 440 440
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 21,999
COMMITMENTS
1,029 2,762 4,945 6,950 8,638 12,924 16,345 9,074 5,654
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -37,604)
-5,316 -2,824 -4,527 -9,259 -27,785 -19,102 -35,136 -18,502 -2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.6 22.5 31.6 39.3 58.8 74.3 41.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 11 8 8 20 21
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 20,474
COMMITMENTS
472 4,265 0 17,504 11,501 17,976 15,766 2,498 4,708
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -5,933)
-659 54 0 -2,773 -5,892 -3,432 -5,838 -2,501 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 20.8 0.0 85.5 56.2 87.8 77.0 12.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 12 10 14 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,080,352
COMMITMENTS
360,333 302,767 427,886 2006689 2030320 2794907 2760972 285,445 319,380
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -597,801)
-74,301 -114,653 -124,002 -353,076 -244,816 -551,379 -483,472 -46,422 -114,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.8 13.9 65.1 65.9 90.7 89.6 9.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
100 92 87 288 301 434 434
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 12,154
COMMITMENTS
1,065 270 0 9,552 10,937 10,617 11,207 1,537 947
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -4,085)
260 -655 0 -3,989 -354 -3,729 -1,009 -356 -3,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.2 0.0 78.6 90.0 87.4 92.2 12.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 10 9 13 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 58,730
COMMITMENTS
9,736 1,069 315 39,008 52,997 49,059 54,381 9,671 4,349
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -6,290)
841 -564 108 -7,353 -5,408 -6,404 -5,864 114 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.8 0.5 66.4 90.2 83.5 92.6 16.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 4 3 35 30 50 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,041
COMMITMENTS
16,796 43,397 4,804 40,130 16,355 61,730 64,555 10,311 7,486
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -5,955)
801 11,829 -2,937 -1,379 -14,180 -3,516 -5,288 -2,439 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 60.2 6.7 55.7 22.7 85.7 89.6 14.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
71 57 34 111 110 196 188
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,203
COMMITMENTS
83,978 216,983 24,020 200,651 81,773 308,649 322,775 51,554 37,428
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -29,774)
4,003 59,145 -14,685 -6,897 -70,901 -17,579 -26,442 -12,195 -3,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 60.2 6.7 55.7 22.7 85.7 89.6 14.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
71 57 34 111 110 196 188
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,121
COMMITMENTS
60,013 45,501 7,830 51,528 71,776 119,370 125,106 27,751 22,015
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,324)
196 1,349 272 3,228 -1,825 3,696 -204 -1,373 2,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 30.9 5.3 35.0 48.8 81.1 85.0 18.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 17 14 34 30 67 55
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 510,832
COMMITMENTS
95,314 83,211 7,765 386,255 401,245 489,334 492,221 21,497 18,611
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -65,224)
-5,524 -769 -9,122 -48,921 -49,680 -63,568 -59,572 -1,656 -5,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 16.3 1.5 75.6 78.5 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
65 41 26 161 133 233 193
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,048
COMMITMENTS
358 686 66 12,070 11,996 12,494 12,748 554 300
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -4,422)
14 286 -284 -4,013 -4,216 -4,283 -4,214 -139 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.3 0.5 92.5 91.9 95.8 97.7 4.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 9 10 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,740
COMMITMENTS
3,173 3,641 0 7,898 6,774 11,071 10,415 3,669 4,325
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 24.7 0.0 53.6 46.0 75.1 70.7 24.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 6 5 12 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,900
COMMITMENTS
8,226 5,593 4 19,644 15,570 27,874 21,167 8,026 14,733
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 104)
269 1,282 -86 -1,227 -3,175 -1,044 -1,979 1,148 2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.6 0.0 54.7 43.4 77.6 59.0 22.4 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 8 2 19 26 34 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 191,198
COMMITMENTS
62,594 2,945 5,978 122,399 181,587 190,971 190,510 227 688
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,299)
-1,072 17 55 3,329 1,742 2,312 1,814 -13 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 1.5 3.1 64.0 95.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 4 6 41 27 74 36
Updated September 25, 2020