BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,440
COMMITMENTS
804 1,405 1,207 7,385 7,344 9,396 9,957 1,043 483
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,315)
-212 -199 -322 -1,987 -1,865 -2,521 -2,386 206 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 13.5 11.6 70.7 70.4 90.0 95.4 10.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 5 8 24 24 33 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,157
COMMITMENTS
11,132 1,422 10,045 11,429 18,048 32,606 29,515 4,550 7,642
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,172)
-2,211 -1,372 -2,287 -1,615 -2,082 -6,112 -5,740 -60 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 3.8 27.0 30.8 48.6 87.8 79.4 12.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 7 23 34 35 62 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,312
COMMITMENTS
1,424 868 2,131 6,150 6,675 9,705 9,674 607 638
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,218)
-28 -333 -557 -1,449 -1,179 -2,034 -2,069 -183 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 8.4 20.7 59.6 64.7 94.1 93.8 5.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 4 8 34 25 44 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,394
COMMITMENTS
0 3,527 2,519 5,216 1,355 7,735 7,401 659 994
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,995)
-52 -1,089 -649 -1,047 -264 -1,748 -2,002 -247 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 42.0 30.0 62.1 16.1 92.1 88.2 7.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 8 7 21 12 28 20
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,056
COMMITMENTS
80,718 27,171 96,944 87,582 131,721 265,243 255,836 24,812 34,220
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,564)
-3,863 823 -1,379 3,191 100 -2,052 -457 488 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 9.4 33.4 30.2 45.4 91.4 88.2 8.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
130 68 130 89 94 281 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,193
COMMITMENTS
98,239 21,559 83,925 113,286 173,641 295,450 279,125 35,743 52,068
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -23,020)
-4,875 747 -15,523 -3,195 -7,929 -23,593 -22,705 573 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 6.5 25.3 34.2 52.4 89.2 84.3 10.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
120 63 127 122 136 306 285
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,793
COMMITMENTS
682 324 307 1,686 2,461 2,675 3,092 1,118 701
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -43)
-62 -5 -37 -16 1 -115 -41 72 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.5 8.1 44.5 64.9 70.5 81.5 29.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 6 7 16 15 35 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,164
COMMITMENTS
15,133 14,212 10,558 14,518 12,513 40,209 37,283 8,955 11,882
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,865)
-351 2,780 -96 981 -665 534 2,019 1,331 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 28.9 21.5 29.5 25.5 81.8 75.8 18.2 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
45 55 54 57 46 130 134
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,447
COMMITMENTS
1,697 8,126 4,908 24,976 17,596 31,580 30,631 866 1,816
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,573)
-109 -2,375 -321 -3,146 -787 -3,575 -3,483 3 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 25.0 15.1 77.0 54.2 97.3 94.4 2.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
12 14 15 32 34 55 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,322
COMMITMENTS
6,684 11,232 3 13,325 8,197 20,012 19,433 1,310 1,889
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 176)
587 210 0 -447 19 140 230 36 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 52.7 0.0 62.5 38.4 93.9 91.1 6.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 17 1 12 8 24 25
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,275
COMMITMENTS
20,719 39,698 5,746 68,330 56,951 94,796 102,395 29,480 21,881
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -60)
47 -533 -380 3,279 -473 2,945 -1,386 -3,006 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 31.9 4.6 55.0 45.8 76.3 82.4 23.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
25 22 15 36 34 66 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,753
COMMITMENTS
17,444 3,826 1,020 11,179 30,283 29,642 35,129 18,110 12,624
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,165)
-1,969 -2,558 -301 -170 74 -2,440 -2,785 275 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 8.0 2.1 23.4 63.4 62.1 73.6 37.9 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 6 4 13 11 26 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,873
COMMITMENTS
51,729 29,617 1,156 63,502 87,309 116,387 118,082 5,486 3,791
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,288)
8,395 -1,707 -1 -10,778 -853 -2,385 -2,561 97 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 24.3 0.9 52.1 71.6 95.5 96.9 4.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
44 30 10 28 27 74 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 191,667
COMMITMENTS
34,675 52,075 25,022 104,925 87,040 164,622 164,137 27,046 27,530
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -942)
1,093 -435 -1,689 120 -1,718 -476 -3,842 -466 2,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 27.2 13.1 54.7 45.4 85.9 85.6 14.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
23 29 18 42 47 72 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,370
COMMITMENTS
44,495 24,747 11,406 94,534 127,062 150,435 163,215 31,935 19,154
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,262)
-1,543 1,657 -236 6,483 4,231 4,704 5,652 558 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 13.6 6.3 51.8 69.7 82.5 89.5 17.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 20 19 49 40 92 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 711,773
COMMITMENTS
232,040 57,335 36,640 345,132 573,259 613,812 667,234 97,961 44,539
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,179)
-10,784 2,078 -2,016 1,584 -6,389 -11,216 -6,327 5,037 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 8.1 5.1 48.5 80.5 86.2 93.7 13.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
103 53 54 133 88 253 178
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,817
COMMITMENTS
4,341 4,508 163 6,647 15,249 11,151 19,920 13,666 4,897
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 18.2 0.7 26.8 61.4 44.9 80.3 55.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 9 9 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,001
COMMITMENTS
7,557 33,855 413 29,885 2,684 37,855 36,952 2,146 3,049
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,870)
-2,138 946 -671 -822 -4,079 -3,631 -3,804 -239 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 84.6 1.0 74.7 6.7 94.6 92.4 5.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 27 2 14 8 29 37
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,625
COMMITMENTS
16,755 11,665 940 12,465 19,349 30,160 31,954 4,465 2,671
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,311)
-345 -2,106 40 -723 939 -1,028 -1,127 -283 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 33.7 2.7 36.0 55.9 87.1 92.3 12.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
36 19 10 19 14 60 38
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,808
COMMITMENTS
7,455 2,234 1 3,555 8,155 11,011 10,390 797 1,418
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,115)
-1,292 -1,183 1 -71 -6 -1,362 -1,188 247 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 18.9 0.0 30.1 69.1 93.3 88.0 6.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 7 1 6 6 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,797,750
COMMITMENTS
1100831 388,877 9093086 6977766 7541091 17171683 17023054 626,067 774,696
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 378,888)
21,491 -21,401 240,761 143,268 142,231 405,520 361,591 -26,631 17,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.2 51.1 39.2 42.4 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
70 56 100 121 117 241 228
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,233
COMMITMENTS
4,441 6,580 1,062 0 70 5,504 7,712 2,730 521
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 206)
351 446 -186 0 0 164 260 41 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 79.9 12.9 0.0 0.9 66.8 93.7 33.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
45 29 19 0 1 57 38
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 236,981
COMMITMENTS
20,134 33,425 48,911 167,802 154,551 236,847 236,887 134 94
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 10,685)
112 1,080 8,431 2,294 1,184 10,836 10,696 -152 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 14.1 20.6 70.8 65.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 20 25 19 30 51 62
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 138,684
COMMITMENTS
41,852 9,377 22,310 74,345 106,744 138,507 138,431 177 253
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -53,722)
-4,825 -10,737 -5,253 -43,654 -37,653 -53,732 -53,643 10 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 6.8 16.1 53.6 77.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 21 25 19 31 49 66
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 647,230
COMMITMENTS
81,179 65,712 92,262 400,309 411,276 573,750 569,249 73,480 77,981
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,293)
5,653 3,670 -1,327 -6,979 -8,559 -2,653 -6,216 7,945 11,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 10.2 14.3 61.8 63.5 88.6 88.0 11.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
121 77 101 286 298 445 439
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 27,572
COMMITMENTS
2,157 1,153 5,449 13,369 8,541 20,975 15,143 6,597 12,429
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,667)
402 -426 168 4,207 -450 4,776 -708 891 6,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.2 19.8 48.5 31.0 76.1 54.9 23.9 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 10 10 7 21 19
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| 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: 22,225
COMMITMENTS
215 5,208 0 19,216 11,741 19,431 16,949 2,794 5,276
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 728)
0 1,083 0 553 -336 553 747 175 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 23.4 0.0 86.5 52.8 87.4 76.3 12.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 13 11 14 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,098,290
COMMITMENTS
410,527 338,210 418,648 1934699 2013672 2763874 2770529 334,416 327,760
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,873)
40,589 34,814 -21,808 -55,927 -40,544 -37,146 -27,538 35,273 25,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 10.9 13.5 62.4 65.0 89.2 89.4 10.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
119 78 98 283 296 440 434
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,386
COMMITMENTS
9,557 2,509 247 37,982 50,575 47,786 53,331 9,600 4,055
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 370)
-256 1,172 200 100 -1,310 44 62 326 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.4 0.4 66.2 88.1 83.3 92.9 16.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 7 3 33 29 46 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,339
COMMITMENTS
14,620 29,354 4,158 31,462 19,528 50,240 53,041 10,099 7,299
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -172)
-265 -1,145 -760 899 1,763 -127 -142 -45 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 48.6 6.9 52.1 32.4 83.3 87.9 16.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
60 57 32 115 115 192 188
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,697
COMMITMENTS
73,100 146,771 20,792 157,308 97,641 251,200 265,203 50,497 36,494
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -860)
-1,325 -5,723 -3,802 4,493 8,815 -634 -710 -226 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 48.6 6.9 52.1 32.4 83.3 87.9 16.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
60 57 32 115 115 192 188
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 64,306
COMMITMENTS
33,794 33,923 3,896 7,185 7,633 44,875 45,452 19,431 18,853
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 52.8 6.1 11.2 11.9 69.8 70.7 30.2 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 10 6 1 1 11 15
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,905
COMMITMENTS
59,544 50,774 9,459 53,416 67,748 122,420 127,980 26,486 20,925
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 3,938)
7,787 5,686 -513 -3,258 -1,176 4,016 3,997 -78 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 34.1 6.4 35.9 45.5 82.2 85.9 17.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 17 14 35 29 68 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 520,477
COMMITMENTS
97,219 71,878 10,566 389,004 415,804 496,789 498,248 23,688 22,229
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 18,926)
7,251 -9,349 3,906 4,920 21,593 16,076 16,150 2,850 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 13.8 2.0 74.7 79.9 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
61 48 27 164 140 237 204
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 12,964
COMMITMENTS
802 686 74 11,486 11,898 12,362 12,658 602 306
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -123)
211 0 0 -358 -33 -147 -33 24 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.3 0.6 88.6 91.8 95.4 97.6 4.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 10 11 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,876
COMMITMENTS
3,686 1,826 3 7,628 9,520 11,317 11,349 3,559 3,527
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 162)
377 -781 -4 111 1,504 484 719 -322 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 12.3 0.0 51.3 64.0 76.1 76.3 23.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 3 1 5 9 14 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,070
COMMITMENTS
6,350 11,084 409 26,196 18,197 32,955 29,690 8,115 11,380
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,076)
-1,020 4,010 407 2,085 -1,774 1,472 2,643 -396 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 27.0 1.0 63.8 44.3 80.2 72.3 19.8 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 12 3 23 25 37 38
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| 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: 194,362
COMMITMENTS
61,302 2,945 6,515 126,239 184,230 194,056 193,690 306 672
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,094)
177 -219 241 1,588 2,088 2,006 2,110 88 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 1.5 3.4 65.0 94.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 4 6 38 27 71 36
Updated October 09, 2020