BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,188
COMMITMENTS
772 1,217 1,377 7,907 8,032 10,056 10,626 1,132 562
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 749)
-33 -188 170 523 688 660 670 89 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.9 12.3 70.7 71.8 89.9 95.0 10.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 4 8 24 24 34 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,228
COMMITMENTS
12,218 1,460 11,251 12,948 20,028 36,417 32,739 4,811 8,489
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,072)
1,087 38 1,206 1,519 1,980 3,811 3,224 261 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 3.5 27.3 31.4 48.6 88.3 79.4 11.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 6 24 31 35 63 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,306
COMMITMENTS
1,446 915 2,092 6,084 6,602 9,622 9,608 684 698
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -6)
22 47 -39 -66 -74 -83 -66 77 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.9 20.3 59.0 64.1 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 5 7 34 24 43 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,520
COMMITMENTS
0 3,595 2,592 5,257 1,348 7,849 7,535 671 985
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 126)
0 68 73 41 -7 114 135 12 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 42.2 30.4 61.7 15.8 92.1 88.4 7.9 11.6
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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,255
COMMITMENTS
80,359 26,126 98,450 87,022 130,708 265,831 255,284 25,425 35,971
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,200)
-358 -1,045 1,506 -560 -1,013 588 -552 612 1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 9.0 33.8 29.9 44.9 91.3 87.6 8.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
121 66 132 90 95 282 241
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,351
COMMITMENTS
97,224 24,743 72,265 111,166 170,494 280,655 267,502 34,696 47,849
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -15,842)
-1,015 3,184 -11,660 -2,119 -3,147 -14,794 -11,623 -1,048 -4,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 7.8 22.9 35.3 54.1 89.0 84.8 11.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
106 68 121 126 142 302 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,705
COMMITMENTS
609 293 282 1,605 2,401 2,496 2,976 1,209 729
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -88)
-73 -31 -25 -81 -60 -179 -116 91 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 7.9 7.6 43.3 64.8 67.4 80.3 32.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 4 6 16 14 32 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,744
COMMITMENTS
14,609 15,628 9,075 14,568 12,175 38,252 36,878 9,492 10,866
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,421)
-524 1,416 -1,483 50 -338 -1,957 -405 537 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 32.7 19.0 30.5 25.5 80.1 77.2 19.9 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
40 57 50 55 46 125 129
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,573
COMMITMENTS
1,859 8,767 5,489 26,304 18,291 33,653 32,548 920 2,025
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,126)
162 640 582 1,328 695 2,072 1,917 54 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 25.4 15.9 76.1 52.9 97.3 94.1 2.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 14 15 32 34 56 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,875
COMMITMENTS
7,328 11,898 17 13,237 8,215 20,582 20,129 1,293 1,746
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 553)
644 665 13 -88 18 569 697 -16 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 54.4 0.1 60.5 37.6 94.1 92.0 5.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 16 2 12 8 26 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,089
COMMITMENTS
24,322 38,791 6,055 68,751 65,888 99,128 110,734 32,961 21,355
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 7,813)
3,603 -906 309 421 8,937 4,332 8,339 3,481 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 29.4 4.6 52.0 49.9 75.0 83.8 25.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 23 13 35 34 64 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,387
COMMITMENTS
17,070 4,724 1,305 12,536 30,717 30,911 36,746 19,476 13,641
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,634)
-374 898 286 1,357 434 1,269 1,617 1,366 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 9.4 2.6 24.9 61.0 61.3 72.9 38.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 7 6 13 12 28 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 119,875
COMMITMENTS
51,753 28,584 1,920 59,800 85,876 113,473 116,379 6,402 3,496
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,998)
24 -1,033 764 -3,702 -1,434 -2,915 -1,703 917 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 23.8 1.6 49.9 71.6 94.7 97.1 5.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
46 29 13 29 26 78 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,149
COMMITMENTS
34,824 45,931 19,661 95,307 83,914 149,792 149,506 29,358 29,644
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -12,518)
149 -6,144 -5,361 -9,618 -3,126 -14,830 -14,631 2,312 2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 25.6 11.0 53.2 46.8 83.6 83.5 16.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
22 28 18 37 43 66 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 181,323
COMMITMENTS
47,490 27,107 9,636 92,759 124,103 149,885 160,846 31,438 20,477
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,047)
2,996 2,359 -1,770 -1,775 -2,959 -549 -2,369 -498 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 14.9 5.3 51.2 68.4 82.7 88.7 17.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
42 15 19 47 38 93 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 693,634
COMMITMENTS
229,497 62,647 28,644 338,820 557,174 596,960 648,465 96,674 45,169
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -18,139)
-2,542 5,312 -7,997 -6,313 -16,084 -16,852 -18,769 -1,287 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 9.0 4.1 48.8 80.3 86.1 93.5 13.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
100 49 50 128 86 241 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,699
COMMITMENTS
4,371 4,547 129 6,648 15,239 11,148 19,915 13,551 4,784
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -118)
30 39 -34 1 -10 -3 -5 -115 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 18.4 0.5 26.9 61.7 45.1 80.6 54.9 19.4
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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,518
COMMITMENTS
7,674 34,265 437 29,938 2,678 38,049 37,380 2,469 3,138
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 518)
117 410 24 53 -6 194 428 324 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 84.6 1.1 73.9 6.6 93.9 92.3 6.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 25 4 13 7 29 35
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,219
COMMITMENTS
20,227 13,737 561 12,963 20,833 33,751 35,131 4,468 3,088
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,594)
3,472 2,072 -379 498 1,484 3,591 3,177 3 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 35.9 1.5 33.9 54.5 88.3 91.9 11.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
41 18 6 21 14 64 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,482
COMMITMENTS
8,079 2,852 1 3,675 8,329 11,755 11,182 727 1,300
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 674)
624 618 0 120 174 744 792 -70 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 22.8 0.0 29.4 66.7 94.2 89.6 5.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 1 6 6 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,969,205
COMMITMENTS
984,904 352,378 9292930 7093390 7589622 17371225 17234930 597,980 734,275
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 171,455)
-115,927 -36,499 199,845 115,624 48,531 199,542 211,876 -28,087 -40,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.0 51.7 39.5 42.2 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
77 53 102 124 122 249 234
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,349
COMMITMENTS
5,955 8,362 1,392 0 70 7,347 9,824 3,002 525
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,115)
1,513 1,782 330 0 0 1,843 2,112 272 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 80.8 13.5 0.0 0.7 71.0 94.9 29.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
55 27 21 0 1 68 37
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 243,917
COMMITMENTS
23,039 30,757 48,953 171,794 164,115 243,786 243,825 130 92
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 6,936)
2,906 -2,668 42 3,992 9,564 6,939 6,938 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 12.6 20.1 70.4 67.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 21 25 19 31 52 63
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 143,001
COMMITMENTS
42,087 11,613 25,777 74,991 105,393 142,855 142,783 146 218
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,317)
235 2,236 3,467 646 -1,351 4,348 4,352 -31 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 8.1 18.0 52.4 73.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 25 25 18 31 48 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 664,652
COMMITMENTS
77,390 68,918 105,391 406,172 412,685 588,953 586,993 75,699 77,658
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 17,422)
-3,788 3,206 13,129 5,863 1,409 15,204 17,744 2,218 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.4 15.9 61.1 62.1 88.6 88.3 11.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
109 87 106 289 294 446 440
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 31,237
COMMITMENTS
2,647 107 5,371 16,147 11,080 24,165 16,559 7,072 14,678
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,665)
490 -1,046 -78 2,778 2,539 3,191 1,416 475 2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.3 17.2 51.7 35.5 77.4 53.0 22.6 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 10 11 11 22 22
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 24,286
COMMITMENTS
1,182 6,178 158 19,767 13,068 21,107 19,404 3,179 4,882
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,061)
967 970 158 551 1,327 1,676 2,455 385 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 25.4 0.7 81.4 53.8 86.9 79.9 13.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 1 12 10 14 15
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,167,073
COMMITMENTS
386,363 356,700 487,451 1950125 2008022 2823938 2852173 343,135 314,901
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 68,784)
-24,164 18,490 68,803 15,425 -5,650 60,065 81,643 8,719 -12,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.3 15.4 61.6 63.4 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
109 86 103 285 290 440 433
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 129,517
COMMITMENTS
22,508 64,523 16,595 21,986 20,039 61,089 101,157 68,428 28,360
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 49.8 12.8 17.0 15.5 47.2 78.1 52.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 10 6 5 4 14 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,363
COMMITMENTS
8,513 2,353 536 37,437 48,669 46,486 51,558 9,877 4,805
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,023)
-1,044 -156 289 -545 -1,906 -1,300 -1,773 277 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.2 1.0 66.4 86.3 82.5 91.5 17.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 6 5 33 30 45 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,443
COMMITMENTS
14,753 10,850 5,400 20,868 27,561 41,020 43,811 10,422 7,632
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -8,897)
133 -18,504 1,241 -10,593 8,033 -9,220 -9,230 323 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 21.1 10.5 40.6 53.6 79.7 85.2 20.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
61 53 42 108 115 190 189
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 257,214
COMMITMENTS
73,763 54,251 26,998 104,341 137,805 205,102 219,053 52,111 38,160
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -44,483)
663 -92,520 6,206 -52,967 40,164 -46,098 -46,150 1,614 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 21.1 10.5 40.6 53.6 79.7 85.2 20.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
61 53 42 108 115 190 189
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,846
COMMITMENTS
63,344 60,083 6,566 51,241 63,778 121,150 130,427 27,696 18,419
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -59)
3,800 9,309 -2,894 -2,176 -3,969 -1,270 2,447 1,210 -2,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 40.4 4.4 34.4 42.8 81.4 87.6 18.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 21 12 33 26 65 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 546,941
COMMITMENTS
111,389 82,184 10,844 399,090 431,362 521,323 524,391 25,618 22,551
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 26,465)
14,171 10,307 278 10,086 15,559 24,534 26,143 1,930 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 15.0 2.0 73.0 78.9 95.3 95.9 4.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
63 47 27 164 138 238 201
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 12,909
COMMITMENTS
662 891 74 11,543 11,619 12,279 12,584 630 325
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -55)
-140 205 0 57 -279 -83 -74 28 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.9 0.6 89.4 90.0 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 9 9 11 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,352
COMMITMENTS
5,785 1,700 3 7,557 12,644 13,345 14,347 4,007 3,005
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,476)
2,099 -126 0 -71 3,124 2,028 2,998 448 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 9.8 0.0 43.6 72.9 76.9 82.7 23.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 3 1 5 7 14 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,723
COMMITMENTS
4,991 13,443 432 30,399 19,517 35,822 33,392 7,901 10,331
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,653)
-1,359 2,359 23 4,203 1,320 2,867 3,702 -214 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 30.7 1.0 69.5 44.6 81.9 76.4 18.1 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 14 1 24 26 35 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 197,258
COMMITMENTS
62,591 165 6,674 127,770 189,826 197,035 196,665 223 593
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,896)
1,289 -2,780 159 1,531 5,596 2,979 2,975 -83 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 0.1 3.4 64.8 96.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 2 6 38 27 70 35
Updated October 16, 2020