BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,354
COMMITMENTS
726 4,167 1,291 9,555 6,411 11,573 11,870 782 485
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 415)
-4 233 -76 575 229 495 385 -80 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 33.7 10.5 77.3 51.9 93.7 96.1 6.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 9 10 26 24 38 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,316
COMMITMENTS
6,995 3,021 15,699 22,099 20,377 44,793 39,097 4,524 10,219
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 1,452)
-304 179 793 851 123 1,341 1,095 111 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 6.1 31.8 44.8 41.3 90.8 79.3 9.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 18 26 38 28 72 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 16,151
COMMITMENTS
912 2,630 3,450 10,964 9,123 15,326 15,203 825 947
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 176)
259 86 -113 59 151 204 124 -28 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 16.3 21.4 67.9 56.5 94.9 94.1 5.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 10 11 32 22 43 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,509
COMMITMENTS
7,352 396 1,668 3,061 8,000 12,081 10,064 428 2,444
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 198)
-9 -8 32 193 208 216 232 -18 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 3.2 13.3 24.5 64.0 96.6 80.5 3.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 8 15 21 25 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 433,839
COMMITMENTS
106,836 26,509 156,708 132,307 204,158 395,851 387,374 37,988 46,464
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -3,954)
-4,395 4,286 3,290 -835 -11,265 -1,940 -3,689 -2,014 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.1 36.1 30.5 47.1 91.2 89.3 8.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
138 80 151 91 99 304 271
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 449,170
COMMITMENTS
115,385 33,534 142,458 151,515 217,641 409,358 393,633 39,812 55,537
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 2,245)
-8,837 8,345 8,451 1,253 -11,611 867 5,185 1,378 -2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 7.5 31.7 33.7 48.5 91.1 87.6 8.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
148 86 142 144 174 358 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,064
COMMITMENTS
992 2,332 989 1,445 771 3,427 4,092 1,637 972
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -10)
-129 4 -79 -3 11 -212 -64 202 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 46.0 19.5 28.5 15.2 67.7 80.8 32.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 21 13 18 15 40 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,224
COMMITMENTS
14,211 16,164 17,927 16,451 11,589 48,589 45,680 11,636 14,545
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 1,279)
-1,617 -1,718 2,965 -1,591 464 -243 1,711 1,522 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 26.8 29.8 27.3 19.2 80.7 75.8 19.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
64 61 68 77 72 184 174
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,225
COMMITMENTS
754 1,272 496 1,676 2,036 2,927 3,804 1,298 420
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -45)
-11 -17 9 -40 -151 -42 -159 -3 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 30.1 11.8 39.7 48.2 69.3 90.1 30.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 5 13 8 19 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,376
COMMITMENTS
3,250 5,244 5,491 20,796 18,319 29,538 29,055 838 1,321
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 563)
114 40 -54 323 591 383 578 180 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 17.3 18.1 68.5 60.3 97.2 95.7 2.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 11 17 30 33 51 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 63,797
COMMITMENTS
40,570 6,156 14 21,032 56,126 61,616 62,296 2,181 1,501
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 948)
289 -624 14 449 1,040 752 430 196 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 9.6 0.0 33.0 88.0 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 8 1 5 8 25 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,780
COMMITMENTS
13,968 56,330 16,083 105,338 61,666 135,389 134,079 31,391 32,701
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 13,505)
-956 673 4,346 10,409 11,438 13,799 16,457 -294 -2,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 33.8 9.6 63.2 37.0 81.2 80.4 18.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
16 42 20 42 35 73 82
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 84,397
COMMITMENTS
4,621 40,606 1,461 68,006 17,729 74,089 59,796 10,309 24,601
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -3,350)
283 866 627 -5,906 -1,637 -4,996 -143 1,646 -3,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 48.1 1.7 80.6 21.0 87.8 70.9 12.2 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 23 7 14 18 25 44
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 243,164
COMMITMENTS
172,405 48,061 8,510 55,038 182,195 235,953 238,765 7,211 4,398
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -32,556)
-41,353 -23,267 1,728 6,745 -12,290 -32,881 -33,829 325 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 19.8 3.5 22.6 74.9 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
71 37 14 17 31 92 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 254,127
COMMITMENTS
38,924 85,133 26,550 161,552 100,829 227,026 212,512 27,101 41,616
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 6,561)
-9,568 5,184 -253 16,434 2,586 6,613 7,518 -52 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 33.5 10.4 63.6 39.7 89.3 83.6 10.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
29 39 20 37 49 75 99
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 212,215
COMMITMENTS
23,269 70,217 34,225 121,106 74,710 178,600 179,152 33,615 33,062
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 10,269)
-1,672 -10,461 9,731 -464 12,389 7,594 11,659 2,675 -1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 33.1 16.1 57.1 35.2 84.2 84.4 15.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
23 42 25 45 43 83 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 586,063
COMMITMENTS
153,024 243,894 49,648 293,876 229,474 496,548 523,016 89,515 63,047
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -9,508)
3,764 -10,142 2,131 -13,248 -1,433 -7,353 -9,444 -2,155 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 41.6 8.5 50.1 39.2 84.7 89.2 15.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
79 84 54 103 93 207 206
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,602
COMMITMENTS
3,369 6,206 176 8,899 15,137 12,444 21,519 14,158 5,083
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 137)
-44 1,130 -2 96 -393 50 735 87 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 23.3 0.7 33.5 56.9 46.8 80.9 53.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 2 12 9 18 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,384
COMMITMENTS
4,899 6,611 63 14,595 15,750 19,557 22,424 7,827 4,960
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -43)
-1,677 1,604 -14 -157 -24 -1,848 1,566 1,805 -1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 24.1 0.2 53.3 57.5 71.4 81.9 28.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 3 13 9 18 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,712
COMMITMENTS
6,991 37,670 1,280 33,603 3,117 41,874 42,067 1,838 1,645
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -9,684)
-9,713 -5,935 -2,620 3,020 -670 -9,313 -9,225 -371 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 86.2 2.9 76.9 7.1 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 18 6 6 6 23 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 68,799
COMMITMENTS
23,476 43,873 4,779 37,657 14,228 65,912 62,880 2,887 5,919
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 6,767)
-1,482 2,729 4,210 3,994 341 6,722 7,280 44 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 63.8 6.9 54.7 20.7 95.8 91.4 4.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
27 46 10 21 12 54 63
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,250
COMMITMENTS
6,304 3,488 48 8,136 9,432 14,488 12,968 762 2,282
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 432)
86 -255 44 206 565 336 354 96 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 22.9 0.3 53.4 61.8 95.0 85.0 5.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 9 1 3 5 9 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 32,831,379
COMMITMENTS
1725957 1199620 18930657 11443852 11595530 32100466 31725807 730,913 1105572
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 3,793,280)
-10,589 -97,583 3279909 484,479 554,816 3753799 3737142 39,481 56,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.7 57.7 34.9 35.3 97.8 96.6 2.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
75 104 140 127 134 291 293
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,436
COMMITMENTS
2,834 3,763 211 0 34 3,045 4,008 1,391 428
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -754)
-432 -654 -160 0 -12 -592 -826 -162 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 84.8 4.8 0.0 0.8 68.6 90.4 31.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
22 19 4 0 1 25 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 74,450
COMMITMENTS
21,674 14,453 21,635 30,359 37,466 73,668 73,554 782 896
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -2,772)
-442 1,775 -3,734 1,940 -325 -2,236 -2,284 -536 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 19.4 29.1 40.8 50.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 7 19 10 15 31 36
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 77,193
COMMITMENTS
20,142 12,676 16,530 38,087 47,361 74,759 76,567 2,434 626
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -1,296)
-891 1,615 -2,817 412 64 -3,296 -1,138 2,000 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 16.4 21.4 49.3 61.4 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 16 20 18 19 39 46
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 818,397
COMMITMENTS
91,522 71,529 180,695 466,646 475,829 738,864 728,053 79,533 90,344
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -4,343)
6,367 1,786 -11,288 10,600 4,482 5,679 -5,020 -10,022 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.7 22.1 57.0 58.1 90.3 89.0 9.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
148 130 159 279 280 502 494
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 62,353
COMMITMENTS
4,438 5,271 8,547 27,009 29,935 39,993 43,752 22,359 18,600
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -3,227)
336 -2,436 -432 1,305 -2,266 1,209 -5,135 -4,436 1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.5 13.7 43.3 48.0 64.1 70.2 35.9 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 10 14 19 20 38 35
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 17,284
COMMITMENTS
1,525 421 2 13,656 15,856 15,183 16,279 2,101 1,005
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 2,193)
-31 -105 -232 2,270 2,223 2,007 1,886 186 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.4 0.0 79.0 91.7 87.8 94.2 12.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 8 10 11 12
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| 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: 14,595
COMMITMENTS
0 211 45 12,719 13,620 12,764 13,876 1,831 719
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 344)
-592 -12 0 984 877 392 865 -48 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.3 87.1 93.3 87.5 95.1 12.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 9 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,780,222
COMMITMENTS
455,830 351,700 840,333 2198188 2229471 3494351 3421504 285,871 358,718
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -5,579)
18,470 9,431 -42,595 46,476 33,741 22,351 577 -27,930 -6,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.3 22.2 58.1 59.0 92.4 90.5 7.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
142 129 155 274 276 489 487
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 27,200
COMMITMENTS
551 2,653 0 24,239 23,250 24,790 25,903 2,410 1,297
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -3,399)
-756 0 -89 -2,347 -2,707 -3,192 -2,796 -207 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.8 0.0 89.1 85.5 91.1 95.2 8.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 14 13 16 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| 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: 16,777
COMMITMENTS
1,772 696 0 11,571 14,983 13,343 15,679 3,434 1,098
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 556)
48 0 0 397 864 445 864 111 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.1 0.0 69.0 89.3 79.5 93.5 20.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 0 9 12 13 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,889
COMMITMENTS
13,030 2,502 114 43,328 59,360 56,472 61,976 9,417 3,913
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 1,374)
-1,041 909 66 4,380 -1,175 3,405 -200 -2,031 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.8 0.2 65.8 90.1 85.7 94.1 14.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 5 4 43 33 54 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,927
COMMITMENTS
12,319 11,267 3,559 26,233 26,087 42,111 40,914 6,817 8,014
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 224)
-1,632 1,038 367 2,160 -882 894 523 -670 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 23.0 7.3 53.6 53.3 86.1 83.6 13.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
57 64 32 80 96 154 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 244,637
COMMITMENTS
61,595 56,337 17,796 131,163 130,435 210,554 204,568 34,083 40,069
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 1,121)
-8,161 5,189 1,834 10,798 -4,408 4,471 2,614 -3,350 -1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 23.0 7.3 53.6 53.3 86.1 83.6 13.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
57 64 32 80 96 154 175
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 191,439
COMMITMENTS
36,911 97,080 13,717 111,682 35,737 162,310 146,534 29,129 44,905
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -7,343)
-2,651 -6,739 2,899 -5,107 -2,677 -4,859 -6,517 -2,484 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 50.7 7.2 58.3 18.7 84.8 76.5 15.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 38 21 35 27 69 78
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 428,540
COMMITMENTS
58,341 86,638 16,773 332,236 302,729 407,350 406,140 21,190 22,399
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: -3,538)
-14,454 -1,611 4,150 6,146 -7,865 -4,158 -5,326 620 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 20.2 3.9 77.5 70.6 95.1 94.8 4.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
54 44 24 125 120 188 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,877
COMMITMENTS
8,189 22,057 44 13,535 1,616 21,768 23,717 6,109 4,160
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 1,237)
2,354 2,661 -858 -539 -240 957 1,563 280 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 79.1 0.2 48.6 5.8 78.1 85.1 21.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 4 2 14 5 24 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,132
COMMITMENTS
41,883 13,491 555 25,532 33,159 67,970 47,205 8,162 28,927
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 10,490)
5,470 2,705 -426 6,353 926 11,397 3,205 -907 7,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 17.7 0.7 33.5 43.6 89.3 62.0 10.7 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 18 5 28 27 49 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/19 |
--------------------------------------------------------------| 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: 109,996
COMMITMENTS
10,832 4,376 852 98,287 104,708 109,971 109,936 25 60
CHANGES FROM 05/28/19 (CHANGE IN OPEN INTEREST: 1,829)
492 650 32 1,305 1,147 1,829 1,829 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.0 0.8 89.4 95.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 3 15 22 21 27
Updated June 7, 2019