BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,337
COMMITMENTS
806 1,199 577 8,533 8,116 9,916 9,892 421 445
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 130)
10 13 57 36 71 103 141 27 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 11.6 5.6 82.5 78.5 95.9 95.7 4.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 7 6 28 24 34 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,952
COMMITMENTS
10,792 5,549 1,571 9,756 11,939 22,119 19,059 1,833 4,893
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 407)
-19 -158 460 -178 274 263 576 144 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 23.2 6.6 40.7 49.8 92.3 79.6 7.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 26 18 26 28 50 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,894
COMMITMENTS
1,329 386 654 7,413 8,240 9,396 9,280 498 614
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 535)
-17 -128 161 388 326 532 359 3 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 3.9 6.6 74.9 83.3 95.0 93.8 5.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 5 6 38 24 44 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,124
COMMITMENTS
34 3,759 549 5,156 1,510 5,739 5,818 385 306
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 341)
-14 271 33 288 -38 307 266 34 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 61.4 9.0 84.2 24.7 93.7 95.0 6.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 7 6 19 9 26 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 208,538
COMMITMENTS
69,699 55,693 40,952 80,676 90,729 191,327 187,374 17,211 21,164
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,044)
1,074 3,594 3,368 -247 -3,260 4,195 3,702 -151 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 26.7 19.6 38.7 43.5 91.7 89.9 8.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
78 83 93 57 66 199 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,012
COMMITMENTS
69,511 35,186 49,769 108,408 141,353 227,688 226,308 30,324 31,704
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -2,596)
-33 0 587 -3,045 -1,344 -2,491 -757 -105 -1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 13.6 19.3 42.0 54.8 88.2 87.7 11.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
84 73 103 99 114 245 248
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,576
COMMITMENTS
372 636 136 1,273 1,083 1,781 1,855 795 721
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -20)
71 -1 -43 -5 -56 23 -100 -43 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 24.7 5.3 49.4 42.0 69.1 72.0 30.9 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 13 3 10 8 17 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,169
COMMITMENTS
8,236 7,347 5,053 10,159 7,763 23,448 20,163 5,721 9,006
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -903)
-201 122 -937 276 224 -862 -591 -41 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 25.2 17.3 34.8 26.6 80.4 69.1 19.6 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 44 42 38 52 99 113
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,744
COMMITMENTS
1,057 10,370 780 23,652 13,644 25,489 24,794 255 950
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 783)
-28 536 74 697 39 743 649 40 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 40.3 3.0 91.9 53.0 99.0 96.3 1.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 9 10 27 27 41 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,711
COMMITMENTS
9,079 3,569 3 13,262 18,540 22,344 22,112 1,367 1,599
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -169)
-998 -50 1 227 -70 -770 -119 601 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 15.1 0.0 55.9 78.2 94.2 93.3 5.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 12 1 7 6 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,099
COMMITMENTS
23,142 58,198 1,692 77,910 40,986 102,744 100,876 27,355 29,223
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 9,646)
6,147 8,957 -557 1,756 2,362 7,346 10,762 2,300 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 44.7 1.3 59.9 31.5 79.0 77.5 21.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
21 27 10 39 34 66 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,746
COMMITMENTS
13,678 4,950 19 14,422 20,534 28,119 25,503 10,627 13,243
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,723)
1,054 -1,026 6 -2,371 -1,904 -1,311 -2,924 -412 1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 12.8 0.0 37.2 53.0 72.6 65.8 27.4 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 8 1 17 13 23 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,425
COMMITMENTS
24,268 30,252 1,264 72,673 65,717 98,205 97,233 5,220 6,192
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,327)
1,777 2,641 -137 166 -1,075 1,806 1,429 521 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 29.3 1.2 70.3 63.5 95.0 94.0 5.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 48 6 21 38 56 88
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,734
COMMITMENTS
35,810 54,799 5,398 120,800 87,501 162,008 147,698 17,726 32,036
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 13,166)
4,285 9,586 -687 8,317 3,164 11,915 12,063 1,251 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 30.5 3.0 67.2 48.7 90.1 82.2 9.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
16 27 10 32 46 54 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,975
COMMITMENTS
52,038 24,568 1,381 71,027 98,736 124,446 124,685 23,529 23,290
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -5,395)
-4,269 -3,802 -30 -1,333 -2,863 -5,632 -6,695 237 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 16.6 0.9 48.0 66.7 84.1 84.3 15.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
24 30 4 31 34 57 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 547,206
COMMITMENTS
167,756 95,194 6,820 295,367 397,961 469,943 499,975 77,263 47,231
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -123)
-4,224 1,354 332 997 -2,866 -2,895 -1,180 2,772 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 17.4 1.2 54.0 72.7 85.9 91.4 14.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
76 47 29 104 77 189 144
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,751
COMMITMENTS
7,445 17,861 100 15,464 3,156 23,009 21,117 1,742 3,634
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,642)
3,054 3,717 -6 510 -193 3,558 3,518 84 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 72.2 0.4 62.5 12.8 93.0 85.3 7.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 20 1 7 9 17 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,143
COMMITMENTS
10,742 26,609 1,129 29,961 10,234 41,832 37,972 2,311 6,171
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,225)
-1,211 -1,222 88 -272 -191 -1,395 -1,325 170 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 60.3 2.6 67.9 23.2 94.8 86.0 5.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 30 10 17 17 44 54
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,185
COMMITMENTS
7,290 5,941 0 9,431 9,496 16,721 15,437 464 1,748
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -422)
-403 246 0 -139 -562 -542 -316 120 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 34.6 0.0 54.9 55.3 97.3 89.8 2.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 8 0 5 5 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,730,612
COMMITMENTS
1403974 1744556 3147221 5541129 5123828 10092324 10015605 638,288 715,007
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -21,473)
147,690 -217,291 41,614 -198,627 159,277 -9,323 -16,400 -12,150 -5,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.3 29.3 51.6 47.7 94.1 93.3 5.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
54 47 77 112 119 209 205
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,878
COMMITMENTS
7,342 9,926 606 34 0 7,982 10,532 2,896 346
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 939)
736 989 -51 3 0 688 938 251 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 91.2 5.6 0.3 0.0 73.4 96.8 26.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
44 30 10 1 0 53 32
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 173,497
COMMITMENTS
35,356 26,929 31,467 106,456 110,148 173,279 168,544 218 4,953
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,874)
-606 -883 1,534 3,908 3,119 4,836 3,770 38 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 15.5 18.1 61.4 63.5 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 12 18 15 22 40 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 278,523
COMMITMENTS
33,100 84,649 19,820 225,527 170,626 278,447 275,095 76 3,428
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 15,694)
-7,127 8,134 5,912 16,923 1,579 15,708 15,625 -14 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 30.4 7.1 81.0 61.3 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 26 29 20 41 53 82
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 748,020
COMMITMENTS
63,991 98,845 32,644 517,938 462,279 614,573 593,769 133,447 154,251
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -5,226)
1,901 4,914 813 -7,637 -5,814 -4,924 -87 -302 -5,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 13.2 4.4 69.2 61.8 82.2 79.4 17.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
89 121 61 279 300 396 454
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 105,290
COMMITMENTS
18,813 3,095 511 78,198 18,915 97,522 22,521 7,768 82,769
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,940)
496 190 424 11 1,333 931 1,947 1,009 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 2.9 0.5 74.3 18.0 92.6 21.4 7.4 78.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 1 14 6 20 9
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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: 11,497
COMMITMENTS
796 600 16 8,755 9,166 9,567 9,782 1,930 1,715
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 266)
-36 0 2 557 -494 523 -492 -257 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 5.2 0.1 76.2 79.7 83.2 85.1 16.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 9 16 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,213,651
COMMITMENTS
316,699 569,562 69,857 2198700 2216822 2585256 2856241 628,395 357,410
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -35,831)
10,871 27,469 -1,904 -38,241 -35,736 -29,274 -10,171 -6,557 -25,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 17.7 2.2 68.4 69.0 80.4 88.9 19.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
89 121 60 275 298 391 452
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 13,733
COMMITMENTS
2,644 446 5 5,024 12,901 7,673 13,352 6,060 381
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 873)
-19 -24 2 780 915 763 893 110 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 3.2 0.0 36.6 93.9 55.9 97.2 44.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 10 9 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,161
COMMITMENTS
6,776 5,419 816 54,865 59,479 62,457 65,714 7,704 4,447
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -281)
774 -445 -686 13 1,175 101 44 -382 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 7.7 1.2 78.2 84.8 89.0 93.7 11.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
7 6 3 47 38 55 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 39,633
COMMITMENTS
11,930 12,921 794 20,668 20,105 33,392 33,820 6,241 5,813
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 320)
-900 1,780 277 930 -1,420 306 637 14 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 32.6 2.0 52.1 50.7 84.3 85.3 15.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
56 49 19 97 98 166 154
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 198,166
COMMITMENTS
59,651 64,605 3,970 103,341 100,526 166,962 169,101 31,204 29,065
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,602)
-4,502 8,899 1,384 4,650 -7,100 1,532 3,183 70 -1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 32.6 2.0 52.1 50.7 84.3 85.3 15.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
56 49 19 97 98 166 154
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,797
COMMITMENTS
25,301 64,859 558 91,226 39,980 117,085 105,397 15,712 27,400
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,533)
1,582 5,715 -369 1,540 257 2,753 5,603 780 -2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 48.8 0.4 68.7 30.1 88.2 79.4 11.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 26 7 26 33 45 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 552,883
COMMITMENTS
85,991 79,777 9,586 439,748 440,955 535,325 530,318 17,558 22,565
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 24,983)
23,398 -1,148 1,506 -1,320 24,572 23,584 24,930 1,399 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 14.4 1.7 79.5 79.8 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
54 53 22 141 141 207 204
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,276
COMMITMENTS
7,026 4,737 454 26,865 18,763 34,345 23,954 5,931 16,322
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,093)
-1,113 1,032 19 2,805 -1,245 1,711 -194 1,382 3,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 11.8 1.1 66.7 46.6 85.3 59.5 14.7 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
12 11 5 25 28 39 42
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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: 146,422
COMMITMENTS
59,453 65 1,619 85,108 144,698 146,180 146,382 242 40
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,398)
448 10 123 854 1,266 1,425 1,399 -27 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 0.0 1.1 58.1 98.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 1 4 33 27 57 32
Updated May 22, 2020