BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,410
COMMITMENTS
752 1,251 541 8,709 8,158 10,002 9,950 408 460
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 73)
-54 52 -36 176 42 86 58 -13 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 12.0 5.2 83.7 78.4 96.1 95.6 3.9 4.4
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 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,439
COMMITMENTS
10,914 5,610 1,283 10,081 12,360 22,278 19,253 2,161 5,186
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 487)
122 61 -288 325 421 159 194 328 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 23.0 5.2 41.2 50.6 91.2 78.8 8.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 21 19 25 27 48 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,024
COMMITMENTS
1,326 375 639 7,581 8,519 9,546 9,533 478 491
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 130)
-3 -11 -15 168 279 150 253 -20 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 3.7 6.4 75.6 85.0 95.2 95.1 4.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 5 6 38 25 44 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,079
COMMITMENTS
34 3,683 547 5,162 1,537 5,743 5,767 336 312
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -45)
0 -76 -2 6 27 4 -51 -49 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 60.6 9.0 84.9 25.3 94.5 94.9 5.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 7 6 19 11 26 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,933
COMMITMENTS
72,879 59,940 44,275 82,108 91,724 199,262 195,939 17,671 20,994
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,395)
3,180 4,247 3,323 1,432 995 7,935 8,565 460 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 27.6 20.4 37.8 42.3 91.9 90.3 8.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
83 82 97 56 69 205 198
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,172
COMMITMENTS
70,707 36,046 49,844 109,582 142,572 230,133 228,462 30,039 31,710
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,160)
1,196 860 75 1,174 1,219 2,445 2,154 -285 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 13.9 19.2 42.1 54.8 88.5 87.8 11.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
84 84 105 106 123 257 260
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,559
COMMITMENTS
437 533 43 1,250 1,250 1,730 1,826 829 733
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -17)
65 -103 -93 -23 167 -51 -29 34 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 20.8 1.7 48.8 48.8 67.6 71.4 32.4 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 11 3 10 9 17 21
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,961
COMMITMENTS
7,973 7,634 4,814 10,471 8,083 23,258 20,531 5,703 8,430
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -208)
-263 287 -239 312 320 -190 368 -18 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 26.4 16.6 36.2 27.9 80.3 70.9 19.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
33 40 35 40 51 94 112
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,288
COMMITMENTS
752 10,418 1,011 24,250 13,881 26,013 25,310 275 978
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 544)
-305 48 231 598 237 524 516 20 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 39.6 3.8 92.2 52.8 99.0 96.3 1.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 9 9 27 29 40 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,402
COMMITMENTS
10,818 3,617 79 13,106 20,061 24,003 23,757 1,399 1,645
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,691)
1,739 48 76 -156 1,521 1,659 1,645 32 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 14.2 0.3 51.6 79.0 94.5 93.5 5.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 13 2 9 8 20 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,849
COMMITMENTS
21,844 55,798 1,511 77,827 41,753 101,182 99,062 28,667 30,787
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -250)
-1,298 -2,400 -181 -83 767 -1,562 -1,814 1,312 1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 43.0 1.2 59.9 32.2 77.9 76.3 22.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
20 25 10 36 33 61 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,072
COMMITMENTS
13,246 4,507 21 14,593 21,439 27,860 25,967 11,212 13,105
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 326)
-432 -443 2 171 905 -259 464 585 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 11.5 0.1 37.3 54.9 71.3 66.5 28.7 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 6 1 17 14 23 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,952
COMMITMENTS
43,294 38,603 1,713 79,009 73,548 124,016 113,864 4,936 15,088
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 25,527)
19,026 8,351 449 6,336 7,831 25,811 16,631 -284 8,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 29.9 1.3 61.3 57.0 96.2 88.3 3.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 54 9 22 38 66 96
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,650
COMMITMENTS
39,192 61,449 5,798 124,256 88,967 169,246 156,214 19,404 32,436
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,916)
3,382 6,650 400 3,456 1,466 7,238 8,516 1,678 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 32.6 3.1 65.9 47.2 89.7 82.8 10.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
18 29 14 29 49 55 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 156,827
COMMITMENTS
57,873 23,266 2,581 74,238 108,460 134,692 134,307 22,135 22,520
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,852)
5,835 -1,302 1,200 3,211 9,724 10,246 9,622 -1,394 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 14.8 1.6 47.3 69.2 85.9 85.6 14.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 26 6 34 37 66 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 556,749
COMMITMENTS
175,034 99,812 7,179 298,419 404,675 480,632 511,666 76,117 45,083
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 9,543)
7,278 4,618 359 3,052 6,714 10,689 11,691 -1,146 -2,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 17.9 1.3 53.6 72.7 86.3 91.9 13.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
73 52 30 106 77 190 148
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,871
COMMITMENTS
2,922 3,653 118 7,063 14,686 10,103 18,457 12,768 4,414
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 16.0 0.5 30.9 64.2 44.2 80.7 55.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 10 9 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,377
COMMITMENTS
9,551 20,709 347 15,370 3,043 25,268 24,099 2,109 3,278
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,626)
2,106 2,848 247 -94 -113 2,259 2,982 367 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 75.6 1.3 56.1 11.1 92.3 88.0 7.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 19 3 8 9 23 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,668
COMMITMENTS
12,218 27,261 1,048 29,684 11,710 42,950 40,019 2,718 5,649
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,525)
1,476 652 -81 -277 1,476 1,118 2,047 407 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 59.7 2.3 65.0 25.6 94.0 87.6 6.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 31 12 16 13 43 52
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,994
COMMITMENTS
6,864 5,627 10 8,784 8,733 15,658 14,370 336 1,624
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -1,191)
-426 -314 10 -647 -763 -1,063 -1,067 -128 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 35.2 0.1 54.9 54.6 97.9 89.8 2.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 1 5 5 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,860,944
COMMITMENTS
1552717 1711897 3149517 5522228 5240447 10224462 10101861 636,482 759,083
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 130,332)
148,743 -32,659 2,296 -18,901 116,619 132,138 86,256 -1,806 44,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 15.8 29.0 50.8 48.3 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
59 44 76 114 119 211 205
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,722
COMMITMENTS
6,034 7,684 402 0 0 6,436 8,086 2,286 636
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -2,156)
-1,308 -2,242 -204 -34 0 -1,546 -2,446 -610 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 88.1 4.6 0.0 0.0 73.8 92.7 26.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
41 24 12 0 0 46 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 169,570
COMMITMENTS
31,968 28,809 29,050 108,338 106,277 169,356 164,136 214 5,434
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -3,927)
-3,388 1,880 -2,417 1,882 -3,871 -3,923 -4,408 -4 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 17.0 17.1 63.9 62.7 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 13 19 16 21 41 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 286,931
COMMITMENTS
32,071 91,057 22,656 232,146 169,908 286,873 283,621 58 3,310
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,408)
-1,029 6,408 2,836 6,619 -718 8,426 8,526 -18 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 31.7 7.9 80.9 59.2 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 25 29 20 40 53 82
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 748,823
COMMITMENTS
65,913 105,198 34,977 514,540 455,046 615,430 595,221 133,393 153,602
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 803)
1,923 6,353 2,332 -3,398 -7,233 857 1,452 -54 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 14.0 4.7 68.7 60.8 82.2 79.5 17.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
86 119 58 277 300 391 449
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 108,239
COMMITMENTS
20,302 4,245 1,000 80,694 20,609 101,996 25,854 6,243 82,385
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,949)
1,489 1,150 489 2,496 1,694 4,474 3,333 -1,525 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 3.9 0.9 74.6 19.0 94.2 23.9 5.8 76.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 1 2 14 7 21 10
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| 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: 17,199
COMMITMENTS
293 0 0 15,150 10,455 15,443 10,455 1,756 6,744
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 88.1 60.8 89.8 60.8 10.2 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 10 11 10
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| 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: 10,879
COMMITMENTS
512 600 0 8,731 8,882 9,243 9,482 1,636 1,397
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -618)
-284 0 -16 -24 -284 -324 -300 -294 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 5.5 0.0 80.3 81.6 85.0 87.2 15.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 9 16 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,202,921
COMMITMENTS
326,600 603,308 71,341 2169228 2172185 2567169 2846834 635,752 356,087
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -10,730)
9,901 33,746 1,484 -29,472 -44,637 -18,087 -9,407 7,357 -1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 18.8 2.2 67.7 67.8 80.2 88.9 19.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
85 120 57 273 298 386 447
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,282
COMMITMENTS
6,539 5,480 325 52,716 56,293 59,580 62,098 7,702 5,184
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -2,879)
-237 61 -491 -2,149 -3,186 -2,877 -3,616 -2 737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 8.1 0.5 78.4 83.7 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 7 3 43 36 50 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,000
COMMITMENTS
13,748 13,060 747 20,787 21,810 35,282 35,617 6,719 6,384
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,367)
1,817 139 -47 119 1,705 1,889 1,796 478 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 31.1 1.8 49.5 51.9 84.0 84.8 16.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
62 51 21 99 95 174 154
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 210,002
COMMITMENTS
68,738 65,299 3,734 103,936 109,050 176,408 178,083 33,594 31,919
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 11,836)
9,087 694 -236 595 8,524 9,446 8,982 2,390 2,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 31.1 1.8 49.5 51.9 84.0 84.8 16.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
62 51 21 99 95 174 154
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,920
COMMITMENTS
25,530 66,068 572 94,516 40,279 120,618 106,919 16,302 30,001
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 4,123)
229 1,209 14 3,290 299 3,533 1,522 590 2,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 48.3 0.4 69.0 29.4 88.1 78.1 11.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 26 5 27 32 45 59
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 563,594
COMMITMENTS
104,973 76,186 6,735 434,222 457,349 545,930 540,270 17,664 23,324
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 10,711)
18,982 -3,591 -2,851 -5,526 16,394 10,605 9,952 106 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 13.5 1.2 77.0 81.1 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
63 48 22 142 145 217 203
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,916
COMMITMENTS
2,710 5,543 0 8,866 4,474 11,576 10,017 3,340 4,899
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 37.2 0.0 59.4 30.0 77.6 67.2 22.4 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 8 0 6 5 10 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,119
COMMITMENTS
8,758 3,378 320 26,716 20,156 35,794 23,854 6,325 18,265
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,843)
1,732 -1,359 -134 -149 1,393 1,449 -100 394 1,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 8.0 0.8 63.4 47.9 85.0 56.6 15.0 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 8 4 23 31 38 42
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| 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: 148,166
COMMITMENTS
58,602 65 1,631 87,700 146,431 147,933 148,127 233 39
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,744)
-851 0 12 2,592 1,733 1,753 1,745 -9 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 0.0 1.1 59.2 98.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 1 4 34 27 59 32
Updated May 29, 2020