BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,422
COMMITMENTS
788 1,259 510 8,728 8,260 10,026 10,029 396 393
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 12)
36 8 -31 19 102 24 79 -12 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 12.1 4.9 83.7 79.3 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 7 6 29 26 36 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,801
COMMITMENTS
11,374 5,205 1,458 10,417 13,932 23,249 20,595 2,552 5,206
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,362)
460 -405 175 336 1,572 971 1,342 391 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 20.2 5.7 40.4 54.0 90.1 79.8 9.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 21 20 27 30 55 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,319
COMMITMENTS
1,264 421 675 7,903 8,637 9,842 9,733 477 586
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 295)
-62 46 36 322 118 296 200 -1 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 4.1 6.5 76.6 83.7 95.4 94.3 4.6 5.7
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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,175
COMMITMENTS
46 3,747 550 5,230 1,572 5,826 5,869 349 306
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 96)
12 64 3 68 35 83 102 13 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 60.7 8.9 84.7 25.5 94.3 95.0 5.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 6 6 18 11 25 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,207
COMMITMENTS
77,133 67,975 41,218 82,023 86,727 200,374 195,920 16,833 21,287
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 274)
4,254 8,035 -3,057 -85 -4,997 1,112 -19 -838 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 31.3 19.0 37.8 39.9 92.3 90.2 7.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
77 101 95 55 68 200 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,330
COMMITMENTS
73,758 40,269 49,778 115,458 147,546 238,994 237,593 29,336 30,737
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 8,158)
3,051 4,223 -66 5,876 4,974 8,861 9,131 -703 -973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 15.0 18.6 43.0 55.0 89.1 88.5 10.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
89 82 106 105 128 258 273
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,561
COMMITMENTS
470 441 26 1,151 1,285 1,647 1,752 914 809
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2)
33 -92 -17 -99 35 -83 -74 85 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 17.2 1.0 44.9 50.2 64.3 68.4 35.7 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 10 4 9 9 17 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,397
COMMITMENTS
9,911 8,405 4,354 10,594 8,603 24,859 21,362 5,538 9,035
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,436)
1,938 771 -460 123 520 1,601 831 -165 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 27.7 14.3 34.9 28.3 81.8 70.3 18.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 43 36 33 54 86 116
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,616
COMMITMENTS
823 10,552 1,001 24,433 14,110 26,257 25,663 359 953
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 328)
71 134 -10 183 229 244 353 84 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 39.6 3.8 91.8 53.0 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 11 9 27 28 43 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,208
COMMITMENTS
15,516 4,254 81 9,377 20,424 24,974 24,759 1,234 1,449
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 806)
4,698 637 2 -3,729 363 971 1,002 -165 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 16.2 0.3 35.8 77.9 95.3 94.5 4.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 11 2 7 8 20 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,476
COMMITMENTS
19,774 52,912 1,202 78,954 46,714 99,930 100,828 28,546 27,648
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,373)
-2,070 -2,886 -309 1,127 4,961 -1,252 1,766 -121 -3,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 41.2 0.9 61.5 36.4 77.8 78.5 22.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 28 9 34 31 57 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,352
COMMITMENTS
13,364 4,375 120 14,432 22,186 27,916 26,681 12,436 13,671
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,280)
118 -132 99 -161 747 56 714 1,224 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 10.8 0.3 35.8 55.0 69.2 66.1 30.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 2 17 12 23 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 122,614
COMMITMENTS
56,663 48,346 1,614 59,334 68,055 117,611 118,015 5,003 4,599
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -6,338)
13,369 9,743 -99 -19,675 -5,493 -6,405 4,151 67 -10,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 39.4 1.3 48.4 55.5 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
42 44 11 22 34 71 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,138
COMMITMENTS
26,970 63,014 6,440 136,633 92,230 170,043 161,684 20,095 28,454
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,488)
-12,222 1,565 642 12,377 3,263 797 5,470 691 -3,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 33.1 3.4 71.9 48.5 89.4 85.0 10.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
16 32 13 32 52 58 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,743
COMMITMENTS
61,958 29,379 3,398 72,106 100,594 137,462 133,371 21,281 25,372
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,916)
4,085 6,113 817 -2,132 -7,866 2,770 -936 -854 2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 18.5 2.1 45.4 63.4 86.6 84.0 13.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
29 30 9 34 39 66 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 583,384
COMMITMENTS
174,412 93,172 14,831 312,787 429,985 502,030 537,988 81,354 45,396
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 26,635)
-622 -6,640 7,652 14,368 25,310 21,398 26,322 5,237 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 16.0 2.5 53.6 73.7 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
79 49 26 107 76 193 144
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,212
COMMITMENTS
3,257 3,739 143 7,221 14,821 10,621 18,703 12,591 4,509
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 341)
335 86 25 158 135 518 246 -177 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 16.1 0.6 31.1 63.9 45.8 80.6 54.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 11 9 18 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,354
COMMITMENTS
9,103 21,106 100 15,588 2,543 24,791 23,749 1,563 2,605
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,023)
-448 397 -247 218 -500 -477 -350 -546 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 80.1 0.4 59.1 9.6 94.1 90.1 5.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 18 1 7 7 21 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,537
COMMITMENTS
14,318 27,241 1,064 28,204 13,122 43,586 41,427 2,951 5,110
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 869)
2,100 -20 16 -1,480 1,412 636 1,408 233 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 58.5 2.3 60.6 28.2 93.7 89.0 6.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 31 10 16 14 43 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,878
COMMITMENTS
6,039 2,746 103 6,260 8,870 12,402 11,719 476 1,159
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,116)
-825 -2,881 93 -2,524 137 -3,256 -2,651 140 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 21.3 0.8 48.6 68.9 96.3 91.0 3.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 8 2 5 6 13 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,015,495
COMMITMENTS
1462644 1661881 3262481 5658168 5410262 10383293 10334624 632,202 680,871
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 154,551)
-90,073 -50,016 112,964 135,940 169,815 158,831 232,763 -4,280 -78,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 15.1 29.6 51.4 49.1 94.3 93.8 5.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
55 49 79 117 120 215 210
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,824
COMMITMENTS
5,914 8,066 278 35 0 6,227 8,344 2,597 480
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 102)
-120 382 -124 35 0 -209 258 311 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 91.4 3.2 0.4 0.0 70.6 94.6 29.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
44 23 9 1 0 51 26
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 173,013
COMMITMENTS
32,099 35,680 30,191 110,595 107,055 172,885 172,926 128 87
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 3,443)
131 6,871 1,141 2,257 778 3,529 8,790 -86 -5,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 20.6 17.5 63.9 61.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 14 19 15 24 42 50
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 215,648
COMMITMENTS
28,080 77,539 18,782 168,689 118,235 215,551 214,556 97 1,092
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -71,283)
-3,991 -13,518 -3,874 -63,457 -51,673 -71,322 -69,065 39 -2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 36.0 8.7 78.2 54.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 24 27 20 40 48 81
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 750,830
COMMITMENTS
72,765 105,925 34,038 512,878 460,327 619,680 600,289 131,149 150,541
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,006)
6,851 727 -939 -1,661 5,281 4,251 5,068 -2,244 -3,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 14.1 4.5 68.3 61.3 82.5 80.0 17.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
94 111 57 271 283 396 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 107,739
COMMITMENTS
19,097 7,098 289 82,356 19,827 101,742 27,214 5,997 80,525
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -500)
-1,205 2,853 -711 1,662 -782 -254 1,360 -246 -1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 6.6 0.3 76.4 18.4 94.4 25.3 5.6 74.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 1 14 5 20 8
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| 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: 12,695
COMMITMENTS
1,551 600 0 9,580 8,393 11,131 8,993 1,564 3,702
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,816)
1,039 0 0 849 -489 1,888 -489 -72 2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 4.7 0.0 75.5 66.1 87.7 70.8 12.3 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 15 11 18 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,215,453
COMMITMENTS
371,808 597,604 65,273 2152611 2202498 2589692 2865375 625,761 350,078
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 12,532)
45,208 -5,704 -6,068 -16,617 30,313 22,523 18,541 -9,991 -6,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 18.6 2.0 66.9 68.5 80.5 89.1 19.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
94 111 54 268 282 391 418
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,041
COMMITMENTS
6,353 4,626 341 50,696 54,547 57,390 59,514 7,651 5,527
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -2,241)
-186 -854 16 -2,020 -1,746 -2,190 -2,584 -51 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 7.1 0.5 77.9 83.9 88.2 91.5 11.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 8 3 42 35 50 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 41,947
COMMITMENTS
13,707 11,187 620 21,673 23,590 36,000 35,397 5,947 6,550
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -54)
-41 -1,872 -127 886 1,780 718 -220 -772 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 26.7 1.5 51.7 56.2 85.8 84.4 14.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
65 58 28 103 100 183 172
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 209,734
COMMITMENTS
68,534 55,937 3,100 108,365 117,948 179,999 176,985 29,735 32,749
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -268)
-204 -9,362 -634 4,429 8,898 3,591 -1,098 -3,859 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 26.7 1.5 51.7 56.2 85.8 84.4 14.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
65 58 28 103 100 183 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,378
COMMITMENTS
26,571 67,362 1,210 91,638 37,786 119,419 106,358 15,959 29,020
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,542)
1,041 1,294 638 -2,878 -2,493 -1,199 -561 -343 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 49.8 0.9 67.7 27.9 88.2 78.6 11.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 23 8 29 31 45 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 570,574
COMMITMENTS
96,779 80,252 7,866 448,582 460,153 553,227 548,271 17,347 22,303
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 6,980)
-8,194 4,066 1,131 14,360 2,804 7,297 8,001 -317 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 14.1 1.4 78.6 80.6 97.0 96.1 3.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
55 53 23 147 136 217 197
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,377
COMMITMENTS
3,118 7,865 1 10,766 4,671 13,885 12,537 3,492 4,840
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,461)
408 2,322 1 1,900 197 2,309 2,520 152 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 45.3 0.0 62.0 26.9 79.9 72.1 20.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 8 1 8 6 13 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,071
COMMITMENTS
12,010 5,177 268 27,672 25,797 39,950 31,242 6,121 14,829
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 3,952)
3,252 1,799 -52 956 5,641 4,156 7,388 -204 -3,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 11.2 0.6 60.1 56.0 86.7 67.8 13.3 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 10 5 27 34 45 49
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| 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: 145,991
COMMITMENTS
59,576 65 1,699 84,491 144,087 145,766 145,851 225 140
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -2,175)
974 0 68 -3,209 -2,344 -2,167 -2,276 -8 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 0.0 1.2 57.9 98.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 1 4 34 26 62 31
Updated June 05, 2020