BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,967
COMMITMENTS
984 1,090 446 8,012 8,053 9,442 9,589 525 378
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 299)
-8 138 -37 334 168 289 269 10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 10.9 4.5 80.4 80.8 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 7 7 26 25 34 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,512
COMMITMENTS
12,090 4,003 1,271 8,634 13,860 21,995 19,134 2,517 5,378
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,374)
566 110 265 396 779 1,227 1,154 147 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 16.3 5.2 35.2 56.5 89.7 78.1 10.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 15 19 21 26 50 51
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,956
COMMITMENTS
1,359 456 504 6,617 7,424 8,480 8,384 476 572
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 178)
-16 -44 -1 169 269 152 224 26 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 5.1 5.6 73.9 82.9 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 6 35 23 41 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,894
COMMITMENTS
22 3,752 455 5,064 1,392 5,541 5,599 353 295
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 23)
-7 20 4 33 2 30 26 -7 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 63.7 7.7 85.9 23.6 94.0 95.0 6.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 5 15 10 20 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,891
COMMITMENTS
74,402 63,426 48,386 78,002 84,063 200,790 195,875 19,101 24,016
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 728)
-1,348 -4,971 4,819 -3,297 668 174 516 554 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 28.8 22.0 35.5 38.2 91.3 89.1 8.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
72 107 96 53 68 196 214
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,003
COMMITMENTS
67,714 43,710 49,661 125,132 144,942 242,507 238,313 29,496 33,690
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 4,630)
-2,213 1,420 4,049 3,565 -1,434 5,401 4,035 -771 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 16.1 18.3 46.0 53.3 89.2 87.6 10.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
90 82 100 106 132 253 275
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,371
COMMITMENTS
422 386 9 1,123 1,332 1,554 1,727 817 644
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -156)
2 -71 -13 -79 25 -90 -59 -66 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 16.3 0.4 47.4 56.2 65.5 72.8 34.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 10 1 10 9 15 19
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,997
COMMITMENTS
10,061 9,861 5,032 12,182 8,304 27,275 23,197 5,722 9,800
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 946)
261 893 -372 988 115 877 636 69 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 29.9 15.2 36.9 25.2 82.7 70.3 17.3 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 46 37 40 51 96 115
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,436
COMMITMENTS
830 9,564 676 21,506 12,377 23,012 22,617 424 819
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 635)
147 512 -84 518 255 581 683 54 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 40.8 2.9 91.8 52.8 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 9 9 28 23 44 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,893
COMMITMENTS
15,350 2,840 0 7,172 20,028 22,522 22,868 1,371 1,025
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -16,099)
-644 -2,372 -739 -14,412 -12,646 -15,795 -15,757 -304 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.2 11.9 0.0 30.0 83.8 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 11 0 5 9 17 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,654
COMMITMENTS
19,695 45,181 2,586 77,777 53,414 100,058 101,181 25,596 24,473
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 5,195)
-2,603 -1,946 1,541 8,042 8,789 6,980 8,384 -1,785 -3,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 36.0 2.1 61.9 42.5 79.6 80.5 20.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 24 11 33 32 54 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,733
COMMITMENTS
9,150 7,544 17 12,869 18,526 22,036 26,087 13,697 9,646
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -5,847)
-1,313 -1,153 -189 -3,497 -2,120 -4,999 -3,462 -848 -2,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 21.1 0.0 36.0 51.8 61.7 73.0 38.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 11 1 10 13 13 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,329
COMMITMENTS
49,258 27,152 535 54,593 77,827 104,386 105,514 4,943 3,815
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -26,608)
-9,695 -32,647 -497 -15,800 7,022 -25,992 -26,122 -616 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 24.8 0.5 49.9 71.2 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
42 36 8 21 31 66 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 166,808
COMMITMENTS
29,378 45,376 4,585 116,810 87,746 150,773 137,707 16,035 29,101
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -18,798)
485 -7,565 -3,283 -11,182 -6,134 -13,980 -16,982 -4,818 -1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 27.2 2.7 70.0 52.6 90.4 82.6 9.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
18 25 14 31 42 57 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,287
COMMITMENTS
43,126 21,016 840 64,304 86,449 108,270 108,305 19,017 18,982
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -27,872)
-5,736 -10,384 -2,058 -18,062 -9,219 -25,856 -21,661 -2,016 -6,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 16.5 0.7 50.5 67.9 85.1 85.1 14.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 20 11 28 34 56 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 574,939
COMMITMENTS
187,120 69,988 6,327 302,800 457,835 496,247 534,150 78,692 40,789
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -17,976)
2,451 -19,032 -1,288 -14,109 7,208 -12,946 -13,112 -5,030 -4,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 12.2 1.1 52.7 79.6 86.3 92.9 13.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
78 39 25 106 75 192 131
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,236
COMMITMENTS
3,446 4,679 518 7,200 13,907 11,164 19,104 12,072 4,132
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,830)
494 331 -1,257 37 -886 -726 -1,812 -1,104 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 20.1 2.2 31.0 59.9 48.0 82.2 52.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 2 11 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,410
COMMITMENTS
5,393 17,863 256 16,747 3,448 22,396 21,567 2,014 2,843
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -2,807)
-2,569 -3,113 35 -488 -9 -3,022 -3,087 215 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 73.2 1.0 68.6 14.1 91.7 88.4 8.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 18 4 7 7 24 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,321
COMMITMENTS
14,452 16,384 369 9,512 6,731 24,333 23,484 2,988 3,837
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -19,390)
-713 -10,022 -489 -17,667 -8,830 -18,869 -19,341 -521 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 60.0 1.4 34.8 24.6 89.1 86.0 10.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
29 20 6 13 8 44 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,463
COMMITMENTS
8,178 2,206 0 1,740 7,156 9,918 9,362 545 1,101
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -6,406)
889 -1,395 -1,279 -5,883 -3,690 -6,273 -6,364 -133 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.2 21.1 0.0 16.6 68.4 94.8 89.5 5.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 10 0 3 4 9 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,524,870
COMMITMENTS
1345926 1313773 2592532 4997145 4895606 8935603 8801911 589,267 722,959
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,497,015)
-186,371 -257,015 -678,255 -585,594 -586,363 -1450220 -1521633 -46,795 24,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.8 27.2 52.5 51.4 93.8 92.4 6.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
53 43 77 102 109 193 198
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,784
COMMITMENTS
6,382 7,946 209 0 0 6,591 8,155 2,193 629
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -781)
-435 -814 -34 -32 0 -501 -848 -280 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.7 90.5 2.4 0.0 0.0 75.0 92.8 25.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
41 25 8 0 0 46 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 180,196
COMMITMENTS
23,010 39,015 30,627 126,400 110,413 180,037 180,055 159 141
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,872)
-2,371 2,505 809 8,396 3,493 6,834 6,807 38 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 21.7 17.0 70.1 61.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 17 19 14 24 38 49
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 285,896
COMMITMENTS
23,590 97,162 22,923 239,274 164,703 285,787 284,788 109 1,108
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 26,213)
389 4,378 1,237 24,548 20,596 26,174 26,211 39 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 34.0 8.0 83.7 57.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 30 28 20 39 49 80
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 812,088
COMMITMENTS
69,438 114,765 43,888 555,399 500,827 668,724 659,480 143,363 152,608
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 45,200)
-5,532 9,439 6,312 32,295 20,825 33,075 36,576 12,125 8,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 14.1 5.4 68.4 61.7 82.3 81.2 17.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
87 109 87 298 287 438 432
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 113,340
COMMITMENTS
23,813 8,479 49 84,574 23,012 108,436 31,540 4,904 81,800
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,015)
974 910 -651 2,302 -3,815 2,625 -3,556 -610 5,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 7.5 0.0 74.6 20.3 95.7 27.8 4.3 72.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 4 16 8 23 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| 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: 12,551
COMMITMENTS
871 255 422 8,639 8,301 9,932 8,978 2,619 3,573
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 800)
156 -260 422 -222 339 356 501 444 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 2.0 3.4 68.8 66.1 79.1 71.5 20.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 14 17 16
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,493,739
COMMITMENTS
345,594 648,899 101,725 2354123 2389075 2801442 3139699 692,297 354,040
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 215,926)
-28,516 46,660 30,801 149,965 123,198 152,250 200,659 63,676 15,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 18.6 2.9 67.4 68.4 80.2 89.9 19.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
88 108 83 298 285 434 430
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 16,280
COMMITMENTS
5,525 260 0 9,090 14,819 14,615 15,079 1,665 1,201
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,022)
5,525 0 0 1,119 7,175 6,644 7,175 378 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 1.6 0.0 55.8 91.0 89.8 92.6 10.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 11 12 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 244,091
COMMITMENTS
3,000 0 3,000 238,091 239,091 244,091 242,091 0 2,000
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 1.2 97.5 98.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 15 18 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 71,290
COMMITMENTS
7,753 5,491 369 53,836 60,526 61,958 66,386 9,332 4,904
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,203)
1,623 1,732 -166 5,520 8,193 6,977 9,759 1,226 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 7.7 0.5 75.5 84.9 86.9 93.1 13.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 6 6 41 39 52 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,730
COMMITMENTS
14,653 9,616 1,592 22,945 28,388 39,191 39,597 6,539 6,133
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,475)
1,175 -1,831 531 354 5,070 2,059 3,769 416 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 21.0 3.5 50.2 62.1 85.7 86.6 14.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
62 51 28 111 112 186 180
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 228,649
COMMITMENTS
73,267 48,080 7,961 114,726 141,942 195,954 197,983 32,695 30,666
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 12,375)
5,875 -9,155 2,653 1,768 25,348 10,296 18,846 2,079 -6,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 21.0 3.5 50.2 62.1 85.7 86.6 14.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
62 51 28 111 112 186 180
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 90,803
COMMITMENTS
31,685 38,217 1,422 39,081 31,889 72,188 71,528 18,615 19,275
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -48,133)
1,773 -28,270 -2,909 -48,034 -11,585 -49,170 -42,764 1,037 -5,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 42.1 1.6 43.0 35.1 79.5 78.8 20.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 18 6 19 22 40 42
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 615,671
COMMITMENTS
89,784 80,872 11,086 494,639 502,959 595,509 594,917 20,162 20,754
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 37,709)
-5,777 -4,296 4,287 40,496 38,677 39,006 38,668 -1,297 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.1 1.8 80.3 81.7 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
49 49 31 171 148 237 212
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,317
COMMITMENTS
3,474 3,558 237 18,822 19,070 22,533 22,865 7,784 7,452
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -23,070)
-9,491 -2,657 -1,310 -12,614 -9,599 -23,415 -13,566 345 -9,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 11.7 0.8 62.1 62.9 74.3 75.4 25.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 8 2 20 21 30 30
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| 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: 149,894
COMMITMENTS
53,793 65 3,533 92,297 146,255 149,623 149,853 271 41
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -536)
-2,864 -3 -48 2,373 -484 -539 -535 3 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 0.0 2.4 61.6 97.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
30 1 5 41 28 73 34
Updated June 19, 2020