BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,298
COMMITMENTS
1,390 1,309 2,617 10,744 10,731 14,751 14,658 547 640
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,074)
127 -298 -476 -1,766 -1,262 -2,115 -2,036 41 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 8.6 17.1 70.2 70.1 96.4 95.8 3.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 6 9 31 24 41 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,030
COMMITMENTS
12,263 5,841 17,586 19,301 20,333 49,150 43,760 3,880 9,270
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -6,193)
-199 -567 -2,556 -2,969 -1,459 -5,724 -4,582 -469 -1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 11.0 33.2 36.4 38.3 92.7 82.5 7.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 24 34 42 40 77 85
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 22,502
COMMITMENTS
1,322 331 6,554 13,806 15,046 21,681 21,931 821 571
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,140)
68 -75 -1,447 -2,555 -2,424 -3,935 -3,947 -205 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.5 29.1 61.4 66.9 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 7 8 42 32 52 41
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,690
COMMITMENTS
394 5,063 4,224 7,231 2,547 11,849 11,834 841 855
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,212)
-173 -125 -423 -587 -384 -1,183 -932 -29 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 39.9 33.3 57.0 20.1 93.4 93.3 6.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 8 27 23 35 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,027
COMMITMENTS
64,499 34,364 108,588 98,201 124,387 271,289 267,339 20,739 24,688
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,083)
-1,250 -743 1,700 -2,252 -1,981 -1,802 -1,024 719 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.8 37.2 33.6 42.6 92.9 91.5 7.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
108 70 117 79 80 243 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,902
COMMITMENTS
71,091 35,822 92,484 132,050 165,912 295,625 294,218 40,276 41,683
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 4,539)
-1,916 721 -1,574 6,339 4,061 2,849 3,208 1,690 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 10.7 27.5 39.3 49.4 88.0 87.6 12.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
101 78 112 131 135 288 284
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,880
COMMITMENTS
257 739 325 1,437 1,071 2,019 2,135 860 745
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -368)
70 -10 -167 -219 -147 -316 -324 -53 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 25.7 11.3 49.9 37.2 70.1 74.1 29.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 12 7 13 11 23 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,549
COMMITMENTS
8,919 7,876 12,414 10,922 8,627 32,255 28,917 8,294 11,632
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -3,782)
-1,229 -893 -2,170 -184 117 -3,583 -2,946 -199 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 19.4 30.6 26.9 21.3 79.5 71.3 20.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 42 43 57 57 121 120
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,222
COMMITMENTS
914 11,788 5,473 30,223 18,054 36,611 35,315 611 1,907
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -5,268)
93 -1,328 -1,116 -4,139 -2,393 -5,162 -4,837 -107 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 31.7 14.7 81.2 48.5 98.4 94.9 1.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 19 11 36 35 49 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,904
COMMITMENTS
8,979 4,918 1 14,936 18,412 23,916 23,331 988 1,573
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,130)
417 1,923 1 862 -346 1,280 1,578 -150 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 19.7 0.0 60.0 73.9 96.0 93.7 4.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 13 1 7 6 17 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,901
COMMITMENTS
17,040 49,482 11,365 86,132 50,457 114,536 111,303 26,365 29,598
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 3,062)
889 3,606 1,510 302 1,161 2,701 6,277 361 -3,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 35.1 8.1 61.1 35.8 81.3 79.0 18.7 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
18 27 17 40 40 67 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,327
COMMITMENTS
12,987 5,259 889 13,657 18,717 27,533 24,865 10,794 13,462
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 5)
545 -1,726 -2 1,015 1,042 1,558 -686 -1,553 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 13.7 2.3 35.6 48.8 71.8 64.9 28.2 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 8 3 14 14 24 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,737
COMMITMENTS
30,876 23,791 1,915 64,674 70,605 97,466 96,311 4,271 5,426
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,999)
-987 380 277 -2,262 -3,746 -2,972 -3,088 -27 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 23.4 1.9 63.6 69.4 95.8 94.7 4.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
33 44 10 19 36 55 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 194,356
COMMITMENTS
30,594 40,068 22,661 121,618 101,140 174,873 163,869 19,483 30,487
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -510)
-3,252 2,054 1,161 1,489 -3,850 -602 -635 92 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 20.6 11.7 62.6 52.0 90.0 84.3 10.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
16 33 14 33 48 57 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 180,085
COMMITMENTS
56,104 27,481 18,730 76,483 111,378 151,317 157,590 28,769 22,496
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 7,473)
-3,121 950 195 10,890 7,630 7,964 8,776 -491 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 15.3 10.4 42.5 61.8 84.0 87.5 16.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
28 34 19 37 35 77 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 605,228
COMMITMENTS
165,575 91,602 44,952 314,832 416,077 525,359 552,631 79,869 52,597
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,876)
763 5,891 -4,689 148 -6,271 -3,778 -5,069 902 2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 15.1 7.4 52.0 68.7 86.8 91.3 13.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
73 58 42 107 82 195 167
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,713
COMMITMENTS
5,221 16,310 3 16,076 3,346 21,300 19,659 1,413 3,054
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,146)
-1,583 250 -262 -2,087 -3,847 -3,932 -3,859 -214 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 71.8 0.0 70.8 14.7 93.8 86.6 6.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 22 1 7 11 17 34
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,670
COMMITMENTS
12,035 26,999 1,010 30,040 10,584 43,085 38,593 1,585 6,077
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 3,103)
2,188 3,359 -112 1,288 -633 3,364 2,614 -261 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 60.4 2.3 67.2 23.7 96.5 86.4 3.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 36 8 18 17 41 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,774
COMMITMENTS
6,719 5,589 0 9,637 9,006 16,356 14,595 418 2,179
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,353)
1,509 660 0 -97 706 1,412 1,366 -59 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 33.3 0.0 57.5 53.7 97.5 87.0 2.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 0 5 6 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,431,269
COMMITMENTS
935,807 1573467 16221754 9493074 8725717 26650635 26520938 780,634 910,331
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 19,351)
16,415 -81,303 -111,228 -36,120 90,513 -130,933 -102,018 150,284 121,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.7 59.1 34.6 31.8 97.2 96.7 2.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
59 69 105 126 124 250 238
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 7,909
COMMITMENTS
5,009 6,727 786 0 0 5,795 7,513 2,114 396
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,756)
1,372 1,486 305 0 0 1,677 1,791 79 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 85.0 9.9 0.0 0.0 73.3 95.0 26.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
39 27 15 0 0 50 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 160,883
COMMITMENTS
38,632 27,715 27,441 94,694 101,479 160,767 156,635 116 4,248
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 3,598)
2,279 1,207 13 1,270 2,333 3,562 3,552 36 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 17.2 17.1 58.9 63.1 99.9 97.4 0.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 14 17 16 20 41 43
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 254,069
COMMITMENTS
39,950 73,131 13,594 199,494 164,011 253,038 250,736 1,031 3,333
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -120,961)
3,125 -42,090 -3,114 -121,974 -75,619 -121,963 -120,823 1,002 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 28.8 5.4 78.5 64.6 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 28 26 17 40 47 79
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,237
COMMITMENTS
65,053 102,113 182,140 591,753 532,542 838,946 816,794 146,292 168,443
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -25,488)
-5,741 -6,219 -15,511 -128 -4,460 -21,380 -26,190 -4,108 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 10.4 18.5 60.1 54.1 85.2 82.9 14.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
106 133 137 302 331 485 524
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 128,393
COMMITMENTS
16,140 4,975 12,600 88,341 25,670 117,081 43,246 11,311 85,147
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,781)
-4,748 2,337 502 8,330 1,541 4,084 4,380 -1,303 -1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.9 9.8 68.8 20.0 91.2 33.7 8.8 66.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 12 21 13 33 26
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 11,177
COMMITMENTS
725 600 47 6,923 9,494 7,695 10,141 3,482 1,036
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,031)
361 0 47 -1,353 1,325 -945 1,372 1,976 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.4 0.4 61.9 84.9 68.8 90.7 31.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 11 15 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,284,224
COMMITMENTS
339,260 580,387 753,000 2517061 2534357 3609321 3867744 674,903 416,480
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -141,346)
-11,297 -49,114 -73,732 -42,292 -30,002 -127,322 -152,847 -14,024 11,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.5 17.6 58.8 59.2 84.2 90.3 15.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
105 131 134 299 328 480 517
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 71,780
COMMITMENTS
6,469 6,406 817 56,737 60,363 64,023 67,586 7,757 4,194
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 52)
-1,143 -523 500 368 507 -275 484 327 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.9 1.1 79.0 84.1 89.2 94.2 10.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
7 7 2 45 35 53 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,096
COMMITMENTS
11,688 9,119 5,408 19,919 21,791 37,015 36,318 6,081 6,778
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 149)
-182 -656 -609 740 1,270 -50 5 200 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 21.2 12.5 46.2 50.6 85.9 84.3 14.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
60 41 27 100 98 172 154
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 215,482
COMMITMENTS
58,441 45,595 27,038 99,597 108,956 185,076 181,589 30,405 33,892
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 747)
-908 -3,280 -3,045 3,702 6,351 -251 26 998 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 21.2 12.5 46.2 50.6 85.9 84.3 14.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
60 41 27 100 98 172 154
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,822
COMMITMENTS
23,362 56,273 15,114 101,294 53,417 139,770 124,805 16,052 31,017
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -522)
1,825 -2,662 -290 178 1,924 1,713 -1,028 -2,235 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 36.1 9.7 65.0 34.3 89.7 80.1 10.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 28 16 26 36 51 71
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 528,109
COMMITMENTS
53,214 75,712 14,205 444,193 416,722 511,613 506,638 16,497 21,471
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -13,258)
703 -12,289 1,944 -16,041 -1,890 -13,394 -12,235 136 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.3 2.7 84.1 78.9 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
45 47 25 139 137 197 196
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,735
COMMITMENTS
6,137 5,189 315 23,508 20,411 29,960 25,915 4,775 8,820
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 663)
-105 669 -92 1,793 1,281 1,596 1,858 -933 -1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 14.9 0.9 67.7 58.8 86.3 74.6 13.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 12 5 27 29 39 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| 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: 144,070
COMMITMENTS
58,689 55 1,457 83,625 142,504 143,771 144,016 299 54
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,984)
-3,607 0 0 1,618 -1,989 -1,989 -1,989 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 0.0 1.0 58.0 98.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
20 1 3 30 25 50 29
Updated May 08, 2020