BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,796
COMMITMENTS
1,566 1,064 2,563 11,086 11,677 15,215 15,304 581 492
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 353)
154 -48 20 121 475 294 447 59 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.7 16.2 70.2 73.9 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 6 8 31 27 40 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,240
COMMITMENTS
12,217 5,087 19,815 20,320 22,354 52,353 47,256 3,887 8,984
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,037)
194 -671 1,449 312 1,241 1,955 2,018 82 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 9.0 35.2 36.1 39.7 93.1 84.0 6.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
18 25 33 43 43 77 85
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 22,242
COMMITMENTS
1,587 114 6,236 13,662 15,209 21,484 21,559 758 683
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 57)
249 -111 -158 -30 155 60 -114 -3 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.5 28.0 61.4 68.4 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 7 42 30 51 38
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,102
COMMITMENTS
100 5,051 4,414 7,873 2,795 12,386 12,260 716 842
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 566)
-159 135 126 475 269 441 529 125 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 38.6 33.7 60.1 21.3 94.5 93.6 5.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 7 9 26 23 35 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,799
COMMITMENTS
68,861 42,239 113,119 96,036 116,700 278,015 272,058 21,784 27,742
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 6,222)
1,729 4,395 4,017 431 -2,845 6,177 5,567 45 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 14.1 37.7 32.0 38.9 92.7 90.7 7.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
107 77 110 80 77 240 222
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,398
COMMITMENTS
68,324 28,894 94,544 122,962 159,382 285,830 282,819 37,569 40,579
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -3,105)
-1,568 -1,645 1,804 -3,051 -1,206 -2,815 -1,047 -290 -2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 8.9 29.2 38.0 49.3 88.4 87.5 11.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
96 80 118 123 132 282 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,813
COMMITMENTS
363 573 284 1,335 1,207 1,982 2,064 831 749
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -11)
71 -2 -39 -1 -50 31 -91 -42 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 20.4 10.1 47.5 42.9 70.5 73.4 29.5 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 11 8 13 10 24 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,367
COMMITMENTS
8,004 5,869 11,921 10,866 8,800 30,791 26,591 7,576 11,777
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -642)
-504 0 -465 314 220 -654 -245 12 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 15.3 31.1 28.3 22.9 80.3 69.3 19.7 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
36 40 51 53 57 124 121
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,904
COMMITMENTS
942 11,581 5,740 30,621 18,512 37,302 35,832 602 2,072
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 603)
100 -89 264 236 258 600 433 3 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 30.6 15.1 80.8 48.8 98.4 94.5 1.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 13 14 36 38 51 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,711
COMMITMENTS
9,079 3,569 3 13,262 18,540 22,344 22,112 1,367 1,599
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -169)
-998 -50 1 227 -70 -770 -119 601 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 15.1 0.0 55.9 78.2 94.2 93.3 5.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 12 1 7 6 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,374
COMMITMENTS
22,390 58,083 8,810 88,287 50,794 119,487 117,688 28,886 30,685
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 10,503)
5,938 8,921 -545 2,676 3,218 8,069 11,594 2,434 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 39.1 5.9 59.5 34.2 80.5 79.3 19.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
20 31 14 41 41 70 77
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,936
COMMITMENTS
13,678 5,070 522 15,311 21,362 29,511 26,954 11,425 13,981
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,313)
1,054 -974 123 -2,144 -1,642 -968 -2,494 -345 1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 12.4 1.3 37.4 52.2 72.1 65.8 27.9 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 8 2 17 14 24 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,745
COMMITMENTS
23,995 30,296 1,850 73,667 66,369 99,512 98,516 5,233 6,229
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,386)
1,813 2,766 -176 230 -1,100 1,867 1,490 519 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 28.9 1.8 70.3 63.4 95.0 94.1 5.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
33 48 10 22 38 61 90
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,421
COMMITMENTS
38,751 52,910 22,152 130,334 102,182 191,237 177,245 19,184 33,177
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 13,991)
4,313 8,303 168 8,112 4,311 12,593 12,783 1,398 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 25.1 10.5 61.9 48.6 90.9 84.2 9.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
20 31 16 37 50 65 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 171,654
COMMITMENTS
51,049 24,852 14,959 79,931 106,359 145,940 146,170 25,715 25,484
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -4,356)
-4,394 -2,963 303 -507 -3,281 -4,598 -5,941 242 1,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 14.5 8.7 46.6 62.0 85.0 85.2 15.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
27 32 16 38 37 76 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 601,044
COMMITMENTS
166,719 93,745 39,030 314,535 417,282 520,284 550,057 80,760 50,986
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,432)
-3,425 1,257 1,641 1,490 -1,928 -294 970 2,726 1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 15.6 6.5 52.3 69.4 86.6 91.5 13.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
74 56 45 111 84 203 167
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,772
COMMITMENTS
7,456 17,861 109 15,464 3,156 23,029 21,126 1,742 3,645
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,644)
3,054 3,717 -4 510 -193 3,560 3,520 84 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 72.1 0.4 62.4 12.7 93.0 85.3 7.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 20 2 7 9 19 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,444
COMMITMENTS
10,738 26,618 1,176 30,219 10,479 42,133 38,273 2,311 6,171
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,222)
-1,208 -1,214 83 -267 -191 -1,392 -1,322 170 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 59.9 2.6 68.0 23.6 94.8 86.1 5.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 31 11 17 19 44 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,185
COMMITMENTS
7,290 5,941 0 9,431 9,496 16,721 15,437 464 1,748
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -422)
-403 246 0 -139 -562 -542 -316 120 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 34.6 0.0 54.9 55.3 97.3 89.8 2.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 8 0 5 5 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,653,118
COMMITMENTS
1096594 1416411 15522576 9325023 8927653 25944194 25866641 708,924 786,477
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,243,902)
59,464 -290,458 -979,804 -305,673 43,300 -1226013 -1226963 -17,889 -16,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.3 58.2 35.0 33.5 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
69 59 103 127 126 249 240
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 11,802
COMMITMENTS
7,341 9,943 1,494 34 0 8,869 11,437 2,933 365
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,571)
735 998 578 3 0 1,316 1,575 255 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 84.3 12.7 0.3 0.0 75.2 96.9 24.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
43 31 15 1 0 57 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 173,568
COMMITMENTS
35,356 26,895 31,513 106,479 110,204 173,348 168,613 220 4,955
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,867)
-614 -894 1,540 3,903 3,117 4,829 3,763 38 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 15.5 18.2 61.3 63.5 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 11 18 16 23 41 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 278,523
COMMITMENTS
33,100 84,649 19,820 225,527 170,626 278,447 275,095 76 3,428
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 15,694)
-7,127 8,134 5,912 16,923 1,579 15,708 15,625 -14 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 30.4 7.1 81.0 61.3 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 26 29 20 41 53 82
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 956,328
COMMITMENTS
60,903 102,119 169,703 573,321 512,912 803,927 784,734 152,401 171,594
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -35,336)
-838 2,676 -15,610 -17,220 -16,495 -33,668 -29,429 -1,669 -5,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 10.7 17.7 60.0 53.6 84.1 82.1 15.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652)
107 135 135 297 323 480 517
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 129,507
COMMITMENTS
18,146 3,507 11,571 85,425 25,461 115,143 40,539 14,364 88,968
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -2,062)
207 288 -805 -2,886 -1,607 -3,484 -2,125 1,422 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.7 8.9 66.0 19.7 88.9 31.3 11.1 68.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 11 17 10 28 22
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 11,497
COMMITMENTS
796 600 16 8,755 9,166 9,567 9,782 1,930 1,715
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 266)
-36 0 2 557 -494 523 -492 -257 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.2 0.1 76.2 79.7 83.2 85.1 16.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 9 16 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,134,104
COMMITMENTS
311,676 590,956 692,765 2439481 2437254 3443922 3720976 690,182 413,129
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -166,370)
-9,139 8,029 -70,110 -71,668 -74,441 -150,917 -136,522 -15,453 -29,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 14.3 16.8 59.0 59.0 83.3 90.0 16.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
107 133 133 295 321 476 513
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 13,733
COMMITMENTS
2,644 446 5 5,024 12,901 7,673 13,352 6,060 381
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 873)
-19 -24 2 780 915 763 893 110 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.2 0.0 36.6 93.9 55.9 97.2 44.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 10 9 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,161
COMMITMENTS
6,776 5,419 816 54,865 59,479 62,457 65,714 7,704 4,447
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -281)
774 -445 -686 13 1,175 101 44 -382 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.7 1.2 78.2 84.8 89.0 93.7 11.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
7 6 3 47 38 55 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,103
COMMITMENTS
12,104 12,907 5,828 21,582 20,964 39,515 39,699 6,588 6,404
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -315)
-885 1,630 -359 959 -1,304 -284 -32 -31 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 28.0 12.6 46.8 45.5 85.7 86.1 14.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
57 52 28 104 102 179 165
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 230,513
COMMITMENTS
60,520 64,535 29,142 107,912 104,818 197,573 198,495 32,940 32,018
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,575)
-4,424 8,150 -1,793 4,797 -6,520 -1,420 -162 -155 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 28.0 12.6 46.8 45.5 85.7 86.1 14.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
57 52 28 104 102 179 165
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,165
COMMITMENTS
25,633 63,172 11,933 99,597 50,560 137,162 125,664 18,003 29,501
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,163)
1,781 4,703 893 1,731 1,838 4,404 7,433 759 -2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 40.7 7.7 64.2 32.6 88.4 81.0 11.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 30 14 30 39 54 71
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 561,724
COMMITMENTS
86,099 79,777 16,833 440,677 441,868 543,609 538,479 18,115 23,246
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 24,627)
23,843 -762 605 -1,269 24,628 23,179 24,471 1,448 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 14.2 3.0 78.5 78.7 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
55 53 26 144 142 211 209
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,276
COMMITMENTS
7,026 4,737 454 26,865 18,763 34,345 23,954 5,931 16,322
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,093)
-1,113 1,032 19 2,805 -1,245 1,711 -194 1,382 3,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.8 1.1 66.7 46.6 85.3 59.5 14.7 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
12 11 5 25 28 39 42
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 146,422
COMMITMENTS
59,453 65 1,619 85,108 144,698 146,180 146,382 242 40
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,398)
448 10 123 854 1,266 1,425 1,399 -27 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 0.0 1.1 58.1 98.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 1 4 33 27 57 32
Updated May 22, 2020