BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,031
COMMITMENTS
1,468 1,058 2,615 11,385 11,836 15,469 15,509 563 522
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 235)
-97 -6 52 298 159 253 205 -18 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.6 16.3 71.0 73.8 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 5 8 31 27 40 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,604
COMMITMENTS
12,187 4,621 19,956 20,289 22,673 52,432 47,250 4,172 9,354
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 364)
-31 -466 141 -31 319 79 -5 285 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 8.2 35.3 35.8 40.1 92.6 83.5 7.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 22 32 40 41 73 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 22,304
COMMITMENTS
1,665 72 6,192 13,726 15,480 21,583 21,744 721 560
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 62)
79 -42 -43 64 271 99 185 -37 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.3 27.8 61.5 69.4 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 2 7 43 31 52 39
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,118
COMMITMENTS
102 4,914 4,472 7,858 2,805 12,432 12,191 687 927
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 16)
2 -137 58 -14 11 46 -69 -30 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 37.5 34.1 59.9 21.4 94.8 92.9 5.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 9 26 22 35 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,338
COMMITMENTS
71,907 46,293 116,889 96,530 116,685 285,325 279,867 22,012 27,471
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 7,539)
3,046 4,054 3,770 494 -15 7,310 7,809 229 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 15.1 38.0 31.4 38.0 92.8 91.1 7.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
103 82 113 80 81 245 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,846
COMMITMENTS
70,071 28,994 95,910 123,796 161,530 289,777 286,434 37,069 40,412
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 3,448)
1,747 100 1,366 834 2,148 3,947 3,614 -500 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 8.9 29.3 37.9 49.4 88.7 87.6 11.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
98 88 122 129 141 294 295
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,801
COMMITMENTS
425 461 198 1,313 1,378 1,936 2,037 865 764
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -12)
62 -111 -86 -22 171 -46 -26 34 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 16.5 7.1 46.9 49.2 69.1 72.7 30.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 9 8 13 11 24 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,311
COMMITMENTS
7,954 6,416 9,124 11,057 9,118 28,135 24,658 7,176 10,654
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -3,056)
-50 547 -2,797 191 318 -2,656 -1,933 -400 -1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 18.2 25.8 31.3 25.8 79.7 69.8 20.3 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
39 38 44 53 55 117 119
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,777
COMMITMENTS
951 11,675 5,936 31,292 19,100 38,179 36,711 598 2,066
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 873)
9 94 197 671 588 876 880 -4 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 30.1 15.3 80.7 49.3 98.5 94.7 1.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 14 14 37 40 52 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,402
COMMITMENTS
10,818 3,617 79 13,106 20,061 24,003 23,757 1,399 1,645
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,691)
1,739 48 76 -156 1,521 1,659 1,645 32 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 14.2 0.3 51.6 79.0 94.5 93.5 5.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 13 2 9 8 20 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,759
COMMITMENTS
20,878 55,841 9,410 89,020 51,915 119,308 117,166 30,451 32,593
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,386)
-1,512 -2,242 600 733 1,121 -179 -522 1,565 1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 37.3 6.3 59.4 34.7 79.7 78.2 20.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 29 12 38 38 64 73
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,122
COMMITMENTS
13,246 4,479 533 15,330 22,310 29,109 27,321 12,013 13,801
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 187)
-432 -591 10 20 947 -402 367 589 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 10.9 1.3 37.3 54.3 70.8 66.4 29.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 6 2 17 15 24 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,355
COMMITMENTS
43,116 38,813 2,224 80,042 74,151 125,382 115,188 4,973 15,166
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 25,610)
19,121 8,517 374 6,375 7,782 25,871 16,672 -261 8,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 29.8 1.7 61.4 56.9 96.2 88.4 3.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
39 54 13 23 38 70 98
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,264
COMMITMENTS
42,171 57,802 23,653 132,747 104,280 198,571 185,735 20,694 33,529
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,843)
3,420 4,892 1,501 2,413 2,097 7,333 8,491 1,510 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 26.4 10.8 60.5 47.6 90.6 84.7 9.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
20 34 19 35 51 66 93
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 178,898
COMMITMENTS
56,254 23,166 16,034 82,219 115,627 154,508 154,826 24,390 24,071
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 7,244)
5,205 -1,686 1,075 2,288 9,267 8,568 8,656 -1,325 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 12.9 9.0 46.0 64.6 86.4 86.5 13.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
33 27 15 41 40 82 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 609,350
COMMITMENTS
174,243 97,562 39,217 315,565 423,775 529,024 560,554 80,325 48,796
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,306)
7,524 3,817 187 1,030 6,493 8,741 10,496 -435 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 16.0 6.4 51.8 69.5 86.8 92.0 13.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
74 62 46 112 84 206 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,871
COMMITMENTS
2,922 3,653 118 7,063 14,686 10,103 18,457 12,768 4,414
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 16.0 0.5 30.9 64.2 44.2 80.7 55.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 10 9 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,488
COMMITMENTS
9,635 20,807 354 15,370 3,043 25,358 24,203 2,130 3,285
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,717)
2,179 2,946 245 -94 -113 2,329 3,077 388 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 75.7 1.3 55.9 11.1 92.3 88.0 7.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 20 4 8 9 25 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,967
COMMITMENTS
12,213 27,282 1,089 29,947 11,946 43,249 40,317 2,718 5,650
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,524)
1,475 664 -87 -272 1,467 1,117 2,044 407 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 59.4 2.4 65.1 26.0 94.1 87.7 5.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 32 13 17 14 44 54
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,994
COMMITMENTS
6,864 5,627 10 8,784 8,733 15,658 14,370 336 1,624
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -1,191)
-426 -314 10 -647 -763 -1,063 -1,067 -128 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 35.2 0.1 54.9 54.6 97.9 89.8 2.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 1 5 5 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,491,626
COMMITMENTS
1124641 1329600 15385393 9274199 8951963 25784233 25666955 707,394 824,671
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -161,491)
28,047 -86,812 -137,184 -50,824 24,310 -159,961 -199,685 -1,530 38,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.0 58.1 35.0 33.8 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
72 57 104 127 127 251 240
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,170
COMMITMENTS
6,017 7,684 830 0 0 6,848 8,514 2,323 656
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -2,631)
-1,324 -2,259 -663 -34 0 -2,021 -2,923 -610 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 83.8 9.1 0.0 0.0 74.7 92.8 25.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
40 25 15 0 0 48 32
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 169,611
COMMITMENTS
31,968 28,800 29,069 108,358 106,305 169,395 164,174 216 5,436
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -3,957)
-3,388 1,905 -2,444 1,879 -3,899 -3,953 -4,438 -4 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 17.0 17.1 63.9 62.7 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 13 19 17 22 42 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 286,931
COMMITMENTS
32,071 91,057 22,656 232,146 169,908 286,873 283,621 58 3,310
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,408)
-1,029 6,408 2,836 6,619 -718 8,426 8,526 -18 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 31.7 7.9 80.9 59.2 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 25 29 20 40 53 82
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 958,972
COMMITMENTS
62,516 107,294 173,125 570,697 506,387 806,338 786,806 152,634 172,166
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,645)
1,614 5,175 3,422 -2,625 -6,525 2,411 2,072 234 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.2 18.1 59.5 52.8 84.1 82.0 15.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647)
100 137 126 299 326 473 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 133,643
COMMITMENTS
19,954 4,722 11,802 88,713 28,266 120,469 44,789 13,174 88,854
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 4,136)
1,808 1,215 231 3,288 2,805 5,326 4,250 -1,190 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.5 8.8 66.4 21.1 90.1 33.5 9.9 66.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 10 19 12 29 22
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 17,199
COMMITMENTS
293 0 0 15,150 10,455 15,443 10,455 1,756 6,744
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 88.1 60.8 89.8 60.8 10.2 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 10 11 10
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 10,879
COMMITMENTS
512 600 0 8,731 8,882 9,243 9,482 1,636 1,397
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -618)
-284 0 -16 -24 -284 -324 -300 -294 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.5 0.0 80.3 81.6 85.0 87.2 15.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 9 16 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,126,645
COMMITMENTS
317,212 617,261 702,215 2409918 2390607 3429345 3710083 697,301 416,562
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -7,459)
5,537 26,305 9,449 -29,563 -46,647 -14,577 -10,892 7,118 3,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 15.0 17.0 58.4 57.9 83.1 89.9 16.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
100 136 125 296 323 469 511
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,282
COMMITMENTS
6,539 5,480 325 52,716 56,293 59,580 62,098 7,702 5,184
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -2,879)
-237 61 -491 -2,149 -3,186 -2,877 -3,616 -2 737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.1 0.5 78.4 83.7 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 7 3 43 36 50 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,486
COMMITMENTS
13,918 13,053 5,866 21,658 22,625 41,442 41,545 7,044 6,941
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,383)
1,814 146 38 75 1,662 1,927 1,846 456 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 26.9 12.1 44.7 46.7 85.5 85.7 14.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
62 54 31 106 99 187 165
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 242,430
COMMITMENTS
69,589 65,267 29,331 108,289 113,127 207,209 207,726 35,221 34,705
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 11,917)
9,069 732 190 377 8,308 9,636 9,230 2,282 2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 26.9 12.1 44.7 46.7 85.5 85.7 14.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
62 54 31 106 99 187 165
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,740
COMMITMENTS
26,518 63,856 13,378 102,593 52,360 142,489 129,594 19,251 32,146
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 6,575)
885 684 1,446 2,996 1,800 5,327 3,930 1,248 2,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 39.5 8.3 63.4 32.4 88.1 80.1 11.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 27 11 30 39 53 69
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 573,475
COMMITMENTS
104,741 75,906 15,345 435,276 458,231 555,362 549,482 18,113 23,993
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 11,751)
18,643 -3,871 -1,488 -5,401 16,363 11,753 11,004 -2 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 13.2 2.7 75.9 79.9 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
64 47 26 144 146 220 207
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,916
COMMITMENTS
2,710 5,543 0 8,866 4,474 11,576 10,017 3,340 4,899
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 37.2 0.0 59.4 30.0 77.6 67.2 22.4 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 8 0 6 5 10 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,119
COMMITMENTS
8,758 3,378 320 26,716 20,156 35,794 23,854 6,325 18,265
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,843)
1,732 -1,359 -134 -149 1,393 1,449 -100 394 1,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 8.0 0.8 63.4 47.9 85.0 56.6 15.0 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 8 4 23 31 38 42
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 148,166
COMMITMENTS
58,602 65 1,631 87,700 146,431 147,933 148,127 233 39
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,744)
-851 0 12 2,592 1,733 1,753 1,745 -9 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 0.0 1.1 59.2 98.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 1 4 34 27 59 32
Updated May 29, 2020