BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,173
COMMITMENTS
1,541 1,025 2,673 11,375 12,037 15,589 15,734 584 439
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 141)
73 -34 57 -10 201 121 224 21 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.3 16.5 70.3 74.4 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 5 9 32 29 42 39
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 60,469
COMMITMENTS
13,189 4,276 21,148 21,409 25,280 55,747 50,704 4,723 9,766
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 3,866)
1,003 -345 1,192 1,120 2,607 3,315 3,454 551 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.1 35.0 35.4 41.8 92.2 83.9 7.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 21 34 41 44 76 84
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 22,795
COMMITMENTS
1,636 117 6,252 14,174 15,723 22,062 22,092 733 703
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 491)
-29 46 60 448 243 479 348 12 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 27.4 62.2 69.0 96.8 96.9 3.2 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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,403
COMMITMENTS
75 4,855 4,560 8,059 3,061 12,693 12,476 710 927
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 285)
-27 -59 88 200 256 261 285 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 36.2 34.0 60.1 22.8 94.7 93.1 5.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 8 9 25 22 34 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,277
COMMITMENTS
76,284 53,254 115,653 97,199 113,373 289,136 282,279 21,141 27,998
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,939)
4,377 6,961 -1,236 670 -3,312 3,810 2,412 -871 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 17.2 37.3 31.3 36.5 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
98 105 112 79 79 242 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,913
COMMITMENTS
73,997 32,223 100,060 130,247 167,698 304,304 299,981 35,609 39,932
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 13,067)
3,926 3,229 4,150 6,451 6,167 14,527 13,547 -1,461 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 9.5 29.4 38.3 49.3 89.5 88.3 10.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
110 79 119 130 146 299 303
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,744
COMMITMENTS
459 413 127 1,211 1,370 1,797 1,910 947 834
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -57)
34 -48 -71 -102 -9 -139 -128 82 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.1 4.6 44.1 49.9 65.5 69.6 34.5 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 9 7 12 11 22 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,224
COMMITMENTS
9,907 6,967 9,031 11,188 9,734 30,126 25,732 7,098 11,492
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,912)
1,953 551 -93 131 617 1,990 1,074 -78 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 18.7 24.3 30.1 26.2 80.9 69.1 19.1 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
39 38 45 51 58 115 123
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,424
COMMITMENTS
1,151 11,606 6,592 32,009 20,064 39,752 38,262 672 2,162
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,647)
200 -69 656 718 964 1,574 1,551 73 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 28.7 16.3 79.2 49.6 98.3 94.7 1.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 14 14 36 39 53 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,208
COMMITMENTS
15,516 4,254 81 9,377 20,424 24,974 24,759 1,234 1,449
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 806)
4,698 637 2 -3,729 363 971 1,002 -165 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 16.2 0.3 35.8 77.9 95.3 94.5 4.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 11 2 7 8 20 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,965
COMMITMENTS
18,859 54,799 8,978 93,239 58,504 121,076 122,281 30,889 29,684
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,206)
-2,019 -1,042 -432 4,219 6,589 1,768 5,115 438 -2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 36.1 5.9 61.4 38.5 79.7 80.5 20.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 32 13 36 36 60 73
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,515
COMMITMENTS
13,364 4,335 664 15,148 23,098 29,176 28,097 13,340 14,418
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,393)
118 -144 131 -183 788 66 776 1,326 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 10.2 1.6 35.6 54.3 68.6 66.1 31.4 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 3 17 13 24 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 124,310
COMMITMENTS
56,454 48,293 2,420 60,344 68,868 119,218 119,580 5,092 4,730
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -6,045)
13,338 9,480 195 -19,698 -5,283 -6,164 4,392 119 -10,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 38.8 1.9 48.5 55.4 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
42 44 15 23 34 75 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 224,668
COMMITMENTS
29,386 60,017 25,741 148,034 108,997 203,161 194,755 21,507 29,913
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 5,404)
-12,784 2,215 2,088 15,287 4,717 4,591 9,020 813 -3,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 26.7 11.5 65.9 48.5 90.4 86.7 9.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
17 37 17 37 54 66 96
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 186,908
COMMITMENTS
60,116 31,896 18,761 84,307 109,130 163,185 159,787 23,724 27,121
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 8,010)
3,862 8,730 2,727 2,088 -6,497 8,677 4,960 -666 3,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 17.1 10.0 45.1 58.4 87.3 85.5 12.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
33 30 18 42 41 83 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 648,551
COMMITMENTS
174,138 91,831 52,217 335,358 453,710 561,712 597,757 86,839 50,794
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 39,201)
-105 -5,732 13,000 19,793 29,935 32,688 37,203 6,513 1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 14.2 8.1 51.7 70.0 86.6 92.2 13.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
80 59 43 111 84 205 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,212
COMMITMENTS
3,257 3,739 143 7,221 14,821 10,621 18,703 12,591 4,509
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 341)
335 86 25 158 135 518 246 -177 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 16.1 0.6 31.1 63.9 45.8 80.6 54.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 11 9 18 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,433
COMMITMENTS
9,180 21,183 101 15,588 2,543 24,869 23,827 1,564 2,606
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,055)
-454 377 -253 218 -500 -489 -376 -566 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 80.1 0.4 59.0 9.6 94.1 90.1 5.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 19 2 7 7 22 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,817
COMMITMENTS
14,238 27,245 1,150 28,478 13,311 43,866 41,706 2,951 5,111
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 849)
2,025 -37 61 -1,469 1,365 617 1,389 233 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 58.2 2.5 60.8 28.4 93.7 89.1 6.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 32 11 17 15 44 52
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,878
COMMITMENTS
6,039 2,746 103 6,260 8,870 12,402 11,719 476 1,159
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,116)
-825 -2,881 93 -2,524 137 -3,256 -2,651 140 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 21.3 0.8 48.6 68.9 96.3 91.0 3.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 8 2 5 6 13 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,908,274
COMMITMENTS
1066388 1290769 15717444 9420423 9133671 26204255 26141883 704,020 766,391
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 416,648)
-58,253 -38,831 332,051 146,224 181,708 420,022 474,928 -3,374 -58,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.8 58.4 35.0 33.9 97.4 97.2 2.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
74 58 108 131 128 258 246
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,999
COMMITMENTS
5,899 8,070 1,434 35 0 7,368 9,504 2,631 495
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 829)
-118 386 604 35 0 521 990 308 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 80.7 14.3 0.4 0.0 73.7 95.0 26.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
44 23 14 1 0 55 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 173,054
COMMITMENTS
32,100 35,674 30,209 110,614 107,083 172,923 172,967 131 87
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 3,443)
132 6,874 1,140 2,256 778 3,528 8,792 -85 -5,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 20.6 17.5 63.9 61.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 13 19 16 25 43 51
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 215,648
COMMITMENTS
28,080 77,539 18,782 168,689 118,235 215,551 214,556 97 1,092
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -71,283)
-3,991 -13,518 -3,874 -63,457 -51,673 -71,322 -69,065 39 -2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 36.0 8.7 78.2 54.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 24 27 20 40 48 81
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 959,904
COMMITMENTS
68,547 107,140 171,571 570,090 512,585 810,208 791,296 149,696 168,608
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 932)
6,031 -154 -1,553 -607 6,197 3,871 4,490 -2,939 -3,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.2 17.9 59.4 53.4 84.4 82.4 15.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
108 130 130 294 313 477 498
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 134,086
COMMITMENTS
18,675 7,474 11,951 90,482 27,666 121,108 47,091 12,978 86,995
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 443)
-1,279 2,753 149 1,769 -600 639 2,302 -196 -1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 5.6 8.9 67.5 20.6 90.3 35.1 9.7 64.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 5 11 19 11 30 24
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 12,695
COMMITMENTS
1,551 600 0 9,580 8,393 11,131 8,993 1,564 3,702
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,816)
1,039 0 0 849 -489 1,888 -489 -72 2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.7 0.0 75.5 66.1 87.7 70.8 12.3 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 15 11 18 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,129,090
COMMITMENTS
359,147 608,114 688,317 2398038 2424593 3445503 3721024 683,588 408,066
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,445)
41,935 -9,147 -13,897 -11,880 33,985 16,158 10,941 -13,713 -8,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.7 16.7 58.1 58.7 83.4 90.1 16.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
107 129 128 291 311 472 494
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,041
COMMITMENTS
6,353 4,626 341 50,696 54,547 57,390 59,514 7,651 5,527
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -2,241)
-186 -854 16 -2,020 -1,746 -2,190 -2,584 -51 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.1 0.5 77.9 83.9 88.2 91.5 11.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 8 3 42 35 50 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,800
COMMITMENTS
13,753 10,873 6,122 22,682 24,622 42,558 41,618 6,242 7,182
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 314)
-164 -2,180 256 1,024 1,997 1,116 73 -802 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 22.3 12.5 46.5 50.5 87.2 85.3 12.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
64 62 39 112 107 201 184
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 243,998
COMMITMENTS
68,767 54,366 30,611 113,409 123,112 212,788 208,089 31,210 35,909
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,568)
-821 -10,901 1,280 5,120 9,985 5,579 364 -4,011 1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 22.3 12.5 46.5 50.5 87.2 85.3 12.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
64 62 39 112 107 201 184
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,015
COMMITMENTS
27,902 62,989 16,668 99,838 52,595 144,408 132,252 19,607 31,763
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,274)
1,383 -866 3,290 -2,754 235 1,919 2,658 356 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 38.4 10.2 60.9 32.1 88.0 80.6 12.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 24 13 32 37 52 67
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 580,199
COMMITMENTS
96,700 80,262 15,871 449,793 461,081 562,364 557,214 17,835 22,985
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 6,724)
-8,041 4,357 526 14,517 2,850 7,002 7,732 -278 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 13.8 2.7 77.5 79.5 96.9 96.0 3.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
56 53 26 150 137 221 201
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,377
COMMITMENTS
3,118 7,865 1 10,766 4,671 13,885 12,537 3,492 4,840
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,461)
408 2,322 1 1,900 197 2,309 2,520 152 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 45.3 0.0 62.0 26.9 79.9 72.1 20.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 8 1 8 6 13 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,071
COMMITMENTS
12,010 5,177 268 27,672 25,797 39,950 31,242 6,121 14,829
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 3,952)
3,252 1,799 -52 956 5,641 4,156 7,388 -204 -3,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 11.2 0.6 60.1 56.0 86.7 67.8 13.3 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 10 5 27 34 45 49
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 145,991
COMMITMENTS
59,576 65 1,699 84,491 144,087 145,766 145,851 225 140
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -2,175)
974 0 68 -3,209 -2,344 -2,167 -2,276 -8 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 0.0 1.2 57.9 98.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 1 4 34 26 62 31
Updated June 05, 2020