BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,952
COMMITMENTS
1,730 760 2,410 10,133 11,418 14,272 14,589 679 363
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,221)
188 -264 -263 -1,242 -618 -1,317 -1,145 96 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.1 16.1 67.8 76.4 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 5 10 29 27 40 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,920
COMMITMENTS
12,770 2,246 18,850 18,029 23,869 49,649 44,966 4,271 8,955
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -6,549)
-419 -2,029 -2,298 -3,380 -1,411 -6,098 -5,738 -451 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 4.2 35.0 33.4 44.3 92.1 83.4 7.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 13 30 37 38 73 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 17,363
COMMITMENTS
1,531 101 4,456 10,723 12,058 16,709 16,614 653 748
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,432)
-106 -17 -1,796 -3,451 -3,665 -5,353 -5,478 -80 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.6 25.7 61.8 69.4 96.2 95.7 3.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 3 6 40 27 48 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,345
COMMITMENTS
25 4,832 3,897 7,710 2,801 11,631 11,530 713 815
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,058)
-50 -23 -663 -349 -260 -1,061 -946 3 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 39.1 31.6 62.5 22.7 94.2 93.4 5.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 8 7 23 22 30 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 308,827
COMMITMENTS
74,308 52,613 116,060 95,569 109,803 285,938 278,477 22,889 30,350
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,450)
-1,975 -641 408 -1,630 -3,569 -3,197 -3,802 1,748 2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 17.0 37.6 30.9 35.6 92.6 90.2 7.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
91 100 113 75 77 240 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,099
COMMITMENTS
70,901 33,109 78,659 130,401 161,820 279,961 273,589 35,138 41,510
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -24,814)
-3,096 886 -21,401 154 -5,877 -24,343 -26,392 -470 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 10.5 25.0 41.4 51.4 88.8 86.8 11.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
108 73 115 128 139 290 289
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,719
COMMITMENTS
413 417 131 1,259 1,402 1,802 1,950 917 769
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -25)
-46 4 3 48 33 5 40 -30 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.4 4.8 46.3 51.6 66.3 71.7 33.7 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 11 8 12 11 23 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,894
COMMITMENTS
9,791 7,379 10,208 11,738 9,321 31,738 26,908 7,156 11,987
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,670)
-116 412 1,177 551 -414 1,612 1,175 58 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 19.0 26.2 30.2 24.0 81.6 69.2 18.4 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
34 42 47 52 55 119 122
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,078
COMMITMENTS
1,229 10,120 5,665 27,526 17,193 34,420 32,979 658 2,099
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,346)
78 -1,485 -927 -4,483 -2,871 -5,332 -5,283 -14 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 28.9 16.2 78.5 49.0 98.1 94.0 1.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 11 15 35 34 54 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,992
COMMITMENTS
15,994 5,212 739 21,584 32,674 38,317 38,625 1,675 1,367
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 13,784)
478 958 658 12,207 12,250 13,343 13,866 441 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 13.0 1.8 54.0 81.7 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 13 3 9 11 21 26
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,998
COMMITMENTS
22,512 47,454 7,498 76,743 51,873 106,753 106,825 29,244 29,173
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -15,968)
3,653 -7,345 -1,480 -16,496 -6,631 -14,323 -15,456 -1,645 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 34.9 5.5 56.4 38.1 78.5 78.5 21.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
19 29 15 34 37 62 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,141
COMMITMENTS
10,463 8,729 618 16,824 21,480 27,905 30,828 15,236 12,313
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 626)
-2,901 4,395 -46 1,676 -1,618 -1,270 2,731 1,897 -2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 20.2 1.4 39.0 49.8 64.7 71.5 35.3 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 4 16 13 23 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,168
COMMITMENTS
59,001 59,835 1,151 70,393 70,805 130,545 131,791 5,624 4,377
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 11,859)
2,546 11,543 -1,269 10,049 1,937 11,326 12,211 532 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 43.9 0.8 51.7 52.0 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
46 38 13 25 30 79 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 212,237
COMMITMENTS
30,092 53,138 23,056 137,194 103,794 190,342 179,988 21,895 32,249
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -12,431)
705 -6,880 -2,685 -10,839 -5,203 -12,819 -14,768 388 2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 25.0 10.9 64.6 48.9 89.7 84.8 10.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
19 28 20 35 50 67 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 175,183
COMMITMENTS
47,169 29,613 15,630 89,707 103,658 152,507 148,902 22,676 26,281
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -11,725)
-12,947 -2,283 -3,131 5,400 -5,472 -10,678 -10,885 -1,048 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 16.9 8.9 51.2 59.2 87.1 85.0 12.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
23 31 16 39 38 71 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 655,042
COMMITMENTS
186,800 89,251 39,929 339,457 474,476 566,186 603,656 88,856 51,386
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 6,491)
12,662 -2,579 -12,288 4,100 20,766 4,474 5,899 2,017 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 13.6 6.1 51.8 72.4 86.4 92.2 13.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
78 53 42 115 83 209 162
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,066
COMMITMENTS
2,952 4,348 1,775 7,163 14,793 11,890 20,916 13,176 4,150
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,854)
-305 609 1,632 -58 -28 1,269 2,213 585 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 17.3 7.1 28.6 59.0 47.4 83.4 52.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 4 11 9 19 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,429
COMMITMENTS
8,174 21,188 221 17,235 3,457 25,630 24,866 1,799 2,563
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 996)
-1,006 5 120 1,647 914 761 1,039 236 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 77.2 0.8 62.8 12.6 93.4 90.7 6.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 23 4 7 7 25 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,764
COMMITMENTS
15,165 26,406 858 27,210 15,583 43,233 42,847 3,531 3,918
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -52)
927 -839 -292 -1,268 2,272 -633 1,141 580 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 56.5 1.8 58.2 33.3 92.4 91.6 7.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 24 8 16 14 44 43
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,869
COMMITMENTS
7,289 3,601 1,279 7,623 10,846 16,191 15,726 678 1,143
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 3,991)
1,250 855 1,176 1,363 1,976 3,789 4,007 202 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 21.3 7.6 45.2 64.3 96.0 93.2 4.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 3 6 9 14 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,479,554
COMMITMENTS
1208367 1143807 15378939 9189433 9170817 25776739 25693563 702,816 785,991
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -428,720)
141,979 -146,962 -338,504 -230,990 37,146 -427,516 -448,320 -1,204 19,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.3 58.1 34.7 34.6 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
77 54 107 126 129 251 246
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,924
COMMITMENTS
6,833 8,791 1,552 32 0 8,418 10,344 2,506 580
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 925)
934 722 118 -3 0 1,049 840 -125 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.6 80.5 14.2 0.3 0.0 77.1 94.7 22.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
45 24 15 1 0 56 29
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 173,349
COMMITMENTS
25,381 36,517 29,823 118,022 106,933 173,226 173,273 124 76
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 295)
-6,719 843 -386 7,409 -150 303 306 -8 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 21.1 17.2 68.1 61.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 17 20 15 24 40 51
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 259,683
COMMITMENTS
23,201 92,784 21,686 214,726 144,107 259,613 258,577 70 1,106
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 44,035)
-4,879 15,245 2,904 46,037 25,872 44,062 44,021 -27 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 35.7 8.4 82.7 55.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 32 27 18 42 45 83
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,010,625
COMMITMENTS
71,630 108,187 200,325 588,105 539,466 860,061 847,977 150,564 162,648
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 50,721)
3,083 1,046 28,754 18,015 26,881 49,852 56,681 868 -5,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.7 19.8 58.2 53.4 85.1 83.9 14.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
108 132 134 288 305 472 495
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 139,912
COMMITMENTS
22,207 7,851 14,586 90,787 35,262 127,580 57,699 12,331 82,213
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 5,825)
3,532 376 2,636 305 7,596 6,473 10,608 -647 -4,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.6 10.4 64.9 25.2 91.2 41.2 8.8 58.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 13 21 16 34 29
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| 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: 11,751
COMMITMENTS
715 515 0 8,861 7,962 9,576 8,477 2,175 3,274
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -944)
-836 -85 0 -719 -431 -1,555 -516 611 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.4 0.0 75.4 67.8 81.5 72.1 18.5 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 9 15 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,353,567
COMMITMENTS
380,228 634,789 795,582 2486591 2521021 3662401 3951393 691,166 402,174
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 224,477)
21,080 26,675 107,265 88,553 96,429 216,899 230,368 7,578 -5,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.6 18.3 57.1 57.9 84.1 90.8 15.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
107 130 131 285 302 466 489
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| 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: 11,844
COMMITMENTS
1,809 220 3 4,801 11,341 6,613 11,564 5,231 280
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.9 0.0 40.5 95.8 55.8 97.6 44.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 10 9 12 10
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 9,258
COMMITMENTS
0 260 0 7,971 7,644 7,971 7,904 1,287 1,354
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 86.1 82.6 86.1 85.4 13.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 8 11 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,087
COMMITMENTS
6,130 3,759 535 48,316 52,333 54,981 56,627 8,106 6,460
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,954)
-223 -867 194 -2,380 -2,214 -2,409 -2,887 455 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.0 0.8 76.6 83.0 87.2 89.8 12.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 5 5 40 35 49 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,008
COMMITMENTS
13,544 11,027 7,117 23,788 24,598 44,449 42,742 6,559 8,266
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 2,208)
-209 154 995 1,106 -24 1,892 1,124 317 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 21.6 14.0 46.6 48.2 87.1 83.8 12.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
69 52 37 113 110 200 183
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 255,040
COMMITMENTS
67,721 55,136 35,584 118,941 122,990 222,246 213,711 32,793 41,329
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 11,042)
-1,046 770 4,973 5,532 -121 9,458 5,621 1,583 5,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 21.6 14.0 46.6 48.2 87.1 83.8 12.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
69 52 37 113 110 200 183
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,550
COMMITMENTS
31,642 65,884 13,696 93,051 52,514 138,390 132,095 20,160 26,456
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,464)
3,741 2,895 -2,971 -6,787 -81 -6,018 -157 554 -5,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 41.6 8.6 58.7 33.1 87.3 83.3 12.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 24 13 33 35 58 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 589,423
COMMITMENTS
95,704 85,441 16,026 455,648 465,518 567,378 566,985 22,045 22,437
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 9,224)
-996 5,179 156 5,855 4,437 5,014 9,771 4,209 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 14.5 2.7 77.3 79.0 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
53 51 34 151 141 224 206
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,196
COMMITMENTS
4,538 10,511 590 13,686 8,022 18,814 19,123 4,382 4,073
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 5,819)
1,420 2,646 589 2,920 3,351 4,929 6,586 890 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 45.3 2.5 59.0 34.6 81.1 82.4 18.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 2 7 6 15 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,387
COMMITMENTS
12,965 6,215 1,547 31,436 28,669 45,948 36,431 7,439 16,956
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 7,316)
955 1,038 1,279 3,764 2,872 5,998 5,189 1,318 2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.6 2.9 58.9 53.7 86.1 68.2 13.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 13 8 30 33 49 50
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| 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: 150,430
COMMITMENTS
56,657 68 3,581 89,924 146,739 150,162 150,388 268 42
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 4,439)
-2,919 3 1,882 5,433 2,652 4,396 4,537 43 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 0.0 2.4 59.8 97.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 2 6 40 26 72 33
Updated June 12, 2020