BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,164
COMMITMENTS
1,642 892 2,386 10,461 11,491 14,489 14,770 675 395
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 213)
-87 132 -24 328 73 217 181 -4 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.9 15.7 69.0 75.8 95.5 97.4 4.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 10 29 27 40 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,987
COMMITMENTS
13,631 2,481 19,341 18,457 24,701 51,428 46,522 4,559 9,466
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,067)
861 234 490 428 831 1,779 1,556 288 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 4.4 34.5 33.0 44.1 91.9 83.1 8.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 14 31 39 39 76 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 17,153
COMMITMENTS
1,554 92 4,239 10,672 12,125 16,465 16,457 688 696
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -209)
23 -8 -217 -50 68 -244 -157 35 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.5 24.7 62.2 70.7 96.0 95.9 4.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 3 6 41 27 49 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,311
COMMITMENTS
45 4,735 3,915 7,652 2,826 11,612 11,477 699 834
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -34)
20 -96 18 -57 24 -19 -53 -15 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 38.5 31.8 62.2 23.0 94.3 93.2 5.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 7 7 23 22 30 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,902
COMMITMENTS
75,389 51,666 95,877 88,691 105,066 259,957 252,609 22,945 30,293
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -25,925)
1,081 -947 -20,183 -6,879 -4,738 -25,981 -25,868 56 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 18.3 33.9 31.4 37.1 91.9 89.3 8.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
91 103 110 75 74 236 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,914
COMMITMENTS
68,843 34,312 85,330 135,068 161,801 289,240 281,443 34,674 42,471
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,815)
-2,058 1,203 6,670 4,667 -19 9,279 7,854 -465 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 10.6 26.3 41.7 50.0 89.3 86.9 10.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
112 77 123 133 145 303 300
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,580
COMMITMENTS
415 330 130 1,176 1,441 1,722 1,902 858 678
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -139)
2 -87 0 -83 39 -80 -48 -59 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 12.8 5.0 45.6 55.9 66.7 73.7 33.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 9 5 12 11 20 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,300
COMMITMENTS
10,055 8,295 10,047 12,913 9,573 33,015 27,915 7,284 12,385
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,406)
264 916 -161 1,175 252 1,277 1,007 128 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 20.6 24.9 32.0 23.8 81.9 69.3 18.1 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
38 42 46 56 58 123 125
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,317
COMMITMENTS
1,141 10,523 5,928 28,510 17,876 35,580 34,327 737 1,990
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,239)
-88 403 263 984 682 1,159 1,348 80 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 29.0 16.3 78.5 49.2 98.0 94.5 2.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 11 14 38 38 56 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,893
COMMITMENTS
15,350 2,840 0 7,172 20,028 22,522 22,868 1,371 1,025
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -16,099)
-644 -2,372 -739 -14,412 -12,646 -15,795 -15,757 -304 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 11.9 0.0 30.0 83.8 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 11 0 5 9 17 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,969
COMMITMENTS
19,620 45,542 9,154 86,078 61,014 114,852 115,710 27,117 26,259
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 5,972)
-2,892 -1,912 1,656 9,334 9,141 8,099 8,885 -2,127 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 32.1 6.4 60.6 43.0 80.9 81.5 19.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 28 15 35 35 57 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,230
COMMITMENTS
9,150 7,506 434 13,334 19,351 22,918 27,290 14,312 9,939
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -5,912)
-1,313 -1,223 -184 -3,490 -2,130 -4,987 -3,538 -924 -2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 20.2 1.2 35.8 52.0 61.6 73.3 38.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 11 2 12 13 16 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,938
COMMITMENTS
49,297 26,875 891 54,607 78,281 104,795 106,046 5,143 3,892
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -26,231)
-9,704 -32,961 -260 -15,786 7,476 -25,750 -25,745 -481 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 24.4 0.8 49.7 71.2 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
43 36 9 21 32 68 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 193,151
COMMITMENTS
29,910 45,357 19,675 126,322 97,722 175,907 162,753 17,244 30,397
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -19,086)
-182 -7,780 -3,381 -10,872 -6,072 -14,435 -17,234 -4,651 -1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 23.5 10.2 65.4 50.6 91.1 84.3 8.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
19 29 19 35 45 65 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,101
COMMITMENTS
43,854 21,262 11,209 70,368 93,418 125,430 125,889 20,670 20,212
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -29,082)
-3,315 -8,351 -4,422 -19,339 -10,240 -27,077 -23,013 -2,006 -6,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 14.6 7.7 48.2 63.9 85.9 86.2 14.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
22 27 15 35 37 66 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 637,313
COMMITMENTS
188,105 69,861 38,765 327,036 482,258 553,907 590,884 83,406 46,429
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -17,728)
1,305 -19,391 -1,163 -12,421 7,783 -12,279 -12,771 -5,449 -4,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 11.0 6.1 51.3 75.7 86.9 92.7 13.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
83 44 39 114 81 208 153
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,236
COMMITMENTS
3,446 4,679 518 7,200 13,907 11,164 19,104 12,072 4,132
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,830)
494 331 -1,257 37 -886 -726 -1,812 -1,104 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 20.1 2.2 31.0 59.9 48.0 82.2 52.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 2 11 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,487
COMMITMENTS
5,469 17,939 257 16,747 3,448 22,473 21,643 2,014 2,844
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -2,942)
-2,705 -3,249 36 -488 -9 -3,157 -3,223 215 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 73.3 1.0 68.4 14.1 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 19 5 7 7 25 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,360
COMMITMENTS
14,452 16,394 381 9,512 6,731 24,345 23,506 3,015 3,854
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -19,404)
-713 -10,012 -477 -17,698 -8,852 -18,888 -19,341 -516 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 59.9 1.4 34.8 24.6 89.0 85.9 11.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
29 20 7 13 8 45 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,463
COMMITMENTS
8,178 2,206 0 1,740 7,156 9,918 9,362 545 1,101
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -6,406)
889 -1,395 -1,279 -5,883 -3,690 -6,273 -6,364 -133 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.2 21.1 0.0 16.6 68.4 94.8 89.5 5.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 10 0 3 4 9 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,317,515
COMMITMENTS
1106701 987,815 11831599 7735546 7717630 20673846 20537044 643,669 780,471
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -5,162,039)
-101,666 -155,993 -3547340 -1453887 -1453187 -5102893 -5156519 -59,147 -5,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.6 55.5 36.3 36.2 97.0 96.3 3.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
64 55 100 117 121 232 231
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,605
COMMITMENTS
6,361 7,934 1,020 0 0 7,381 8,953 2,224 651
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,319)
-472 -858 -533 -32 0 -1,037 -1,390 -282 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 82.6 10.6 0.0 0.0 76.8 93.2 23.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
40 26 14 0 0 51 29
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 180,222
COMMITMENTS
23,010 39,023 30,630 126,420 110,426 180,060 180,079 162 143
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,873)
-2,371 2,506 807 8,398 3,492 6,835 6,806 38 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 21.7 17.0 70.1 61.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 17 19 15 25 39 50
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 285,896
COMMITMENTS
23,590 97,162 22,923 239,274 164,703 285,787 284,788 109 1,108
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 26,213)
389 4,378 1,237 24,548 20,596 26,174 26,211 39 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 34.0 8.0 83.7 57.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 30 28 20 39 49 80
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,061,534
COMMITMENTS
68,108 120,270 207,788 623,092 562,262 898,988 890,320 162,546 171,214
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 50,909)
-3,522 12,083 7,463 34,987 22,797 38,928 42,343 11,981 8,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 11.3 19.6 58.7 53.0 84.7 83.9 15.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
104 126 147 313 318 502 507
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 141,335
COMMITMENTS
23,381 8,845 12,478 93,497 31,868 129,356 53,191 11,979 88,144
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,424)
1,174 994 -2,108 2,710 -3,393 1,776 -4,508 -352 5,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.3 8.8 66.2 22.5 91.5 37.6 8.5 62.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 3 10 19 12 29 24
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| 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: 12,551
COMMITMENTS
871 255 422 8,639 8,301 9,932 8,978 2,619 3,573
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 800)
156 -260 422 -222 339 356 501 444 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.0 3.4 68.8 66.1 79.1 71.5 20.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 14 17 16
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,600,995
COMMITMENTS
364,512 698,001 835,672 2647976 2651971 3848160 4185644 752,835 415,350
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 247,428)
-15,715 63,212 40,090 161,385 130,950 185,759 234,252 61,669 13,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 15.2 18.2 57.6 57.6 83.6 91.0 16.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
104 124 145 311 316 498 503
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| 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: 16,280
COMMITMENTS
5,525 260 0 9,090 14,819 14,615 15,079 1,665 1,201
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,022)
5,525 0 0 1,119 7,175 6,644 7,175 378 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 1.6 0.0 55.8 91.0 89.8 92.6 10.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 11 12 12
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 244,091
COMMITMENTS
3,000 0 3,000 238,091 239,091 244,091 242,091 0 2,000
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.2 97.5 98.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 15 18 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 71,290
COMMITMENTS
7,753 5,491 369 53,836 60,526 61,958 66,386 9,332 4,904
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,203)
1,623 1,732 -166 5,520 8,193 6,977 9,759 1,226 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 7.7 0.5 75.5 84.9 86.9 93.1 13.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 6 6 41 39 52 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,271
COMMITMENTS
14,671 9,193 8,513 24,192 29,807 47,376 47,513 6,895 6,758
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,263)
1,127 -1,834 1,396 404 5,209 2,927 4,771 336 -1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 16.9 15.7 44.6 54.9 87.3 87.5 12.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
63 53 39 119 117 201 192
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 271,354
COMMITMENTS
73,354 45,966 42,565 120,960 149,034 236,880 237,566 34,474 33,788
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 16,314)
5,633 -9,170 6,981 2,019 26,044 14,633 23,855 1,681 -7,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 16.9 15.7 44.6 54.9 87.3 87.5 12.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
63 53 39 119 117 201 192
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,895
COMMITMENTS
32,918 37,944 10,358 45,364 40,415 88,640 88,718 21,255 21,177
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -48,655)
1,275 -27,940 -3,339 -47,686 -12,099 -49,750 -43,377 1,095 -5,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 34.5 9.4 41.3 36.8 80.7 80.7 19.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 19 9 25 28 47 51
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 630,506
COMMITMENTS
89,679 80,908 23,798 496,142 504,223 609,619 608,929 20,886 21,577
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 41,083)
-6,024 -4,534 7,772 40,493 38,705 42,241 41,943 -1,158 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 12.8 3.8 78.7 80.0 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
51 51 35 173 149 241 218
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,317
COMMITMENTS
3,474 3,558 237 18,822 19,070 22,533 22,865 7,784 7,452
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -23,070)
-9,491 -2,657 -1,310 -12,614 -9,599 -23,415 -13,566 345 -9,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.7 0.8 62.1 62.9 74.3 75.4 25.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 8 2 20 21 30 30
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| 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: 149,894
COMMITMENTS
53,793 65 3,533 92,297 146,255 149,623 149,853 271 41
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -536)
-2,864 -3 -48 2,373 -484 -539 -535 3 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 0.0 2.4 61.6 97.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
30 1 5 41 28 73 34
Updated June 19, 2020