BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,409
COMMITMENTS
1,642 871 2,465 10,688 11,693 14,795 15,029 614 380
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 245)
0 -21 79 227 201 306 260 -61 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.7 16.0 69.4 75.9 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 10 30 27 41 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,116
COMMITMENTS
15,508 2,191 22,106 19,432 28,193 57,046 52,490 5,070 9,626
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 6,129)
1,877 -290 2,766 975 3,493 5,617 5,968 511 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 3.5 35.6 31.3 45.4 91.8 84.5 8.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 13 36 42 41 85 80
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 17,309
COMMITMENTS
1,540 85 4,192 10,845 12,303 16,577 16,580 733 729
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 156)
-14 -7 -47 173 177 112 123 44 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.5 24.2 62.7 71.1 95.8 95.8 4.2 4.2
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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,485
COMMITMENTS
58 4,958 3,864 7,836 2,827 11,758 11,649 727 836
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 174)
14 223 -52 184 1 146 172 28 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 39.7 30.9 62.8 22.6 94.2 93.3 5.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 7 8 23 22 31 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,742
COMMITMENTS
77,915 53,960 99,378 87,663 104,968 264,956 258,306 22,786 29,437
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,840)
2,526 2,293 3,501 -1,028 -98 4,999 5,696 -158 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 18.8 34.5 30.5 36.5 92.1 89.8 7.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
89 112 115 74 75 242 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,867
COMMITMENTS
71,749 35,506 89,728 132,912 161,159 294,390 286,392 35,477 43,474
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 5,953)
2,906 1,194 4,398 -2,155 -642 5,149 4,950 803 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 10.8 27.2 40.3 48.9 89.2 86.8 10.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
112 84 130 130 144 308 303
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,907
COMMITMENTS
668 255 320 935 1,498 1,923 2,073 984 834
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 328)
253 -75 190 -242 56 202 171 126 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.8 11.0 32.1 51.5 66.2 71.3 33.8 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 4 5 9 11 20 20
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,455
COMMITMENTS
11,016 8,077 11,606 12,631 10,288 35,252 29,971 7,203 12,485
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,156)
961 -218 1,559 -283 715 2,237 2,056 -82 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 19.0 27.3 29.8 24.2 83.0 70.6 17.0 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
46 40 47 56 59 129 126
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,552
COMMITMENTS
1,447 11,341 6,471 29,852 18,719 37,769 36,531 783 2,022
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,235)
305 818 543 1,342 843 2,190 2,204 46 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 29.4 16.8 77.4 48.6 98.0 94.8 2.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 10 15 37 38 58 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,935
COMMITMENTS
14,881 2,813 0 7,752 19,890 22,633 22,703 1,302 1,232
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 42)
-469 -27 0 580 -138 111 -165 -69 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 11.8 0.0 32.4 83.1 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 11 0 6 8 20 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,862
COMMITMENTS
22,806 43,525 7,698 62,675 44,634 93,178 95,857 27,684 25,005
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -21,107)
3,185 -2,016 -1,456 -23,403 -16,380 -21,674 -19,853 567 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 36.0 6.4 51.9 36.9 77.1 79.3 22.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 26 15 30 31 53 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,983
COMMITMENTS
11,739 10,315 467 15,589 22,666 27,795 33,447 16,188 10,535
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 6,753)
2,589 2,809 33 2,255 3,315 4,877 6,157 1,876 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 23.5 1.1 35.4 51.5 63.2 76.0 36.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 12 2 14 14 21 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,580
COMMITMENTS
51,633 28,374 511 56,309 79,893 108,453 108,778 5,127 4,802
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,642)
2,336 1,499 -379 1,701 1,612 3,658 2,732 -16 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 25.0 0.5 49.6 70.3 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
37 35 7 21 34 60 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 196,374
COMMITMENTS
31,081 47,670 18,971 125,979 100,313 176,031 166,955 20,343 29,419
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,223)
1,171 2,313 -703 -343 2,592 124 4,202 3,099 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 24.3 9.7 64.2 51.1 89.6 85.0 10.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
18 33 15 33 47 59 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,047
COMMITMENTS
51,371 23,009 13,856 76,538 112,197 141,764 149,062 27,283 19,984
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 22,946)
7,517 1,747 2,647 6,170 18,779 16,334 23,174 6,612 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 13.6 8.2 45.3 66.4 83.9 88.2 16.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
23 25 18 39 39 71 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 648,743
COMMITMENTS
191,267 71,914 39,122 329,802 493,053 560,192 604,089 88,551 44,653
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 11,430)
3,162 2,053 357 2,766 10,795 6,285 13,205 5,145 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 11.1 6.0 50.8 76.0 86.4 93.1 13.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
83 46 41 113 79 209 153
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,511
COMMITMENTS
3,523 5,125 118 7,334 13,959 10,975 19,202 12,536 4,309
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 275)
77 446 -400 134 52 -189 98 464 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 21.8 0.5 31.2 59.4 46.7 81.7 53.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 10 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,989
COMMITMENTS
5,994 17,303 398 15,648 3,347 22,040 21,048 1,949 2,941
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -498)
525 -635 141 -1,099 -101 -433 -595 -65 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 72.1 1.7 65.2 14.0 91.9 87.7 8.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 20 7 7 8 27 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,401
COMMITMENTS
16,174 16,203 657 9,494 8,936 26,325 25,796 3,076 3,605
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,040)
1,722 -191 276 -18 2,205 1,980 2,290 61 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 55.1 2.2 32.3 30.4 89.5 87.7 10.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
35 20 11 13 9 51 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,695
COMMITMENTS
8,334 2,346 0 1,768 7,453 10,102 9,799 593 896
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 232)
156 140 0 28 297 184 437 48 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 21.9 0.0 16.5 69.7 94.5 91.6 5.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 11 0 3 4 9 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,628,671
COMMITMENTS
1030915 1021090 12031375 7899328 7834088 20961617 20886552 667,054 742,118
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 311,156)
-75,786 33,275 199,776 163,782 116,458 287,771 349,509 23,385 -38,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.7 55.6 36.5 36.2 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
67 56 104 117 121 238 233
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 10,091
COMMITMENTS
6,625 8,430 1,128 0 0 7,753 9,557 2,338 534
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 486)
264 496 108 0 0 372 604 114 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 83.5 11.2 0.0 0.0 76.8 94.7 23.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
39 26 14 0 0 51 28
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 151,211
COMMITMENTS
11,730 38,730 27,252 112,074 85,091 151,056 151,072 155 138
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -29,011)
-11,280 -293 -3,378 -14,347 -25,335 -29,005 -29,006 -7 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 25.6 18.0 74.1 56.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 19 17 14 23 37 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 293,931
COMMITMENTS
23,494 100,303 25,034 245,297 168,457 293,825 293,794 106 137
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 8,035)
-96 3,141 2,111 6,023 3,754 8,038 9,006 -3 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 34.1 8.5 83.5 57.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 29 27 20 43 48 83
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 666,996
COMMITMENTS
66,890 89,088 109,574 432,558 397,855 609,022 596,517 57,975 70,479
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -394,538)
-1,218 -31,181 -98,214 -190,535 -164,408 -289,967 -293,803 -104,571 -100,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.4 16.4 64.9 59.6 91.3 89.4 8.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
108 119 115 276 294 447 465
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,334,982
COMMITMENTS
334,452 445,442 547,869 2162788 1989275 3045109 2982586 289,873 352,396
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -1,266,013)
-30,060 -252,559 -287,803 -485,188 -662,697 -803,051 -1203059 -462,961 -62,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.4 16.4 64.9 59.6 91.3 89.4 8.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
108 119 115 276 294 447 465
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,594
COMMITMENTS
6,284 5,854 412 47,575 52,586 54,271 58,852 9,323 4,742
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -7,696)
-1,469 363 43 -6,261 -7,940 -7,687 -7,534 -9 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.2 0.6 74.8 82.7 85.3 92.5 14.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 8 7 34 33 45 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 41,373
COMMITMENTS
14,683 6,454 4,338 15,944 23,845 34,966 34,637 6,407 6,736
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -12,898)
13 -2,739 -4,175 -8,248 -5,962 -12,410 -12,876 -487 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 15.6 10.5 38.5 57.6 84.5 83.7 15.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
62 44 26 106 101 179 160
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 206,866
COMMITMENTS
73,417 32,272 21,691 79,721 119,224 174,829 173,187 32,037 33,679
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -64,488)
63 -13,694 -20,874 -41,239 -29,810 -62,050 -64,378 -2,437 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 15.6 10.5 38.5 57.6 84.5 83.7 15.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
62 44 26 106 101 179 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,601
COMMITMENTS
37,270 39,574 10,375 44,088 41,309 91,732 91,258 20,869 21,343
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,706)
4,352 1,630 17 -1,277 893 3,092 2,540 -387 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 35.1 9.2 39.2 36.7 81.5 81.0 18.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 17 9 26 29 48 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 529,534
COMMITMENTS
85,277 79,795 14,292 409,945 414,421 509,514 508,508 20,020 21,026
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -100,972)
-4,402 -1,112 -9,506 -86,197 -89,802 -100,105 -100,420 -866 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.1 2.7 77.4 78.3 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
48 49 24 150 141 213 199
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,271
COMMITMENTS
4,876 4,231 117 20,602 18,877 25,595 23,225 6,676 9,046
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,954)
1,402 673 -120 1,780 -193 3,062 360 -1,108 1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 13.1 0.4 63.8 58.5 79.3 72.0 20.7 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 6 2 22 23 34 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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: 154,064
COMMITMENTS
49,712 381 4,573 99,501 149,059 153,786 154,013 278 51
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,170)
-4,081 316 1,040 7,204 2,804 4,163 4,160 7 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 0.2 3.0 64.6 96.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 3 5 42 26 74 33
Updated June 26, 2020