BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,746
COMMITMENTS
1,618 850 2,500 10,987 12,006 15,105 15,356 641 390
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 337)
-24 -22 35 299 314 310 327 27 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.4 15.9 69.8 76.2 95.9 97.5 4.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 10 30 28 41 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 67,363
COMMITMENTS
16,813 3,006 25,394 19,906 29,542 62,114 57,942 5,250 9,421
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 5,247)
1,305 815 3,288 475 1,349 5,068 5,452 179 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.5 37.7 29.6 43.9 92.2 86.0 7.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 14 36 44 46 86 84
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 18,290
COMMITMENTS
1,501 295 4,599 11,455 12,634 17,555 17,529 735 761
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 981)
-38 210 408 609 331 979 949 2 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.6 25.1 62.6 69.1 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 6 41 27 49 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,393
COMMITMENTS
10 5,329 4,613 8,058 2,696 12,682 12,638 711 755
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 908)
-48 371 750 222 -131 924 989 -15 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 39.8 34.4 60.2 20.1 94.7 94.4 5.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 8 8 23 22 31 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,254
COMMITMENTS
80,056 61,851 101,429 89,168 99,393 270,653 262,673 23,601 31,581
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 6,511)
2,141 7,891 2,051 1,505 -5,574 5,697 4,368 814 2,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 21.0 34.5 30.3 33.8 92.0 89.3 8.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
86 119 118 77 79 243 248
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,300
COMMITMENTS
72,014 36,200 90,839 134,676 159,818 297,529 286,857 32,771 43,443
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 433)
265 694 1,111 1,764 -1,340 3,140 464 -2,706 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 11.0 27.5 40.8 48.4 90.1 86.8 9.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
107 86 128 128 142 299 302
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,775
COMMITMENTS
766 265 161 835 1,507 1,763 1,933 1,012 842
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -132)
98 10 -159 -99 9 -161 -140 28 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 9.5 5.8 30.1 54.3 63.5 69.6 36.5 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 5 4 10 11 23 19
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,228
COMMITMENTS
11,886 7,619 12,142 12,251 11,233 36,279 30,994 7,949 13,234
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,773)
870 -458 536 -380 945 1,026 1,023 746 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 17.2 27.5 27.7 25.4 82.0 70.1 18.0 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
42 40 47 57 59 123 128
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,001
COMMITMENTS
1,387 12,652 6,507 31,293 18,925 39,187 38,084 814 1,918
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,449)
-59 1,311 36 1,441 206 1,418 1,553 31 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 31.6 16.3 78.2 47.3 98.0 95.2 2.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 14 15 38 42 59 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,278
COMMITMENTS
14,992 3,057 0 8,054 19,858 23,046 22,915 1,232 1,363
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 343)
111 244 0 302 -32 413 212 -70 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 12.6 0.0 33.2 81.8 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 14 0 7 9 19 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,791
COMMITMENTS
29,252 48,578 6,841 70,926 53,265 107,018 108,684 26,773 25,107
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 12,929)
6,446 5,053 -857 8,251 8,631 13,840 12,827 -911 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 36.3 5.1 53.0 39.8 80.0 81.2 20.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 29 14 33 32 56 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,171
COMMITMENTS
12,796 8,539 433 14,685 23,746 27,914 32,717 15,257 10,453
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -812)
1,057 -1,776 -34 -904 1,080 119 -730 -931 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 19.8 1.0 34.0 55.0 64.7 75.8 35.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 9 3 13 16 22 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 122,236
COMMITMENTS
55,808 34,713 481 61,639 82,706 117,928 117,899 4,308 4,336
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 8,656)
4,175 6,338 -30 5,330 2,813 9,475 9,121 -819 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 28.4 0.4 50.4 67.7 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
38 33 6 20 34 60 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,505
COMMITMENTS
35,071 56,029 18,998 140,065 107,032 194,134 182,059 20,371 32,446
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 18,131)
3,990 8,359 27 14,086 6,719 18,103 15,104 29 3,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 26.1 8.9 65.3 49.9 90.5 84.9 9.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
20 29 14 35 50 62 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,502
COMMITMENTS
40,571 19,197 15,617 78,196 104,367 134,384 139,181 25,118 20,321
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -9,545)
-10,800 -3,812 1,761 1,658 -7,830 -7,380 -9,881 -2,164 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 12.0 9.8 49.0 65.4 84.3 87.3 15.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
20 29 20 38 39 70 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 643,597
COMMITMENTS
180,338 78,317 40,708 330,721 481,901 551,767 600,927 91,829 42,670
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -5,146)
-10,929 6,403 1,586 919 -11,152 -8,425 -3,163 3,278 -1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 12.2 6.3 51.4 74.9 85.7 93.4 14.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
76 49 43 115 80 205 158
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,041
COMMITMENTS
4,276 5,024 118 7,308 14,406 11,702 19,548 12,339 4,493
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 530)
753 -101 0 -26 447 727 346 -197 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.9 0.5 30.4 59.9 48.7 81.3 51.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 1 11 10 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,335
COMMITMENTS
6,700 17,409 1,907 16,636 4,868 25,243 24,184 2,092 3,151
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 3,346)
706 106 1,509 988 1,521 3,203 3,136 143 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 63.7 7.0 60.9 17.8 92.3 88.5 7.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 19 6 8 10 26 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,877
COMMITMENTS
16,314 15,981 605 10,362 10,756 27,281 27,342 3,596 3,535
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,476)
140 -221 -53 868 1,820 955 1,546 520 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 51.8 2.0 33.6 34.8 88.4 88.6 11.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 22 9 14 12 51 39
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,657
COMMITMENTS
9,258 2,571 0 1,992 8,032 11,250 10,603 407 1,054
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 962)
924 225 0 224 579 1,148 804 -186 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.4 22.1 0.0 17.1 68.9 96.5 91.0 3.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 11 0 4 4 11 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,251,449
COMMITMENTS
1052109 1178883 12423368 8086147 7911391 21561623 21513642 689,826 737,807
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 622,779)
21,194 157,793 391,993 186,819 77,303 600,006 627,089 22,773 -4,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.3 55.8 36.3 35.6 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
63 59 102 115 119 236 229
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 8,123
COMMITMENTS
5,653 6,893 562 0 0 6,215 7,455 1,908 668
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -1,969)
-972 -1,537 -566 0 0 -1,538 -2,102 -431 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 84.9 6.9 0.0 0.0 76.5 91.8 23.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
34 26 9 0 0 42 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 151,268
COMMITMENTS
11,761 40,577 25,197 114,144 85,375 151,102 151,149 166 119
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 57)
31 1,848 -2,055 2,070 284 46 77 11 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 26.8 16.7 75.5 56.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 18 16 14 23 37 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 299,037
COMMITMENTS
23,324 103,418 22,161 253,501 172,833 298,986 298,412 51 625
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 5,106)
-170 3,115 -2,873 8,204 4,376 5,161 4,618 -55 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 34.6 7.4 84.8 57.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 32 25 21 42 51 81
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 687,633
COMMITMENTS
74,097 89,210 102,416 441,450 414,754 617,964 606,381 69,670 81,252
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 20,637)
7,207 122 -7,157 8,892 16,899 8,942 9,864 11,695 10,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 13.0 14.9 64.2 60.3 89.9 88.2 10.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
106 114 113 286 309 453 475
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 28,625
COMMITMENTS
440 3,972 7,184 9,910 9,490 17,534 20,646 11,091 7,979
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.9 25.1 34.6 33.2 61.3 72.1 38.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 7 9 8 9 17 19
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,295,043
COMMITMENTS
368,289 426,194 476,161 2157699 2026320 3002148 2928675 292,895 366,368
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -39,938)
33,836 -19,248 -71,708 -5,089 37,045 -42,960 -53,911 3,022 13,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.9 14.5 65.5 61.5 91.1 88.9 8.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
105 114 111 282 306 448 470
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 7,892
COMMITMENTS
1,825 0 0 4,646 7,398 6,471 7,398 1,421 494
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.0 0.0 58.9 93.7 82.0 93.7 18.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 8 13 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,501
COMMITMENTS
7,130 5,636 282 47,387 52,810 54,799 58,728 8,702 4,773
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -93)
846 -218 -130 -188 224 528 -124 -621 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.9 0.4 74.6 83.2 86.3 92.5 13.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 7 7 37 34 50 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 43,079
COMMITMENTS
15,676 6,421 3,847 17,030 25,850 36,553 36,118 6,526 6,961
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,706)
992 -34 -491 1,086 2,005 1,587 1,480 119 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 14.9 8.9 39.5 60.0 84.9 83.8 15.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
62 43 31 106 102 182 162
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 215,395
COMMITMENTS
78,379 32,104 19,237 85,150 129,248 182,766 180,589 32,629 34,806
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 8,529)
4,962 -168 -2,455 5,429 10,024 7,937 7,402 593 1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 14.9 8.9 39.5 60.0 84.9 83.8 15.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
62 43 31 106 102 182 162
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,655
COMMITMENTS
41,247 41,951 9,493 46,389 42,891 97,128 94,335 20,527 23,321
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 5,055)
3,977 2,377 -882 2,301 1,582 5,396 3,077 -342 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 35.7 8.1 39.4 36.5 82.6 80.2 17.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 21 10 27 30 48 56
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 543,789
COMMITMENTS
90,171 70,415 14,801 417,862 437,837 522,833 523,052 20,956 20,737
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 14,255)
4,894 -9,380 509 7,917 23,415 13,319 14,544 936 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 12.9 2.7 76.8 80.5 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
57 40 24 142 151 210 204
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,537
COMMITMENTS
5,204 4,255 120 22,674 21,012 27,998 25,387 6,539 9,150
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,266)
328 24 3 2,072 2,135 2,403 2,162 -137 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.3 0.3 65.7 60.8 81.1 73.5 18.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 5 3 22 22 34 30
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 156,607
COMMITMENTS
49,032 399 5,157 101,922 151,005 156,111 156,561 496 46
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,543)
-680 18 584 2,421 1,946 2,325 2,548 218 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 0.3 3.3 65.1 96.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 3 5 42 26 73 33
Updated July 06, 2020