BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,207
COMMITMENTS
796 1,186 520 8,497 8,045 9,813 9,751 394 456
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 388)
-2 -167 -46 486 638 438 425 -50 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 11.6 5.1 83.2 78.8 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 6 29 23 35 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,545
COMMITMENTS
10,811 5,707 1,111 9,934 11,665 21,856 18,483 1,689 5,062
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 294)
-158 89 242 181 64 265 395 29 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 24.2 4.7 42.2 49.5 92.8 78.5 7.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 24 17 24 24 47 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,359
COMMITMENTS
1,346 514 493 7,025 7,914 8,864 8,921 495 438
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 78)
-81 -97 105 97 113 121 121 -43 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 5.5 5.3 75.1 84.6 94.7 95.3 5.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 7 7 37 27 44 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,783
COMMITMENTS
48 3,488 516 4,868 1,548 5,432 5,552 351 231
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 21)
-133 -67 145 198 -23 210 55 -189 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 60.3 8.9 84.2 26.8 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 6 6 18 9 25 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 204,494
COMMITMENTS
68,625 52,099 37,584 80,923 93,989 187,132 183,672 17,362 20,822
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,579)
2,527 3,210 -1,755 -3,463 -5,230 -2,691 -3,775 1,112 2,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 25.5 18.4 39.6 46.0 91.5 89.8 8.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
88 76 102 60 68 210 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,608
COMMITMENTS
69,544 35,186 49,182 111,453 142,697 230,179 227,065 30,429 33,543
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -12,499)
-1,086 -6,103 -2,103 -6,700 -5,062 -9,889 -13,268 -2,610 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 13.5 18.9 42.8 54.8 88.3 87.1 11.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
84 77 106 100 120 250 259
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,596
COMMITMENTS
301 637 179 1,278 1,139 1,758 1,955 838 641
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -84)
30 -147 -23 -103 168 -96 -2 12 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 24.5 6.9 49.2 43.9 67.7 75.3 32.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 13 2 11 9 17 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,072
COMMITMENTS
8,437 7,225 5,990 9,883 7,539 24,310 20,754 5,762 9,318
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,684)
-354 -1,336 -694 -149 -126 -1,197 -2,156 -487 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 24.0 19.9 32.9 25.1 80.8 69.0 19.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
28 45 43 36 53 97 117
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,961
COMMITMENTS
1,085 9,834 706 22,955 13,605 24,746 24,145 215 816
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 468)
39 76 73 371 283 483 432 -15 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 39.4 2.8 92.0 54.5 99.1 96.7 0.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 12 8 24 26 35 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,880
COMMITMENTS
10,077 3,619 2 13,035 18,610 23,114 22,231 766 1,649
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,024)
1,098 -1,299 1 -1,901 198 -802 -1,100 -222 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 15.2 0.0 54.6 77.9 96.8 93.1 3.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 12 1 7 7 19 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,453
COMMITMENTS
16,995 49,241 2,249 76,154 38,624 95,398 90,114 25,055 30,339
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,153)
-12 182 -184 1,037 -925 841 -927 312 2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 40.9 1.9 63.2 32.1 79.2 74.8 20.8 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 26 11 37 33 57 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,469
COMMITMENTS
12,624 5,976 13 16,793 22,438 29,430 28,427 11,039 12,042
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 4,212)
-343 800 2 4,010 4,276 3,669 5,078 543 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 14.8 0.0 41.5 55.4 72.7 70.2 27.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 10 1 15 14 21 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,098
COMMITMENTS
22,491 27,611 1,401 72,507 66,792 96,399 95,804 4,699 5,294
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 878)
-8,693 3,536 381 8,720 -2,952 408 965 470 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 27.3 1.4 71.7 66.1 95.4 94.8 4.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
29 55 7 20 38 52 97
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 166,568
COMMITMENTS
31,525 45,213 6,085 112,483 84,337 150,093 135,635 16,475 30,933
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 5,485)
3,429 5,112 980 2,746 -2,193 7,155 3,899 -1,670 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 27.1 3.7 67.5 50.6 90.1 81.4 9.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
17 31 12 28 44 51 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,370
COMMITMENTS
56,307 28,370 1,411 72,360 101,599 130,078 131,380 23,292 21,990
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,328)
-327 -1,050 1,009 3,577 -21 4,259 -62 -2,931 1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 18.5 0.9 47.2 66.2 84.8 85.7 15.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
23 33 6 32 32 60 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 547,329
COMMITMENTS
171,980 93,840 6,488 294,370 400,827 472,838 501,155 74,491 46,174
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 5,705)
2,708 867 -154 3,746 7,593 6,300 8,306 -595 -2,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 17.1 1.2 53.8 73.2 86.4 91.6 13.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
77 51 26 102 81 185 152
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,109
COMMITMENTS
4,391 14,144 106 14,954 3,349 19,451 17,599 1,658 3,510
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,593)
-830 -2,166 103 -1,122 3 -1,849 -2,060 256 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 67.0 0.5 70.8 15.9 92.1 83.4 7.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 20 2 6 9 19 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,368
COMMITMENTS
11,953 27,831 1,041 30,233 10,425 43,227 39,297 2,141 6,071
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 996)
-89 836 82 447 84 440 1,002 556 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 61.3 2.3 66.6 23.0 95.3 86.6 4.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 34 8 17 15 41 55
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,607
COMMITMENTS
7,693 5,695 0 9,570 10,058 17,263 15,753 344 1,854
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 833)
974 106 0 -67 1,052 907 1,158 -74 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 32.3 0.0 54.4 57.1 98.0 89.5 2.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 10 0 5 5 14 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,752,085
COMMITMENTS
1256284 1961847 3105607 5739756 4964551 10101647 10032005 650,438 720,080
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -19,230)
73,740 46,948 25,305 -59,119 14,303 39,926 86,556 -59,156 -105,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 18.2 28.9 53.4 46.2 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
54 47 75 112 118 207 203
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 9,939
COMMITMENTS
6,606 8,937 657 31 0 7,294 9,594 2,645 345
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,155)
1,600 2,206 -50 31 0 1,581 2,156 574 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 89.9 6.6 0.3 0.0 73.4 96.5 26.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
42 28 12 1 0 52 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 168,623
COMMITMENTS
35,962 27,812 29,933 102,548 107,029 168,443 164,774 180 3,849
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 7,775)
-2,670 111 2,493 7,880 5,568 7,703 8,172 72 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 16.5 17.8 60.8 63.5 99.9 97.7 0.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 14 19 14 21 39 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 262,829
COMMITMENTS
40,227 76,515 13,908 208,604 169,047 262,739 259,470 90 3,359
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 8,760)
277 3,384 314 9,110 5,036 9,701 8,734 -941 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 29.1 5.3 79.4 64.3 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 24 29 19 40 51 79
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 753,246
COMMITMENTS
62,090 93,931 31,832 525,575 468,094 619,497 593,856 133,749 159,390
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,334)
-4,434 -5,057 4,020 -2,931 -3,733 -3,346 -4,770 5,679 7,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 12.5 4.2 69.8 62.1 82.2 78.8 17.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
89 112 60 271 298 387 443
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 103,350
COMMITMENTS
18,317 2,905 87 78,187 17,582 96,591 20,574 6,759 82,776
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,485)
1,694 -1,699 -271 -620 679 803 -1,291 682 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 2.8 0.1 75.7 17.0 93.5 19.9 6.5 80.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 1 1 17 6 24 8
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| 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: 11,231
COMMITMENTS
832 600 14 8,198 9,660 9,044 10,274 2,187 957
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 54)
107 0 -33 1,275 166 1,349 133 -1,295 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 5.3 0.1 73.0 86.0 80.5 91.5 19.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 13 12 15 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,249,482
COMMITMENTS
305,828 542,093 71,761 2236941 2252558 2614530 2866412 634,952 383,070
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 4,243)
-19,300 -5,449 10,114 -11,557 -22,058 -20,743 -17,393 24,986 21,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 16.7 2.2 68.8 69.3 80.5 88.2 19.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
86 115 59 268 295 383 440
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| 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: 12,860
COMMITMENTS
2,663 470 3 4,244 11,986 6,910 12,459 5,950 401
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 3.7 0.0 33.0 93.2 53.7 96.9 46.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 9 9 12 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,442
COMMITMENTS
6,002 5,864 1,502 54,852 58,304 62,356 65,670 8,086 4,772
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,338)
-467 -542 685 -1,885 -2,059 -1,667 -1,916 329 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 8.3 2.1 77.9 82.8 88.5 93.2 11.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 6 3 44 37 52 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 39,313
COMMITMENTS
12,831 11,141 517 19,738 21,525 33,086 33,184 6,227 6,129
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,412)
1,286 2,166 92 598 331 1,977 2,589 435 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 28.3 1.3 50.2 54.8 84.2 84.4 15.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
64 48 22 97 94 174 151
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 196,564
COMMITMENTS
64,153 55,706 2,586 98,691 107,626 165,430 165,918 31,134 30,646
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 12,059)
6,430 10,829 461 2,992 1,657 9,883 12,947 2,176 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 28.3 1.3 50.2 54.8 84.2 84.4 15.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
64 48 22 97 94 174 151
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,264
COMMITMENTS
23,719 59,144 927 89,686 39,723 114,332 99,794 14,932 29,470
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -29)
178 2,148 -360 -375 -2,264 -557 -476 528 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 45.8 0.7 69.4 30.7 88.4 77.2 11.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 24 6 23 31 40 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 527,900
COMMITMENTS
62,593 80,925 8,080 441,068 416,383 511,741 505,388 16,159 22,512
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 7,475)
9,389 5,242 206 -2,268 406 7,327 5,854 148 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 15.3 1.5 83.6 78.9 96.9 95.7 3.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
56 45 21 141 132 207 188
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,183
COMMITMENTS
8,139 3,705 435 24,060 20,008 32,634 24,148 4,549 13,035
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,448)
2,002 -1,484 120 552 -403 2,674 -1,767 -226 4,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 10.0 1.2 64.7 53.8 87.8 64.9 12.2 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 9 6 24 27 40 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 145,024
COMMITMENTS
59,005 55 1,496 84,254 143,432 144,755 144,983 269 41
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 954)
316 0 39 629 928 984 967 -30 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 0.0 1.0 58.1 98.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 1 4 32 25 54 30
Updated May 15, 2020