BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY 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: 10,174
COMMITMENTS
988 1,098 491 8,237 8,222 9,716 9,811 458 363
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 207)
4 8 45 225 169 274 222 -67 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 10.8 4.8 81.0 80.8 95.5 96.4 4.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 7 8 27 25 36 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY 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: 27,001
COMMITMENTS
13,344 4,263 1,801 8,724 15,728 23,869 21,792 3,132 5,209
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,489)
1,254 260 530 90 1,868 1,874 2,658 615 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 15.8 6.7 32.3 58.2 88.4 80.7 11.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 16 19 24 29 57 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY 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: 9,295
COMMITMENTS
1,363 448 531 6,882 7,713 8,776 8,692 519 603
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 339)
4 -8 27 265 289 296 308 43 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 4.8 5.7 74.0 83.0 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 6 35 22 41 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY 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: 6,041
COMMITMENTS
22 3,918 429 5,224 1,394 5,675 5,741 366 300
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 147)
0 166 -26 160 2 134 142 13 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 64.9 7.1 86.5 23.1 93.9 95.0 6.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 5 15 10 20 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY 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: 222,093
COMMITMENTS
77,324 67,333 48,939 77,229 83,452 203,492 199,724 18,601 22,369
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,202)
2,922 3,907 553 -773 -611 2,702 3,849 -500 -1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 30.3 22.0 34.8 37.6 91.6 89.9 8.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
77 106 98 48 68 196 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY 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: 277,497
COMMITMENTS
70,703 46,268 53,112 123,300 143,583 247,115 242,963 30,382 34,534
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 5,494)
2,989 2,558 3,451 -1,832 -1,359 4,608 4,650 886 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 16.7 19.1 44.4 51.7 89.1 87.6 10.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
95 87 105 103 131 258 278
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY 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: 2,485
COMMITMENTS
651 440 39 879 1,245 1,569 1,724 916 761
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 114)
229 54 30 -244 -87 15 -3 99 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 17.7 1.6 35.4 50.1 63.1 69.4 36.9 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 7 1 9 9 17 17
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY 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: 35,248
COMMITMENTS
11,038 9,812 6,497 12,067 9,043 29,602 25,352 5,646 9,896
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,251)
977 -49 1,465 -115 739 2,327 2,155 -76 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 27.8 18.4 34.2 25.7 84.0 71.9 16.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
39 42 39 40 52 103 116
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY 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: 24,310
COMMITMENTS
996 10,334 625 22,201 12,529 23,822 23,488 488 822
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 874)
166 770 -51 695 152 810 871 64 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 42.5 2.6 91.3 51.5 98.0 96.6 2.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 8 10 28 23 47 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 105,412
COMMITMENTS
22,852 43,686 1,131 55,180 37,083 79,163 81,900 26,249 23,512
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -20,242)
3,157 -1,495 -1,455 -22,597 -16,331 -20,895 -19,281 653 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 41.4 1.1 52.3 35.2 75.1 77.7 24.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 23 10 27 26 48 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY 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: 42,299
COMMITMENTS
11,739 10,291 3 15,131 21,803 26,873 32,097 15,426 10,202
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 6,566)
2,589 2,747 -14 2,262 3,277 4,837 6,010 1,729 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 24.3 0.0 35.8 51.5 63.5 75.9 36.5 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 11 1 12 14 18 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY 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: 113,290
COMMITMENTS
51,601 28,423 394 56,295 79,754 108,290 108,571 5,000 4,719
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,961)
2,343 1,271 -141 1,702 1,927 3,904 3,057 57 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 25.1 0.3 49.7 70.4 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
36 35 6 21 33 58 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY 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: 170,455
COMMITMENTS
29,654 48,170 4,599 117,032 89,355 151,285 142,124 19,170 28,331
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,647)
276 2,794 14 222 1,609 512 4,417 3,135 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 28.3 2.7 68.7 52.4 88.8 83.4 11.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
16 30 10 27 42 49 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY 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: 144,549
COMMITMENTS
50,490 23,032 498 68,487 102,372 119,475 125,902 25,074 18,647
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 17,262)
7,364 2,016 -342 4,183 15,923 11,205 17,597 6,057 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 15.9 0.3 47.4 70.8 82.7 87.1 17.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
21 21 12 32 34 60 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY 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: 585,421
COMMITMENTS
190,816 72,368 6,055 305,405 467,945 502,276 546,368 83,145 39,053
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 10,482)
3,696 2,380 -272 2,605 10,110 6,029 12,218 4,453 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 12.4 1.0 52.2 79.9 85.8 93.3 14.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
78 39 27 105 73 191 131
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 23,903
COMMITMENTS
5,908 17,217 398 15,648 3,347 21,954 20,962 1,949 2,941
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -507)
515 -646 142 -1,099 -101 -442 -605 -65 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 72.0 1.7 65.5 14.0 91.8 87.7 8.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 19 6 7 8 26 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY 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: 29,351
COMMITMENTS
16,174 16,189 642 9,494 8,936 26,310 25,767 3,041 3,584
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,030)
1,722 -195 273 -18 2,205 1,977 2,283 53 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.1 55.2 2.2 32.3 30.4 89.6 87.8 10.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
35 20 10 13 9 50 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 9,589,249
COMMITMENTS
1333769 1320053 2539642 5103574 5047674 8976985 8907369 612,264 681,880
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 64,379)
-12,157 6,280 -52,890 106,429 152,068 41,382 105,458 22,997 -41,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 13.8 26.5 53.2 52.6 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
55 45 79 103 111 198 202
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY 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: 9,330
COMMITMENTS
6,640 8,437 382 0 0 7,022 8,819 2,308 511
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 546)
258 491 173 0 0 431 664 115 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.2 90.4 4.1 0.0 0.0 75.3 94.5 24.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
40 24 8 0 0 46 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY 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: 151,184
COMMITMENTS
11,730 38,719 27,249 112,053 85,080 151,032 151,048 152 136
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -29,012)
-11,280 -296 -3,378 -14,347 -25,333 -29,005 -29,007 -7 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 54)
10 19 17 13 22 36 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY 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 TRADERS
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+
FUTURES ONLY 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: 520,654
COMMITMENTS
66,603 86,019 9,465 396,083 363,930 472,151 459,414 48,503 61,240
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -291,434)
-2,835 -28,746 -34,423 -159,316 -136,897 -196,574 -200,066 -94,860 -91,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 16.5 1.8 76.1 69.9 90.7 88.2 9.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
85 110 54 250 264 360 403
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY 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: 2,603,271
COMMITMENTS
333,015 430,093 47,326 1980413 1819652 2360754 2297071 242,517 306,200
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -890,468)
-12,579 -218,806 -54,399 -373,710 -569,423 -440,688 -842,628 -449,780 -47,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 16.5 1.8 76.1 69.9 90.7 88.2 9.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
85 110 54 250 264 360 403
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY 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 TRADERS
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+
FUTURES ONLY 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: 36,512
COMMITMENTS
14,882 7,088 303 15,301 23,059 30,486 30,450 6,026 6,062
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -9,218)
228 -2,528 -1,289 -7,644 -5,330 -8,705 -9,146 -513 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 19.4 0.8 41.9 63.2 83.5 83.4 16.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
59 44 17 98 98 164 152
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY 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: 182,561
COMMITMENTS
74,408 35,442 1,516 76,507 115,293 152,431 152,251 30,130 30,310
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -46,088)
1,141 -12,638 -6,445 -38,219 -26,649 -43,523 -45,732 -2,565 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 19.4 0.8 41.9 63.2 83.5 83.4 16.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
59 44 17 98 98 164 152
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,782
COMMITMENTS
35,974 40,784 1,280 38,500 32,502 75,754 74,566 18,028 19,216
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,979)
4,289 2,567 -142 -581 613 3,566 3,038 -587 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 43.5 1.4 41.1 34.7 80.8 79.5 19.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 18 6 21 22 41 43
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY 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: 520,992
COMMITMENTS
85,315 79,586 7,080 409,024 413,921 501,419 500,587 19,573 20,405
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -94,679)
-4,469 -1,286 -4,006 -85,615 -89,038 -94,090 -94,330 -589 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.3 1.4 78.5 79.4 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
49 48 19 147 138 207 194
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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