BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY 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: 10,356
COMMITMENTS
912 1,005 518 8,439 8,457 9,869 9,980 487 376
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 182)
-76 -93 27 202 235 153 169 29 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 9.7 5.0 81.5 81.7 95.3 96.4 4.7 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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,399
COMMITMENTS
14,807 4,969 1,526 8,824 16,867 25,157 23,362 3,242 5,037
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,398)
1,463 706 -275 100 1,139 1,288 1,570 110 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 17.5 5.4 31.1 59.4 88.6 82.3 11.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 15 20 25 31 57 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY 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: 9,592
COMMITMENTS
1,412 664 532 7,128 7,760 9,072 8,956 520 636
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 297)
49 216 1 246 47 296 264 1 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 6.9 5.5 74.3 80.9 94.6 93.4 5.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 6 35 21 41 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY 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: 6,202
COMMITMENTS
3 4,079 434 5,396 1,403 5,833 5,916 369 286
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 161)
-19 161 5 172 9 158 175 3 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 65.8 7.0 87.0 22.6 94.1 95.4 5.9 4.6
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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,597
COMMITMENTS
79,656 76,817 47,398 79,246 77,380 206,300 201,595 19,297 24,002
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 3,504)
2,332 9,484 -1,541 2,017 -6,072 2,808 1,871 696 1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 34.1 21.0 35.1 34.3 91.4 89.4 8.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
72 114 96 49 70 190 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY 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: 275,097
COMMITMENTS
70,981 47,103 52,882 123,815 141,426 247,678 241,411 27,419 33,686
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -2,400)
278 835 -230 515 -2,157 563 -1,552 -2,963 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 17.1 19.2 45.0 51.4 90.0 87.8 10.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
90 88 103 100 127 250 272
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY 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: 2,620
COMMITMENTS
746 342 77 834 1,390 1,657 1,809 963 811
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 135)
95 -98 38 -45 145 88 85 47 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 13.1 2.9 31.8 53.1 63.2 69.0 36.8 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 7 3 10 11 23 18
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY 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: 36,744
COMMITMENTS
11,995 9,369 6,815 11,607 10,014 30,417 26,198 6,327 10,546
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,496)
957 -443 318 -460 971 815 846 681 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 25.5 18.5 31.6 27.3 82.8 71.3 17.2 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 44 37 39 51 94 116
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY 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: 25,491
COMMITMENTS
1,087 11,513 542 23,386 12,699 25,015 24,754 476 737
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,181)
91 1,179 -83 1,185 170 1,193 1,266 -12 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 45.2 2.1 91.7 49.8 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 9 9 29 24 48 37
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 118,197
COMMITMENTS
28,174 48,693 972 63,828 44,799 92,974 94,464 25,223 23,733
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 12,785)
5,322 5,007 -159 8,648 7,716 13,811 12,564 -1,026 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 41.2 0.8 54.0 37.9 78.7 79.9 21.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 27 8 30 27 50 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY 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: 41,400
COMMITMENTS
12,796 8,458 11 13,995 22,905 26,802 31,374 14,598 10,026
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -899)
1,057 -1,833 8 -1,136 1,102 -71 -723 -828 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 20.4 0.0 33.8 55.3 64.7 75.8 35.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 8 2 11 16 19 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY 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: 122,007
COMMITMENTS
55,795 34,839 322 61,632 82,594 117,749 117,755 4,258 4,252
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 8,717)
4,194 6,416 -72 5,337 2,840 9,459 9,184 -742 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 28.6 0.3 50.5 67.7 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
37 33 5 20 33 58 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY 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: 186,144
COMMITMENTS
34,424 55,414 4,647 127,993 94,316 167,064 154,377 19,080 31,767
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 15,689)
4,770 7,244 48 10,961 4,961 15,779 12,253 -90 3,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 29.8 2.5 68.8 50.7 89.7 82.9 10.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
16 28 9 29 46 50 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY 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: 137,362
COMMITMENTS
42,755 18,894 2,195 68,918 97,342 113,868 118,431 23,494 18,931
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -7,187)
-7,735 -4,138 1,697 431 -5,030 -5,607 -7,471 -1,580 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 13.8 1.6 50.2 70.9 82.9 86.2 17.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
18 26 15 32 35 59 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY 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: 579,738
COMMITMENTS
180,387 81,432 6,615 306,839 453,967 493,841 542,014 85,897 37,724
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -5,683)
-10,429 9,064 560 1,434 -13,978 -8,435 -4,354 2,752 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 14.0 1.1 52.9 78.3 85.2 93.5 14.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
73 41 28 107 73 188 134
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 3,432)
792 192 1,509 988 1,521 3,289 3,222 143 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 48)
14 19 5 8 10 25 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY 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: 30,845
COMMITMENTS
16,314 15,958 603 10,362 10,756 27,279 27,317 3,566 3,528
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,494)
140 -231 -39 868 1,820 969 1,550 525 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 51.7 2.0 33.6 34.9 88.4 88.6 11.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 22 8 14 12 50 39
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 9,752,715
COMMITMENTS
1299938 1318376 2647003 5173201 5111546 9120142 9076925 632,573 675,790
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 163,466)
-33,831 -1,677 107,361 69,627 63,872 143,157 169,556 20,309 -6,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 13.5 27.1 53.0 52.4 93.5 93.1 6.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
53 45 79 103 111 198 201
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY 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: 7,675
COMMITMENTS
5,696 6,922 105 0 0 5,801 7,027 1,874 648
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -1,655)
-944 -1,515 -277 0 0 -1,221 -1,792 -434 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.2 90.2 1.4 0.0 0.0 75.6 91.6 24.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
35 25 5 0 0 38 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY 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: 151,235
COMMITMENTS
11,751 40,559 25,194 114,127 85,365 151,072 151,118 163 117
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 51)
21 1,840 -2,055 2,074 285 40 70 11 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 53)
11 18 16 13 22 35 45
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY 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 TRADERS
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+
FUTURES ONLY 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: 538,487
COMMITMENTS
73,550 86,397 10,495 398,546 374,131 482,591 471,023 55,897 67,464
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 17,833)
6,947 379 1,030 2,464 10,201 10,440 11,609 7,393 6,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 16.0 1.9 74.0 69.5 89.6 87.5 10.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
86 100 49 261 276 369 403
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY 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: 2,647,722
COMMITMENTS
366,138 415,732 52,474 1979952 1857685 2398564 2325891 249,158 321,831
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 44,451)
33,123 -14,361 5,148 -461 38,033 37,810 28,820 6,641 15,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 15.7 2.0 74.8 70.2 90.6 87.8 9.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
86 100 49 258 275 366 402
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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+
FUTURES ONLY 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: 38,816
COMMITMENTS
15,656 6,892 438 16,491 25,095 32,586 32,426 6,231 6,390
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,304)
774 -196 135 1,190 2,037 2,099 1,976 205 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 17.8 1.1 42.5 64.7 83.9 83.5 16.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
61 41 21 100 98 171 150
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY 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: 194,081
COMMITMENTS
78,279 34,460 2,192 82,457 125,477 162,928 162,129 31,153 31,952
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 11,520)
3,871 -982 676 5,950 10,184 10,497 9,878 1,023 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 17.8 1.1 42.5 64.7 83.9 83.5 16.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
61 41 21 100 98 171 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY 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: 100,658
COMMITMENTS
40,025 42,933 1,404 41,029 34,920 82,458 79,257 18,200 21,401
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 6,876)
4,051 2,149 124 2,529 2,418 6,704 4,691 172 2,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 42.7 1.4 40.8 34.7 81.9 78.7 18.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 22 7 23 23 42 47
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY 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: 536,422
COMMITMENTS
90,029 70,377 8,590 417,304 437,454 515,923 516,421 20,499 20,001
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 15,430)
4,714 -9,209 1,510 8,280 23,533 14,504 15,834 926 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 13.1 1.6 77.8 81.6 96.2 96.3 3.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
57 40 22 140 147 208 198
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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