BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 15,443
COMMITMENTS
1,412 1,112 2,543 10,966 11,202 14,921 14,857 522 586
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 145)
22 -197 -74 222 470 170 200 -24 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.2 16.5 71.0 72.5 96.6 96.2 3.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 6 8 32 26 41 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 54,203
COMMITMENTS
12,023 5,758 18,367 20,008 21,113 50,398 45,237 3,805 8,965
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,173)
-239 -83 780 708 780 1,249 1,477 -75 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 10.6 33.9 36.9 39.0 93.0 83.5 7.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 24 32 43 41 77 82
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED 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: 22,185
COMMITMENTS
1,338 225 6,394 13,692 15,054 21,423 21,673 762 512
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -317)
16 -107 -160 -114 8 -258 -258 -59 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.0 28.8 61.7 67.9 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 6 8 42 31 52 40
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED 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: 12,537
COMMITMENTS
259 4,916 4,288 7,398 2,526 11,945 11,731 592 806
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -153)
-135 -147 64 167 -21 96 -104 -249 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 39.2 34.2 59.0 20.1 95.3 93.6 4.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 8 26 22 34 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 293,577
COMMITMENTS
67,132 37,844 109,101 95,604 119,545 271,838 266,490 21,739 27,087
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,550)
2,633 3,479 513 -2,597 -4,841 549 -849 1,001 2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 12.9 37.2 32.6 40.7 92.6 90.8 7.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
111 77 119 86 80 254 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 326,504
COMMITMENTS
69,892 30,539 92,740 126,012 160,588 288,644 283,867 37,859 42,637
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -9,398)
-1,199 -5,284 255 -6,038 -5,324 -6,981 -10,352 -2,417 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 9.4 28.4 38.6 49.2 88.4 86.9 11.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
96 83 124 123 133 290 288
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 2,824
COMMITMENTS
292 575 323 1,336 1,257 1,951 2,155 873 668
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -56)
34 -164 -2 -102 186 -69 20 13 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.4 11.5 47.3 44.5 69.1 76.3 30.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 7 14 11 24 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 39,009
COMMITMENTS
8,508 5,869 12,386 10,551 8,580 31,445 26,835 7,564 12,174
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,539)
-411 -2,007 -28 -371 -47 -809 -2,082 -730 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 15.0 31.8 27.0 22.0 80.6 68.8 19.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
36 41 51 54 59 124 126
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 37,301
COMMITMENTS
842 11,670 5,476 30,385 18,254 36,702 35,399 599 1,902
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 80)
-72 -118 3 161 200 92 84 -12 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 31.3 14.7 81.5 48.9 98.4 94.9 1.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 17 11 36 35 49 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 137,870
COMMITMENTS
16,452 49,162 9,355 85,611 47,576 111,419 106,094 26,452 31,776
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -3,031)
-588 -320 -2,009 -521 -2,880 -3,118 -5,209 87 2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 35.7 6.8 62.1 34.5 80.8 77.0 19.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 26 16 39 39 63 73
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 42,248
COMMITMENTS
12,624 6,044 400 17,455 23,004 30,479 29,448 11,769 12,800
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,921)
-363 785 -489 3,798 4,288 2,946 4,583 976 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.3 0.9 41.3 54.5 72.1 69.7 27.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 10 2 15 15 22 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 102,359
COMMITMENTS
22,182 27,530 2,026 73,437 67,469 97,645 97,026 4,714 5,333
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 622)
-8,695 3,739 111 8,763 -3,135 179 715 443 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 26.9 2.0 71.7 65.9 95.4 94.8 4.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
30 56 12 21 38 57 100
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 196,430
COMMITMENTS
34,438 44,607 21,984 122,223 97,871 178,644 164,462 17,785 31,968
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,073)
3,844 4,539 -677 604 -3,269 3,771 592 -1,698 1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 22.7 11.2 62.2 49.8 90.9 83.7 9.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
20 35 18 33 49 61 94
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 176,011
COMMITMENTS
55,444 27,815 14,656 80,438 109,640 150,538 152,112 25,473 23,899
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -4,075)
-660 334 -4,074 3,956 -1,738 -778 -5,478 -3,296 1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 15.8 8.3 45.7 62.3 85.5 86.4 14.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 37 19 38 35 79 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 598,612
COMMITMENTS
170,143 92,488 37,390 313,045 419,210 520,578 549,088 78,034 49,524
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -6,616)
4,569 886 -7,563 -1,787 3,134 -4,781 -3,543 -1,835 -3,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 15.5 6.2 52.3 70.0 87.0 91.7 13.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
77 60 42 110 87 203 173
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED 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: 21,128
COMMITMENTS
4,402 14,144 114 14,954 3,349 19,469 17,607 1,658 3,521
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,585)
-819 -2,166 111 -1,122 3 -1,831 -2,052 245 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 66.9 0.5 70.8 15.9 92.2 83.3 7.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 20 3 6 9 21 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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: 45,666
COMMITMENTS
11,946 27,832 1,093 30,486 10,670 43,524 39,595 2,141 6,071
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 996)
-89 833 83 445 86 440 1,002 556 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 60.9 2.4 66.8 23.4 95.3 86.7 4.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 35 9 17 17 41 58
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 27,897,020
COMMITMENTS
1037130 1706870 16502381 9630696 8884353 27170207 27093604 726,813 803,416
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 465,751)
101,323 133,403 280,627 137,621 158,636 519,572 572,666 -53,820 -106,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.1 59.2 34.5 31.8 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
65 63 103 129 126 251 240
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED 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: 10,231
COMMITMENTS
6,606 8,946 916 31 0 7,553 9,861 2,678 369
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,321)
1,597 2,219 129 31 0 1,758 2,348 563 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 87.4 9.0 0.3 0.0 73.8 96.4 26.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
41 29 17 1 0 55 33
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED 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: 168,701
COMMITMENTS
35,970 27,789 29,973 102,576 107,088 168,519 164,850 182 3,851
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 7,818)
-2,662 74 2,532 7,882 5,609 7,752 8,214 66 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 56)
17 13 19 16 22 41 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 991,664
COMMITMENTS
61,741 99,443 185,313 590,541 529,407 837,595 814,163 154,069 177,501
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 6,427)
-3,312 -2,669 3,173 -1,212 -3,135 -1,351 -2,631 7,778 9,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.0 18.7 59.6 53.4 84.5 82.1 15.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
104 128 133 293 324 468 514
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 131,569
COMMITMENTS
17,939 3,219 12,376 88,311 27,068 118,627 42,663 12,942 88,906
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,177)
1,799 -1,756 -224 -30 1,398 1,545 -582 1,631 3,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.4 9.4 67.1 20.6 90.2 32.4 9.8 67.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 3 10 21 14 32 24
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 4,300,474
COMMITMENTS
320,815 582,927 762,875 2511149 2511695 3594839 3857498 705,635 442,976
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 16,250)
-18,446 2,540 9,876 -5,912 -22,662 -14,482 -10,246 30,733 26,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 13.6 17.7 58.4 58.4 83.6 89.7 16.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
102 129 131 290 321 463 510
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 46,418
COMMITMENTS
12,989 11,277 6,187 20,623 22,268 39,799 39,731 6,619 6,686
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,321)
1,300 2,158 779 704 476 2,783 3,414 538 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 24.3 13.3 44.4 48.0 85.7 85.6 14.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
63 51 30 105 97 186 160
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 232,089
COMMITMENTS
64,944 56,385 30,934 103,115 111,338 198,993 198,657 33,095 33,431
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 16,607)
6,502 10,790 3,897 3,518 2,382 13,917 17,068 2,690 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 24.3 13.3 44.4 48.0 85.7 85.6 14.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
63 51 30 105 97 186 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 150,002
COMMITMENTS
23,852 58,469 11,039 97,866 48,722 132,758 118,230 17,244 31,772
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -5,820)
490 2,195 -4,075 -3,427 -4,695 -7,012 -6,574 1,192 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 39.0 7.4 65.2 32.5 88.5 78.8 11.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 27 13 29 37 51 69
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 537,097
COMMITMENTS
62,256 80,539 16,228 441,946 417,241 520,430 514,007 16,667 23,090
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 8,988)
9,041 4,827 2,023 -2,247 519 8,817 7,369 170 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.0 3.0 82.3 77.7 96.9 95.7 3.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
57 45 25 142 134 209 194
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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