BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,597: 0 2,473 453 10,401 8,149 10,854 11,075: 743 522
Old : 11,597: 0 2,473 453 10,401 8,149 10,854 11,075: 743 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 753: 0 -127 101 675 796 776 770: -23 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.3 3.9 89.7 70.3 93.6 95.5: 6.4 4.5
Old : 100.0: 0.0 21.3 3.9 89.7 70.3 93.6 95.5: 6.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 0 12 10 28 22 38 34:
Old : 47: 0 12 10 28 22 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 41.4 64.2 64.4 43.3 38.8 60.7 59.8
Old : 44.1 41.4 64.2 64.4 43.3 38.8 60.7 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,983: 8,112 3,538 873 7,966 8,490 16,951 12,901: 2,032 6,082
Old : 18,983: 8,112 3,538 873 7,966 8,490 16,951 12,901: 2,032 6,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,512: 1,560 425 61 -80 754 1,541 1,240: -29 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 18.6 4.6 42.0 44.7 89.3 68.0: 10.7 32.0
Old : 100.0: 42.7 18.6 4.6 42.0 44.7 89.3 68.0: 10.7 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 17 19 17 19 20 43 49:
Old : 67: 17 19 17 19 20 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 25.7 70.1 40.2 58.3 25.2 69.4 39.1
Old : 58.4 25.7 70.1 40.2 58.3 25.2 69.4 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,442: 469 1,190 573 7,740 7,057 8,782 8,820: 660 622
Old : 9,442: 469 1,190 573 7,740 7,057 8,782 8,820: 660 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 497: 289 -167 -6 168 608 451 435: 46 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.6 6.1 82.0 74.7 93.0 93.4: 7.0 6.6
Old : 100.0: 5.0 12.6 6.1 82.0 74.7 93.0 93.4: 7.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 7 9 35 24 45 36:
Old : 52: 5 7 9 35 24 45 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 46.9 49.8 67.7 28.7 43.5 48.1 59.0
Old : 28.9 46.9 49.8 67.7 28.7 43.5 48.1 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,729: 1,077 2,137 290 4,176 2,581 5,543 5,008: 186 721
Old : 5,729: 1,077 2,137 290 4,176 2,581 5,543 5,008: 186 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -379: -9 591 -142 -249 -732 -400 -283: 21 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 37.3 5.1 72.9 45.1 96.8 87.4: 3.2 12.6
Old : 100.0: 18.8 37.3 5.1 72.9 45.1 96.8 87.4: 3.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 6 6 12 12 19 21:
Old : 30: 4 6 6 12 12 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 51.1 90.3 75.1 77.1 47.4 87.7 71.3
Old : 77.1 51.1 90.3 75.1 77.1 47.4 87.7 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 255,651: 82,681 65,664 54,795 100,612 109,644 238,088 230,103: 17,563 25,548
Old : 228,922: 77,394 65,763 49,034 87,982 92,431 214,410 207,228: 14,512 21,694
Other: 26,729: 9,844 4,458 1,204 12,630 17,213 23,678 22,875: 3,051 3,854
: : :
: : Changes in Commitments from: March 10, 2020 :
: -25,373: -6,752 -4,350 -16,661 3,218 -3,888 -20,195 -24,899: -5,178 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 25.7 21.4 39.4 42.9 93.1 90.0: 6.9 10.0
Old : 100.0: 33.8 28.7 21.4 38.4 40.4 93.7 90.5: 6.3 9.5
Other: 100.0: 36.8 16.7 4.5 47.3 64.4 88.6 85.6: 11.4 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 78 96 100 70 80 206 236:
Old : 287: 74 105 95 58 79 187 233:
Other: 139: 28 31 17 46 54 83 96:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 22.0 29.4 28.5 14.9 16.0 24.5 21.5
Old : 17.7 21.2 31.7 28.1 16.0 15.2 26.0 21.2
Other: 24.5 32.9 39.5 42.3 24.5 29.0 37.2 37.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 299,434: 81,695 65,251 58,909 131,305 141,051 271,909 265,211: 27,525 34,223
Old : 299,434: 81,695 65,251 58,909 131,305 141,051 271,909 265,211: 27,525 34,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -33,370: -10,008 -6,842 -11,950 -7,687 -9,661 -29,645 -28,453: -3,725 -4,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 21.8 19.7 43.9 47.1 90.8 88.6: 9.2 11.4
Old : 100.0: 27.3 21.8 19.7 43.9 47.1 90.8 88.6: 9.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 95 85 115 115 129 273 280:
Old : 351: 95 85 115 115 129 273 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 18.8 26.7 30.5 14.8 17.3 23.7 26.0
Old : 15.5 18.8 26.7 30.5 14.8 17.3 23.7 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,664: 355 595 1 1,469 1,377 1,825 1,973: 839 691
Old : 2,664: 355 595 1 1,469 1,377 1,825 1,973: 839 691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -523: -511 -107 -1 211 -406 -301 -514: -222 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 22.3 0.0 55.1 51.7 68.5 74.1: 31.5 25.9
Old : 100.0: 13.3 22.3 0.0 55.1 51.7 68.5 74.1: 31.5 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 9 1 12 14 18 23:
Old : 35: 5 9 1 12 14 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 42.1 53.0 54.5 35.3 42.1 51.1 54.5
Old : 36.9 42.1 53.0 54.5 35.3 42.1 51.1 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,124: 10,923 11,850 10,920 10,335 6,355 32,178 29,125: 7,946 10,999
Old : 40,124: 10,923 11,850 10,920 10,335 6,355 32,178 29,125: 7,946 10,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -7,338: -3,171 -3,038 -3,290 208 37 -6,253 -6,291: -1,085 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 29.5 27.2 25.8 15.8 80.2 72.6: 19.8 27.4
Old : 100.0: 27.2 29.5 27.2 25.8 15.8 80.2 72.6: 19.8 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 42 49 55 53 45 129 124:
Old : 168: 42 49 55 53 45 129 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 13.8 29.5 22.8 17.0 9.8 23.6 15.6
Old : 21.3 13.8 29.5 22.8 17.0 9.8 23.6 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 22,503: 1,376 8,172 599 20,287 12,895 22,262 21,666: 241 837
Old : 22,503: 1,376 8,172 599 20,287 12,895 22,262 21,666: 241 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,565: -20 1,564 134 3,536 2,032 3,650 3,730: -85 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 36.3 2.7 90.2 57.3 98.9 96.3: 1.1 3.7
Old : 100.0: 6.1 36.3 2.7 90.2 57.3 98.9 96.3: 1.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 12 7 18 26 28 42:
Old : 55: 7 12 7 18 26 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 52.6 83.7 68.2 62.0 52.6 81.3 67.9
Old : 62.0 52.6 83.7 68.2 62.0 52.6 81.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 25,596: 8,583 4,457 44 15,792 19,641 24,419 24,142: 1,177 1,454
Old : 25,596: 8,583 4,457 44 15,792 19,641 24,419 24,142: 1,177 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -26,206: -21,006 1,341 -467 -4,474 -26,074 -25,947 -25,200: -259 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.4 0.2 61.7 76.7 95.4 94.3: 4.6 5.7
Old : 100.0: 33.5 17.4 0.2 61.7 76.7 95.4 94.3: 4.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 12 1 5 7 18 20:
Old : 36: 13 12 1 5 7 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 76.6 86.6 85.9 70.1 76.6 86.5 85.9
Old : 70.2 76.6 86.6 85.9 70.1 76.6 86.5 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 183,137: 43,114 52,737 4,967 105,434 80,846 153,515 138,550: 29,622 44,587
Old : 183,137: 43,114 52,737 4,967 105,434 80,846 153,515 138,550: 29,622 44,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 7,911: -4,941 2,692 77 16,261 -8,037 11,397 -5,268: -3,486 13,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 28.8 2.7 57.6 44.1 83.8 75.7: 16.2 24.3
Old : 100.0: 23.5 28.8 2.7 57.6 44.1 83.8 75.7: 16.2 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 21 22 14 38 36 64 70:
Old : 101: 21 22 14 38 36 64 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 33.3 47.3 42.5 28.6 26.1 39.5 34.3
Old : 33.4 33.3 47.3 42.5 28.6 26.1 39.5 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 35,254: 13,963 6,589 100 9,994 16,886 24,057 23,575: 11,197 11,679
Old : 35,254: 13,963 6,589 100 9,994 16,886 24,057 23,575: 11,197 11,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -15,220: 503 -6,276 -1,293 -9,469 -6,625 -10,259 -14,194: -4,961 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 18.7 0.3 28.3 47.9 68.2 66.9: 31.8 33.1
Old : 100.0: 39.6 18.7 0.3 28.3 47.9 68.2 66.9: 31.8 33.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 7 1 10 14 18 21:
Old : 35: 7 7 1 10 14 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 36.6 54.7 49.9 42.8 36.3 54.7 49.6
Old : 42.8 36.6 54.7 49.9 42.8 36.3 54.7 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 121,964: 55,563 21,718 895 61,736 95,627 118,194 118,240: 3,770 3,724
Old : 121,964: 55,563 21,718 895 61,736 95,627 118,194 118,240: 3,770 3,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -102,586: -73,813 4,889 -2,312 -23,976 -104,464 -100,101 -101,887: -2,485 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 17.8 0.7 50.6 78.4 96.9 96.9: 3.1 3.1
Old : 100.0: 45.6 17.8 0.7 50.6 78.4 96.9 96.9: 3.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 28 33 4 20 28 49 64:
Old : 104: 28 33 4 20 28 49 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 58.1 75.1 70.1 60.9 58.1 75.1 69.4
Old : 60.9 58.1 75.1 70.1 60.9 58.1 75.1 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 182,109: 56,575 37,935 5,612 100,164 118,536 162,351 162,083: 19,758 20,026
Old : 182,109: 56,575 37,935 5,612 100,164 118,536 162,351 162,083: 19,758 20,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -32,076: 498 8,186 -3,572 -21,796 -35,114 -24,870 -30,500: -7,206 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 20.8 3.1 55.0 65.1 89.2 89.0: 10.8 11.0
Old : 100.0: 31.1 20.8 3.1 55.0 65.1 89.2 89.0: 10.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 23 23 12 36 44 62 77:
Old : 109: 23 23 12 36 44 62 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 22.1 50.5 35.9 34.3 22.1 49.4 35.7
Old : 35.3 22.1 50.5 35.9 34.3 22.1 49.4 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 125,769: 57,286 24,351 2,386 42,873 78,049 102,545 104,786: 23,224 20,983
Old : 125,769: 57,286 24,351 2,386 42,873 78,049 102,545 104,786: 23,224 20,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -33,359: -4,446 -29,224 66 -27,672 1,118 -32,052 -28,040: -1,307 -5,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 19.4 1.9 34.1 62.1 81.5 83.3: 18.5 16.7
Old : 100.0: 45.5 19.4 1.9 34.1 62.1 81.5 83.3: 18.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 31 16 10 30 35 67 56:
Old : 100: 31 16 10 30 35 67 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 33.1 40.6 48.0 29.7 32.6 38.7 46.0
Old : 29.7 33.1 40.6 48.0 29.7 32.6 38.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 588,116: 147,133 114,638 10,612 352,847 419,664 510,592 544,914: 77,524 43,202
Old : 588,116: 147,133 114,638 10,612 352,847 419,664 510,592 544,914: 77,524 43,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -71,035: -6,687 -51,849 -7,055 -44,727 -5,038 -58,469 -63,942: -12,566 -7,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.5 1.8 60.0 71.4 86.8 92.7: 13.2 7.3
Old : 100.0: 25.0 19.5 1.8 60.0 71.4 86.8 92.7: 13.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 70 41 29 101 69 181 130:
Old : 244: 70 41 29 101 69 181 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 49.3 34.9 64.2 22.2 49.2 34.4 64.1
Old : 22.5 49.3 34.9 64.2 22.2 49.2 34.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 50,772: 4,131 38,114 290 44,180 9,706 48,601 48,110: 2,171 2,662
Old : 50,772: 4,131 38,114 290 44,180 9,706 48,601 48,110: 2,171 2,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -2,610: 207 -5,636 288 -2,883 2,875 -2,388 -2,473: -222 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 75.1 0.6 87.0 19.1 95.7 94.8: 4.3 5.2
Old : 100.0: 8.1 75.1 0.6 87.0 19.1 95.7 94.8: 4.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 10 29 3 7 10 20 41:
Old : 55: 10 29 3 7 10 20 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 55.7 90.3 69.4 81.0 52.9 87.2 66.5
Old : 82.3 55.7 90.3 69.4 81.0 52.9 87.2 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,688: 9,976 30,251 714 32,133 12,529 42,823 43,494: 1,865 1,194
Old : 44,688: 9,976 30,251 714 32,133 12,529 42,823 43,494: 1,865 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -26,346: -10,705 -5,806 -2,802 -12,670 -13,454 -26,177 -22,062: -169 -4,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 67.7 1.6 71.9 28.0 95.8 97.3: 4.2 2.7
Old : 100.0: 22.3 67.7 1.6 71.9 28.0 95.8 97.3: 4.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 17 35 9 18 14 40 53:
Old : 83: 17 35 9 18 14 40 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 38.6 74.4 58.2 59.0 38.6 74.4 58.0
Old : 59.0 38.6 74.4 58.2 59.0 38.6 74.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 10,501: 4,562 3,409 0 5,636 5,293 10,198 8,702: 303 1,799
Old : 10,501: 4,562 3,409 0 5,636 5,293 10,198 8,702: 303 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -8,480: -9,598 205 -3 1,539 -8,426 -8,062 -8,224: -418 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 32.5 0.0 53.7 50.4 97.1 82.9: 2.9 17.1
Old : 100.0: 43.4 32.5 0.0 53.7 50.4 97.1 82.9: 2.9 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 8 0 3 4 10 12:
Old : 22: 7 8 0 3 4 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 67.6 94.9 77.5 84.5 67.6 94.9 77.5
Old : 84.5 67.6 94.9 77.5 84.5 67.6 94.9 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,289,019: 1,797,197 1,127,857 2,763,350 5,161,886 5,654,213 9,722,433 9,545,420: 566,586 743,599
Old :10,289,019: 1,797,197 1,127,857 2,763,350 5,161,886 5,654,213 9,722,433 9,545,420: 566,586 743,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
:-1,701,785: -854,216 441,916 -573,562 -194,745 -1,503,218 -1,622,523 -1,634,864: -79,262 -66,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.0 26.9 50.2 55.0 94.5 92.8: 5.5 7.2
Old : 100.0: 17.5 11.0 26.9 50.2 55.0 94.5 92.8: 5.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 60 42 80 105 105 206 195:
Old : 229: 60 42 80 105 105 206 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 22.2 30.2 33.9 12.3 13.3 18.4 19.0
Old : 17.7 22.2 30.2 33.9 12.3 13.3 18.4 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,474: 2,890 3,876 103 0 0 2,993 3,979: 1,481 495
Old : 4,474: 2,890 3,876 103 0 0 2,993 3,979: 1,481 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 106: 506 446 -391 0 0 115 55: -9 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 86.6 2.3 0.0 0.0 66.9 88.9: 33.1 11.1
Old : 100.0: 64.6 86.6 2.3 0.0 0.0 66.9 88.9: 33.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 23 6 0 0 23 27:
Old : 44: 21 23 6 0 0 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 52.2 55.1 71.8 47.0 50.3 54.6 69.9
Old : 47.2 52.2 55.1 71.8 47.0 50.3 54.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 245,207: 36,096 67,425 39,326 169,532 135,614 244,954 242,365: 253 2,842
Old : 245,207: 36,096 67,425 39,326 169,532 135,614 244,954 242,365: 253 2,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 12,494: 6,130 13,804 -3,212 9,426 1,952 12,344 12,544: 150 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.5 16.0 69.1 55.3 99.9 98.8: 0.1 1.2
Old : 100.0: 14.7 27.5 16.0 69.1 55.3 99.9 98.8: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 16 22 13 18 41 44:
Old : 56: 15 16 22 13 18 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 57.9 86.5 74.3 61.5 47.0 68.9 58.5
Old : 73.2 57.9 86.5 74.3 61.5 47.0 68.9 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 362,970: 69,343 92,877 28,362 265,191 239,358 362,896 360,597: 74 2,373
Old : 362,970: 69,343 92,877 28,362 265,191 239,358 362,896 360,597: 74 2,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 17,767: -12,508 23,944 -16,088 46,421 9,708 17,825 17,564: -58 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.6 7.8 73.1 65.9 100.0 99.3: 0.0 0.7
Old : 100.0: 19.1 25.6 7.8 73.1 65.9 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 17 31 24 21 40 49 84:
Old : 95: 17 31 24 21 40 49 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 30.1 79.6 45.7 59.3 29.2 72.9 43.1
Old : 64.4 30.1 79.6 45.7 59.3 29.2 72.9 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,024,737: 88,601 76,675 72,469 685,745 693,788 846,816 842,932: 177,921 181,805
Old : 1,024,737: 88,601 76,675 72,469 685,745 693,788 846,816 842,932: 177,921 181,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 241,288: 10,616 894 31,506 150,616 164,686 192,739 197,087: 48,549 44,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.5 7.1 66.9 67.7 82.6 82.3: 17.4 17.7
Old : 100.0: 8.6 7.5 7.1 66.9 67.7 82.6 82.3: 17.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 118 108 90 315 325 475 482:
Old : 638: 118 108 90 315 325 475 482:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 11.7 21.4 20.5 10.3 8.7 14.8 14.2
Old : 12.1 11.7 21.4 20.5 10.3 8.7 14.8 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 113,904: 20,147 11,612 836 78,243 12,715 99,226 25,163: 14,678 88,741
Old : 113,904: 20,147 11,612 836 78,243 12,715 99,226 25,163: 14,678 88,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 18,168: 7,382 1,380 576 8,191 340 16,149 2,296: 2,019 15,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.2 0.7 68.7 11.2 87.1 22.1: 12.9 77.9
Old : 100.0: 17.7 10.2 0.7 68.7 11.2 87.1 22.1: 12.9 77.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 3 4 22 9 32 14:
Old : 37: 8 3 4 22 9 32 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 16.3 55.8 21.3 36.6 16.2 55.6 20.9
Old : 36.6 16.3 55.8 21.3 36.6 16.2 55.6 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 17,635: 935 1,562 341 12,496 12,664 13,772 14,567: 3,863 3,068
Old : 17,635: 935 1,562 341 12,496 12,664 13,772 14,567: 3,863 3,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 716: 0 198 341 -765 -1,600 -424 -1,061: 1,140 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.9 1.9 70.9 71.8 78.1 82.6: 21.9 17.4
Old : 100.0: 5.3 8.9 1.9 70.9 71.8 78.1 82.6: 21.9 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 1 16 11 19 14:
Old : 27: 2 3 1 16 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 60.1 58.9 73.9 36.7 57.9 54.7 68.5
Old : 38.5 60.1 58.9 73.9 36.7 57.9 54.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,554,164: 470,504 453,547 229,934 3,037,510 3,405,364 3,737,948 4,088,845: 816,216 465,319
Old : 4,554,164: 470,504 453,547 229,934 3,037,510 3,405,364 3,737,948 4,088,845: 816,216 465,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,115,598: 38,520 19,921 132,303 712,127 821,729 882,950 973,953: 232,648 141,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.0 5.0 66.7 74.8 82.1 89.8: 17.9 10.2
Old : 100.0: 10.3 10.0 5.0 66.7 74.8 82.1 89.8: 17.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 115 110 90 311 324 470 481:
Old : 637: 115 110 90 311 324 470 481:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 13.2 22.6 23.0 11.6 10.2 17.1 17.2
Old : 12.6 13.2 22.6 23.0 11.6 10.2 17.1 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 24,094: 0 2,516 0 20,398 17,722 20,398 20,238: 3,696 3,856
Old : 24,094: 0 2,516 0 20,398 17,722 20,398 20,238: 3,696 3,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,346: 0 -3 0 -2,709 -2,099 -2,709 -2,102: 1,363 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.0 84.7 73.6 84.7 84.0: 15.3 16.0
Old : 100.0: 0.0 10.4 0.0 84.7 73.6 84.7 84.0: 15.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 10 17 10 19:
Old : 23: 0 2 0 10 17 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 53.1 83.3 68.3 75.0 53.1 78.0 66.6
Old : 78.1 53.1 83.3 68.3 75.0 53.1 78.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 14,598: 2,042 1,096 0 4,786 12,004 6,828 13,100: 7,770 1,498
Old : 14,598: 2,042 1,096 0 4,786 12,004 6,828 13,100: 7,770 1,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.5 0.0 32.8 82.2 46.8 89.7: 53.2 10.3
Old : 100.0: 14.0 7.5 0.0 32.8 82.2 46.8 89.7: 53.2 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 0 10 11 12 13:
Old : 21: 2 2 0 10 11 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 61.9 41.1 80.7 24.6 59.7 39.9 78.5
Old : 25.8 61.9 41.1 80.7 24.6 59.7 39.9 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 15,955: 707 203 399 9,473 10,774 10,579 11,376: 5,376 4,579
Old : 15,955: 707 203 399 9,473 10,774 10,579 11,376: 5,376 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 5,261: 58 0 399 1,607 1,097 2,064 1,496: 3,197 3,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.3 2.5 59.4 67.5 66.3 71.3: 33.7 28.7
Old : 100.0: 4.4 1.3 2.5 59.4 67.5 66.3 71.3: 33.7 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 11 13 13 16:
Old : 21: 2 1 2 11 13 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 46.9 59.6 60.8 40.3 43.8 49.1 55.0
Old : 47.6 46.9 59.6 60.8 40.3 43.8 49.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 17,929: 1,574 265 578 12,842 14,192 14,994 15,035: 2,935 2,894
Old : 17,929: 1,574 265 578 12,842 14,192 14,994 15,035: 2,935 2,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,547: 68 -619 562 2,483 1,978 3,113 1,921: 434 1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 1.5 3.2 71.6 79.2 83.6 83.9: 16.4 16.1
Old : 100.0: 8.8 1.5 3.2 71.6 79.2 83.6 83.9: 16.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 2 13 14 17 17:
Old : 25: 4 1 2 13 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 49.6 66.0 71.3 34.8 47.6 50.1 58.9
Old : 44.7 49.6 66.0 71.3 34.8 47.6 50.1 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 90,152: 7,933 1,797 689 69,775 79,930 78,397 82,416: 11,755 7,736
Old : 90,152: 7,933 1,797 689 69,775 79,930 78,397 82,416: 11,755 7,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 13,765: -4,620 -74 182 15,033 10,481 10,595 10,589: 3,170 3,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.0 0.8 77.4 88.7 87.0 91.4: 13.0 8.6
Old : 100.0: 8.8 2.0 0.8 77.4 88.7 87.0 91.4: 13.0 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 8 2 3 47 41 56 45:
Old : 73: 8 2 3 47 41 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 39.2 44.2 58.6 23.0 38.9 40.5 55.4
Old : 26.6 39.2 44.2 58.6 23.0 38.9 40.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 59,254: 13,368 8,885 4,900 28,607 33,479 46,875 47,264: 12,379 11,990
Old : 59,254: 13,368 8,885 4,900 28,607 33,479 46,875 47,264: 12,379 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 15,223: -1,631 -2,580 3,883 8,252 8,651 10,504 9,954: 4,718 5,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 15.0 8.3 48.3 56.5 79.1 79.8: 20.9 20.2
Old : 100.0: 22.6 15.0 8.3 48.3 56.5 79.1 79.8: 20.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 54 44 25 101 98 168 155:
Old : 248: 54 44 25 101 98 168 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 19.1 32.7 31.5 19.4 17.1 24.5 23.8
Old : 23.9 19.1 32.7 31.5 19.4 17.1 24.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 296,271: 66,840 44,424 24,502 143,035 167,394 234,377 236,320: 61,894 59,951
Old : 296,271: 66,840 44,424 24,502 143,035 167,394 234,377 236,320: 61,894 59,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 76,113: -8,154 -12,901 19,416 41,259 43,256 52,521 49,771: 23,592 26,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 15.0 8.3 48.3 56.5 79.1 79.8: 20.9 20.2
Old : 100.0: 22.6 15.0 8.3 48.3 56.5 79.1 79.8: 20.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 54 44 25 101 98 168 155:
Old : 248: 54 44 25 101 98 168 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 19.1 32.7 31.5 19.4 17.1 24.5 23.8
Old : 23.9 19.1 32.7 31.5 19.4 17.1 24.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 149,878: 39,246 67,979 2,390 88,902 50,077 130,538 120,446: 19,340 29,432
Old : 149,878: 39,246 67,979 2,390 88,902 50,077 130,538 120,446: 19,340 29,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -61,365: -10,511 -35,791 -3,587 -44,934 -17,894 -59,032 -57,272: -2,333 -4,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 45.4 1.6 59.3 33.4 87.1 80.4: 12.9 19.6
Old : 100.0: 26.2 45.4 1.6 59.3 33.4 87.1 80.4: 12.9 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 17 24 6 18 34 39 60:
Old : 80: 17 24 6 18 34 39 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 32.1 66.8 43.5 45.9 31.8 66.1 41.5
Old : 46.4 32.1 66.8 43.5 45.9 31.8 66.1 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 620,330: 63,378 79,157 13,592 510,566 497,464 587,536 590,213: 32,794 30,117
Old : 620,330: 63,378 79,157 13,592 510,566 497,464 587,536 590,213: 32,794 30,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 117,587: -21,585 16,196 5,123 115,210 83,878 98,748 105,197: 18,839 12,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.8 2.2 82.3 80.2 94.7 95.1: 5.3 4.9
Old : 100.0: 10.2 12.8 2.2 82.3 80.2 94.7 95.1: 5.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 50 45 31 160 145 224 207:
Old : 313: 50 45 31 160 145 224 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 18.3 32.8 32.5 19.9 16.5 28.5 28.6
Old : 22.1 18.3 32.8 32.5 19.9 16.5 28.5 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 41,041: 4,624 8,858 215 23,037 25,782 27,876 34,855: 13,165 6,186
Old : 41,041: 4,624 8,858 215 23,037 25,782 27,876 34,855: 13,165 6,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -16,502: -6,134 -3,984 -988 -13,528 -3,145 -20,650 -8,117: 4,148 -8,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 21.6 0.5 56.1 62.8 67.9 84.9: 32.1 15.1
Old : 100.0: 11.3 21.6 0.5 56.1 62.8 67.9 84.9: 32.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 8 16 5 30 27 40 46:
Old : 70: 8 16 5 30 27 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 28.0 41.7 47.5 28.3 27.9 41.4 46.3
Old : 28.6 28.0 41.7 47.5 28.3 27.9 41.4 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 140,538: 59,957 1,157 1,664 78,761 137,670 140,382 140,491: 156 47
Old : 140,538: 59,957 1,157 1,664 78,761 137,670 140,382 140,491: 156 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -3,144: -5,030 57 -80 1,916 -2,127 -3,194 -2,150: 50 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 0.8 1.2 56.0 98.0 99.9 100.0: 0.1 0.0
Old : 100.0: 42.7 0.8 1.2 56.0 98.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 3 4 27 24 40 30:
Old : 48: 11 3 4 27 24 40 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 62.3 78.6 85.6 49.8 50.5 59.2 62.1
Old : 62.1 62.3 78.6 85.6 49.8 50.5 59.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020