BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 24, 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 : 12,098: 129 2,338 670 10,685 8,663 11,484 11,671: 614 427
Old : 12,098: 129 2,338 670 10,685 8,663 11,484 11,671: 614 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 501: 129 -135 217 284 514 630 596: -129 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 19.3 5.5 88.3 71.6 94.9 96.5: 5.1 3.5
Old : 100.0: 1.1 19.3 5.5 88.3 71.6 94.9 96.5: 5.1 3.5
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 : 49: 1 12 9 28 22 37 35:
Old : 49: 1 12 9 28 22 37 35:
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 : 43.6 40.5 62.8 63.0 42.9 38.2 59.6 58.0
Old : 43.6 40.5 62.8 63.0 42.9 38.2 59.6 58.0
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 24, 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 : 19,555: 8,682 4,105 977 7,984 8,625 17,643 13,707: 1,912 5,848
Old : 19,555: 8,682 4,105 977 7,984 8,625 17,643 13,707: 1,912 5,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 572: 570 567 104 18 135 692 806: -120 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 21.0 5.0 40.8 44.1 90.2 70.1: 9.8 29.9
Old : 100.0: 44.4 21.0 5.0 40.8 44.1 90.2 70.1: 9.8 29.9
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 : 67: 17 19 19 19 20 44 50:
Old : 67: 17 19 19 19 20 44 50:
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 : 60.8 26.1 71.6 41.7 59.8 25.2 70.6 40.8
Old : 60.8 26.1 71.6 41.7 59.8 25.2 70.6 40.8
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 24, 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 : 10,098: 1,166 822 604 7,645 8,042 9,415 9,468: 683 630
Old : 10,098: 1,166 822 604 7,645 8,042 9,415 9,468: 683 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 656: 697 -368 31 -95 985 633 648: 23 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.1 6.0 75.7 79.6 93.2 93.8: 6.8 6.2
Old : 100.0: 11.5 8.1 6.0 75.7 79.6 93.2 93.8: 6.8 6.2
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 : 49: 8 4 10 33 25 44 36:
Old : 49: 8 4 10 33 25 44 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 : 28.7 49.7 49.8 70.5 28.0 44.2 48.2 62.0
Old : 28.7 49.7 49.8 70.5 28.0 44.2 48.2 62.0
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 24, 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 : 6,097: 934 2,718 242 4,658 2,591 5,834 5,551: 263 546
Old : 6,097: 934 2,718 242 4,658 2,591 5,834 5,551: 263 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 368: -143 581 -48 482 10 291 543: 77 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 44.6 4.0 76.4 42.5 95.7 91.0: 4.3 9.0
Old : 100.0: 15.3 44.6 4.0 76.4 42.5 95.7 91.0: 4.3 9.0
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 : 33: 4 6 6 14 15 20 25:
Old : 33: 4 6 6 14 15 20 25:
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 : 73.1 55.4 87.5 76.4 71.7 53.1 85.9 74.0
Old : 73.1 55.4 87.5 76.4 71.7 53.1 85.9 74.0
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 24, 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 : 230,481: 74,403 53,214 42,997 96,852 110,325 214,252 206,536: 16,229 23,945
Old : 203,866: 69,329 53,692 37,055 84,432 92,990 190,816 183,737: 13,050 20,129
Other: 26,615: 9,835 4,283 1,181 12,420 17,335 23,436 22,799: 3,179 3,816
: : :
: : Changes in Commitments from: March 17, 2020 :
: -25,170: -8,278 -12,450 -11,798 -3,760 681 -23,836 -23,567: -1,334 -1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 23.1 18.7 42.0 47.9 93.0 89.6: 7.0 10.4
Old : 100.0: 34.0 26.3 18.2 41.4 45.6 93.6 90.1: 6.4 9.9
Other: 100.0: 37.0 16.1 4.4 46.7 65.1 88.1 85.7: 11.9 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 75 87 92 70 74 201 211:
Old : 264: 73 91 83 57 71 178 204:
Other: 130: 27 26 15 44 53 78 90:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 25.7 29.6 31.9 14.3 18.8 23.9 24.1
Old : 18.2 25.1 32.3 31.9 15.4 18.3 25.5 24.1
Other: 24.9 33.0 40.3 42.4 24.9 29.0 37.6 37.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 24, 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 : 275,540: 77,494 55,494 42,890 124,769 143,264 245,153 241,648: 30,387 33,892
Old : 275,540: 77,494 55,494 42,890 124,769 143,264 245,153 241,648: 30,387 33,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -23,894: -4,201 -9,757 -16,019 -6,536 2,213 -26,756 -23,563: 2,862 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.1 15.6 45.3 52.0 89.0 87.7: 11.0 12.3
Old : 100.0: 28.1 20.1 15.6 45.3 52.0 89.0 87.7: 11.0 12.3
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 : 339: 90 81 107 118 125 264 270:
Old : 339: 90 81 107 118 125 264 270:
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 : 15.4 20.1 25.7 30.9 14.9 18.2 24.3 27.8
Old : 15.4 20.1 25.7 30.9 14.9 18.2 24.3 27.8
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 24, 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 : 2,752: 386 769 28 1,488 1,217 1,902 2,014: 850 738
Old : 2,752: 386 769 28 1,488 1,217 1,902 2,014: 850 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 88: 31 174 27 19 -160 77 41: 11 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 27.9 1.0 54.1 44.2 69.1 73.2: 30.9 26.8
Old : 100.0: 14.0 27.9 1.0 54.1 44.2 69.1 73.2: 30.9 26.8
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 12 1 10 10 18 22:
Old : 35: 7 12 1 10 10 18 22:
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 : 37.7 39.5 52.5 54.6 34.7 39.5 49.2 54.1
Old : 37.7 39.5 52.5 54.6 34.7 39.5 49.2 54.1
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 24, 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 : 36,924: 10,146 9,646 9,358 9,933 6,687 29,437 25,691: 7,487 11,233
Old : 36,924: 10,146 9,646 9,358 9,933 6,687 29,437 25,691: 7,487 11,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -3,200: -777 -2,204 -1,562 -402 332 -2,741 -3,434: -459 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 26.1 25.3 26.9 18.1 79.7 69.6: 20.3 30.4
Old : 100.0: 27.5 26.1 25.3 26.9 18.1 79.7 69.6: 20.3 30.4
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 : 169: 37 48 56 50 51 127 128:
Old : 169: 37 48 56 50 51 127 128:
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 : 20.6 12.3 29.7 19.1 18.3 8.1 25.4 14.0
Old : 20.6 12.3 29.7 19.1 18.3 8.1 25.4 14.0
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 24, 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 : 24,225: 1,325 8,781 654 22,050 13,798 24,029 23,233: 196 992
Old : 24,225: 1,325 8,781 654 22,050 13,798 24,029 23,233: 196 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,722: -51 609 55 1,763 903 1,767 1,567: -45 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 36.2 2.7 91.0 57.0 99.2 95.9: 0.8 4.1
Old : 100.0: 5.5 36.2 2.7 91.0 57.0 99.2 95.9: 0.8 4.1
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 : 54: 6 12 7 18 26 28 41:
Old : 54: 6 12 7 18 26 28 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 : 60.8 53.6 84.3 68.2 60.8 53.6 81.2 68.0
Old : 60.8 53.6 84.3 68.2 60.8 53.6 81.2 68.0
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 24, 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 : 23,821: 7,667 2,701 34 14,944 19,679 22,645 22,414: 1,176 1,407
Old : 23,821: 7,667 2,701 34 14,944 19,679 22,645 22,414: 1,176 1,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,775: -916 -1,756 -10 -848 38 -1,774 -1,728: -1 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 11.3 0.1 62.7 82.6 95.1 94.1: 4.9 5.9
Old : 100.0: 32.2 11.3 0.1 62.7 82.6 95.1 94.1: 4.9 5.9
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 : 34: 12 10 1 6 8 18 19:
Old : 34: 12 10 1 6 8 18 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 : 70.3 80.2 87.0 87.4 70.1 80.2 86.9 87.4
Old : 70.3 80.2 87.0 87.4 70.1 80.2 86.9 87.4
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 24, 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 : 124,226: 21,323 50,568 3,677 74,060 42,740 99,060 96,985: 25,166 27,241
Old : 124,226: 21,323 50,568 3,677 74,060 42,740 99,060 96,985: 25,166 27,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -58,911: -21,791 -2,169 -1,290 -31,374 -38,106 -54,455 -41,565: -4,456 -17,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 40.7 3.0 59.6 34.4 79.7 78.1: 20.3 21.9
Old : 100.0: 17.2 40.7 3.0 59.6 34.4 79.7 78.1: 20.3 21.9
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 : 94: 17 22 8 35 32 55 61:
Old : 94: 17 22 8 35 32 55 61:
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 : 31.4 29.2 44.7 41.2 29.7 29.2 41.8 41.1
Old : 31.4 29.2 44.7 41.2 29.7 29.2 41.8 41.1
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 24, 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 : 30,767: 10,294 5,403 87 10,661 14,308 21,042 19,798: 9,725 10,969
Old : 30,767: 10,294 5,403 87 10,661 14,308 21,042 19,798: 9,725 10,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -4,487: -3,669 -1,186 -13 667 -2,578 -3,015 -3,777: -1,472 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.6 0.3 34.7 46.5 68.4 64.3: 31.6 35.7
Old : 100.0: 33.5 17.6 0.3 34.7 46.5 68.4 64.3: 31.6 35.7
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 : 35: 5 7 1 13 13 19 20:
Old : 35: 5 7 1 13 13 19 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 : 42.2 38.0 52.8 46.9 42.2 37.8 52.8 46.6
Old : 42.2 38.0 52.8 46.9 42.2 37.8 52.8 46.6
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 24, 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 : 110,323: 40,783 18,804 329 65,411 86,775 106,523 105,908: 3,800 4,415
Old : 110,323: 40,783 18,804 329 65,411 86,775 106,523 105,908: 3,800 4,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -11,641: -14,780 -2,914 -566 3,675 -8,852 -11,671 -12,332: 30 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 17.0 0.3 59.3 78.7 96.6 96.0: 3.4 4.0
Old : 100.0: 37.0 17.0 0.3 59.3 78.7 96.6 96.0: 3.4 4.0
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: 27 38 5 18 29 47 70:
Old : 109: 27 38 5 18 29 47 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 : 63.1 51.4 77.3 66.9 63.1 51.4 77.3 66.9
Old : 63.1 51.4 77.3 66.9 63.1 51.4 77.3 66.9
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 24, 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 : 179,552: 46,534 35,650 5,013 110,975 110,500 162,522 151,163: 17,030 28,389
Old : 179,552: 46,534 35,650 5,013 110,975 110,500 162,522 151,163: 17,030 28,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -2,557: -10,041 -2,285 -599 10,811 -8,036 171 -10,920: -2,728 8,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 19.9 2.8 61.8 61.5 90.5 84.2: 9.5 15.8
Old : 100.0: 25.9 19.9 2.8 61.8 61.5 90.5 84.2: 9.5 15.8
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: 21 21 10 35 40 60 68:
Old : 100: 21 21 10 35 40 60 68:
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 : 41.2 21.7 57.0 35.3 40.1 21.7 55.9 34.6
Old : 41.2 21.7 57.0 35.3 40.1 21.7 55.9 34.6
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 24, 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 : 125,594: 56,528 32,665 1,546 48,777 69,252 106,851 103,463: 18,743 22,131
Old : 125,594: 56,528 32,665 1,546 48,777 69,252 106,851 103,463: 18,743 22,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -175: -758 8,314 -840 5,904 -8,797 4,306 -1,323: -4,481 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 26.0 1.2 38.8 55.1 85.1 82.4: 14.9 17.6
Old : 100.0: 45.0 26.0 1.2 38.8 55.1 85.1 82.4: 14.9 17.6
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 : 101: 28 20 8 34 35 66 59:
Old : 101: 28 20 8 34 35 66 59:
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 : 31.1 37.8 44.6 50.9 31.1 36.8 43.3 49.5
Old : 31.1 37.8 44.6 50.9 31.1 36.8 43.3 49.5
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 24, 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 : 571,086: 152,360 91,070 11,009 326,218 414,867 489,587 516,946: 81,499 54,140
Old : 571,086: 152,360 91,070 11,009 326,218 414,867 489,587 516,946: 81,499 54,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -17,030: 5,227 -23,568 397 -26,629 -4,797 -21,005 -27,968: 3,975 10,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 15.9 1.9 57.1 72.6 85.7 90.5: 14.3 9.5
Old : 100.0: 26.7 15.9 1.9 57.1 72.6 85.7 90.5: 14.3 9.5
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 : 239: 72 37 27 97 70 176 128:
Old : 239: 72 37 27 97 70 176 128:
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 : 19.8 49.2 32.3 63.4 19.5 48.6 31.7 62.8
Old : 19.8 49.2 32.3 63.4 19.5 48.6 31.7 62.8
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 24, 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 : 49,374: 3,193 36,462 524 43,892 9,680 47,609 46,666: 1,765 2,708
Old : 49,374: 3,193 36,462 524 43,892 9,680 47,609 46,666: 1,765 2,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,398: -938 -1,652 234 -288 -26 -992 -1,444: -406 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 73.8 1.1 88.9 19.6 96.4 94.5: 3.6 5.5
Old : 100.0: 6.5 73.8 1.1 88.9 19.6 96.4 94.5: 3.6 5.5
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 : 51: 8 27 5 8 9 21 39:
Old : 51: 8 27 5 8 9 21 39:
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 : 84.2 58.3 91.2 73.3 82.9 55.5 88.2 70.3
Old : 84.2 58.3 91.2 73.3 82.9 55.5 88.2 70.3
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 24, 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 : 37,622: 6,993 23,009 618 28,547 8,390 36,158 32,017: 1,464 5,605
Old : 37,622: 6,993 23,009 618 28,547 8,390 36,158 32,017: 1,464 5,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,066: -2,983 -7,242 -96 -3,586 -4,139 -6,665 -11,477: -401 4,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 61.2 1.6 75.9 22.3 96.1 85.1: 3.9 14.9
Old : 100.0: 18.6 61.2 1.6 75.9 22.3 96.1 85.1: 3.9 14.9
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 : 77: 13 35 5 18 15 33 53:
Old : 77: 13 35 5 18 15 33 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 : 60.4 40.6 76.4 54.0 60.4 40.6 76.4 54.0
Old : 60.4 40.6 76.4 54.0 60.4 40.6 76.4 54.0
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 24, 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 : 10,972: 2,088 3,624 0 7,001 5,345 9,089 8,969: 1,883 2,003
Old : 10,972: 2,088 3,624 0 7,001 5,345 9,089 8,969: 1,883 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 471: -2,474 215 0 1,365 52 -1,109 267: 1,580 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 33.0 0.0 63.8 48.7 82.8 81.7: 17.2 18.3
Old : 100.0: 19.0 33.0 0.0 63.8 48.7 82.8 81.7: 17.2 18.3
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 : 20: 4 9 0 3 5 7 14:
Old : 20: 4 9 0 3 5 7 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 : 77.2 67.9 82.8 74.7 77.2 67.9 82.1 74.7
Old : 77.2 67.9 82.8 74.7 77.2 67.9 82.1 74.7
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 24, 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 :10,470,993: 1,505,648 1,551,466 2,783,888 5,639,299 5,405,105 9,928,835 9,740,459: 542,158 730,534
Old :10,470,993: 1,505,648 1,551,466 2,783,888 5,639,299 5,405,105 9,928,835 9,740,459: 542,158 730,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 181,974: -291,549 423,609 20,538 477,413 -249,108 206,402 195,039: -24,428 -13,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.8 26.6 53.9 51.6 94.8 93.0: 5.2 7.0
Old : 100.0: 14.4 14.8 26.6 53.9 51.6 94.8 93.0: 5.2 7.0
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 : 223: 50 45 78 108 107 203 194:
Old : 223: 50 45 78 108 107 203 194:
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 : 19.9 19.9 32.9 31.9 14.2 12.0 20.1 18.2
Old : 19.9 19.9 32.9 31.9 14.2 12.0 20.1 18.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,909: 2,266 3,138 140 0 0 2,406 3,278: 1,503 631
Old : 3,909: 2,266 3,138 140 0 0 2,406 3,278: 1,503 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -565: -624 -738 37 0 0 -587 -701: 22 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 80.3 3.6 0.0 0.0 61.6 83.9: 38.4 16.1
Old : 100.0: 58.0 80.3 3.6 0.0 0.0 61.6 83.9: 38.4 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 : 41: 24 17 6 0 0 27 20:
Old : 41: 24 17 6 0 0 27 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 : 30.2 59.4 42.0 71.3 30.2 57.8 41.9 69.7
Old : 30.2 59.4 42.0 71.3 30.2 57.8 41.9 69.7
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 24, 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 : 171,803: 30,543 35,137 36,784 104,142 98,667 171,469 170,588: 334 1,215
Old : 171,803: 30,543 35,137 36,784 104,142 98,667 171,469 170,588: 334 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -73,404: -5,553 -32,288 -2,542 -65,390 -36,947 -73,485 -71,777: 81 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.5 21.4 60.6 57.4 99.8 99.3: 0.2 0.7
Old : 100.0: 17.8 20.5 21.4 60.6 57.4 99.8 99.3: 0.2 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 : 45: 13 15 18 9 15 32 38:
Old : 45: 13 15 18 9 15 32 38:
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 : 69.2 51.2 84.9 69.4 66.5 41.7 68.7 56.2
Old : 69.2 51.2 84.9 69.4 66.5 41.7 68.7 56.2
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 24, 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 : 349,355: 25,872 92,256 23,289 300,091 231,200 349,252 346,745: 103 2,610
Old : 349,355: 25,872 92,256 23,289 300,091 231,200 349,252 346,745: 103 2,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -13,615: -43,471 -621 -5,073 34,900 -8,158 -13,644 -13,852: 29 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 26.4 6.7 85.9 66.2 100.0 99.3: 0.0 0.7
Old : 100.0: 7.4 26.4 6.7 85.9 66.2 100.0 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 : 90: 16 28 25 24 38 54 77:
Old : 90: 16 28 25 24 38 54 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 : 75.3 33.8 84.1 48.8 73.0 33.4 78.5 47.3
Old : 75.3 33.8 84.1 48.8 73.0 33.4 78.5 47.3
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 24, 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 : 695,310: 76,862 73,854 15,153 512,553 512,431 604,568 601,438: 90,742 93,872
Old : 695,310: 76,862 73,854 15,153 512,553 512,431 604,568 601,438: 90,742 93,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -329,427: -11,740 -2,821 -57,316 -173,192 -181,357 -242,248 -241,494: -87,179 -87,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.6 2.2 73.7 73.7 86.9 86.5: 13.1 13.5
Old : 100.0: 11.1 10.6 2.2 73.7 73.7 86.9 86.5: 13.1 13.5
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 : 614: 103 111 55 282 283 413 421:
Old : 614: 103 111 55 282 283 413 421:
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 : 12.7 18.0 20.9 27.3 12.3 15.7 19.5 24.5
Old : 12.7 18.0 20.9 27.3 12.3 15.7 19.5 24.5
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 24, 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 : 9,899: 366 539 84 7,479 7,870 7,929 8,493: 1,970 1,406
Old : 9,899: 366 539 84 7,479 7,870 7,929 8,493: 1,970 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,736: -569 -1,023 -257 -5,017 -4,794 -5,843 -6,074: -1,893 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.4 0.8 75.6 79.5 80.1 85.8: 19.9 14.2
Old : 100.0: 3.7 5.4 0.8 75.6 79.5 80.1 85.8: 19.9 14.2
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 : 20: 1 2 1 12 6 14 8:
Old : 20: 1 2 1 12 6 14 8:
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 : 54.6 71.6 69.4 85.8 54.6 71.6 69.4 84.2
Old : 54.6 71.6 69.4 85.8 54.6 71.6 69.4 84.2
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 24, 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 : 3,320,161: 390,913 378,225 58,672 2,451,630 2,558,628 2,901,215 2,995,525: 418,946 324,636
Old : 3,320,161: 390,913 378,225 58,672 2,451,630 2,558,628 2,901,215 2,995,525: 418,946 324,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
:-1,234,003: -79,591 -75,322 -171,262 -585,880 -846,736 -836,733 -1,093,320: -397,270 -140,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.4 1.8 73.8 77.1 87.4 90.2: 12.6 9.8
Old : 100.0: 11.8 11.4 1.8 73.8 77.1 87.4 90.2: 12.6 9.8
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 : 614: 103 111 54 280 282 411 419:
Old : 614: 103 111 54 280 282 411 419:
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 : 12.9 18.8 21.2 28.5 12.6 17.4 19.9 26.6
Old : 12.9 18.8 21.2 28.5 12.6 17.4 19.9 26.6
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 24, 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 : 82,184: 9,331 2,379 0 65,542 75,444 74,873 77,823: 7,311 4,361
Old : 82,184: 9,331 2,379 0 65,542 75,444 74,873 77,823: 7,311 4,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,968: 1,398 582 -689 -4,233 -4,486 -3,524 -4,593: -4,444 -3,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.9 0.0 79.8 91.8 91.1 94.7: 8.9 5.3
Old : 100.0: 11.4 2.9 0.0 79.8 91.8 91.1 94.7: 8.9 5.3
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 : 75: 9 5 0 44 34 53 39:
Old : 75: 9 5 0 44 34 53 39:
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 : 30.3 43.7 49.6 65.0 26.8 43.3 45.8 63.2
Old : 30.3 43.7 49.6 65.0 26.8 43.3 45.8 63.2
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 24, 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 : 39,971: 13,345 7,862 499 19,829 24,949 33,673 33,310: 6,298 6,661
Old : 39,971: 13,345 7,862 499 19,829 24,949 33,673 33,310: 6,298 6,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -19,283: -23 -1,023 -4,401 -8,778 -8,529 -13,202 -13,954: -6,081 -5,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 19.7 1.2 49.6 62.4 84.2 83.3: 15.8 16.7
Old : 100.0: 33.4 19.7 1.2 49.6 62.4 84.2 83.3: 15.8 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 : 231: 52 36 17 95 79 156 123:
Old : 231: 52 36 17 95 79 156 123:
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 : 19.8 20.1 28.2 33.1 19.8 19.6 28.2 32.2
Old : 19.8 20.1 28.2 33.1 19.8 19.6 28.2 32.2
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 24, 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 : 199,855: 66,725 39,308 2,495 99,146 124,747 168,366 166,550: 31,489 33,305
Old : 199,855: 66,725 39,308 2,495 99,146 124,747 168,366 166,550: 31,489 33,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -96,416: -115 -5,116 -22,007 -43,889 -42,647 -66,011 -69,770: -30,405 -26,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 19.7 1.2 49.6 62.4 84.2 83.3: 15.8 16.7
Old : 100.0: 33.4 19.7 1.2 49.6 62.4 84.2 83.3: 15.8 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 : 231: 52 36 17 95 79 156 123:
Old : 231: 52 36 17 95 79 156 123:
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 : 19.8 20.1 28.2 33.1 19.8 19.6 28.2 32.2
Old : 19.8 20.1 28.2 33.1 19.8 19.6 28.2 32.2
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 24, 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 : 135,097: 31,024 56,231 1,944 85,562 48,337 118,530 106,512: 16,567 28,585
Old : 135,097: 31,024 56,231 1,944 85,562 48,337 118,530 106,512: 16,567 28,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -14,781: -8,222 -11,748 -446 -3,340 -1,740 -12,008 -13,934: -2,773 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 41.6 1.4 63.3 35.8 87.7 78.8: 12.3 21.2
Old : 100.0: 23.0 41.6 1.4 63.3 35.8 87.7 78.8: 12.3 21.2
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 : 81: 14 25 8 19 37 40 63:
Old : 81: 14 25 8 19 37 40 63:
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 : 48.7 26.3 68.6 38.6 47.9 25.0 67.8 35.9
Old : 48.7 26.3 68.6 38.6 47.9 25.0 67.8 35.9
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 24, 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 : 538,226: 55,013 74,691 3,680 465,897 444,839 524,590 523,210: 13,636 15,016
Old : 538,226: 55,013 74,691 3,680 465,897 444,839 524,590 523,210: 13,636 15,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -82,104: -8,365 -4,466 -9,912 -44,669 -52,625 -62,946 -67,003: -19,158 -15,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.9 0.7 86.6 82.6 97.5 97.2: 2.5 2.8
Old : 100.0: 10.2 13.9 0.7 86.6 82.6 97.5 97.2: 2.5 2.8
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 : 293: 44 41 13 137 126 187 174:
Old : 293: 44 41 13 137 126 187 174:
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 : 20.7 19.3 35.2 34.3 20.1 17.8 31.0 31.9
Old : 20.7 19.3 35.2 34.3 20.1 17.8 31.0 31.9
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 24, 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 : 38,935: 5,100 6,277 295 23,737 25,767 29,132 32,339: 9,803 6,596
Old : 38,935: 5,100 6,277 295 23,737 25,767 29,132 32,339: 9,803 6,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -2,106: 476 -2,581 80 700 -15 1,256 -2,516: -3,362 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.1 0.8 61.0 66.2 74.8 83.1: 25.2 16.9
Old : 100.0: 13.1 16.1 0.8 61.0 66.2 74.8 83.1: 25.2 16.9
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 : 70: 8 15 3 26 30 35 47:
Old : 70: 8 15 3 26 30 35 47:
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 : 33.3 27.9 47.6 40.7 33.0 27.8 46.3 40.6
Old : 33.3 27.9 47.6 40.7 33.0 27.8 46.3 40.6
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 24, 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 : 146,097: 58,160 49 1,446 86,352 144,560 145,958 146,055: 139 42
Old : 146,097: 58,160 49 1,446 86,352 144,560 145,958 146,055: 139 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 5,559: -1,797 -1,108 -218 7,591 6,890 5,576 5,564: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 0.0 1.0 59.1 98.9 99.9 100.0: 0.1 0.0
Old : 100.0: 39.8 0.0 1.0 59.1 98.9 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 : 47: 12 1 5 27 25 40 30:
Old : 47: 12 1 5 27 25 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 : 63.3 58.7 82.1 85.1 46.7 41.0 55.2 54.6
Old : 63.3 58.7 82.1 85.1 46.7 41.0 55.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020