BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,918
COMMITMENTS
12 2,172 755 10,693 8,485 11,460 11,412 458 506
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -180)
-117 -166 85 8 -178 -24 -259 -156 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 18.2 6.3 89.7 71.2 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 12 9 29 22 38 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,774
COMMITMENTS
9,984 5,141 1,242 9,571 10,120 20,797 16,503 1,977 6,271
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,219)
1,302 1,036 265 1,587 1,495 3,154 2,796 65 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 22.6 5.5 42.0 44.4 91.3 72.5 8.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 20 15 17 19 36 49
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,842
COMMITMENTS
1,570 823 580 8,142 8,791 10,292 10,194 550 648
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 744)
404 1 -24 497 749 877 726 -133 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 7.6 5.3 75.1 81.1 94.9 94.0 5.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 4 9 34 26 45 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,015
COMMITMENTS
887 2,677 430 4,414 2,424 5,731 5,531 284 484
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -82)
-47 -41 188 -244 -167 -103 -20 21 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 44.5 7.1 73.4 40.3 95.3 92.0 4.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 8 14 13 22 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,366
COMMITMENTS
75,290 54,663 43,036 95,674 108,735 214,000 206,434 15,366 22,932
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,115)
887 1,449 39 -1,178 -1,590 -252 -102 -863 -1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 23.8 18.8 41.7 47.4 93.3 90.0 6.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
73 94 93 69 77 199 222
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,447
COMMITMENTS
73,796 49,930 41,614 120,154 141,515 235,564 233,059 28,883 31,388
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -11,093)
-3,698 -5,564 -1,276 -4,615 -1,749 -9,589 -8,589 -1,504 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 18.9 15.7 45.4 53.5 89.1 88.1 10.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
92 78 115 116 133 273 283
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,824
COMMITMENTS
261 847 57 1,622 1,243 1,940 2,147 884 677
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 72)
-125 78 29 134 26 38 133 34 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 30.0 2.0 57.4 44.0 68.7 76.0 31.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 15 5 13 11 23 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,767
COMMITMENTS
10,696 8,483 6,381 9,266 7,142 26,343 22,006 6,424 10,761
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -4,157)
550 -1,163 -2,977 -667 455 -3,094 -3,685 -1,063 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 25.9 19.5 28.3 21.8 80.4 67.2 19.6 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 48 39 40 47 102 111
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,543
COMMITMENTS
1,332 10,384 736 24,281 14,329 26,349 25,449 194 1,094
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,318)
7 1,603 82 2,231 531 2,320 2,216 -2 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 39.1 2.8 91.5 54.0 99.3 95.9 0.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 14 7 18 26 28 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,867
COMMITMENTS
6,954 2,800 40 14,918 18,687 21,912 21,527 955 1,340
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -954)
-713 99 6 -26 -992 -733 -887 -221 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 12.2 0.2 65.2 81.7 95.8 94.1 4.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 9 1 7 6 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,891
COMMITMENTS
21,517 43,446 2,102 75,075 48,465 98,694 94,013 24,197 28,878
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,335)
194 -7,122 -1,575 1,015 5,725 -366 -2,972 -969 1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 35.4 1.7 61.1 39.4 80.3 76.5 19.7 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 21 8 34 34 55 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 29,657
COMMITMENTS
10,389 5,442 67 9,119 13,872 19,575 19,381 10,082 10,276
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,110)
95 39 -20 -1,542 -436 -1,467 -417 357 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 18.3 0.2 30.7 46.8 66.0 65.4 34.0 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 1 11 13 17 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,712
COMMITMENTS
28,435 20,770 326 69,611 77,274 98,372 98,370 4,340 4,342
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -7,611)
-12,348 1,966 -3 4,200 -9,501 -8,151 -7,538 540 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 20.2 0.3 67.8 75.2 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
23 44 4 19 28 43 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 165,226
COMMITMENTS
37,149 32,156 4,740 107,046 102,567 148,935 139,463 16,291 25,763
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -14,326)
-9,385 -3,494 -273 -3,929 -7,933 -13,587 -11,700 -739 -2,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 19.5 2.9 64.8 62.1 90.1 84.4 9.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
20 23 10 34 43 57 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,270
COMMITMENTS
48,444 30,162 534 53,154 68,221 102,132 98,917 18,138 21,353
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -5,324)
-8,084 -2,503 -1,012 4,377 -1,031 -4,719 -4,546 -605 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 25.1 0.4 44.2 56.7 84.9 82.2 15.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 24 9 36 35 65 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 551,752
COMMITMENTS
155,047 80,800 10,205 315,522 415,776 480,774 506,781 70,978 44,971
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -19,334)
2,687 -10,270 -804 -10,696 909 -8,813 -10,165 -10,521 -9,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 14.6 1.8 57.2 75.4 87.1 91.8 12.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
73 44 22 97 74 173 137
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 48,493
COMMITMENTS
4,156 31,960 1,849 40,581 11,607 46,586 45,416 1,907 3,077
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -881)
963 -4,502 1,325 -3,311 1,927 -1,023 -1,250 142 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 65.9 3.8 83.7 23.9 96.1 93.7 3.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 28 6 7 9 21 40
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,144
COMMITMENTS
8,040 24,146 964 28,677 8,574 37,681 33,684 1,463 5,460
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,522)
1,047 1,137 346 130 184 1,523 1,667 -1 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 61.7 2.5 73.3 21.9 96.3 86.1 3.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 30 7 19 16 40 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,951
COMMITMENTS
2,740 4,708 0 9,836 6,092 12,576 10,800 375 2,151
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,979)
652 1,084 0 2,835 747 3,487 1,831 -1,508 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 36.4 0.0 75.9 47.0 97.1 83.4 2.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 10 0 4 5 8 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,786,035
COMMITMENTS
1413283 1993762 2880814 5924561 5211346 10218658 10085922 567,377 700,113
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 315,042)
-92,365 442,296 96,926 285,262 -193,759 289,823 345,463 25,219 -30,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 18.5 26.7 54.9 48.3 94.7 93.5 5.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
57 45 77 107 109 205 197
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,947
COMMITMENTS
2,598 3,303 90 0 0 2,688 3,393 1,259 554
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 38)
332 165 -50 0 0 282 115 -244 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 83.7 2.3 0.0 0.0 68.1 86.0 31.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
27 17 6 0 0 31 19
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 165,689
COMMITMENTS
36,738 30,745 28,283 100,611 104,103 165,632 163,131 57 2,558
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -6,114)
6,195 -4,392 -8,501 -3,531 5,436 -5,837 -7,457 -277 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 18.6 17.1 60.7 62.8 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 14 19 9 16 32 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 371,091
COMMITMENTS
20,482 91,459 21,981 328,486 254,522 370,949 367,962 142 3,129
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 21,736)
-5,390 -797 -1,308 28,395 23,322 21,697 21,217 39 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 24.6 5.9 88.5 68.6 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 26 26 25 38 53 78
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 754,083
COMMITMENTS
82,475 84,607 22,555 536,224 517,075 641,254 624,237 112,829 129,846
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 58,772)
5,613 10,753 7,402 23,671 4,644 36,686 22,799 22,086 35,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 11.2 3.0 71.1 68.6 85.0 82.8 15.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
96 120 61 276 287 401 439
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 66,169
COMMITMENTS
8,189 4,557 0 47,497 6,347 55,686 10,904 10,483 55,265
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 6.9 0.0 71.8 9.6 84.2 16.5 15.8 83.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 0 12 7 16 11
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 9,677
COMMITMENTS
902 754 0 7,326 7,488 8,228 8,242 1,449 1,435
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -222)
536 215 -84 -153 -382 299 -251 -521 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 7.8 0.0 75.7 77.4 85.0 85.2 15.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 11 8 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,439,568
COMMITMENTS
428,621 457,441 55,584 2443635 2553638 2927840 3066663 511,728 372,905
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 119,407)
37,708 79,216 -3,088 -7,995 -4,990 26,625 71,138 92,782 48,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 13.3 1.6 71.0 74.2 85.1 89.2 14.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
95 121 58 273 285 398 434
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,977
COMMITMENTS
7,196 2,380 513 65,892 73,500 73,601 76,393 7,376 4,584
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,207)
-2,135 1 513 350 -1,944 -1,272 -1,430 65 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 2.9 0.6 81.4 90.8 90.9 94.3 9.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 5 2 45 34 52 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 37,304
COMMITMENTS
12,725 8,445 399 18,781 21,546 31,905 30,389 5,399 6,914
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -2,667)
-620 583 -100 -1,048 -3,403 -1,769 -2,921 -899 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 22.6 1.1 50.3 57.8 85.5 81.5 14.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
59 40 16 95 92 160 142
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,519
COMMITMENTS
63,626 42,223 1,993 93,904 107,731 159,523 151,947 26,996 34,572
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -13,336)
-3,099 2,915 -502 -5,242 -17,016 -8,843 -14,603 -4,493 1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 22.6 1.1 50.3 57.8 85.5 81.5 14.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
59 40 16 95 92 160 142
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,982
COMMITMENTS
27,315 58,979 825 87,450 42,986 115,590 102,790 15,392 28,192
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -4,115)
-3,709 2,748 -1,119 1,888 -5,351 -2,940 -3,722 -1,175 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 45.0 0.6 66.8 32.8 88.2 78.5 11.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 25 7 22 34 44 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 537,461
COMMITMENTS
61,047 74,259 4,007 457,123 442,556 522,177 520,822 15,284 16,639
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -765)
6,034 -432 327 -8,774 -2,283 -2,413 -2,388 1,648 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 13.8 0.7 85.1 82.3 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
44 42 15 135 121 184 173
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,807
COMMITMENTS
3,129 4,300 220 22,802 18,655 26,151 23,175 5,656 8,632
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -7,128)
-1,971 -1,977 -75 -935 -7,112 -2,981 -9,164 -4,147 2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 13.5 0.7 71.7 58.7 82.2 72.9 17.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 11 2 24 26 33 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 145,118
COMMITMENTS
62,411 51 1,441 81,112 143,295 144,964 144,787 154 331
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -979)
4,251 2 -5 -5,240 -1,265 -994 -1,268 15 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 0.0 1.0 55.9 98.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 1 4 28 24 43 28
Updated April 03, 2020