BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,773
COMMITMENTS
453 1,972 491 9,357 7,809 10,301 10,272 472 501
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,145)
441 -200 -264 -1,336 -676 -1,159 -1,140 14 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 18.3 4.6 86.9 72.5 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 10 8 28 23 36 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,953
COMMITMENTS
9,773 5,235 860 8,440 9,325 19,073 15,420 1,880 5,533
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,821)
-211 94 -382 -1,131 -795 -1,724 -1,083 -97 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 25.0 4.1 40.3 44.5 91.0 73.6 9.0 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 24 13 17 19 33 51
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,655
COMMITMENTS
1,763 516 505 6,835 8,071 9,103 9,092 552 563
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,187)
193 -307 -75 -1,307 -720 -1,189 -1,102 2 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 5.3 5.2 70.8 83.6 94.3 94.2 5.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 8 32 25 41 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,718
COMMITMENTS
831 3,037 308 4,239 1,937 5,378 5,282 340 436
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -297)
-56 360 -122 -175 -487 -353 -249 56 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 53.1 5.4 74.1 33.9 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 8 14 11 22 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,151
COMMITMENTS
82,120 56,801 40,886 88,712 107,635 211,718 205,322 15,433 21,829
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,215)
6,830 2,138 -2,150 -6,962 -1,100 -2,282 -1,112 67 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 25.0 18.0 39.1 47.4 93.2 90.4 6.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
73 99 99 60 79 198 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,359
COMMITMENTS
67,674 47,565 43,399 118,762 138,627 229,835 229,591 35,524 35,768
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 912)
-6,122 -2,365 1,785 -1,392 -2,888 -5,729 -3,468 6,641 4,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 17.9 16.4 44.8 52.2 86.6 86.5 13.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
78 87 101 107 121 248 263
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,805
COMMITMENTS
202 829 88 1,631 1,139 1,921 2,056 884 749
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -19)
-59 -18 31 9 -104 -19 -91 0 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 29.6 3.1 58.1 40.6 68.5 73.3 31.5 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 14 5 13 9 23 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,230
COMMITMENTS
10,266 9,368 7,687 9,525 7,530 27,478 24,585 6,752 9,645
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,463)
-430 885 1,306 259 388 1,135 2,579 328 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 27.4 22.5 27.8 22.0 80.3 71.8 19.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
32 44 37 40 49 97 112
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,712
COMMITMENTS
1,389 10,196 704 22,442 12,841 24,535 23,741 177 971
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,831)
57 -188 -32 -1,839 -1,488 -1,814 -1,708 -17 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 41.3 2.8 90.8 52.0 99.3 96.1 0.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 11 6 17 24 27 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,849
COMMITMENTS
8,491 3,204 0 13,520 18,261 22,011 21,465 838 1,384
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -18)
1,537 404 -40 -1,398 -426 99 -62 -117 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 14.0 0.0 59.2 79.9 96.3 93.9 3.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 10 0 6 7 19 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,523
COMMITMENTS
17,052 41,485 2,573 72,887 43,400 92,512 87,458 25,011 30,065
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -5,368)
-4,465 -1,961 471 -2,188 -5,065 -6,182 -6,555 814 1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 35.3 2.2 62.0 36.9 78.7 74.4 21.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 19 6 32 30 50 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,391
COMMITMENTS
11,186 5,582 14 9,434 13,872 20,634 19,468 9,757 10,923
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 734)
797 140 -53 315 0 1,059 87 -325 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 18.4 0.0 31.0 45.6 67.9 64.1 32.1 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 8 1 11 12 17 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,137
COMMITMENTS
26,766 21,010 931 69,739 75,415 97,436 97,356 4,701 4,781
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -575)
-1,669 240 605 128 -1,859 -936 -1,014 361 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 20.6 0.9 68.3 73.8 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 43 6 20 32 50 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,318
COMMITMENTS
31,254 27,561 3,877 96,711 93,785 131,842 125,223 18,476 25,095
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -14,908)
-5,895 -4,595 -863 -10,335 -8,782 -17,093 -14,240 2,185 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 18.3 2.6 64.3 62.4 87.7 83.3 12.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
17 23 7 35 42 56 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 118,595
COMMITMENTS
49,249 26,839 530 51,300 70,904 101,079 98,273 17,516 20,322
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,675)
805 -3,323 -4 -1,854 2,683 -1,053 -644 -622 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 22.6 0.4 43.3 59.8 85.2 82.9 14.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 26 10 37 32 68 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 554,697
COMMITMENTS
161,185 81,561 7,089 304,521 422,120 472,795 510,770 81,902 43,927
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 2,945)
6,138 761 -3,116 -11,001 6,344 -7,979 3,989 10,924 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 14.7 1.3 54.9 76.1 85.2 92.1 14.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
75 42 25 96 71 175 134
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,364
COMMITMENTS
3,373 2,480 163 6,115 15,238 9,651 17,881 11,713 3,483
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 11.6 0.8 28.6 71.3 45.2 83.7 54.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 9 9 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,165
COMMITMENTS
4,533 13,861 126 13,656 3,409 18,315 17,396 1,850 2,769
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -28,328)
377 -18,099 -1,723 -26,925 -8,198 -28,271 -28,020 -57 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 68.7 0.6 67.7 16.9 90.8 86.3 9.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 19 2 7 9 19 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,306
COMMITMENTS
9,968 24,621 950 27,426 8,977 38,344 34,548 1,962 5,758
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,162)
1,928 475 -14 -1,251 403 663 864 499 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 61.1 2.4 68.0 22.3 95.1 85.7 4.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 28 6 20 14 42 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,827
COMMITMENTS
4,671 5,200 0 10,689 8,595 15,360 13,795 467 2,032
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 2,876)
1,931 492 0 853 2,503 2,784 2,995 92 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 32.9 0.0 67.5 54.3 97.0 87.2 3.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 8 0 4 6 8 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,840,100
COMMITMENTS
1402235 2169003 2915843 5908336 5008764 10226414 10093610 613,686 746,490
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 54,065)
-11,048 175,241 35,029 -16,225 -202,582 7,756 7,688 46,309 46,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 20.0 26.9 54.5 46.2 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
55 45 76 113 111 209 197
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,448
COMMITMENTS
3,380 4,790 303 0 0 3,683 5,093 1,765 355
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,501)
782 1,487 213 0 0 995 1,700 506 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.0 87.9 5.6 0.0 0.0 67.6 93.5 32.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
33 22 9 0 0 39 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 159,093
COMMITMENTS
35,249 27,936 25,073 98,703 103,510 159,025 156,519 68 2,574
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -6,596)
-1,489 -2,809 -3,210 -1,908 -593 -6,607 -6,612 11 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 17.6 15.8 62.0 65.1 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 15 18 10 17 32 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 316,356
COMMITMENTS
17,125 84,371 16,568 282,552 212,987 316,245 313,926 111 2,430
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -54,735)
-3,357 -7,088 -5,413 -45,934 -41,535 -54,704 -54,036 -31 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 26.7 5.2 89.3 67.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 28 24 24 38 52 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 772,134
COMMITMENTS
76,897 92,562 25,471 547,209 513,726 649,577 631,759 122,557 140,375
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 18,051)
-5,577 7,956 2,916 10,985 -3,349 8,323 7,522 9,728 10,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 12.0 3.3 70.9 66.5 84.1 81.8 15.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
98 123 64 282 297 413 453
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 82,630
COMMITMENTS
13,045 705 900 63,661 8,821 77,606 10,426 5,024 72,204
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 16,461)
4,856 -3,852 900 16,164 2,474 21,920 -478 -5,459 16,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 0.9 1.1 77.0 10.7 93.9 12.6 6.1 87.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 1 14 6 20 10
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| 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: 9,069
COMMITMENTS
356 431 0 7,108 7,328 7,464 7,759 1,605 1,310
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -608)
-546 -323 0 -218 -160 -764 -483 156 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.8 0.0 78.4 80.8 82.3 85.6 17.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 9 11 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,447,518
COMMITMENTS
369,416 509,441 72,701 2417738 2524523 2859855 3106665 587,663 340,853
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 7,950)
-59,205 52,000 17,117 -25,897 -29,115 -67,985 40,002 75,935 -32,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 14.8 2.1 70.1 73.2 83.0 90.1 17.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
99 123 62 278 294 409 448
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,254
COMMITMENTS
8,307 2,133 241 63,209 72,546 71,757 74,920 7,497 4,334
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,723)
1,111 -247 -272 -2,683 -954 -1,844 -1,473 121 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 2.7 0.3 79.8 91.5 90.5 94.5 9.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 5 4 42 35 52 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 36,673
COMMITMENTS
11,959 9,156 485 18,698 19,808 31,142 29,449 5,531 7,224
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -630)
-766 711 86 -83 -1,738 -763 -940 132 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 25.0 1.3 51.0 54.0 84.9 80.3 15.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
57 36 21 96 84 161 133
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 183,367
COMMITMENTS
59,794 45,780 2,425 93,491 99,041 155,710 147,246 27,657 36,121
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,152)
-3,832 3,557 432 -413 -8,690 -3,813 -4,701 661 1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 25.0 1.3 51.0 54.0 84.9 80.3 15.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
57 36 21 96 84 161 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,056
COMMITMENTS
26,483 61,881 1,498 86,869 38,875 114,850 102,254 15,206 27,802
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -926)
-832 2,902 673 -581 -4,111 -740 -536 -186 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 47.6 1.2 66.8 29.9 88.3 78.6 11.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 28 7 22 30 43 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 561,385
COMMITMENTS
61,159 72,252 4,275 480,604 467,084 546,038 543,611 15,347 17,774
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 23,924)
112 -2,007 268 23,481 24,528 23,861 22,789 63 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 12.9 0.8 85.6 83.2 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
46 42 16 140 123 193 174
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,345
COMMITMENTS
4,182 4,875 627 22,947 18,341 27,756 23,843 5,589 9,502
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,538)
1,053 575 407 145 -314 1,605 668 -67 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 14.6 1.9 68.8 55.0 83.2 71.5 16.8 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 10 5 24 26 36 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| 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: 149,989
COMMITMENTS
67,141 1 1,520 80,866 148,193 149,527 149,714 462 275
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 4,871)
4,730 -50 79 -246 4,898 4,563 4,927 308 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 0.0 1.0 53.9 98.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 1 5 29 25 47 30
Updated April 10, 2020