BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 15,769: 9 2,628 2,316 12,488 10,137 14,812 15,081: 956 688
Old : 15,769: 9 2,628 2,316 12,488 10,137 14,812 15,081: 956 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 187: -3 -509 192 -102 521 86 203: 101 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.7 14.7 79.2 64.3 93.9 95.6: 6.1 4.4
Old : 100.0: 0.1 16.7 14.7 79.2 64.3 93.9 95.6: 6.1 4.4
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 : 47: 2 9 9 31 25 40 36:
Old : 47: 2 9 9 31 25 40 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 : 35.6 32.4 53.2 53.7 34.6 30.3 49.9 46.9
Old : 35.6 32.4 53.2 53.7 34.6 30.3 49.9 46.9
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 43,575: 6,882 3,272 12,630 19,384 15,883 38,896 31,785: 4,679 11,790
Old : 43,575: 6,882 3,272 12,630 19,384 15,883 38,896 31,785: 4,679 11,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,753: 1,197 330 784 681 864 2,662 1,978: 91 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.5 29.0 44.5 36.4 89.3 72.9: 10.7 27.1
Old : 100.0: 15.8 7.5 29.0 44.5 36.4 89.3 72.9: 10.7 27.1
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 : 75: 20 17 27 33 29 63 63:
Old : 75: 20 17 27 33 29 63 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 : 36.3 25.2 53.2 39.1 24.2 15.6 31.8 20.7
Old : 36.3 25.2 53.2 39.1 24.2 15.6 31.8 20.7
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 17,891: 531 969 4,131 12,304 12,232 16,966 17,333: 925 558
Old : 17,891: 531 969 4,131 12,304 12,232 16,966 17,333: 925 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -486: 188 -532 -174 -542 300 -528 -407: 42 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.4 23.1 68.8 68.4 94.8 96.9: 5.2 3.1
Old : 100.0: 3.0 5.4 23.1 68.8 68.4 94.8 96.9: 5.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 6 8 40 29 51 40:
Old : 56: 8 6 8 40 29 51 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 52.6 45.4 69.9 17.5 34.4 28.6 41.9
Old : 28.9 52.6 45.4 69.9 17.5 34.4 28.6 41.9
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 12,801: 2,331 1,720 3,226 6,390 5,211 11,947 10,157: 854 2,644
Old : 12,801: 2,331 1,720 3,226 6,390 5,211 11,947 10,157: 854 2,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,098: -1,214 -81 320 -103 -655 -997 -416: -101 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.4 25.2 49.9 40.7 93.3 79.3: 6.7 20.7
Old : 100.0: 18.2 13.4 25.2 49.9 40.7 93.3 79.3: 6.7 20.7
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 : 39: 6 5 8 19 23 28 33:
Old : 39: 6 5 8 19 23 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 35.6 76.7 55.2 43.4 29.8 56.2 37.8
Old : 47.8 35.6 76.7 55.2 43.4 29.8 56.2 37.8
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 371,463: 96,165 58,010 127,395 118,483 148,821 342,043 334,226: 29,419 37,237
Old : 343,320: 93,244 60,000 116,393 107,923 133,301 317,560 309,694: 25,760 33,626
Other: 28,143: 9,777 4,866 4,146 10,561 15,520 24,483 24,531: 3,659 3,611
: : :
: : Changes in Commitments from: February 25, 2020 :
: -4,575: -4,269 -7,366 2,595 -3,341 -923 -5,016 -5,694: 441 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 15.6 34.3 31.9 40.1 92.1 90.0: 7.9 10.0
Old : 100.0: 27.2 17.5 33.9 31.4 38.8 92.5 90.2: 7.5 9.8
Other: 100.0: 34.7 17.3 14.7 37.5 55.1 87.0 87.2: 13.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 128 96 134 90 93 283 269:
Old : 339: 126 101 133 87 92 276 267:
Other: 137: 34 27 23 48 55 94 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 18.5 21.9 26.2 11.1 15.0 17.6 19.5
Old : 13.2 18.1 23.1 26.0 11.6 14.5 18.5 19.3
Other: 19.1 32.1 33.8 42.6 19.1 30.7 30.9 38.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 412,034: 92,149 60,993 122,681 156,794 176,234 371,624 359,908: 40,410 52,127
Old : 412,034: 92,149 60,993 122,681 156,794 176,234 371,624 359,908: 40,410 52,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 7,761: -2,380 8,011 6,207 2,079 -4,362 5,906 9,855: 1,855 -2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 14.8 29.8 38.1 42.8 90.2 87.3: 9.8 12.7
Old : 100.0: 22.4 14.8 29.8 38.1 42.8 90.2 87.3: 9.8 12.7
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 : 418: 132 85 144 154 161 351 340:
Old : 418: 132 85 144 154 161 351 340:
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 : 13.4 15.2 22.9 24.3 12.0 13.7 20.0 19.4
Old : 13.4 15.2 22.9 24.3 12.0 13.7 20.0 19.4
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 3,860: 1,460 473 383 885 2,104 2,728 2,960: 1,132 900
Old : 3,860: 1,460 473 383 885 2,104 2,728 2,960: 1,132 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,228: -861 13 -382 -3 -552 -1,246 -921: 19 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 12.2 9.9 22.9 54.5 70.7 76.7: 29.3 23.3
Old : 100.0: 37.8 12.2 9.9 22.9 54.5 70.7 76.7: 29.3 23.3
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 : 40: 13 8 6 13 16 29 27:
Old : 40: 13 8 6 13 16 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 36.1 43.7 52.9 25.2 36.1 39.6 51.0
Old : 26.4 36.1 43.7 52.9 25.2 36.1 39.6 51.0
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 60,508: 15,079 14,523 21,914 11,899 7,765 48,891 44,202: 11,617 16,306
Old : 60,508: 15,079 14,523 21,914 11,899 7,765 48,891 44,202: 11,617 16,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,804: -2,153 -690 -1,218 -432 -1,326 -3,803 -3,234: 998 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 24.0 36.2 19.7 12.8 80.8 73.1: 19.2 26.9
Old : 100.0: 24.9 24.0 36.2 19.7 12.8 80.8 73.1: 19.2 26.9
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 : 187: 54 48 67 63 57 151 147:
Old : 187: 54 48 67 63 57 151 147:
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 : 19.6 12.1 27.5 20.6 15.9 9.1 20.7 15.1
Old : 19.6 12.1 27.5 20.6 15.9 9.1 20.7 15.1
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 27,507: 620 6,684 3,952 22,331 15,195 26,904 25,832: 603 1,675
Old : 27,507: 620 6,684 3,952 22,331 15,195 26,904 25,832: 603 1,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,762: -100 1,497 228 2,633 760 2,761 2,484: 0 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 24.3 14.4 81.2 55.2 97.8 93.9: 2.2 6.1
Old : 100.0: 2.3 24.3 14.4 81.2 55.2 97.8 93.9: 2.2 6.1
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 : 69: 10 17 16 33 32 55 53:
Old : 69: 10 17 16 33 32 55 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 : 54.9 39.2 73.8 54.5 54.9 37.3 67.7 49.1
Old : 54.9 39.2 73.8 54.5 54.9 37.3 67.7 49.1
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 53,706: 29,123 1,424 537 17,708 45,442 47,368 47,403: 6,338 6,303
Old : 53,706: 29,123 1,424 537 17,708 45,442 47,368 47,403: 6,338 6,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -81: 2,703 963 139 -7,186 -6,085 -4,344 -4,983: 4,263 4,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 2.7 1.0 33.0 84.6 88.2 88.3: 11.8 11.7
Old : 100.0: 54.2 2.7 1.0 33.0 84.6 88.2 88.3: 11.8 11.7
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 : 39: 19 6 3 8 8 28 16:
Old : 39: 19 6 3 8 8 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 78.1 74.8 86.5 55.5 78.1 74.6 85.0
Old : 55.7 78.1 74.8 86.5 55.5 78.1 74.6 85.0
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 180,234: 55,007 45,861 9,980 76,463 93,653 141,450 149,494: 38,784 30,740
Old : 180,234: 55,007 45,861 9,980 76,463 93,653 141,450 149,494: 38,784 30,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -3,884: -8,375 -3,069 2,329 1,680 -3,307 -4,366 -4,047: 482 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 25.4 5.5 42.4 52.0 78.5 82.9: 21.5 17.1
Old : 100.0: 30.5 25.4 5.5 42.4 52.0 78.5 82.9: 21.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 25 26 12 40 42 72 75:
Old : 110: 25 26 12 40 42 72 75:
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 : 20.2 29.7 33.9 41.3 19.9 29.7 31.2 39.0
Old : 20.2 29.7 33.9 41.3 19.9 29.7 31.2 39.0
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 57,861: 14,920 17,560 2,048 25,327 20,235 42,295 39,843: 15,566 18,018
Old : 57,861: 14,920 17,560 2,048 25,327 20,235 42,295 39,843: 15,566 18,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,518: -5,439 -1,959 898 -2,060 3,734 -6,601 2,673: 4,083 -5,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 30.3 3.5 43.8 35.0 73.1 68.9: 26.9 31.1
Old : 100.0: 25.8 30.3 3.5 43.8 35.0 73.1 68.9: 26.9 31.1
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 : 53: 10 14 6 17 20 30 37:
Old : 53: 10 14 6 17 20 30 37:
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 : 39.3 26.9 49.2 37.6 35.3 26.7 43.9 35.5
Old : 39.3 26.9 49.2 37.6 35.3 26.7 43.9 35.5
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 235,903: 147,316 16,134 4,245 78,306 212,101 229,868 232,480: 6,034 3,423
Old : 235,903: 147,316 16,134 4,245 78,306 212,101 229,868 232,480: 6,034 3,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -41,321: -29,527 -10,138 2,796 -14,412 -33,867 -41,144 -41,209: -178 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 6.8 1.8 33.2 89.9 97.4 98.5: 2.6 1.5
Old : 100.0: 62.4 6.8 1.8 33.2 89.9 97.4 98.5: 2.6 1.5
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 : 155: 72 31 15 28 31 109 69:
Old : 155: 72 31 15 28 31 109 69:
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 : 39.3 72.9 54.1 81.7 39.3 72.4 54.1 81.1
Old : 39.3 72.9 54.1 81.7 39.3 72.4 54.1 81.1
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 248,017: 76,705 43,954 25,211 117,872 149,107 219,788 218,272: 28,229 29,746
Old : 248,017: 76,705 43,954 25,211 117,872 149,107 219,788 218,272: 28,229 29,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 8,793: 1,946 -1,211 8,307 2,564 -312 12,817 6,784: -4,024 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 17.7 10.2 47.5 60.1 88.6 88.0: 11.4 12.0
Old : 100.0: 30.9 17.7 10.2 47.5 60.1 88.6 88.0: 11.4 12.0
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 : 132: 30 28 19 50 49 88 89:
Old : 132: 30 28 19 50 49 88 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 27.3 38.7 37.7 25.6 25.5 38.4 34.5
Old : 25.7 27.3 38.7 37.7 25.6 25.5 38.4 34.5
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 254,783: 48,754 90,548 34,864 145,665 95,212 229,283 220,624: 25,500 34,159
Old : 254,783: 48,754 90,548 34,864 145,665 95,212 229,283 220,624: 25,500 34,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -14,308: -2,565 -22,378 9,442 -20,769 8,662 -13,891 -4,275: -417 -10,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 35.5 13.7 57.2 37.4 90.0 86.6: 10.0 13.4
Old : 100.0: 19.1 35.5 13.7 57.2 37.4 90.0 86.6: 10.0 13.4
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 : 141: 30 47 26 43 49 93 102:
Old : 141: 30 47 26 43 49 93 102:
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 : 41.0 20.7 53.8 34.2 37.4 18.4 44.7 27.2
Old : 41.0 20.7 53.8 34.2 37.4 18.4 44.7 27.2
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 752,287: 153,147 237,148 69,274 439,092 381,946 661,513 688,367: 90,774 63,920
Old : 752,287: 153,147 237,148 69,274 439,092 381,946 661,513 688,367: 90,774 63,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 41,897: -324 -40,089 8,829 40,794 75,632 49,299 44,373: -7,402 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 31.5 9.2 58.4 50.8 87.9 91.5: 12.1 8.5
Old : 100.0: 20.4 31.5 9.2 58.4 50.8 87.9 91.5: 12.1 8.5
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 : 302: 78 75 59 115 88 220 198:
Old : 302: 78 75 59 115 88 220 198:
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 : 16.7 26.3 27.3 36.9 16.0 24.2 25.0 33.3
Old : 16.7 26.3 27.3 36.9 16.0 24.2 25.0 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 22,266: 3,043 1,142 716 11,481 14,923 15,240 16,781: 7,026 5,485
Old : 22,266: 3,043 1,142 716 11,481 14,923 15,240 16,781: 7,026 5,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -735: -219 -243 151 514 -752 446 -844: -1,181 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.1 3.2 51.6 67.0 68.4 75.4: 31.6 24.6
Old : 100.0: 13.7 5.1 3.2 51.6 67.0 68.4 75.4: 31.6 24.6
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 : 20: 3 2 2 13 11 17 14:
Old : 20: 3 2 2 13 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 47.4 55.9 64.2 36.0 39.9 51.2 54.5
Old : 38.5 47.4 55.9 64.2 36.0 39.9 51.2 54.5
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 55,131: 5,229 48,087 442 47,368 4,534 53,039 53,063: 2,092 2,068
Old : 55,131: 5,229 48,087 442 47,368 4,534 53,039 53,063: 2,092 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -17,094: -6,464 -593 -401 -9,724 -15,234 -16,589 -16,228: -505 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 87.2 0.8 85.9 8.2 96.2 96.2: 3.8 3.8
Old : 100.0: 9.5 87.2 0.8 85.9 8.2 96.2 96.2: 3.8 3.8
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 : 59: 13 29 4 9 10 25 40:
Old : 59: 13 29 4 9 10 25 40:
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 : 83.5 66.8 89.3 76.8 81.9 66.8 87.8 76.6
Old : 83.5 66.8 89.3 76.8 81.9 66.8 87.8 76.6
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 63,548: 20,440 37,465 1,920 38,684 18,593 61,045 57,979: 2,503 5,569
Old : 63,548: 20,440 37,465 1,920 38,684 18,593 61,045 57,979: 2,503 5,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 4,722: 1,476 3,160 389 3,467 1,445 5,333 4,995: -611 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 59.0 3.0 60.9 29.3 96.1 91.2: 3.9 8.8
Old : 100.0: 32.2 59.0 3.0 60.9 29.3 96.1 91.2: 3.9 8.8
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 : 113: 26 51 16 27 19 62 78:
Old : 113: 26 51 16 27 19 62 78:
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 : 42.7 31.3 57.8 47.7 42.7 31.2 57.4 47.4
Old : 42.7 31.3 57.8 47.7 42.7 31.2 57.4 47.4
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 19,860: 14,288 2,967 192 4,743 14,618 19,223 17,777: 637 2,083
Old : 19,860: 14,288 2,967 192 4,743 14,618 19,223 17,777: 637 2,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -602: -1,186 364 177 862 -1,071 -147 -530: -455 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 14.9 1.0 23.9 73.6 96.8 89.5: 3.2 10.5
Old : 100.0: 71.9 14.9 1.0 23.9 73.6 96.8 89.5: 3.2 10.5
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 : 27: 9 8 2 4 8 13 18:
Old : 27: 9 8 2 4 8 13 18:
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 : 79.7 69.8 93.7 81.4 78.8 69.8 90.2 80.2
Old : 79.7 69.8 93.7 81.4 78.8 69.8 90.2 80.2
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 with Delta-adjusted Options and Futures Combined, March 03, 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 :29,369,956: 2,566,882 432,608 16,936,274 9,165,091 11,104,004 28,668,246 28,472,885: 701,710 897,070
Old :29,369,956: 2,566,882 432,608 16,936,274 9,165,091 11,104,004 28,668,246 28,472,885: 701,710 897,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 4,953,784: 352,445 -203,127 4,193,878 484,560 972,406 5,030,883 4,963,158: -77,099 -9,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.5 57.7 31.2 37.8 97.6 96.9: 2.4 3.1
Old : 100.0: 8.7 1.5 57.7 31.2 37.8 97.6 96.9: 2.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 80 58 104 128 129 257 246:
Old : 282: 80 58 104 128 129 257 246:
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 19.6 34.8 34.3 6.3 8.9 9.3 11.1
Old : 20.6 19.6 34.8 34.3 6.3 8.9 9.3 11.1
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 with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,897: 2,219 3,812 654 0 0 2,873 4,466: 2,024 431
Old : 4,897: 2,219 3,812 654 0 0 2,873 4,466: 2,024 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -857: -1,497 -1,070 241 0 0 -1,255 -828: 399 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 77.8 13.4 0.0 0.0 58.7 91.2: 41.3 8.8
Old : 100.0: 45.3 77.8 13.4 0.0 0.0 58.7 91.2: 41.3 8.8
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 : 40: 25 14 8 0 0 27 21:
Old : 40: 25 14 8 0 0 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 63.2 44.7 79.3 26.4 61.3 32.8 72.4
Old : 38.1 63.2 44.7 79.3 26.4 61.3 32.8 72.4
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 209,600: 37,275 48,254 41,386 129,720 117,018 208,381 206,658: 1,220 2,943
Old : 209,600: 37,275 48,254 41,386 129,720 117,018 208,381 206,658: 1,220 2,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 31,974: 16,555 14,790 6,262 9,192 11,177 32,009 32,229: -35 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 23.0 19.7 61.9 55.8 99.4 98.6: 0.6 1.4
Old : 100.0: 17.8 23.0 19.7 61.9 55.8 99.4 98.6: 0.6 1.4
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 : 61: 20 13 22 13 20 44 46:
Old : 61: 20 13 22 13 20 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 56.8 81.4 72.6 56.8 48.0 64.2 59.6
Old : 68.2 56.8 81.4 72.6 56.8 48.0 64.2 59.6
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 306,314: 101,735 63,665 40,877 162,989 200,930 305,601 305,472: 713 842
Old : 306,314: 101,735 63,665 40,877 162,989 200,930 305,601 305,472: 713 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,733: -3,882 1,474 -6,731 13,056 8,125 2,443 2,868: 290 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 20.8 13.3 53.2 65.6 99.8 99.7: 0.2 0.3
Old : 100.0: 33.2 20.8 13.3 53.2 65.6 99.8 99.7: 0.2 0.3
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 : 86: 22 26 22 22 33 51 74:
Old : 86: 22 26 22 22 33 51 74:
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 : 48.5 26.5 69.5 43.6 45.0 24.4 61.5 37.4
Old : 48.5 26.5 69.5 43.6 45.0 24.4 61.5 37.4
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 with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,006,337: 80,263 77,598 244,575 544,825 554,031 869,664 876,204: 136,673 130,132
Old : 1,006,337: 80,263 77,598 244,575 544,825 554,031 869,664 876,204: 136,673 130,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 116,931: -11,624 -2,703 40,415 58,963 46,319 87,754 84,031: 29,177 32,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.7 24.3 54.1 55.1 86.4 87.1: 13.6 12.9
Old : 100.0: 8.0 7.7 24.3 54.1 55.1 86.4 87.1: 13.6 12.9
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 : 661: 133 120 136 320 315 513 511:
Old : 661: 133 120 136 320 315 513 511:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 17.3 25.2 25.6 7.0 7.4 10.4 13.1
Old : 17.6 17.3 25.2 25.6 7.0 7.4 10.4 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 110,279: 12,689 10,614 15,828 59,309 23,966 87,825 50,408: 22,453 59,871
Old : 110,279: 12,689 10,614 15,828 59,309 23,966 87,825 50,408: 22,453 59,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 28,528: 1,372 2,349 1,107 22,789 -6,829 25,267 -3,372: 3,261 31,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.6 14.4 53.8 21.7 79.6 45.7: 20.4 54.3
Old : 100.0: 11.5 9.6 14.4 53.8 21.7 79.6 45.7: 20.4 54.3
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 : 36: 8 5 10 18 16 30 27:
Old : 36: 8 5 10 18 16 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 20.4 49.3 30.9 29.2 14.6 40.9 19.6
Old : 32.7 20.4 49.3 30.9 29.2 14.6 40.9 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 Consumer Stapl :
: : :
All : 13,435: 1,352 508 0 9,678 12,365 11,030 12,873: 2,405 562
Old : 13,435: 1,352 508 0 9,678 12,365 11,030 12,873: 2,405 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -100: -654 130 -2 645 182 -11 310: -89 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.8 0.0 72.0 92.0 82.1 95.8: 17.9 4.2
Old : 100.0: 10.1 3.8 0.0 72.0 92.0 82.1 95.8: 17.9 4.2
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 : 25: 4 2 0 7 14 11 16:
Old : 25: 4 2 0 7 14 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 65.4 76.9 81.8 66.2 65.4 75.2 81.8
Old : 67.9 65.4 76.9 81.8 66.2 65.4 75.2 81.8
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 16,781: 935 1,353 0 13,251 13,968 14,186 15,321: 2,595 1,460
Old : 16,781: 935 1,353 0 13,251 13,968 14,186 15,321: 2,595 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 673: 128 980 -46 273 -399 355 535: 318 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.1 0.0 79.0 83.2 84.5 91.3: 15.5 8.7
Old : 100.0: 5.6 8.1 0.0 79.0 83.2 84.5 91.3: 15.5 8.7
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 : 26: 2 3 0 14 8 16 11:
Old : 26: 2 3 0 14 8 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 79.4 69.9 87.2 47.6 79.4 69.9 86.8
Old : 47.6 79.4 69.9 87.2 47.6 79.4 69.9 86.8
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 with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,480,289: 432,152 429,197 1,049,458 2,427,582 2,650,325 3,909,193 4,128,981: 571,096 351,308
Old : 4,480,289: 432,152 429,197 1,049,458 2,427,582 2,650,325 3,909,193 4,128,981: 571,096 351,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 442,013: -38,704 1,013 170,263 180,874 265,742 312,433 437,019: 129,580 4,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.6 23.4 54.2 59.2 87.3 92.2: 12.7 7.8
Old : 100.0: 9.6 9.6 23.4 54.2 59.2 87.3 92.2: 12.7 7.8
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 : 658: 132 119 133 317 312 507 506:
Old : 658: 132 119 133 317 312 507 506:
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 : 18.5 17.4 27.0 26.8 7.8 8.9 11.0 15.7
Old : 18.5 17.4 27.0 26.8 7.8 8.9 11.0 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,305: 594 2,484 0 22,364 24,585 22,958 27,069: 5,347 1,236
Old : 28,305: 594 2,484 0 22,364 24,585 22,958 27,069: 5,347 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -205: -218 55 0 627 -858 409 -803: -614 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.8 0.0 79.0 86.9 81.1 95.6: 18.9 4.4
Old : 100.0: 2.1 8.8 0.0 79.0 86.9 81.1 95.6: 18.9 4.4
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 : 22: 2 2 0 7 13 9 15:
Old : 22: 2 2 0 7 13 9 15:
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 : 74.8 67.2 80.1 87.8 72.2 67.2 76.9 87.2
Old : 74.8 67.2 80.1 87.8 72.2 67.2 76.9 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 Industrial Ind :
: : :
All : 9,419: 785 1,363 0 7,280 7,758 8,065 9,121: 1,354 298
Old : 9,419: 785 1,363 0 7,280 7,758 8,065 9,121: 1,354 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.5 0.0 77.3 82.4 85.6 96.8: 14.4 3.2
Old : 100.0: 8.3 14.5 0.0 77.3 82.4 85.6 96.8: 14.4 3.2
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: 3 1 0 9 8 12 9:
Old : 20: 3 1 0 9 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 72.5 75.1 96.8 58.6 72.5 75.1 96.8
Old : 58.6 72.5 75.1 96.8 58.6 72.5 75.1 96.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 11,117: 548 204 0 8,218 10,189 8,766 10,393: 2,351 724
Old : 11,117: 548 204 0 8,218 10,189 8,766 10,393: 2,351 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,301: 25 -249 0 -1,541 -893 -1,516 -1,142: 215 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.8 0.0 73.9 91.7 78.9 93.5: 21.1 6.5
Old : 100.0: 4.9 1.8 0.0 73.9 91.7 78.9 93.5: 21.1 6.5
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 : 20: 2 1 0 8 11 10 12:
Old : 20: 2 1 0 8 11 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 66.4 76.4 84.4 62.4 66.4 75.4 84.4
Old : 63.4 66.4 76.4 84.4 62.4 66.4 75.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 16,040: 1,510 1,415 0 10,127 14,290 11,637 15,705: 4,403 335
Old : 16,040: 1,510 1,415 0 10,127 14,290 11,637 15,705: 4,403 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 87: 93 0 0 -827 1,267 -734 1,267: 821 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.8 0.0 63.1 89.1 72.5 97.9: 27.5 2.1
Old : 100.0: 9.4 8.8 0.0 63.1 89.1 72.5 97.9: 27.5 2.1
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 : 26: 4 2 0 11 11 15 13:
Old : 26: 4 2 0 11 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 61.7 56.5 88.4 37.7 61.7 55.8 84.8
Old : 38.3 61.7 56.5 88.4 37.7 61.7 55.8 84.8
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 72,814: 14,156 2,685 930 48,455 66,193 63,541 69,808: 9,273 3,006
Old : 72,814: 14,156 2,685 930 48,455 66,193 63,541 69,808: 9,273 3,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,867: -1,382 -502 488 229 -2,392 -665 -2,406: -2,202 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.7 1.3 66.5 90.9 87.3 95.9: 12.7 4.1
Old : 100.0: 19.4 3.7 1.3 66.5 90.9 87.3 95.9: 12.7 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 : 86: 17 5 8 41 40 59 52:
Old : 86: 17 5 8 41 40 59 52:
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 41.8 44.5 59.1 29.4 41.7 43.5 59.0
Old : 30.2 41.8 44.5 59.1 29.4 41.7 43.5 59.0
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 57,397: 15,470 9,105 12,049 21,604 28,264 49,124 49,419: 8,274 7,978
Old : 57,397: 15,470 9,105 12,049 21,604 28,264 49,124 49,419: 8,274 7,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 3,780: -1,281 197 3,414 4,576 2,508 6,710 6,119: -2,929 -2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.9 21.0 37.6 49.2 85.6 86.1: 14.4 13.9
Old : 100.0: 27.0 15.9 21.0 37.6 49.2 85.6 86.1: 14.4 13.9
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 : 267: 60 61 43 91 95 170 180:
Old : 267: 60 61 43 91 95 170 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 22.1 36.8 32.2 16.4 11.3 23.1 17.5
Old : 25.2 22.1 36.8 32.2 16.4 11.3 23.1 17.5
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 286,986: 77,350 45,527 60,247 108,020 141,321 245,618 247,095: 41,369 39,891
Old : 286,986: 77,350 45,527 60,247 108,020 141,321 245,618 247,095: 41,369 39,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 18,901: -6,403 983 17,069 22,882 12,541 33,548 30,593: -14,647 -11,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.9 21.0 37.6 49.2 85.6 86.1: 14.4 13.9
Old : 100.0: 27.0 15.9 21.0 37.6 49.2 85.6 86.1: 14.4 13.9
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 : 267: 60 61 43 91 95 170 180:
Old : 267: 60 61 43 91 95 170 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 22.1 36.8 32.2 16.4 11.3 23.1 17.5
Old : 25.2 22.1 36.8 32.2 16.4 11.3 23.1 17.5
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 252,966: 62,497 117,083 15,869 148,383 83,133 226,750 216,085: 26,216 36,881
Old : 252,966: 62,497 117,083 15,869 148,383 83,133 226,750 216,085: 26,216 36,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 9,134: 6,401 14,439 -245 11,946 -4,408 18,102 9,786: -8,968 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 46.3 6.3 58.7 32.9 89.6 85.4: 10.4 14.6
Old : 100.0: 24.7 46.3 6.3 58.7 32.9 89.6 85.4: 10.4 14.6
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 : 117: 27 43 20 28 41 64 95:
Old : 117: 27 43 20 28 41 64 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 26.2 57.5 36.7 41.2 26.1 53.8 36.6
Old : 44.1 26.2 57.5 36.7 41.2 26.1 53.8 36.6
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 482,865: 84,168 61,751 18,791 357,569 384,788 460,529 465,330: 22,336 17,535
Old : 482,865: 84,168 61,751 18,791 357,569 384,788 460,529 465,330: 22,336 17,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -4,924: -27,449 -1,923 6,157 20,431 -7,464 -861 -3,231: -4,063 -1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.8 3.9 74.1 79.7 95.4 96.4: 4.6 3.6
Old : 100.0: 17.4 12.8 3.9 74.1 79.7 95.4 96.4: 4.6 3.6
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 : 302: 54 43 23 144 121 206 180:
Old : 302: 54 43 23 144 121 206 180:
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 : 16.5 19.6 28.3 33.1 15.5 19.4 25.7 32.5
Old : 16.5 19.6 28.3 33.1 15.5 19.4 25.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 17,253: 2,797 4,218 1,043 8,125 8,127 11,965 13,388: 5,288 3,865
Old : 17,253: 2,797 4,218 1,043 8,125 8,127 11,965 13,388: 5,288 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,306: -254 -4,088 440 -1,995 1,241 -1,809 -2,407: -497 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 24.4 6.0 47.1 47.1 69.4 77.6: 30.6 22.4
Old : 100.0: 16.2 24.4 6.0 47.1 47.1 69.4 77.6: 30.6 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 5 3 9 8 17 15:
Old : 27: 6 5 3 9 8 17 15:
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 : 43.4 53.3 56.6 69.9 43.4 53.3 54.5 67.4
Old : 43.4 53.3 56.6 69.9 43.4 53.3 54.5 67.4
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 51,600: 8,586 10,306 2,300 30,631 17,112 41,517 29,718: 10,083 21,882
Old : 51,600: 8,586 10,306 2,300 30,631 17,112 41,517 29,718: 10,083 21,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -8,494: -8,741 -433 1,003 -1,703 2,032 -9,441 2,602: 947 -11,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.0 4.5 59.4 33.2 80.5 57.6: 19.5 42.4
Old : 100.0: 16.6 20.0 4.5 59.4 33.2 80.5 57.6: 19.5 42.4
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 : 81: 12 21 7 31 25 46 51:
Old : 81: 12 21 7 31 25 46 51:
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 : 28.3 15.7 46.4 24.0 28.3 15.7 46.2 23.7
Old : 28.3 15.7 46.4 24.0 28.3 15.7 46.2 23.7
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 with Delta-adjusted Options and Futures Combined, March 03, 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 : 137,717: 57,085 950 1,744 78,810 134,462 137,639 137,156: 78 561
Old : 137,717: 57,085 950 1,744 78,810 134,462 137,639 137,156: 78 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 12,489: 16,581 -3,411 -450 -3,668 15,850 12,463 11,989: 26 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 0.7 1.3 57.2 97.6 99.9 99.6: 0.1 0.4
Old : 100.0: 41.5 0.7 1.3 57.2 97.6 99.9 99.6: 0.1 0.4
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 : 51: 13 1 4 29 23 43 28:
Old : 51: 13 1 4 29 23 43 28:
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 : 55.8 61.8 73.6 85.7 46.5 51.6 57.4 62.5
Old : 55.8 61.8 73.6 85.7 46.5 51.6 57.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020