BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,582
COMMITMENTS
12 3,138 2,124 12,590 9,616 14,726 14,878 855 703
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 994)
-31 -249 473 599 799 1,041 1,023 -47 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 20.1 13.6 80.8 61.7 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 10 9 31 25 40 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,822
COMMITMENTS
5,685 2,942 11,846 18,703 15,019 36,234 29,807 4,588 11,015
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,200)
413 692 1,411 1,323 189 3,146 2,292 54 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.2 29.0 45.8 36.8 88.8 73.0 11.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 17 29 33 28 65 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 18,377
COMMITMENTS
343 1,501 4,306 12,845 11,933 17,494 17,739 883 638
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,963)
74 -236 1,116 1,769 2,074 2,959 2,954 4 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.2 23.4 69.9 64.9 95.2 96.5 4.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 7 7 37 28 48 38
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,899
COMMITMENTS
3,545 1,801 2,906 6,493 5,866 12,944 10,572 955 3,327
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,093)
-841 790 769 826 -909 754 651 339 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 13.0 20.9 46.7 42.2 93.1 76.1 6.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 4 8 19 22 28 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 376,037
COMMITMENTS
100,435 65,376 124,800 121,825 149,744 347,059 339,919 28,978 36,118
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -2,560)
-3,524 -10,200 5,178 -3,170 1,161 -1,516 -3,861 -1,044 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 17.4 33.2 32.4 39.8 92.3 90.4 7.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
131 94 137 91 98 288 279
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 404,274
COMMITMENTS
94,529 52,982 116,474 154,715 180,596 365,718 350,052 38,555 54,221
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 21,498)
-7,540 10,464 19,067 8,926 -10,029 20,454 19,503 1,044 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 13.1 28.8 38.3 44.7 90.5 86.6 9.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
125 84 141 149 156 343 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,088
COMMITMENTS
2,321 460 765 888 2,657 3,974 3,882 1,113 1,206
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 333)
234 -68 93 115 331 442 356 -109 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 9.0 15.0 17.4 52.2 78.1 76.3 21.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 7 11 14 21 44 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 63,312
COMMITMENTS
17,232 15,214 23,132 12,330 9,091 52,694 47,436 10,618 15,876
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -1,547)
300 -895 -1,830 -925 -187 -2,454 -2,912 907 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 24.0 36.5 19.5 14.4 83.2 74.9 16.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
51 53 59 60 58 147 146
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,745
COMMITMENTS
720 5,188 3,725 19,698 14,435 24,142 23,347 603 1,398
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,137)
-286 704 -52 1,498 454 1,161 1,107 -25 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 21.0 15.1 79.6 58.3 97.6 94.4 2.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 18 15 29 30 51 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,787
COMMITMENTS
26,420 461 398 24,894 51,527 51,712 52,386 2,075 1,401
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 408)
-1,266 -203 307 1,463 51 504 155 -96 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 0.9 0.7 46.3 95.8 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 4 2 10 10 33 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,118
COMMITMENTS
63,382 48,931 7,651 74,783 96,960 145,816 153,541 38,302 30,576
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 8,821)
2,330 -4,818 -110 4,601 12,492 6,820 7,563 2,001 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 26.6 4.2 40.6 52.7 79.2 83.4 20.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 27 14 39 40 75 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,379
COMMITMENTS
20,358 19,519 1,150 27,387 16,501 48,896 37,170 11,483 23,208
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 4,898)
2,968 3,620 -2 1,728 580 4,694 4,198 204 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 32.3 1.9 45.4 27.3 81.0 61.6 19.0 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 15 3 19 23 32 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 277,224
COMMITMENTS
176,844 26,271 1,450 92,718 245,968 271,012 273,689 6,212 3,535
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -25,315)
-15,589 -12,742 202 -7,913 -12,688 -23,299 -25,227 -2,016 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.8 9.5 0.5 33.4 88.7 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
84 38 14 27 32 116 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,224
COMMITMENTS
74,759 45,165 16,904 115,308 149,419 206,972 211,488 32,252 27,736
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -1,059)
138 989 -24 434 -817 548 149 -1,607 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 18.9 7.1 48.2 62.5 86.5 88.4 13.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
26 32 15 48 49 82 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 269,091
COMMITMENTS
51,319 112,926 25,422 166,433 86,550 243,174 224,899 25,917 44,192
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 38,048)
-6,310 23,525 9,500 36,335 3,014 39,525 36,039 -1,477 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 42.0 9.4 61.9 32.2 90.4 83.6 9.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
29 58 20 43 47 83 114
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 710,390
COMMITMENTS
153,472 277,237 60,445 398,298 306,313 612,214 643,995 98,176 66,395
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 13,767)
-15,222 6,681 13,474 19,445 -8,249 17,697 11,906 -3,930 1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 39.0 8.5 56.1 43.1 86.2 90.7 13.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
76 86 52 117 88 216 203
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,419
COMMITMENTS
3,343 3,653 686 6,503 12,022 10,532 16,361 12,887 7,058
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -441)
-15 -159 0 -570 -94 -585 -253 144 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 15.6 2.9 27.8 51.3 45.0 69.9 55.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 2 9 9 15 14
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,001
COMMITMENTS
3,262 1,385 565 10,967 15,675 14,794 17,625 8,207 5,376
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -3,198)
-3,837 367 -366 134 -3,027 -4,069 -3,026 871 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 6.0 2.5 47.7 68.1 64.3 76.6 35.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 13 11 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 72,225
COMMITMENTS
11,693 48,680 843 57,092 19,768 69,628 69,291 2,597 2,934
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 19,916)
1,963 3,970 264 17,315 14,672 19,542 18,906 374 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 67.4 1.2 79.0 27.4 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 33 5 9 11 33 46
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,826
COMMITMENTS
18,964 34,305 1,531 35,217 17,148 55,712 52,984 3,114 5,842
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 5,765)
1,473 4,633 -336 4,787 1,660 5,924 5,956 -159 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 58.3 2.6 59.9 29.1 94.7 90.1 5.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 41 13 25 15 57 64
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,462
COMMITMENTS
15,474 2,603 15 3,881 15,689 19,370 18,307 1,092 2,155
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,696)
1,333 -33 14 289 1,164 1,636 1,145 60 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.6 12.7 0.1 19.0 76.7 94.7 89.5 5.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 1 4 8 12 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,416,172
COMMITMENTS
2214437 635,735 12742396 8680530 10131597 23637363 23509728 778,809 906,444
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,565,844)
324,335 7,108 1744751 412,476 798,369 2481562 2550228 84,282 15,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.6 52.2 35.6 41.5 96.8 96.3 3.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
83 60 110 128 131 262 253
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,754
COMMITMENTS
3,715 4,881 413 0 0 4,128 5,294 1,626 460
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -820)
-604 -868 18 0 0 -586 -850 -234 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 84.8 7.2 0.0 0.0 71.7 92.0 28.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
41 17 11 0 0 45 24
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 177,626
COMMITMENTS
20,720 33,464 35,124 120,528 105,841 176,372 174,429 1,255 3,198
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 7,140)
3,940 14,098 -6,334 9,676 -550 7,282 7,214 -142 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 18.8 19.8 67.9 59.6 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 16 22 13 18 42 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 303,581
COMMITMENTS
105,617 62,191 47,608 149,933 192,805 303,158 302,604 423 977
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 40,787)
18,416 7,125 -3,310 25,358 37,029 40,464 40,844 323 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 20.5 15.7 49.4 63.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 27 25 24 33 54 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 889,406
COMMITMENTS
91,887 80,300 204,161 485,862 507,712 781,910 792,173 107,496 97,233
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 68,569)
-1,403 -7,887 44,154 8,148 19,956 50,898 56,222 17,671 12,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.0 23.0 54.6 57.1 87.9 89.1 12.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649)
152 109 144 300 298 504 499
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 81,751
COMMITMENTS
11,317 8,265 14,721 36,520 30,795 62,558 53,781 19,193 27,970
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 10,519)
2,831 2,927 322 9,582 1,387 12,735 4,635 -2,215 5,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 10.1 18.0 44.7 37.7 76.5 65.8 23.5 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 6 15 20 24 38 41
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,535
COMMITMENTS
2,006 378 2 9,033 12,183 11,041 12,563 2,494 972
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 2.8 0.0 66.7 90.0 81.6 92.8 18.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 6 12 9 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| 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: 16,108
COMMITMENTS
807 373 46 12,978 14,367 13,831 14,786 2,277 1,322
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -26)
269 -588 0 355 325 624 -263 -650 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.3 0.3 80.6 89.2 85.9 91.8 14.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 16 9 19 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,038,276
COMMITMENTS
470,857 428,184 879,195 2246708 2384583 3596760 3691962 441,516 346,314
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 290,250)
-7,342 -40,238 205,328 -7,171 92,844 190,816 257,934 99,434 32,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 10.6 21.8 55.6 59.0 89.1 91.4 10.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
149 106 139 297 292 495 488
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,510
COMMITMENTS
812 2,429 0 21,737 25,443 22,549 27,872 5,961 638
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -3,316)
-650 -371 0 -5,194 -607 -5,844 -978 2,528 -2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.5 0.0 76.2 89.2 79.1 97.8 20.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 7 14 10 16
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,418
COMMITMENTS
523 453 0 9,759 11,082 10,282 11,535 2,136 883
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 127)
223 -215 0 55 2 278 -213 -151 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.6 0.0 78.6 89.2 82.8 92.9 17.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 10 12 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 15,953
COMMITMENTS
1,417 1,415 0 10,954 13,023 12,371 14,438 3,582 1,515
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -787)
2 -100 -14 -812 -703 -824 -817 37 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.9 0.0 68.7 81.6 77.5 90.5 22.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 0 10 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,681
COMMITMENTS
15,538 3,187 442 48,226 68,585 64,206 72,214 11,475 3,467
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -3,104)
-1,208 -761 -284 -2,083 -1,420 -3,575 -2,465 471 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.2 0.6 63.7 90.6 84.8 95.4 15.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 3 5 40 35 55 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 53,617
COMMITMENTS
16,751 8,909 8,636 17,028 25,756 42,414 43,301 11,203 10,316
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,792)
1,036 -2,585 1,201 -1,654 4,341 583 2,956 3,209 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 16.6 16.1 31.8 48.0 79.1 80.8 20.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
71 64 40 90 95 178 183
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,085
COMMITMENTS
83,753 44,545 43,178 85,139 128,780 212,070 216,503 56,015 51,582
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 18,960)
5,180 -12,927 6,003 -8,270 21,704 2,913 14,781 16,047 4,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 16.6 16.1 31.8 48.0 79.1 80.8 20.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
71 64 40 90 95 178 183
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 243,832
COMMITMENTS
56,096 102,644 16,114 136,438 87,541 208,647 206,299 35,185 37,533
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 35,994)
8,783 16,457 981 25,694 16,791 35,457 34,229 537 1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 42.1 6.6 56.0 35.9 85.6 84.6 14.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
31 42 23 29 40 70 95
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 487,789
COMMITMENTS
111,617 63,674 12,635 337,138 392,252 461,390 468,561 26,400 19,229
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -4,585)
-431 -7,127 3,726 -9,179 -2,282 -5,883 -5,682 1,298 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 13.1 2.6 69.1 80.4 94.6 96.1 5.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
68 39 31 139 110 217 170
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 8,215
COMMITMENTS
1,625 4,903 0 5,080 2,553 6,705 7,456 1,510 759
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 434)
-52 513 0 212 0 160 513 274 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 59.7 0.0 61.8 31.1 81.6 90.8 18.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 0 8 5 12 9
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 19,559
COMMITMENTS
3,051 8,306 603 10,120 6,886 13,774 15,795 5,785 3,764
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -115)
432 -170 86 -215 122 303 38 -418 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 42.5 3.1 51.7 35.2 70.4 80.8 29.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 2 8 5 16 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,094
COMMITMENTS
17,327 10,739 1,297 32,334 15,080 50,958 27,116 9,136 32,978
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,153)
-646 4,292 315 2,246 4,810 1,915 9,417 238 -7,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 17.9 2.2 53.8 25.1 84.8 45.1 15.2 54.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 15 6 32 27 53 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| 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: 125,228
COMMITMENTS
40,504 4,361 2,194 82,478 118,612 125,176 125,167 52 61
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 22,251)
6,394 -320 985 14,849 21,586 22,228 22,251 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 3.5 1.8 65.9 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 2 5 28 21 43 27
Updated February 28, 2020