BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,523
COMMITMENTS
5 1,986 2,107 11,538 9,787 13,650 13,881 873 642
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,246)
-4 -642 -208 -950 -350 -1,162 -1,200 -84 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 14.5 79.4 67.4 94.0 95.6 6.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 9 9 30 23 39 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,610
COMMITMENTS
7,702 3,682 10,791 16,648 14,311 35,141 28,783 4,469 10,826
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -3,965)
820 410 -1,839 -2,736 -1,573 -3,755 -3,002 -210 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 9.3 27.2 42.0 36.1 88.7 72.7 11.3 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 19 26 33 29 61 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 18,484
COMMITMENTS
420 690 4,804 12,329 12,387 17,553 17,880 931 604
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 593)
-111 -279 672 25 154 587 548 7 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.7 26.0 66.7 67.0 95.0 96.7 5.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 7 8 38 26 48 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,165
COMMITMENTS
1,237 1,889 3,556 6,394 4,394 11,187 9,839 978 2,326
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -636)
-1,094 168 330 4 -816 -759 -318 124 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 15.5 29.2 52.6 36.1 92.0 80.9 8.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 6 8 20 21 29 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 366,781
COMMITMENTS
88,756 51,754 134,467 115,490 146,132 338,712 332,352 28,069 34,429
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,682)
-7,410 -6,256 7,072 -2,994 -2,689 -3,331 -1,873 -1,350 -2,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 14.1 36.7 31.5 39.8 92.3 90.6 7.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
125 87 130 93 95 277 266
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 406,118
COMMITMENTS
90,348 64,221 117,735 157,438 171,929 365,521 353,885 40,597 52,233
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -5,916)
-1,801 3,228 -4,946 644 -4,304 -6,103 -6,022 187 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 15.8 29.0 38.8 42.3 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
119 89 142 151 151 339 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,711
COMMITMENTS
841 610 317 1,384 2,033 2,542 2,960 1,169 751
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -149)
-620 137 -66 500 -72 -186 0 37 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 16.4 8.6 37.3 54.8 68.5 79.8 31.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 9 5 13 14 24 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,380
COMMITMENTS
14,395 14,099 21,106 11,754 7,945 47,255 43,149 12,125 16,231
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,128)
-684 -425 -808 -145 180 -1,636 -1,052 509 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 23.7 35.5 19.8 13.4 79.6 72.7 20.4 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
51 48 66 66 60 153 148
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,437
COMMITMENTS
697 7,669 3,523 22,604 14,452 26,824 25,644 613 1,793
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -70)
77 984 -429 273 -743 -79 -188 10 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 27.9 12.8 82.4 52.7 97.8 93.5 2.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 14 14 27 27 45 45
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,802
COMMITMENTS
29,589 3,116 511 20,266 45,715 50,366 49,342 1,436 2,460
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,904)
466 1,692 -26 2,558 273 2,998 1,939 -4,902 -3,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 6.0 1.0 39.1 88.2 97.2 95.3 2.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 8 4 8 7 25 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 199,566
COMMITMENTS
47,910 51,507 12,944 102,313 102,303 163,168 166,754 36,399 32,813
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 19,332)
-7,097 5,645 2,964 25,850 8,650 21,718 17,260 -2,385 2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 25.8 6.5 51.3 51.3 81.8 83.6 18.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
24 25 16 43 40 75 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,584
COMMITMENTS
13,732 11,787 3,086 20,199 25,172 37,017 40,045 16,567 13,539
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,277)
-1,188 -5,773 1,038 -5,128 4,937 -5,278 202 1,001 -4,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 22.0 5.8 37.7 47.0 69.1 74.7 30.9 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 7 18 19 31 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 225,823
COMMITMENTS
129,301 16,834 3,690 86,556 200,738 219,547 221,262 6,276 4,562
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -10,079)
-18,016 700 -555 8,250 -11,363 -10,321 -11,218 241 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 7.5 1.6 38.3 88.9 97.2 98.0 2.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
52 32 13 21 30 77 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,439
COMMITMENTS
58,534 33,380 19,430 131,983 163,613 209,947 216,422 29,491 23,017
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -8,578)
-18,171 -10,574 -5,781 14,111 14,505 -9,841 -1,849 1,263 -6,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 13.9 8.1 55.1 68.3 87.7 90.4 12.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
30 21 16 47 50 82 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 208,948
COMMITMENTS
60,693 50,892 31,504 89,836 97,982 182,033 180,378 26,915 28,570
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -45,835)
11,939 -39,656 -3,360 -55,829 2,770 -47,250 -40,246 1,415 -5,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 24.4 15.1 43.0 46.9 87.1 86.3 12.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
34 31 25 48 48 95 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 754,022
COMMITMENTS
152,279 164,716 64,381 441,507 470,193 658,167 699,290 95,855 54,732
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,735)
-868 -72,432 -4,893 2,416 88,247 -3,346 10,922 5,081 -9,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 21.8 8.5 58.6 62.4 87.3 92.7 12.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
75 56 54 115 82 212 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,628
COMMITMENTS
3,549 5,488 667 6,396 11,951 10,612 18,106 13,016 5,522
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.2 2.8 27.1 50.6 44.9 76.6 55.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 5 9 9 18 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,540
COMMITMENTS
4,777 1,999 695 10,971 15,800 16,443 18,494 8,097 6,046
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,274)
1,734 857 -21 -510 877 1,203 1,713 1,071 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 8.1 2.8 44.7 64.4 67.0 75.4 33.0 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 2 12 12 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,382
COMMITMENTS
3,924 43,750 2 47,063 6,831 50,989 50,583 2,393 2,799
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,749)
-1,305 -4,337 -440 -305 2,297 -2,050 -2,480 301 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 82.0 0.0 88.2 12.8 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 28 1 8 11 20 39
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 71,770
COMMITMENTS
20,327 36,040 3,923 45,454 26,311 69,704 66,273 2,066 5,497
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 8,222)
-113 -1,425 2,002 6,770 7,718 8,659 8,294 -437 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 50.2 5.5 63.3 36.7 97.1 92.3 2.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 44 16 27 19 66 71
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,981
COMMITMENTS
14,160 3,204 3 4,097 13,719 18,260 16,926 721 2,055
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -879)
-128 237 -189 -646 -899 -963 -851 84 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.6 16.9 0.0 21.6 72.3 96.2 89.2 3.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 8 1 4 7 11 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 31,800,780
COMMITMENTS
1931066 355,515 19309824 9809873 11242232 31050764 30907572 750,016 893,208
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,430,824)
-635,815 -77,093 2373551 644,783 138,228 2382518 2434686 48,307 -3,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.1 60.7 30.8 35.4 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
82 55 107 131 130 261 249
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,425
COMMITMENTS
2,379 3,432 522 0 0 2,901 3,954 1,524 471
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -472)
160 -380 -132 0 0 28 -512 -500 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 77.6 11.8 0.0 0.0 65.6 89.4 34.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
22 20 4 0 0 23 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 232,729
COMMITMENTS
29,966 53,631 42,541 160,111 133,662 232,618 229,834 111 2,895
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 23,129)
-7,309 5,377 1,155 30,391 16,644 24,237 23,177 -1,108 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 23.0 18.3 68.8 57.4 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 12 24 15 20 47 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 345,203
COMMITMENTS
81,851 68,933 44,450 218,770 229,650 345,071 343,033 132 2,170
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 38,889)
-19,884 5,268 3,573 55,781 28,720 39,470 37,561 -581 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 20.0 12.9 63.4 66.5 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 23 23 26 38 55 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,178,212
COMMITMENTS
82,302 80,033 306,889 632,946 629,477 1022136 1016398 156,075 161,814
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 171,875)
2,039 2,435 62,313 88,120 75,446 152,472 140,194 19,403 31,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.8 26.0 53.7 53.4 86.8 86.3 13.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
123 126 135 319 329 509 523
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 138,097
COMMITMENTS
14,192 10,550 18,037 83,848 27,372 116,077 55,959 22,020 82,137
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 27,818)
1,503 -64 2,209 24,539 3,406 28,251 5,551 -434 22,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 7.6 13.1 60.7 19.8 84.1 40.5 15.9 59.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 5 11 24 16 37 28
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 16,919
COMMITMENTS
935 1,364 0 13,261 14,264 14,196 15,628 2,723 1,291
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 138)
0 11 0 10 296 10 307 128 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.1 0.0 78.4 84.3 83.9 92.4 16.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 0 14 9 16 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 5,200,576
COMMITMENTS
431,286 438,145 1353523 2745489 3010527 4530298 4802196 670,278 398,380
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 720,287)
-867 8,948 304,065 317,907 360,202 621,105 673,215 99,182 47,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.4 26.0 52.8 57.9 87.1 92.3 12.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
122 125 133 315 326 503 518
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 25,440
COMMITMENTS
0 2,519 0 23,107 19,821 23,107 22,340 2,333 3,100
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,865)
-594 35 0 743 -4,764 149 -4,729 -3,014 1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.0 90.8 77.9 90.8 87.8 9.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 8 16 8 18
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 10,694
COMMITMENTS
649 203 0 7,866 9,677 8,515 9,880 2,179 814
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -423)
101 -1 0 -352 -512 -251 -513 -172 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.9 0.0 73.6 90.5 79.6 92.4 20.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 11 11 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 14,382
COMMITMENTS
1,506 884 16 10,359 12,214 11,881 13,114 2,501 1,268
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,658)
-4 -531 16 232 -2,076 244 -2,591 -1,902 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.1 0.1 72.0 84.9 82.6 91.2 17.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 1 12 10 17 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,387
COMMITMENTS
12,553 1,871 507 54,742 69,449 67,802 71,827 8,585 4,560
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 3,573)
-1,603 -814 -423 6,287 3,256 4,261 2,019 -688 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.4 0.7 71.7 90.9 88.8 94.0 11.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 3 7 40 36 55 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 59,054
COMMITMENTS
14,495 10,863 13,361 22,738 27,313 50,594 51,537 8,459 7,517
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,657)
-975 1,757 1,312 1,134 -951 1,471 2,118 186 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.4 22.6 38.5 46.3 85.7 87.3 14.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
60 56 43 89 92 166 174
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,269
COMMITMENTS
72,475 54,315 66,805 113,691 136,565 252,972 257,685 42,297 37,584
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 8,283)
-4,875 8,787 6,558 5,671 -4,756 7,354 10,590 928 -2,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.4 22.6 38.5 46.3 85.7 87.3 14.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
60 56 43 89 92 166 174
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 237,883
COMMITMENTS
48,866 106,453 16,545 146,622 79,514 212,033 202,512 25,850 35,371
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -15,083)
-13,631 -10,630 676 -1,761 -3,619 -14,717 -13,573 -366 -1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 44.8 7.0 61.6 33.4 89.1 85.1 10.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
25 38 20 27 38 63 85
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 522,286
COMMITMENTS
84,246 63,298 23,374 399,865 416,921 507,485 503,593 14,801 18,693
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 39,421)
77 1,547 4,583 42,296 32,134 46,956 38,263 -7,535 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 12.1 4.5 76.6 79.8 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
57 46 26 141 122 208 184
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 19,285
COMMITMENTS
3,668 2,711 201 8,214 9,923 12,083 12,835 7,202 6,450
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,032)
871 -1,507 -842 89 1,796 118 -553 1,914 2,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.1 1.0 42.6 51.5 62.7 66.6 37.3 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 2 7 9 13 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,543
COMMITMENTS
10,758 12,842 1,203 36,565 28,927 48,526 42,972 9,017 14,571
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 5,943)
2,172 2,536 -1,097 5,934 11,815 7,009 13,254 -1,066 -7,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 22.3 2.1 63.5 50.3 84.3 74.7 15.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 22 8 31 29 47 55
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 143,682
COMMITMENTS
64,987 1,100 1,744 76,845 139,797 143,576 142,641 106 1,041
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 5,965)
7,902 150 0 -1,965 5,335 5,937 5,485 28 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 0.8 1.2 53.5 97.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 1 4 30 24 44 29
Updated March 13, 2020