BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,164
COMMITMENTS
96 1,960 2,439 12,778 11,132 15,314 15,531 850 633
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,641)
91 -26 332 1,240 1,344 1,664 1,650 -23 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.1 15.1 79.1 68.9 94.7 96.1 5.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 10 10 31 24 41 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,486
COMMITMENTS
9,620 4,494 11,856 17,232 15,524 38,709 31,874 4,777 11,612
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,876)
1,919 813 1,065 584 1,213 3,568 3,091 309 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.3 27.3 39.6 35.7 89.0 73.3 11.0 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 20 28 34 30 63 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 22,182
COMMITMENTS
466 708 6,256 14,393 14,494 21,115 21,458 1,068 724
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,698)
46 18 1,453 2,064 2,107 3,562 3,578 136 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.2 28.2 64.9 65.3 95.2 96.7 4.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 8 9 39 26 50 38
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,699
COMMITMENTS
1,333 2,887 3,822 6,512 3,778 11,667 10,487 1,032 2,212
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 534)
96 999 266 118 -617 480 648 54 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 22.7 30.1 51.3 29.7 91.9 82.6 8.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 8 19 21 28 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 356,649
COMMITMENTS
82,141 47,194 126,273 124,156 148,102 332,570 321,568 24,079 35,081
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -10,132)
-6,615 -4,560 -8,194 8,667 1,970 -6,142 -10,785 -3,990 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 13.2 35.4 34.8 41.5 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
101 92 126 91 92 259 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 387,058
COMMITMENTS
79,734 57,513 117,359 152,724 164,664 349,816 339,535 37,242 47,523
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -19,060)
-10,614 -6,708 -376 -4,714 -7,266 -15,705 -14,350 -3,355 -4,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 14.9 30.3 39.5 42.5 90.4 87.7 9.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
112 84 141 152 150 331 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,270
COMMITMENTS
317 568 345 1,669 1,639 2,331 2,552 939 718
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -441)
-524 -42 27 285 -394 -211 -408 -230 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 17.4 10.5 51.0 50.1 71.3 78.0 28.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 11 6 17 17 26 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,431
COMMITMENTS
11,113 11,044 20,418 12,281 8,031 43,812 39,493 11,619 15,938
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -3,949)
-3,282 -3,055 -688 527 86 -3,443 -3,657 -506 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 19.9 36.8 22.2 14.5 79.0 71.2 21.0 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 51 60 71 61 153 144
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,370
COMMITMENTS
753 9,484 4,071 27,026 17,215 31,850 30,771 520 1,599
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 4,932)
56 1,816 548 4,422 2,763 5,025 5,127 -93 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 29.3 12.6 83.5 53.2 98.4 95.1 1.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 15 14 31 33 49 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,596
COMMITMENTS
8,583 4,457 44 15,792 19,641 24,419 24,142 1,177 1,454
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -26,206)
-21,006 1,341 -467 -4,474 -26,074 -25,947 -25,200 -259 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 17.4 0.2 61.7 76.7 95.4 94.3 4.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 12 1 5 7 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 212,290
COMMITMENTS
42,728 54,291 15,986 121,680 96,144 180,393 166,421 31,896 45,868
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 12,723)
-5,182 2,785 3,042 19,366 -6,159 17,226 -333 -4,503 13,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 25.6 7.5 57.3 45.3 85.0 78.4 15.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
22 22 16 43 37 71 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,112
COMMITMENTS
14,201 6,167 1,395 10,887 17,991 26,484 25,554 11,628 12,558
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -15,472)
469 -5,620 -1,691 -9,312 -7,181 -10,533 -14,491 -4,939 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 16.2 3.7 28.6 47.2 69.5 67.0 30.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 6 3 11 14 20 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,469
COMMITMENTS
55,287 21,624 1,674 62,697 96,385 119,658 119,682 3,811 3,787
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -102,354)
-74,014 4,790 -2,017 -23,859 -104,353 -99,890 -101,580 -2,465 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 17.5 1.4 50.8 78.1 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 34 9 21 28 52 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,771
COMMITMENTS
56,445 42,963 23,712 119,351 133,877 199,508 200,552 22,263 21,219
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -17,668)
-2,089 9,583 4,283 -12,633 -29,736 -10,439 -15,870 -7,228 -1,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 19.4 10.7 53.8 60.4 90.0 90.4 10.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
23 27 15 38 48 67 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,978
COMMITMENTS
56,087 24,941 27,193 60,834 94,482 144,114 146,616 24,864 22,362
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -39,970)
-4,606 -25,951 -4,311 -29,001 -3,500 -37,919 -33,762 -2,051 -6,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 14.8 16.1 36.0 55.9 85.3 86.8 14.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
29 22 20 37 39 80 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 680,940
COMMITMENTS
148,153 117,068 56,014 393,682 460,088 597,849 633,171 83,091 47,769
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -73,083)
-4,126 -47,647 -8,367 -47,825 -10,105 -60,318 -66,119 -12,764 -6,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.2 8.2 57.8 67.6 87.8 93.0 12.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
66 53 42 107 78 192 155
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 50,774
COMMITMENTS
4,131 38,114 290 44,180 9,706 48,601 48,110 2,173 2,664
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -2,608)
207 -5,636 288 -2,883 2,875 -2,388 -2,473 -220 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 75.1 0.6 87.0 19.1 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 29 3 7 10 20 41
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,623
COMMITMENTS
9,451 30,251 1,278 32,964 12,860 43,694 44,389 1,930 1,234
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -26,147)
-10,876 -5,789 -2,644 -12,490 -13,451 -26,010 -21,884 -136 -4,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 66.3 2.8 72.3 28.2 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 35 10 21 17 43 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,501
COMMITMENTS
4,562 3,409 0 5,636 5,293 10,198 8,702 303 1,799
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -8,480)
-9,598 205 -3 1,539 -8,426 -8,062 -8,224 -418 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 32.5 0.0 53.7 50.4 97.1 82.9 2.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 8 0 3 4 10 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,398,181
COMMITMENTS
1339134 737,946 15887723 8513302 8932101 25740159 25557770 658,022 840,411
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -5,402,599)
-591,932 382,431 -3422101 -1296571 -2310131 -5310604 -5349801 -91,994 -52,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.8 60.2 32.2 33.8 97.5 96.8 2.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
63 58 103 122 120 241 231
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,559
COMMITMENTS
2,895 3,870 148 0 0 3,043 4,019 1,516 540
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 134)
516 439 -374 0 0 142 65 -8 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 84.9 3.3 0.0 0.0 66.7 88.1 33.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 23 8 0 0 25 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 245,220
COMMITMENTS
36,096 67,432 39,329 169,537 135,614 244,962 242,376 259 2,845
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 12,491)
6,130 13,801 -3,212 9,426 1,952 12,344 12,541 147 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 27.5 16.0 69.1 55.3 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 16 23 13 18 42 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 362,970
COMMITMENTS
69,343 92,877 28,362 265,191 239,358 362,896 360,597 74 2,373
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 17,767)
-12,508 23,944 -16,088 46,421 9,708 17,825 17,564 -58 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 25.6 7.8 73.1 65.9 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 31 24 21 40 49 84
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,584,910
COMMITMENTS
78,847 75,281 472,000 824,309 828,628 1375157 1375910 209,754 209,001
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 406,698)
-3,455 -4,752 165,112 191,364 199,151 353,020 359,511 53,678 47,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.7 29.8 52.0 52.3 86.8 86.8 13.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
131 111 151 336 339 534 535
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 177,345
COMMITMENTS
23,901 13,076 30,090 97,719 34,914 151,711 78,081 25,635 99,265
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 39,248)
9,710 2,526 12,053 13,871 7,542 35,634 22,121 3,615 17,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.4 17.0 55.1 19.7 85.5 44.0 14.5 56.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 5 12 25 16 39 29
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 17,635
COMMITMENTS
935 1,562 341 12,496 12,664 13,772 14,567 3,863 3,068
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 716)
0 198 341 -765 -1,600 -424 -1,061 1,140 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.9 1.9 70.9 71.8 78.1 82.6 21.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 16 11 19 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 7,037,826
COMMITMENTS
399,195 435,489 2085087 3632949 3968569 6117231 6489145 920,594 548,680
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,837,250)
-32,091 -2,656 731,564 887,460 958,042 1586933 1686950 250,316 150,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.2 29.6 51.6 56.4 86.9 92.2 13.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
129 110 148 333 338 528 531
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 24,094
COMMITMENTS
0 2,516 0 20,398 17,722 20,398 20,238 3,696 3,856
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,346)
0 -3 0 -2,709 -2,099 -2,709 -2,102 1,363 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.0 84.7 73.6 84.7 84.0 15.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 10 17 10 19
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 14,598
COMMITMENTS
2,042 1,096 0 4,786 12,004 6,828 13,100 7,770 1,498
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 7.5 0.0 32.8 82.2 46.8 89.7 53.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 10 11 12 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 15,955
COMMITMENTS
707 203 399 9,473 10,774 10,579 11,376 5,376 4,579
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 5,261)
58 0 399 1,607 1,097 2,064 1,496 3,197 3,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.3 2.5 59.4 67.5 66.3 71.3 33.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 11 13 13 16
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 17,929
COMMITMENTS
1,574 265 578 12,842 14,192 14,994 15,035 2,935 2,894
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,547)
68 -619 562 2,483 1,978 3,113 1,921 434 1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.5 3.2 71.6 79.2 83.6 83.9 16.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 13 14 17 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,152
COMMITMENTS
7,933 1,797 689 69,775 79,930 78,397 82,416 11,755 7,736
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 13,765)
-4,620 -74 182 15,033 10,481 10,595 10,589 3,170 3,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.0 0.8 77.4 88.7 87.0 91.4 13.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 2 3 47 41 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 77,961
COMMITMENTS
12,991 8,199 20,582 31,238 36,490 64,812 65,270 13,149 12,691
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 18,907)
-1,504 -2,664 7,221 8,500 9,177 14,217 13,733 4,690 5,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.5 26.4 40.1 46.8 83.1 83.7 16.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
57 45 33 105 102 180 163
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 389,806
COMMITMENTS
64,957 40,993 102,910 156,192 182,448 324,059 326,350 65,747 63,456
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 94,537)
-7,519 -13,322 36,104 42,501 45,883 71,087 68,666 23,450 25,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.5 26.4 40.1 46.8 83.1 83.7 16.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
57 45 33 105 102 180 163
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 182,147
COMMITMENTS
36,971 69,708 17,964 103,946 63,151 158,882 150,823 23,266 31,325
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -55,735)
-11,895 -36,745 1,419 -42,675 -16,363 -53,151 -51,689 -2,584 -4,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 38.3 9.9 57.1 34.7 87.2 82.8 12.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 27 12 21 36 44 68
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 647,729
COMMITMENTS
61,595 79,355 36,067 516,786 501,335 614,448 616,757 33,280 30,972
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 125,443)
-22,651 16,057 12,694 116,921 84,414 106,964 113,164 18,479 12,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 12.3 5.6 79.8 77.4 94.9 95.2 5.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
50 45 34 160 147 226 211
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,041
COMMITMENTS
4,624 8,858 215 23,037 25,782 27,876 34,855 13,165 6,186
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -16,502)
-6,134 -3,984 -988 -13,528 -3,145 -20,650 -8,117 4,148 -8,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 21.6 0.5 56.1 62.8 67.9 84.9 32.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 16 5 30 27 40 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 140,538
COMMITMENTS
59,957 1,157 1,664 78,761 137,670 140,382 140,491 156 47
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -3,144)
-5,030 57 -80 1,916 -2,127 -3,194 -2,150 50 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 0.8 1.2 56.0 98.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 3 4 27 24 40 30
Updated March 20, 2020