BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 17,854
COMMITMENTS
447 1,892 3,126 13,680 12,177 17,252 17,195 602 660
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 979)
59 -48 446 590 479 1,095 876 -116 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.6 17.5 76.6 68.2 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 11 11 32 25 43 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,145
COMMITMENTS
11,814 5,931 17,049 21,207 18,995 50,070 41,975 5,075 13,170
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 9,281)
1,336 1,127 4,103 3,206 2,299 8,645 7,529 636 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 10.8 30.9 38.5 34.4 90.8 76.1 9.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 20 28 36 31 65 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 26,954
COMMITMENTS
1,366 548 7,863 16,726 17,807 25,955 26,218 999 736
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,103)
386 46 1,071 1,768 1,978 3,226 3,095 -122 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.0 29.2 62.1 66.1 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 6 10 39 29 51 40
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,666
COMMITMENTS
1,573 4,161 4,242 7,017 3,661 12,832 12,064 834 1,602
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 420)
404 414 333 -240 -127 496 619 -77 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 30.5 31.0 51.4 26.8 93.9 88.3 6.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 9 22 22 31 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,048
COMMITMENTS
73,124 35,588 124,175 118,732 145,564 316,031 305,327 22,017 32,721
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 17,453)
754 -457 14,408 1,856 3,089 17,017 17,040 436 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 10.5 36.7 35.1 43.1 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
100 85 124 91 93 250 253
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 352,603
COMMITMENTS
69,146 42,772 103,608 141,305 164,235 314,060 310,616 38,543 41,987
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -4,925)
-3,062 -6,853 4,052 -4,344 161 -3,354 -2,640 -1,572 -2,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 12.1 29.4 40.1 46.6 89.1 88.1 10.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
108 76 135 146 148 320 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,319
COMMITMENTS
239 817 342 1,789 1,446 2,369 2,604 950 715
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -36)
-88 97 -60 90 -6 -58 30 22 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 24.6 10.3 53.9 43.6 71.4 78.5 28.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 14 7 15 13 25 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,474
COMMITMENTS
10,901 7,801 13,306 10,399 8,314 34,606 29,421 8,868 14,053
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -5,858)
767 -1,244 -4,126 -984 113 -4,344 -5,257 -1,514 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 17.9 30.6 23.9 19.1 79.6 67.7 20.4 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
39 45 48 57 55 128 123
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,561
COMMITMENTS
108 2,766 148 3,475 1,368 3,731 4,283 830 278
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 790)
9 558 -2 687 228 694 784 96 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 60.7 3.2 76.2 30.0 81.8 93.9 18.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 4 13 6 18 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,367
COMMITMENTS
817 12,702 5,357 33,415 19,822 39,589 37,880 778 2,487
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 5,870)
135 2,754 1,006 4,503 1,499 5,644 5,260 226 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 31.5 13.3 82.8 49.1 98.1 93.8 1.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 19 12 29 33 44 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,867
COMMITMENTS
6,954 2,800 40 14,918 18,687 21,912 21,527 955 1,340
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -954)
-713 99 6 -26 -992 -733 -887 -221 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 12.2 0.2 65.2 81.7 95.8 94.1 4.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 9 1 7 6 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,146
COMMITMENTS
20,171 46,815 12,816 91,196 60,887 124,184 120,519 26,962 30,627
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -5,568)
-639 -6,093 -3,221 -715 2,103 -4,576 -7,211 -992 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 31.0 8.5 60.3 40.3 82.2 79.7 17.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
18 23 12 37 38 61 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,252
COMMITMENTS
10,463 4,974 1,415 9,887 14,789 21,765 21,177 10,487 11,075
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,330)
264 -487 127 -2,057 -189 -1,665 -549 336 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 15.4 4.4 30.7 45.9 67.5 65.7 32.5 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 3 11 14 18 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,316
COMMITMENTS
28,169 20,682 1,158 70,603 78,057 99,930 99,898 4,386 4,418
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -7,548)
-12,283 2,035 6 4,186 -9,516 -8,091 -7,475 544 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 19.8 1.1 67.7 74.8 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 46 9 20 28 47 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,301
COMMITMENTS
37,282 33,777 26,194 127,782 123,127 191,258 183,098 19,043 27,203
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -16,267)
-10,646 -5,653 -187 -4,779 -8,123 -15,611 -13,963 -656 -2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 16.1 12.5 60.8 58.5 90.9 87.1 9.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
20 29 13 36 47 62 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,352
COMMITMENTS
48,231 30,562 21,443 67,208 81,889 136,882 133,895 20,469 23,457
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -10,337)
-7,512 -5,567 -2,877 584 -1,218 -9,806 -9,662 -531 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 19.4 13.6 42.7 52.0 87.0 85.1 13.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
24 30 18 41 38 79 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 634,755
COMMITMENTS
155,182 82,269 53,175 349,926 450,186 558,283 585,630 76,472 49,125
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -31,593)
5,445 -11,733 -7,078 -18,994 -2,848 -20,627 -21,659 -10,967 -9,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 13.0 8.4 55.1 70.9 88.0 92.3 12.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
70 57 39 103 78 188 159
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 48,495
COMMITMENTS
4,156 31,960 1,849 40,581 11,607 46,586 45,416 1,909 3,079
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -881)
963 -4,502 1,325 -3,311 1,927 -1,023 -1,250 142 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 65.9 3.8 83.7 23.9 96.1 93.7 3.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 28 6 7 9 21 40
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,736
COMMITMENTS
7,864 24,146 1,181 29,173 8,903 38,219 34,230 1,517 5,506
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,163)
1,404 1,137 -12 -204 185 1,188 1,310 -25 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 60.8 3.0 73.4 22.4 96.2 86.1 3.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 30 8 21 17 42 52
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,951
COMMITMENTS
2,740 4,708 0 9,836 6,092 12,576 10,800 375 2,151
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,979)
652 1,084 0 2,835 747 3,487 1,831 -1,508 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 36.4 0.0 75.9 47.0 97.1 83.4 2.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 10 0 4 5 8 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 28,096,839
COMMITMENTS
1040758 1684561 16974026 9442694 8656703 27457477 27315289 639,362 781,550
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,010,162)
-32,930 551,081 578,339 434,958 -95,162 980,367 1034259 29,794 -24,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.0 60.4 33.6 30.8 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
61 63 104 129 119 250 231
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,982
COMMITMENTS
2,602 3,308 103 0 0 2,705 3,411 1,277 570
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 6)
331 176 -67 0 0 264 109 -258 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 83.1 2.6 0.0 0.0 67.9 85.7 32.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
27 17 6 0 0 31 19
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 165,708
COMMITMENTS
36,738 30,757 28,284 100,621 104,103 165,643 163,145 65 2,563
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -6,121)
6,195 -4,399 -8,503 -3,538 5,436 -5,846 -7,466 -275 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 18.6 17.1 60.7 62.8 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 14 20 10 16 34 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 371,091
COMMITMENTS
20,482 91,459 21,981 328,486 254,522 370,949 367,962 142 3,129
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 21,736)
-5,390 -797 -1,308 28,395 23,322 21,697 21,217 39 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 24.6 5.9 88.5 68.6 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 26 26 25 38 53 78
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,079,152
COMMITMENTS
75,960 86,689 250,079 616,963 593,004 943,002 929,772 136,151 149,380
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -11,382)
1,475 1,403 -40,478 7,442 -8,525 -31,561 -47,600 20,179 36,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.0 23.2 57.2 55.0 87.4 86.2 12.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
108 124 118 300 311 474 487
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 105,390
COMMITMENTS
10,840 6,825 16,358 57,695 17,121 84,894 40,304 20,496 65,086
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 32,427)
5,736 2,114 -1,840 23,373 4,068 27,268 4,342 5,159 28,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.5 15.5 54.7 16.2 80.6 38.2 19.4 61.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 5 7 16 11 24 20
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 9,677
COMMITMENTS
902 754 0 7,326 7,488 8,228 8,242 1,449 1,435
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -222)
536 215 -84 -153 -382 299 -251 -521 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.8 0.0 75.7 77.4 85.0 85.2 15.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 11 8 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,868,810
COMMITMENTS
405,249 478,974 1088953 2796336 2879415 4290538 4447342 578,272 421,469
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -219,046)
32,033 49,779 -246,526 -79,652 -62,964 -294,145 -259,711 75,100 40,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.8 22.4 57.4 59.1 88.1 91.3 11.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
106 126 116 297 309 470 484
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(S&P 400 INDEX X $100) OPEN INTEREST: 80,977
COMMITMENTS
7,196 2,380 513 65,892 73,500 73,601 76,393 7,376 4,584
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,207)
-2,135 1 513 350 -1,944 -1,272 -1,430 65 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.9 0.6 81.4 90.8 90.9 94.3 9.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 5 2 45 34 52 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,528
COMMITMENTS
12,433 7,754 8,696 19,720 22,578 40,850 39,029 5,678 7,498
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -4,556)
11 1,169 -2,377 -1,221 -3,800 -3,588 -5,008 -968 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 16.7 18.7 42.4 48.5 87.8 83.9 12.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
58 44 19 99 97 169 148
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,638
COMMITMENTS
62,166 38,772 43,482 98,600 112,892 204,248 195,146 28,390 37,492
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -22,782)
53 5,846 -11,887 -6,107 -19,001 -17,942 -25,042 -4,841 2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 16.7 18.7 42.4 48.5 87.8 83.9 12.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
58 44 19 99 97 169 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF AUD 100,000) OPEN INTEREST: 165,745
COMMITMENTS
24,043 60,619 18,967 103,895 56,551 146,905 136,137 18,841 29,609
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -2,876)
-3,388 3,267 -725 2,532 -4,534 -1,580 -1,991 -1,296 -885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 36.6 11.4 62.7 34.1 88.6 82.1 11.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
13 30 14 25 37 49 70
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 550,180
COMMITMENTS
60,165 73,399 15,701 458,527 443,997 534,393 533,098 15,787 17,082
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -3,331)
7,409 549 -2,625 -9,716 -2,982 -4,932 -5,058 1,601 1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 13.3 2.9 83.3 80.7 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
45 41 17 136 123 186 176
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,807
COMMITMENTS
3,129 4,300 220 22,802 18,655 26,151 23,175 5,656 8,632
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -7,128)
-1,971 -1,977 -75 -935 -7,112 -2,981 -9,164 -4,147 2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 13.5 0.7 71.7 58.7 82.2 72.9 17.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 11 2 24 26 33 37
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 145,118
COMMITMENTS
62,411 51 1,441 81,112 143,295 144,964 144,787 154 331
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -979)
4,251 2 -5 -5,240 -1,265 -994 -1,268 15 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 0.0 1.0 55.9 98.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 1 4 28 24 43 28
Updated April 03, 2020