BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,693
COMMITMENTS
909 1,804 2,657 12,548 11,592 16,114 16,054 579 639
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 726)
116 -2 155 431 567 701 720 24 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.8 15.9 75.2 69.4 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 9 9 31 27 40 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,436
COMMITMENTS
11,603 5,945 18,631 20,385 19,517 50,619 44,092 4,818 11,344
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,461)
222 827 1,265 1,761 541 3,248 2,634 213 827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 10.7 33.6 36.8 35.2 91.3 79.5 8.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 25 33 38 33 72 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 25,193
COMMITMENTS
1,210 680 7,375 15,600 16,438 24,185 24,493 1,007 699
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,337)
-45 204 316 1,019 763 1,291 1,284 46 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.7 29.3 61.9 65.2 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 7 8 41 30 51 39
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,504
COMMITMENTS
1,118 5,045 4,276 7,234 2,984 12,629 12,305 876 1,199
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 486)
-144 396 190 356 -53 402 532 85 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 37.4 31.7 53.6 22.1 93.5 91.1 6.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 5 9 26 23 35 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,552
COMMITMENTS
79,015 36,984 136,916 113,385 148,613 329,316 322,514 22,236 29,038
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 7,479)
-742 -844 5,326 2,231 4,250 6,814 8,732 665 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 10.5 38.9 32.3 42.3 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
100 90 134 87 91 260 255
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,626
COMMITMENTS
71,276 39,314 89,877 125,647 155,606 286,800 284,797 39,825 41,829
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,256)
3,005 -2,892 7,497 -6,439 -1,101 4,063 3,504 -2,808 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 12.0 27.5 38.5 47.6 87.8 87.2 12.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
103 79 125 124 128 292 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,195
COMMITMENTS
196 801 401 1,682 1,286 2,279 2,487 917 708
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -87)
24 -15 42 -120 -42 -53 -14 -34 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 25.1 12.5 52.6 40.2 71.3 77.8 28.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 14 10 15 13 28 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,145
COMMITMENTS
10,270 8,430 14,250 9,829 7,329 34,350 30,009 8,795 13,136
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -2,939)
-90 -637 -1,083 -970 -1,370 -2,143 -3,089 -795 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 19.5 33.0 22.8 17.0 79.6 69.6 20.4 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
35 46 48 55 55 124 124
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,645
COMMITMENTS
95 3,085 96 3,530 1,281 3,721 4,462 924 183
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 300)
5 217 2 155 91 162 311 138 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 66.4 2.1 76.0 27.6 80.1 96.1 19.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 4 10 5 15 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,736
COMMITMENTS
988 13,274 6,288 32,704 18,702 39,980 38,264 756 2,472
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,166)
-79 1,027 612 1,567 357 2,100 1,996 66 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 32.6 15.4 80.3 45.9 98.1 93.9 1.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 22 12 33 32 47 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,433
COMMITMENTS
8,432 4,620 0 15,081 18,106 23,513 22,726 920 1,707
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,584)
-59 1,416 0 1,561 -155 1,502 1,261 82 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 18.9 0.0 61.7 74.1 96.2 93.0 3.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 12 0 7 7 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,338
COMMITMENTS
18,090 42,597 8,937 85,053 53,110 112,080 104,644 26,257 33,693
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,680)
1,018 329 -1,481 2,663 786 2,201 -366 -521 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 30.8 6.5 61.5 38.4 81.0 75.6 19.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 24 9 36 37 56 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,474
COMMITMENTS
11,709 6,773 869 11,738 15,059 24,316 22,701 10,158 11,773
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,263)
469 1,191 74 1,598 771 2,140 2,036 122 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 19.6 2.5 34.0 43.7 70.5 65.8 29.5 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 9 3 13 13 21 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,726
COMMITMENTS
29,659 26,319 1,740 75,098 76,970 106,497 105,029 4,229 5,697
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 7,244)
3,180 5,593 21 4,554 749 7,755 6,364 -511 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 23.8 1.6 67.8 69.5 96.2 94.9 3.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
30 44 10 19 31 53 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,043
COMMITMENTS
31,379 25,214 21,315 109,314 108,683 162,008 155,213 22,036 28,831
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,324)
-1,877 -2,577 1,487 1,845 1,846 1,455 755 1,869 2,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 13.7 11.6 59.4 59.1 88.0 84.3 12.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
18 26 13 38 49 63 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,204
COMMITMENTS
48,896 25,862 18,771 57,607 85,118 125,274 129,751 25,930 21,453
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 6,388)
-2 -1,471 3,020 -2,650 5,738 368 7,287 6,020 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 17.1 12.4 38.1 56.3 82.9 85.8 17.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
26 32 20 39 39 77 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 600,593
COMMITMENTS
163,643 78,444 38,347 319,028 438,751 521,017 555,542 79,576 45,051
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -14,561)
2,440 -4,657 -2,350 -8,322 -5,392 -8,233 -12,399 -6,329 -2,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 13.1 6.4 53.1 73.1 86.8 92.5 13.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
74 52 36 104 79 191 154
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,205
COMMITMENTS
3,452 2,108 163 6,151 15,233 9,766 17,504 11,439 3,701
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -159)
79 -372 0 36 -5 115 -377 -274 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 9.9 0.8 29.0 71.8 46.1 82.5 53.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 9 9 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,978
COMMITMENTS
5,515 14,959 130 13,527 3,385 19,172 18,474 1,806 2,504
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 808)
982 1,098 4 -129 -24 857 1,078 -49 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 71.3 0.6 64.5 16.1 91.4 88.1 8.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 20 2 8 9 21 31
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,136
COMMITMENTS
8,933 23,551 805 28,334 10,060 38,073 34,416 2,064 5,720
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -563)
-984 -1,070 -237 614 832 -607 -475 44 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 58.7 2.0 70.6 25.1 94.9 85.7 5.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 32 9 21 16 44 52
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,867
COMMITMENTS
4,806 5,025 0 10,742 8,740 15,548 13,765 319 2,102
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 40)
135 -175 0 53 145 188 -30 -148 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 31.7 0.0 67.7 55.1 98.0 86.8 2.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 9 0 5 6 10 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,896,369
COMMITMENTS
985,688 1622437 15175821 9059994 8264084 25221503 25062342 674,866 834,027
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,942,383)
-37,648 -117,116 -1567071 -323,865 -269,960 -1928584 -1954147 -13,799 11,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.3 58.6 35.0 31.9 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
61 67 104 125 119 248 232
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,583
COMMITMENTS
3,372 4,877 286 0 0 3,659 5,164 1,924 419
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 92)
-11 87 -37 0 0 -49 50 140 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 87.4 5.1 0.0 0.0 65.5 92.5 34.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
34 28 10 0 0 40 32
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 157,137
COMMITMENTS
36,584 28,539 24,796 95,662 101,042 157,042 154,377 95 2,760
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,998)
1,327 584 -282 -3,067 -2,484 -2,022 -2,182 25 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 18.2 15.8 60.9 64.3 99.9 98.2 0.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 17 18 11 17 33 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 346,208
COMMITMENTS
28,532 100,308 20,774 296,815 222,377 346,121 343,459 87 2,749
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 29,852)
11,407 15,937 4,206 14,263 9,390 29,876 29,533 -24 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 29.0 6.0 85.7 64.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 27 23 22 38 49 78
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,402
COMMITMENTS
74,320 110,946 244,111 627,303 569,420 945,735 924,477 145,668 166,925
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 6,230)
-1,718 12,026 7,248 780 -20,020 6,310 -747 -80 6,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 10.2 22.4 57.5 52.2 86.7 84.7 13.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
106 143 133 302 322 489 517
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 129,356
COMMITMENTS
17,657 2,977 17,665 79,026 23,884 114,348 44,526 15,008 84,830
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 7,787)
3,462 1,469 -419 4,451 3,649 7,493 4,698 294 3,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.3 13.7 61.1 18.5 88.4 34.4 11.6 65.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 5 9 17 13 27 23
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| 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: 8,990
COMMITMENTS
356 955 0 6,904 6,852 7,260 7,807 1,730 1,183
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -79)
0 524 0 -204 -476 -204 48 125 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.6 0.0 76.8 76.2 80.8 86.8 19.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 10 10 11 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,810,232
COMMITMENTS
380,923 637,454 1034621 2741389 2727678 4156934 4399753 653,298 410,479
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -7,786)
3,488 82,172 8,949 -18,356 -118,346 -5,919 -27,224 -1,868 19,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.3 21.5 57.0 56.7 86.4 91.5 13.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
106 143 130 299 319 484 513
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 74,750
COMMITMENTS
7,918 1,390 307 59,133 68,408 67,358 70,105 7,392 4,645
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -4,504)
-389 -743 66 -4,076 -4,138 -4,399 -4,815 -105 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.9 0.4 79.1 91.5 90.1 93.8 9.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 5 1 42 37 50 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,953
COMMITMENTS
11,072 10,775 8,507 19,774 18,243 39,353 37,525 5,600 7,428
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -931)
-694 1,976 -163 146 -2,549 -712 -736 -219 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 24.0 18.9 44.0 40.6 87.5 83.5 12.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
53 46 26 109 89 178 146
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 224,767
COMMITMENTS
55,359 53,876 42,536 98,872 91,214 196,766 187,626 28,001 37,141
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -4,654)
-3,471 9,880 -815 728 -12,747 -3,558 -3,682 -1,096 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 24.0 18.9 44.0 40.6 87.5 83.5 12.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
53 46 26 109 89 178 146
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,142
COMMITMENTS
21,936 57,380 15,324 100,515 50,716 137,774 123,420 17,368 31,723
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 967)
-3,992 -4,462 687 4,590 1,867 1,285 -1,908 -318 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 37.0 9.9 64.8 32.7 88.8 79.6 11.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
13 31 16 25 34 48 71
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 544,432
COMMITMENTS
48,235 72,180 15,723 464,463 436,449 528,420 524,352 16,012 20,080
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -30,421)
-11,349 1,551 -1,667 -17,685 -32,253 -30,702 -32,369 281 1,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 13.3 2.9 85.3 80.2 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
40 38 23 143 133 196 181
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,101
COMMITMENTS
4,322 5,200 328 23,656 15,656 28,306 21,184 5,795 12,917
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 756)
140 325 -299 709 -2,685 550 -2,659 206 3,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 15.2 1.0 69.4 45.9 83.0 62.1 17.0 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 11 4 26 28 39 42
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 |
--------------------------------------------------------------| 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: 148,721
COMMITMENTS
65,212 0 1,474 81,790 147,190 148,476 148,664 245 57
CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,268)
-1,929 -1 -46 924 -1,003 -1,051 -1,050 -217 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 0.0 1.0 55.0 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 0 4 32 26 51 30
Updated April 17, 2020