BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 17,258
COMMITMENTS
1,143 1,727 2,903 12,653 11,967 16,699 16,597 559 661
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 565)
234 -78 245 106 375 585 543 -20 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 10.0 16.8 73.3 69.3 96.8 96.2 3.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 9 9 31 27 41 39
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,544
COMMITMENTS
12,016 6,542 20,081 21,809 20,641 53,906 47,263 4,638 11,280
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,108)
414 597 1,450 1,424 1,124 3,288 3,171 -180 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 11.2 34.3 37.3 35.3 92.1 80.7 7.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
21 27 34 39 36 74 83
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 26,223
COMMITMENTS
1,203 622 7,786 16,226 17,154 25,215 25,563 1,008 660
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,030)
-7 -58 411 625 717 1,029 1,069 1 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.4 29.7 61.9 65.4 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 7 8 41 31 52 40
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,737
COMMITMENTS
838 4,999 4,516 7,503 3,006 12,856 12,520 881 1,218
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 233)
-281 -46 239 269 21 227 215 6 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 36.4 32.9 54.6 21.9 93.6 91.1 6.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 9 26 24 35 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,409
COMMITMENTS
75,019 38,683 111,868 103,480 133,481 290,366 284,031 21,042 27,378
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -40,143)
-3,996 1,698 -25,049 -9,905 -15,133 -38,950 -38,483 -1,193 -1,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 12.4 35.9 33.2 42.9 93.2 91.2 6.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
101 81 113 81 82 237 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 328,857
COMMITMENTS
72,255 37,782 91,993 127,092 157,575 291,339 287,350 37,518 41,508
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,232)
978 -1,532 2,116 1,445 1,969 4,539 2,553 -2,307 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 11.5 28.0 38.6 47.9 88.6 87.4 11.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
105 76 125 124 129 289 285
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,143
COMMITMENTS
201 723 478 1,604 1,208 2,283 2,409 860 734
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -52)
5 -78 77 -77 -77 5 -78 -57 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 23.0 15.2 51.0 38.4 72.6 76.6 27.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 13 10 16 12 29 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,669
COMMITMENTS
10,222 8,626 14,211 10,765 7,998 35,198 30,836 8,471 12,833
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 524)
-48 196 -39 936 670 849 827 -324 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 19.8 32.5 24.7 18.3 80.6 70.6 19.4 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 46 48 57 56 129 122
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,808
COMMITMENTS
100 3,166 96 3,734 1,379 3,930 4,641 878 166
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 163)
5 81 0 204 98 209 180 -46 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 65.9 2.0 77.7 28.7 81.7 96.5 18.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 4 11 5 16 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 42,228
COMMITMENTS
790 13,920 6,547 34,117 19,237 41,454 39,704 774 2,524
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,491)
-198 646 259 1,413 535 1,474 1,439 18 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 33.0 15.5 80.8 45.6 98.2 94.0 1.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 21 13 34 32 48 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,075
COMMITMENTS
7,718 3,498 0 15,618 18,564 23,336 22,062 739 2,013
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -358)
-714 -1,122 0 537 458 -177 -664 -181 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 14.5 0.0 64.9 77.1 96.9 91.6 3.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 14 0 7 8 16 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,895
COMMITMENTS
19,945 44,628 10,361 86,799 52,190 117,105 107,179 25,791 35,717
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 4,558)
1,855 2,031 1,424 1,745 -920 5,024 2,534 -467 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 31.2 7.3 60.7 36.5 82.0 75.0 18.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 23 11 36 38 59 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,854
COMMITMENTS
12,755 7,779 852 11,123 16,573 24,730 25,204 12,124 11,651
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,380)
1,046 1,006 -17 -615 1,514 414 2,503 1,966 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 21.1 2.3 30.2 45.0 67.1 68.4 32.9 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 11 3 11 13 20 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 106,857
COMMITMENTS
25,524 24,310 1,477 76,220 74,768 103,221 100,555 3,636 6,301
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -3,869)
-4,136 -2,009 -263 1,122 -2,202 -3,277 -4,474 -592 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 22.8 1.4 71.3 70.0 96.6 94.1 3.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
29 48 11 17 31 51 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 191,215
COMMITMENTS
31,469 30,995 20,894 118,313 109,208 170,676 161,098 20,539 30,117
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 7,172)
90 5,781 -421 8,999 525 8,668 5,885 -1,497 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 16.2 10.9 61.9 57.1 89.3 84.2 10.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
16 28 11 34 49 56 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 156,238
COMMITMENTS
53,556 27,538 17,326 61,391 87,656 132,273 132,520 23,965 23,718
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 5,034)
4,661 1,677 -1,446 3,784 2,538 6,999 2,769 -1,965 2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 17.6 11.1 39.3 56.1 84.7 84.8 15.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
23 34 19 39 39 76 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 608,534
COMMITMENTS
169,068 82,530 42,279 320,686 435,554 532,032 560,363 76,501 48,171
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 7,941)
5,425 4,086 3,932 1,659 -3,197 11,015 4,821 -3,074 3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 13.6 6.9 52.7 71.6 87.4 92.1 12.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
77 53 39 107 82 196 162
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,171
COMMITMENTS
3,341 2,903 163 6,247 15,229 9,751 18,295 12,420 3,876
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 966)
-111 795 0 96 -4 -15 791 981 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 13.1 0.7 28.2 68.7 44.0 82.5 56.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 1 9 9 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,651
COMMITMENTS
6,989 16,383 129 13,892 3,369 21,010 19,881 1,641 2,770
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,673)
1,474 1,424 -1 365 -16 1,838 1,407 -165 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 72.3 0.6 61.3 14.9 92.8 87.8 7.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 22 2 7 9 21 32
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,453
COMMITMENTS
8,274 22,541 1,285 28,267 9,898 37,826 33,724 1,626 5,729
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -684)
-659 -1,010 479 -67 -162 -246 -693 -437 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 57.1 3.3 71.6 25.1 95.9 85.5 4.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 34 10 21 16 45 56
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,171
COMMITMENTS
5,528 5,382 150 10,121 8,538 15,799 14,070 372 2,101
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 304)
722 357 150 -621 -202 251 305 53 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 33.3 0.9 62.6 52.8 97.7 87.0 2.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 10 1 5 6 10 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,943,677
COMMITMENTS
913,967 1905158 15752353 9619112 8491814 26285432 26149324 658,245 794,353
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,047,308)
-71,721 282,721 576,532 559,118 227,729 1063929 1086982 -16,621 -39,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.1 58.5 35.7 31.5 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
54 77 107 129 123 253 242
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,702
COMMITMENTS
3,408 4,945 296 0 0 3,704 5,240 1,998 462
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 119)
36 67 9 0 0 45 76 74 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 86.7 5.2 0.0 0.0 65.0 91.9 35.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
34 26 10 0 0 40 30
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 156,127
COMMITMENTS
37,553 26,881 24,196 94,250 100,844 155,998 151,921 129 4,206
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -1,009)
969 -1,658 -600 -1,413 -198 -1,044 -2,456 34 1,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 17.2 15.5 60.4 64.6 99.9 97.3 0.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 13 16 13 19 34 40
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 365,783
COMMITMENTS
32,712 110,789 14,786 318,214 236,734 365,712 362,309 71 3,474
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 19,575)
4,180 10,481 -5,988 21,399 14,357 19,591 18,850 -16 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 30.3 4.0 87.0 64.7 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 33 25 20 37 49 77
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,049,483
COMMITMENTS
73,300 99,679 220,596 607,341 564,054 901,237 884,329 148,246 165,154
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -41,920)
-1,021 -11,268 -23,515 -19,962 -5,365 -44,498 -40,148 2,578 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.5 21.0 57.9 53.7 85.9 84.3 14.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
110 133 134 298 326 482 519
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 125,126
COMMITMENTS
19,308 4,905 13,360 80,560 22,770 113,228 41,036 11,898 84,091
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -4,230)
1,651 1,928 -4,305 1,534 -1,114 -1,120 -3,491 -3,110 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.9 10.7 64.4 18.2 90.5 32.8 9.5 67.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 6 10 19 14 29 25
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| 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: 10,691
COMMITMENTS
356 600 0 8,761 7,362 9,117 7,962 1,574 2,729
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,701)
0 -355 0 1,857 510 1,857 155 -156 1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.6 0.0 81.9 68.9 85.3 74.5 14.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 12 9 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,621,781
COMMITMENTS
379,252 583,161 926,882 2633908 2706423 3940041 4216466 681,739 405,315
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -188,451)
-1,672 -54,293 -107,740 -107,481 -21,255 -216,892 -183,287 28,441 -5,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 12.6 20.1 57.0 58.6 85.2 91.2 14.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
108 134 131 294 322 476 513
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,549
COMMITMENTS
8,836 1,090 72 58,886 69,745 67,794 70,907 7,755 4,642
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 799)
918 -300 -235 -247 1,337 436 802 363 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.4 0.1 77.9 92.3 89.7 93.9 10.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 4 2 44 35 54 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,842
COMMITMENTS
11,707 10,068 6,444 18,885 19,591 37,036 36,104 5,806 6,739
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -2,111)
636 -707 -2,063 -890 1,348 -2,317 -1,422 206 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 23.5 15.0 44.1 45.7 86.4 84.3 13.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
61 45 24 95 92 167 150
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 214,212
COMMITMENTS
58,536 50,342 32,222 94,424 97,954 185,182 180,518 29,030 33,694
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -10,555)
3,178 -3,534 -10,314 -4,448 6,740 -11,584 -7,108 1,030 -3,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 23.5 15.0 44.1 45.7 86.4 84.3 13.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
61 45 24 95 92 167 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,393
COMMITMENTS
21,450 55,599 14,314 99,340 49,940 135,104 119,853 16,289 31,540
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -3,749)
-486 -1,781 -1,010 -1,175 -776 -2,671 -3,566 -1,079 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 36.7 9.5 65.6 33.0 89.2 79.2 10.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 31 14 25 35 46 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 563,861
COMMITMENTS
51,777 80,398 13,146 484,413 449,522 549,336 543,066 14,525 20,795
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 19,429)
3,542 8,218 -2,577 19,950 13,073 20,916 18,714 -1,487 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 14.3 2.3 85.9 79.7 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
49 44 22 148 139 207 195
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,376
COMMITMENTS
7,442 4,782 381 19,468 19,012 27,291 24,175 6,085 9,201
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -725)
3,120 -418 53 -4,188 3,356 -1,015 2,991 290 -3,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.3 1.1 58.3 57.0 81.8 72.4 18.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 11 5 22 29 35 44
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| 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: 148,068
COMMITMENTS
64,003 25 1,478 82,273 146,514 147,754 148,017 314 51
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -653)
-1,209 25 4 483 -676 -722 -647 69 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 0.0 1.0 55.6 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 1 4 31 26 50 31
Updated April 24, 2020