USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 43,989
COMMITMENTS
780 5,131 8,819 34,390 30,029 43,989 43,979 0 10
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 2,440)
240 780 180 2,020 1,480 2,440 2,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.7 20.0 78.2 68.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 12 5 14 16 21 28
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE Code-047745
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 X CONTRACT GRADE IMM INDEX) OPEN INTEREST: 43,560
COMMITMENTS
10,993 2,018 8,668 23,705 32,756 43,366 43,442 194 118
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 1,729)
1,554 -2,268 -1,277 1,343 5,237 1,620 1,692 109 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 4.6 19.9 54.4 75.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 11 16 19 20 39 38
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 13,903
COMMITMENTS
194 1,396 1,716 10,695 10,251 12,605 13,363 1,298 540
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 602)
-40 -103 123 455 501 537 521 65 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.0 12.3 76.9 73.7 90.7 96.1 9.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 5 7 29 31 38 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,608
COMMITMENTS
4,565 14,452 12,411 29,772 17,047 46,748 43,909 3,860 6,699
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -29)
327 841 -826 152 64 -347 79 318 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 28.6 24.5 58.8 33.7 92.4 86.8 7.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
13 34 22 46 31 71 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,634
COMMITMENTS
438 2,151 2,082 11,015 9,837 13,535 14,069 1,099 565
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 916)
-36 -43 78 827 752 869 786 47 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.7 14.2 75.3 67.2 92.5 96.1 7.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 8 8 40 27 50 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,826
COMMITMENTS
3,220 2,042 1,996 10,100 9,993 15,317 14,032 510 1,794
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 385)
-148 46 147 299 179 299 373 87 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 12.9 12.6 63.8 63.1 96.8 88.7 3.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 7 20 19 29 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 366,761
COMMITMENTS
94,107 16,025 130,152 117,167 185,230 341,425 331,406 25,335 35,354
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 5,239)
2,026 2,971 -699 4,631 3,817 5,958 6,088 -719 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.4 35.5 31.9 50.5 93.1 90.4 6.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
142 66 138 101 106 304 261
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 416,928
COMMITMENTS
119,188 28,541 135,007 126,575 202,391 380,770 365,938 36,158 50,990
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 10,147)
-771 12 12,248 558 -2,229 12,035 10,032 -1,888 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 6.8 32.4 30.4 48.5 91.3 87.8 8.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
162 54 131 156 175 367 323
LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 27,500 BOARD FEET) OPEN INTEREST: 9,689
COMMITMENTS
6,072 633 569 2,248 7,656 8,890 8,858 799 830
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 701)
776 -3 201 -192 394 785 592 -84 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 6.5 5.9 23.2 79.0 91.8 91.4 8.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 9 9 21 34 62 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 82,009
COMMITMENTS
19,941 11,077 30,762 18,869 18,532 69,573 60,372 12,436 21,637
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -1,141)
1,451 220 -1,219 -863 -538 -632 -1,537 -509 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 13.5 37.5 23.0 22.6 84.8 73.6 15.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
93 51 95 105 109 243 227
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,154
COMMITMENTS
146 914 141 3,077 2,644 3,364 3,699 790 455
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 22.0 3.4 74.1 63.7 81.0 89.1 19.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 13 9 19 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,185
COMMITMENTS
464 6,107 4,178 22,738 16,354 27,379 26,640 805 1,545
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 937)
-1 -241 434 757 844 1,190 1,037 -253 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 21.7 14.8 80.7 58.0 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 20 11 28 26 41 49
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 246,693
COMMITMENTS
44,452 84,223 11,893 161,526 118,493 217,872 214,609 28,822 32,085
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 37,399)
7,570 14,099 -7,176 39,938 28,664 40,332 35,587 -2,932 1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 34.1 4.8 65.5 48.0 88.3 87.0 11.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
19 42 15 45 41 75 87
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,083
COMMITMENTS
13,003 33,993 1,092 50,994 17,293 65,089 52,378 9,993 22,705
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -15,744)
1,746 4,013 -7,781 -10,065 -14,100 -16,100 -17,867 356 2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 45.3 1.5 67.9 23.0 86.7 69.8 13.3 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 19 4 20 16 33 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 304,131
COMMITMENTS
183,158 54,903 636 112,727 245,292 296,521 300,831 7,610 3,300
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -30,928)
3,037 -21,259 -13,431 -18,915 3,167 -29,309 -31,524 -1,619 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 18.1 0.2 37.1 80.7 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
88 30 9 50 37 143 71
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 234,847
COMMITMENTS
105,888 51,987 24,771 72,619 130,258 203,277 207,016 31,570 27,832
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -75,296)
-21,969 -4,271 -9,336 -44,777 -66,174 -76,082 -79,781 787 4,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 22.1 10.5 30.9 55.5 86.6 88.1 13.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
32 23 16 37 56 78 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 336,370
COMMITMENTS
65,313 181,948 20,097 201,204 87,421 286,615 289,466 49,755 46,904
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -26,525)
10,156 26,106 -10,128 -25,786 -45,220 -25,758 -29,242 -766 2,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 54.1 6.0 59.8 26.0 85.2 86.1 14.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 54 21 60 50 102 118
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 740,117
COMMITMENTS
188,245 139,723 45,165 428,554 503,032 661,963 687,920 78,154 52,197
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -57,751)
-12,701 17,704 -26,818 -9,638 -44,587 -49,157 -53,701 -8,594 -4,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 18.9 6.1 57.9 68.0 89.4 92.9 10.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
81 55 39 128 97 224 176
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,947
COMMITMENTS
4,588 11,432 0 15,956 12,636 20,544 24,068 10,403 6,879
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -7,276)
-1,300 1,291 -1,428 -2,822 -5,822 -5,550 -5,959 -1,726 -1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 36.9 0.0 51.6 40.8 66.4 77.8 33.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 0 11 7 17 13
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,908
COMMITMENTS
6,493 5,372 637 10,391 14,931 17,521 20,940 10,387 6,968
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 1,779)
-355 820 -2,167 4,283 3,947 1,761 2,600 18 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 19.2 2.3 37.2 53.5 62.8 75.0 37.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 2 8 12 14 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 62,347
COMMITMENTS
39,444 29,130 4 19,347 31,873 58,795 61,007 3,552 1,340
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 12,986)
13,130 11,503 -9 -185 1,088 12,936 12,582 50 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 46.7 0.0 31.0 51.1 94.3 97.9 5.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
32 17 2 21 13 54 31
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,302
COMMITMENTS
19,064 19,253 841 26,118 26,126 46,023 46,220 4,278 4,082
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -2,426)
2,663 5,327 -4,371 -290 -4,636 -1,998 -3,680 -428 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 38.3 1.7 51.9 51.9 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 31 10 23 23 54 56
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,525
COMMITMENTS
12,829 15,804 77 7,261 4,078 20,167 19,959 1,358 1,566
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 4,446)
6,323 11,511 -1,524 25 -5,405 4,824 4,582 -378 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 73.4 0.4 33.7 18.9 93.7 92.7 6.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 5 1 5 9 15 15
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 36,987
COMMITMENTS
24,546 26,760 7,984 2,667 1,329 35,197 36,073 1,789 913
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 2,633)
-259 891 1,886 1,142 -99 2,769 2,678 -136 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 72.4 21.6 7.2 3.6 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
74 55 44 6 5 103 82
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 56,542
COMMITMENTS
48,474 51,380 2,485 367 1,160 51,326 55,026 5,216 1,517
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 7,088)
6,792 7,083 213 57 -40 7,062 7,256 25 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.7 90.9 4.4 0.6 2.1 90.8 97.3 9.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
117 38 30 4 1 131 59
SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 20,193,127
COMMITMENTS
1714128 1520179 9662918 8786382 8976678 20163428 20159774 29,699 33,352
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -2,023,472)
38,691 123,251 -1478722 -582,314 -665,246 -2022345 -2020717 -1,127 -2,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.5 47.9 43.5 44.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 1,095)
326 331 386 326 347 853 904
SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 1,004,454
COMMITMENTS
194,370 338,133 136,742 673,188 529,335 1004300 1004210 154 244
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 27,971)
125 -5,342 19,044 8,777 14,725 27,946 28,427 25 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 33.7 13.6 67.0 52.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
33 59 53 72 85 136 166
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $50.00) OPEN INTEREST: 3,125,809
COMMITMENTS
254,269 436,226 761,504 1794524 1681774 2810297 2879504 315,512 246,305
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -985,341)
-27,228 -69,398 -457,346 -466,319 -429,574 -950,893 -956,318 -34,448 -29,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 14.0 24.4 57.4 53.8 89.9 92.1 10.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
137 83 132 274 245 467 406
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 17,872
COMMITMENTS
2,643 1,960 0 12,913 14,935 15,556 16,895 2,316 977
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -8,557)
92 471 0 -8,573 -8,945 -8,481 -8,474 -76 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.0 0.0 72.3 83.6 87.0 94.5 13.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 0 9 9 11 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| 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: 20,454
COMMITMENTS
2,700 744 0 14,875 18,245 17,575 18,989 2,879 1,465
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -10,904)
175 191 -376 -10,849 -10,978 -11,050 -11,163 146 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 3.6 0.0 72.7 89.2 85.9 92.8 14.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 0 16 9 21 10
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,106,736
COMMITMENTS
253,146 442,221 752,369 1790922 1676448 2796437 2871039 310,299 235,698
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -975,370)
-28,500 -75,770 -447,412 -465,376 -430,328 -941,288 -953,510 -34,082 -21,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 14.2 24.2 57.6 54.0 90.0 92.4 10.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
134 81 129 271 243 459 401
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 46,973
COMMITMENTS
813 878 32 43,130 44,786 43,975 45,696 2,998 1,277
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -9,320)
213 -508 -148 -9,534 -8,276 -9,469 -8,932 149 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.9 0.1 91.8 95.3 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 16 8 18 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 27,143
COMMITMENTS
2,069 4,715 0 22,226 21,389 24,295 26,104 2,848 1,039
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -26,624)
2 -878 -28 -26,852 -25,064 -26,878 -25,970 254 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 17.4 0.0 81.9 78.8 89.5 96.2 10.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 0 11 17 15 22
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Real Estate Select Sector In OPEN INTEREST: 11,740
COMMITMENTS
2,184 863 0 8,495 10,004 10,679 10,867 1,061 873
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -10,898)
-1,110 -32 0 -9,181 -11,045 -10,291 -11,077 -607 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 7.4 0.0 72.4 85.2 91.0 92.6 9.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 10 7 13 8
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 190,729
COMMITMENTS
82,377 11,186 20,204 36,020 53,261 138,601 84,652 52,129 106,078
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -99,712)
-75,001 -23,987 -11,625 -9,425 7,537 -96,050 -28,075 -3,663 -71,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 5.9 10.6 18.9 27.9 72.7 44.4 27.3 55.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 4 7 13 6 25 16
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 380,350
COMMITMENTS
15,550 9,519 14,700 347,163 351,425 377,413 375,644 2,937 4,706
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -34,229)
-9,662 -6,099 -2,280 -23,136 -27,596 -35,078 -35,975 849 1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.5 3.9 91.3 92.4 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 6 20 25 26 33
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 37,565
COMMITMENTS
5,603 2,517 72 23,112 31,126 28,787 33,715 8,778 3,850
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -324)
-592 408 56 235 -244 -301 220 -23 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 6.7 0.2 61.5 82.9 76.6 89.8 23.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 5 4 38 24 48 31
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 9,461
COMMITMENTS
5,178 6,373 2,582 640 129 8,401 9,085 1,060 376
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -254)
302 119 -352 -68 7 -119 -226 -135 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 67.4 27.3 6.8 1.4 88.8 96.0 11.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
48 26 22 4 3 60 43
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(0.1 Index Points) OPEN INTEREST: 58,594
COMMITMENTS
47,998 49,924 8,250 154 0 56,402 58,173 2,192 421
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -5,262)
-4,236 -4,519 -744 -163 0 -5,143 -5,263 -119 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 85.2 14.1 0.3 0.0 96.3 99.3 3.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
114 33 19 2 0 125 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $20) OPEN INTEREST: 288,743
COMMITMENTS
68,295 55,660 28,553 145,619 163,028 242,467 247,241 46,276 41,502
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -115,516)
-6,591 -14,149 -48,104 -55,419 -47,735 -110,114 -109,989 -5,402 -5,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 19.3 9.9 50.4 56.5 84.0 85.6 16.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
85 67 60 121 103 234 203
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,781
COMMITMENTS
67,976 54,913 27,373 145,130 162,580 240,479 244,866 42,302 37,915
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -99,615)
-20,942 -29,712 -17,715 -55,140 -47,527 -93,796 -94,954 -5,819 -4,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 19.4 9.7 51.3 57.5 85.0 86.6 15.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
75 60 55 118 99 216 191
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 59,619
COMMITMENTS
12,438 16,711 2,552 4,888 4,480 19,878 23,743 39,741 35,876
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -159,007)
-154,022 -141,907 -6,360 -2,792 -2,083 -163,174 -150,351 4,168 -8,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 28.0 4.3 8.2 7.5 33.3 39.8 66.7 60.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 12 13 6 6 30 25
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 235,310
COMMITMENTS
38,120 145,745 10,460 166,317 50,573 214,898 206,779 20,413 28,532
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -6,795)
-4,076 13,235 -10,544 9,268 -9,128 -5,352 -6,437 -1,443 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 61.9 4.4 70.7 21.5 91.3 87.9 8.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 33 16 35 30 68 73
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 484,361
COMMITMENTS
69,868 82,582 12,631 372,030 367,320 454,530 462,533 29,832 21,828
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -97,244)
3,686 -2,719 -15,523 -83,431 -73,273 -95,268 -91,514 -1,976 -5,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 17.0 2.6 76.8 75.8 93.8 95.5 6.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
55 59 22 163 128 231 196
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 27,405
COMMITMENTS
3,093 485 149 23,331 25,863 26,573 26,497 832 908
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -6,790)
-428 -65 -257 -6,010 -6,743 -6,695 -7,065 -95 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.8 0.5 85.1 94.4 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 9 12 12 14
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,291
COMMITMENTS
1,386 2,807 0 11,492 11,805 12,878 14,612 4,413 2,679
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -729)
-714 -1,885 0 23 837 -691 -1,048 -38 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 16.2 0.0 66.5 68.3 74.5 84.5 25.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 0 10 8 15 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,820
COMMITMENTS
13,376 4,660 66 23,456 17,132 36,898 21,858 7,922 22,962
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: -853)
-2,237 524 42 1,773 953 -422 1,519 -431 -2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 10.4 0.1 52.3 38.2 82.3 48.8 17.7 51.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 6 3 26 17 46 25
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/24 |
--------------------------------------------------------------| 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: 228,474
COMMITMENTS
110,379 12,269 11,797 103,001 202,921 225,177 226,986 3,298 1,488
CHANGES FROM 03/12/24 (CHANGE IN OPEN INTEREST: 3,268)
2,828 50 -543 533 3,200 2,818 2,707 449 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 5.4 5.2 45.1 88.8 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 4 12 34 29 64 44
Updated March 22, 2024