USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 45,660
COMMITMENTS
3,640 4,121 8,460 33,540 33,079 45,640 45,660 20 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,920)
1,180 940 -360 2,180 2,340 3,000 2,920 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.0 18.5 73.5 72.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 3 12 14 19 21
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE Code-047745
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 X CONTRACT GRADE IMM INDEX) OPEN INTEREST: 36,504
COMMITMENTS
8,873 4,145 8,902 18,667 23,394 36,442 36,441 62 63
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -136)
-685 -96 24 527 -49 -134 -121 -2 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.4 24.4 51.1 64.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 13 16 18 16 39 36
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 13,850
COMMITMENTS
180 1,872 1,599 10,779 9,902 12,558 13,373 1,292 477
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 828)
-15 -31 236 763 703 985 908 -157 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.5 11.5 77.8 71.5 90.7 96.6 9.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 7 30 31 38 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,311
COMMITMENTS
5,052 14,059 12,096 29,874 17,113 47,022 43,268 3,289 7,043
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -469)
-651 -731 293 -84 -222 -442 -660 -27 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 27.9 24.0 59.4 34.0 93.5 86.0 6.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 20 19 44 31 67 61
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 14,060
COMMITMENTS
565 2,381 1,943 10,396 9,263 12,904 13,586 1,156 473
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 546)
-202 135 149 409 252 356 535 190 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 16.9 13.8 73.9 65.9 91.8 96.6 8.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 9 8 40 26 50 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,164
COMMITMENTS
3,864 1,746 1,931 9,968 10,685 15,764 14,363 401 1,802
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 62)
-30 110 -27 95 19 39 102 23 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.8 11.9 61.7 66.1 97.5 88.9 2.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 3 7 22 21 31 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,440
COMMITMENTS
94,441 18,397 124,917 101,645 167,897 321,002 311,211 23,438 33,229
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 23,896)
10,651 -2,551 7,895 3,426 16,895 21,973 22,239 1,923 1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 5.3 36.3 29.5 48.7 93.2 90.4 6.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
138 67 133 98 106 296 254
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 396,702
COMMITMENTS
112,769 28,885 118,778 130,088 201,963 361,635 349,626 35,067 47,076
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 19,935)
8,257 2,823 11,060 963 5,390 20,280 19,272 -345 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.3 29.9 32.8 50.9 91.2 88.1 8.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
148 65 132 154 176 367 324
LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 27,500 BOARD FEET) OPEN INTEREST: 8,474
COMMITMENTS
3,672 1,281 431 3,573 6,269 7,676 7,981 798 493
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -241)
117 -393 136 -390 18 -137 -240 -103 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 15.1 5.1 42.2 74.0 90.6 94.2 9.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 16 9 27 24 63 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 80,902
COMMITMENTS
18,393 9,919 32,092 18,814 17,318 69,299 59,328 11,602 21,573
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,232)
2,488 748 2,037 -954 47 3,571 2,833 660 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 12.3 39.7 23.3 21.4 85.7 73.3 14.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
90 58 105 91 95 238 220
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,582
COMMITMENTS
153 1,233 118 3,524 2,755 3,795 4,107 787 475
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 26.9 2.6 76.9 60.1 82.8 89.6 17.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 3 14 9 19 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,221
COMMITMENTS
475 6,679 3,851 23,064 16,178 27,390 26,708 831 1,514
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 144)
50 -796 185 -52 847 182 235 -38 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 23.7 13.6 81.7 57.3 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 19 9 30 28 42 49
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,943
COMMITMENTS
41,197 44,830 12,243 97,865 97,304 151,305 154,376 31,637 28,567
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 8,548)
3,954 5,154 1,465 2,649 3,782 8,068 10,401 480 -1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 24.5 6.7 53.5 53.2 82.7 84.4 17.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
19 34 12 36 41 63 79
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,891
COMMITMENTS
15,579 28,949 5,626 46,306 21,149 67,512 55,724 8,379 20,167
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,136)
2,807 4,942 192 3,345 -1,014 6,344 4,120 -1,208 1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 38.1 7.4 61.0 27.9 89.0 73.4 11.0 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 17 5 14 17 30 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 261,617
COMMITMENTS
145,775 52,425 7,418 100,412 198,856 253,605 258,699 8,012 2,918
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,136)
4,207 6,786 -132 -1,871 -4,701 2,204 1,953 -68 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 20.0 2.8 38.4 76.0 96.9 98.9 3.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
75 26 13 45 37 125 71
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 242,921
COMMITMENTS
93,025 46,952 29,104 88,977 139,441 211,106 215,497 31,815 27,424
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 15,393)
3,826 2,660 5,802 4,748 8,457 14,377 16,920 1,016 -1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 19.3 12.0 36.6 57.4 86.9 88.7 13.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
22 26 18 34 52 67 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 342,026
COMMITMENTS
49,999 184,243 27,892 218,558 86,300 296,449 298,434 45,577 43,592
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 7,358)
-773 10,615 -1,028 7,573 1,890 5,772 11,477 1,586 -4,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 53.9 8.2 63.9 25.2 86.7 87.3 13.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
29 63 18 59 52 97 124
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 805,768
COMMITMENTS
210,105 143,296 59,501 453,039 547,256 722,645 750,053 83,123 55,716
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -1,397)
-6,627 -3,225 7,224 -4,362 -2,058 -3,765 1,940 2,368 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 17.8 7.4 56.2 67.9 89.7 93.1 10.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
91 63 47 130 98 244 185
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,238
COMMITMENTS
5,980 10,592 0 12,927 12,323 18,907 22,915 11,331 7,323
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -179)
-544 16 0 396 2 -148 18 -31 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 35.0 0.0 42.8 40.8 62.5 75.8 37.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 0 11 7 18 11
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,509
COMMITMENTS
6,439 5,968 39 5,762 9,923 12,240 15,930 10,269 6,579
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 796)
177 65 0 120 94 297 159 499 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 26.5 0.2 25.6 44.1 54.4 70.8 45.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 2 6 9 13 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 72,910
COMMITMENTS
34,550 17,024 3,370 31,653 51,245 69,573 71,639 3,337 1,271
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 14,628)
2,093 1,089 3,195 9,034 10,173 14,322 14,457 306 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 23.3 4.6 43.4 70.3 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 15 6 22 15 61 32
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,489
COMMITMENTS
23,963 13,885 2,027 17,474 29,925 43,465 45,837 5,025 2,652
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 7,536)
4,205 753 -244 3,133 7,785 7,095 8,294 441 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 28.6 4.2 36.0 61.7 89.6 94.5 10.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 24 5 21 24 50 50
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,587
COMMITMENTS
9,770 7,155 285 3,534 5,410 13,589 12,850 998 1,737
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,496)
5,732 4,220 208 -274 1,076 5,666 5,504 -170 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 49.1 2.0 24.2 37.1 93.2 88.1 6.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 10 3 4 12 15 24
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 27,690
COMMITMENTS
20,252 22,315 3,788 1,820 801 25,861 26,905 1,829 785
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -733)
678 527 -1,269 -110 137 -701 -604 -31 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 80.6 13.7 6.6 2.9 93.4 97.2 6.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
74 49 38 5 5 98 74
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 18,734
COMMITMENTS
12,913 15,154 1,206 255 1,160 14,374 17,519 4,361 1,215
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -3,556)
-1,937 -1,699 -1,723 1 0 -3,659 -3,422 103 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 80.9 6.4 1.4 6.2 76.7 93.5 23.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
92 35 19 3 1 105 45
SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 22,177,604
COMMITMENTS
1608095 1382462 11181186 9358976 9578681 22148257 22142329 29,347 35,275
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 471,875)
130,750 80,179 28,351 313,701 364,467 472,802 472,996 -927 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.2 50.4 42.2 43.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 1,092)
354 313 384 321 338 857 885
SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 1,171,820
COMMITMENTS
223,611 324,930 194,238 752,654 652,582 1170503 1171750 1,317 70
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 213,378)
66,848 97,827 35,344 110,601 80,555 212,793 213,726 585 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 27.7 16.6 64.2 55.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
41 55 54 75 90 144 172
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $50.00) OPEN INTEREST: 3,592,244
COMMITMENTS
298,199 507,826 961,701 2011332 1872820 3271232 3342347 321,012 249,897
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 216,776)
32,049 24,220 144,823 39,303 56,581 216,174 225,624 602 -8,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 14.1 26.8 56.0 52.1 91.1 93.0 8.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
133 106 144 282 256 487 436
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 24,443
COMMITMENTS
2,952 1,149 0 19,519 22,089 22,471 23,238 1,972 1,205
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -257)
864 227 0 -1,104 -532 -240 -305 -17 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.7 0.0 79.9 90.4 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 0 12 12 15 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 27,706
COMMITMENTS
2,328 0 0 22,670 26,065 24,998 26,065 2,708 1,641
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 250)
-130 -201 0 -28 894 -158 693 408 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 81.8 94.1 90.2 94.1 9.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 17 12 20 12
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,568,228
COMMITMENTS
300,592 514,613 945,502 2007510 1869428 3253603 3329543 314,625 238,685
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 214,802)
34,802 28,487 140,156 39,333 57,080 214,290 225,723 512 -10,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 14.4 26.5 56.3 52.4 91.2 93.3 8.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
129 99 139 280 256 478 427
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 43,456
COMMITMENTS
335 843 26 40,727 41,087 41,088 41,956 2,368 1,500
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 514)
87 -127 4 1,022 860 1,113 737 -599 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.9 0.1 93.7 94.5 94.6 96.5 5.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 15 12 17 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 38,031
COMMITMENTS
1,849 4,562 0 33,799 31,506 35,648 36,068 2,383 1,963
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -71)
51 132 0 -6 1,887 45 2,019 -116 -2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.0 0.0 88.9 82.8 93.7 94.8 6.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 0 15 16 18 21
E-MINI S&P COMMUNICATION INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Communication OPEN INTEREST: 10,173
COMMITMENTS
0 3,167 0 9,179 6,578 9,179 9,745 994 428
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 31.1 0.0 90.2 64.7 90.2 95.8 9.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 5 0 11 5 11 10
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 18,055
COMMITMENTS
3,854 1,066 0 12,998 16,566 16,852 17,632 1,203 423
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 9)
239 -19 0 42 0 281 -19 -272 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.9 0.0 72.0 91.8 93.3 97.7 6.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 10 7 15 8
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 240,160
COMMITMENTS
111,398 67,457 26,666 38,224 33,922 176,288 128,044 63,872 112,115
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 19,741)
21,330 6,192 -2,193 -299 -4,992 18,839 -992 901 20,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 28.1 11.1 15.9 14.1 73.4 53.3 26.6 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 10 9 14 5 29 19
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 402,381
COMMITMENTS
22,812 16,465 15,980 362,307 367,242 401,099 399,687 1,282 2,694
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 480)
500 -500 -1,585 3,306 4,811 2,221 2,726 -1,741 -2,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.1 4.0 90.0 91.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 9 23 25 32 36
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 39,500
COMMITMENTS
5,956 4,052 18 25,099 31,432 31,073 35,502 8,427 3,998
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 869)
-149 926 -7 960 152 804 1,071 65 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 10.3 0.0 63.5 79.6 78.7 89.9 21.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 7 4 42 27 50 37
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 8,263
COMMITMENTS
4,567 6,100 1,756 807 65 7,130 7,921 1,133 343
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -537)
-229 -152 -294 -52 15 -576 -431 38 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 73.8 21.2 9.8 0.8 86.3 95.9 13.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
45 30 21 4 2 59 44
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(0.1 Index Points) OPEN INTEREST: 34,537
COMMITMENTS
27,998 29,586 4,698 216 0 32,912 34,284 1,625 253
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,942)
4,847 4,913 -1,985 26 0 2,888 2,928 53 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 85.7 13.6 0.6 0.0 95.3 99.3 4.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
96 23 13 2 0 107 27
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $20) OPEN INTEREST: 351,770
COMMITMENTS
80,360 65,355 61,236 164,197 183,286 305,794 309,877 45,976 41,893
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,011)
-2,699 11,747 3,923 5,017 -10,418 6,242 5,252 -4,231 -3,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 18.6 17.4 46.7 52.1 86.9 88.1 13.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
80 63 62 130 112 240 210
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 332,083
COMMITMENTS
91,093 77,975 34,445 163,773 182,640 289,311 295,061 42,772 37,022
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 383)
-1,418 14,240 497 4,921 -10,570 4,000 4,166 -3,617 -3,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 23.5 10.4 49.3 55.0 87.1 88.9 12.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
76 54 52 126 107 224 191
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 196,867
COMMITMENTS
155,186 136,309 5,394 4,242 6,458 164,822 148,161 32,045 48,705
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 16,275)
21,241 9,120 208 965 1,529 22,414 10,858 -6,139 5,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.8 69.2 2.7 2.2 3.3 83.7 75.3 16.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 17 14 7 7 28 32
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 217,369
COMMITMENTS
49,735 128,834 12,126 134,987 45,497 196,847 186,456 20,523 30,913
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 121)
690 -2,175 1,383 -1,981 1,026 92 233 29 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 59.3 5.6 62.1 20.9 90.6 85.8 9.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 32 16 37 33 73 74
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 533,506
COMMITMENTS
63,356 81,313 20,959 415,884 407,703 500,199 509,975 33,307 23,531
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 12,395)
5,445 -269 327 6,279 17,430 12,051 17,488 344 -5,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.2 3.9 78.0 76.4 93.8 95.6 6.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
53 57 22 174 136 241 201
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 31,352
COMMITMENTS
3,793 722 0 26,792 29,865 30,585 30,587 767 765
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -1,370)
339 -7 0 -1,714 -1,064 -1,375 -1,071 5 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.3 0.0 85.5 95.3 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 10 12 14 14
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE Code-239747
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $0.5) OPEN INTEREST: 35,940
COMMITMENTS
13,665 22,880 166 10,121 1,231 23,952 24,277 11,988 11,663
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -113)
-3,320 828 15 1,927 81 -1,378 924 1,265 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 63.7 0.5 28.2 3.4 66.6 67.5 33.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 9 3 3 2 12 12
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 18,243
COMMITMENTS
1,669 6,963 0 11,974 8,784 13,643 15,747 4,600 2,496
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,112)
-183 1,391 -2 853 -213 668 1,176 444 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 38.2 0.0 65.6 48.1 74.8 86.3 25.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 0 11 6 16 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,391
COMMITMENTS
19,527 11,701 395 25,399 20,167 45,321 32,263 8,070 21,128
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,834)
2,514 565 67 529 -869 3,110 -237 -276 3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 21.9 0.7 47.6 37.8 84.9 60.4 15.1 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 9 5 22 18 45 30
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 217,092
COMMITMENTS
103,588 10,878 12,953 96,866 191,824 213,408 215,655 3,685 1,437
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 496)
2,112 195 -1,634 -740 1,419 -262 -20 758 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 5.0 6.0 44.6 88.4 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 6 11 33 28 63 42
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE Code-43874Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 QUARTERLY DIVIDEND INDEX X $100 OPEN INTEREST: 57,085
COMMITMENTS
950 23,047 25 56,088 34,013 57,063 57,085 22 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 880)
0 373 0 880 507 880 880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 40.4 0.0 98.3 59.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 2 10 12 15 15
Updated February 27, 2024