USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 39,909
COMMITMENTS
920 3,621 8,399 30,570 27,789 39,889 39,809 20 100
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -5,751)
-2,720 -500 -61 -2,970 -5,290 -5,751 -5,851 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.1 21.0 76.6 69.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 10 5 13 15 21 25
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE Code-047745
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 X CONTRACT GRADE IMM INDEX) OPEN INTEREST: 39,986
COMMITMENTS
9,656 3,733 10,128 20,072 25,998 39,856 39,859 130 127
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 3,482)
783 -412 1,226 1,405 2,604 3,414 3,418 68 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 9.3 25.3 50.2 65.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 13 16 18 17 38 36
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,796
COMMITMENTS
191 1,606 1,580 9,746 9,213 11,517 12,399 1,279 397
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,053)
10 -266 -19 -1,032 -689 -1,041 -974 -13 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 12.5 12.3 76.2 72.0 90.0 96.9 10.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 7 7 29 29 39 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,336
COMMITMENTS
4,162 12,532 11,564 27,265 15,864 42,992 39,960 3,344 6,376
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -3,976)
-890 -1,527 -532 -2,609 -1,250 -4,030 -3,308 54 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 27.0 25.0 58.8 34.2 92.8 86.2 7.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
13 23 19 39 30 60 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,177
COMMITMENTS
478 2,331 1,919 9,764 8,438 12,161 12,688 1,016 488
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -883)
-87 -49 -24 -632 -825 -743 -898 -140 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 17.7 14.6 74.1 64.0 92.3 96.3 7.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 9 8 40 25 50 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,227
COMMITMENTS
3,596 1,950 1,665 9,572 9,781 14,832 13,395 395 1,831
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -938)
-268 204 -267 -396 -904 -931 -967 -6 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 12.8 10.9 62.9 64.2 97.4 88.0 2.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 3 7 18 19 27 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,151
COMMITMENTS
98,593 17,403 130,625 106,930 177,083 336,148 325,110 25,003 36,041
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 16,711)
4,153 -994 5,708 5,286 9,186 15,146 13,899 1,565 2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 4.8 36.2 29.6 49.0 93.1 90.0 6.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
137 65 130 99 106 295 249
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,092
COMMITMENTS
120,268 30,840 120,641 130,385 208,840 371,293 360,321 36,799 47,771
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 11,390)
7,499 1,955 1,863 297 6,877 9,658 10,695 1,732 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 7.6 29.6 31.9 51.2 91.0 88.3 9.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
150 54 125 155 174 358 317
LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 27,500 BOARD FEET) OPEN INTEREST: 8,152
COMMITMENTS
4,322 865 219 2,544 6,447 7,085 7,531 1,066 621
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -323)
650 -416 -212 -1,029 177 -590 -451 268 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 10.6 2.7 31.2 79.1 86.9 92.4 13.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 14 12 21 24 60 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 83,764
COMMITMENTS
19,960 10,661 32,468 18,628 18,956 71,056 62,084 12,708 21,680
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,862)
1,568 742 376 -186 1,638 1,757 2,755 1,105 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 12.7 38.8 22.2 22.6 84.8 74.1 15.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
91 58 105 94 102 244 225
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,945
COMMITMENTS
131 1,039 123 2,970 2,363 3,224 3,524 721 421
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -637)
-22 -195 5 -553 -392 -570 -582 -67 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 26.3 3.1 75.3 59.9 81.7 89.3 18.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 4 13 9 19 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,312
COMMITMENTS
401 5,647 3,430 20,507 14,666 24,338 23,743 974 1,568
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,909)
-74 -1,032 -421 -2,557 -1,511 -3,052 -2,964 143 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 22.3 13.6 81.0 57.9 96.2 93.8 3.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 21 9 26 25 37 48
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 202,874
COMMITMENTS
42,483 66,185 14,086 115,783 89,693 172,352 169,964 30,522 32,910
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 19,932)
1,286 21,355 1,843 17,917 -7,611 21,047 15,588 -1,115 4,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 32.6 6.9 57.1 44.2 85.0 83.8 15.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
22 37 14 40 42 69 86
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 88,241
COMMITMENTS
16,535 35,850 5,984 56,306 25,326 78,825 67,161 9,416 21,081
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 12,350)
956 6,901 358 10,000 4,178 11,314 11,436 1,036 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 40.6 6.8 63.8 28.7 89.3 76.1 10.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 18 5 15 19 30 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 299,969
COMMITMENTS
171,666 65,546 9,086 110,384 222,691 291,136 297,323 8,834 2,646
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 38,352)
25,891 13,122 1,667 9,973 23,836 37,531 38,625 822 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 21.9 3.0 36.8 74.2 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
94 23 13 54 40 154 70
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 257,168
COMMITMENTS
104,007 47,894 33,358 86,517 147,337 223,881 228,588 33,287 28,580
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 14,247)
10,981 941 4,254 -2,460 7,896 12,776 13,091 1,472 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 18.6 13.0 33.6 57.3 87.1 88.9 12.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
28 24 19 33 56 73 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 355,638
COMMITMENTS
52,789 171,897 34,612 218,219 105,847 305,619 312,356 50,018 43,282
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 13,611)
2,790 -12,346 6,720 -340 19,547 9,170 13,921 4,441 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 48.3 9.7 61.4 29.8 85.9 87.8 14.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
33 55 19 63 56 107 119
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 796,532
COMMITMENTS
205,488 135,562 60,322 446,485 546,999 712,295 742,884 84,237 53,649
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -9,236)
-4,617 -7,734 821 -6,554 -257 -10,350 -7,169 1,114 -2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 17.0 7.6 56.1 68.7 89.4 93.3 10.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
89 62 49 128 98 241 186
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,289
COMMITMENTS
6,188 10,442 20 12,689 12,329 18,897 22,791 11,392 7,498
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 51)
208 -150 20 -238 6 -10 -124 61 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 34.5 0.1 41.9 40.7 62.4 75.2 37.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 1 11 7 18 12
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,467
COMMITMENTS
6,102 5,602 385 5,910 10,556 12,397 16,543 11,070 6,924
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 958)
-337 -366 346 148 633 157 613 801 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 23.9 1.6 25.2 45.0 52.8 70.5 47.2 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 3 6 9 13 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 48,871
COMMITMENTS
24,679 16,399 1 20,562 31,724 45,242 48,124 3,629 747
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -24,039)
-9,871 -625 -3,369 -11,091 -19,521 -24,331 -23,515 292 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 33.6 0.0 42.1 64.9 92.6 98.5 7.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 14 1 19 13 54 27
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,129
COMMITMENTS
21,904 14,671 2,524 21,419 29,211 45,847 46,406 4,282 3,723
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,640)
-2,060 786 497 3,945 -714 2,382 569 -742 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 29.3 5.0 42.7 58.3 91.5 92.6 8.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 25 10 21 33 53 62
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,517
COMMITMENTS
10,661 7,874 292 2,141 4,439 13,094 12,605 1,423 1,912
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -70)
891 719 7 -1,393 -971 -495 -245 425 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 54.2 2.0 14.7 30.6 90.2 86.8 9.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 6 3 2 10 11 19
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 31,077
COMMITMENTS
22,245 23,699 5,443 1,574 1,042 29,262 30,183 1,816 894
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 3,387)
1,993 1,384 1,654 -247 241 3,400 3,279 -13 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 76.3 17.5 5.1 3.4 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
71 52 46 6 7 100 83
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10) OPEN INTEREST: 39,767
COMMITMENTS
32,816 35,350 1,907 310 1,160 35,033 38,417 4,733 1,349
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 21,032)
19,903 20,196 702 55 0 20,660 20,898 373 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.5 88.9 4.8 0.8 2.9 88.1 96.6 11.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
110 34 25 3 1 123 50
SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 22,025,778
COMMITMENTS
1456606 1488978 11054194 9488986 9449791 21999785 21992963 25,992 32,815
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -151,826)
-151,490 106,516 -126,992 130,010 -128,890 -148,471 -149,366 -3,355 -2,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.8 50.2 43.1 42.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 1,106)
346 323 401 326 338 869 905
SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 907,957
COMMITMENTS
192,517 292,516 136,410 578,803 478,700 907,730 907,626 227 331
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -263,863)
-31,094 -32,414 -57,828 -173,851 -173,882 -262,773 -264,124 -1,090 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 32.2 15.0 63.7 52.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
38 53 50 69 80 133 157
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $50.00) OPEN INTEREST: 3,609,298
COMMITMENTS
283,375 476,886 968,379 2033134 1908410 3284888 3353675 324,411 255,624
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 17,055)
-14,824 -30,940 6,678 21,802 35,590 13,656 11,327 3,399 5,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.2 26.8 56.3 52.9 91.0 92.9 9.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
130 110 148 284 261 490 446
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 23,605
COMMITMENTS
2,656 1,507 0 18,735 21,199 21,391 22,706 2,214 899
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -838)
-296 358 0 -784 -890 -1,080 -532 242 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 6.4 0.0 79.4 89.8 90.6 96.2 9.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 0 11 12 13 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 28,111
COMMITMENTS
2,621 671 0 23,150 26,474 25,771 27,145 2,340 966
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 405)
293 671 0 480 409 773 1,080 -368 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.4 0.0 82.4 94.2 91.7 96.6 8.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 0 17 12 21 14
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,582,734
COMMITMENTS
284,044 483,078 951,799 2028849 1903640 3264692 3338517 318,043 244,217
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 14,506)
-16,548 -31,535 6,298 21,339 34,213 11,088 8,975 3,418 5,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.5 26.6 56.6 53.1 91.1 93.2 8.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
129 103 142 280 258 479 435
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 44,785
COMMITMENTS
511 1,054 30 41,584 42,348 42,125 43,432 2,660 1,353
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,329)
176 211 4 857 1,261 1,037 1,476 292 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.4 0.1 92.9 94.6 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 1 15 13 17 17
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 18,320
COMMITMENTS
0 1,413 0 15,540 15,459 15,540 16,872 2,780 1,448
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 84.8 84.4 84.8 92.1 15.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 11 6 11 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 39,324
COMMITMENTS
1,857 4,339 0 35,358 33,319 37,215 37,658 2,109 1,666
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,293)
8 -223 0 1,559 1,813 1,567 1,590 -274 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.0 0.0 89.9 84.7 94.6 95.8 5.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 0 15 18 19 23
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 17,782
COMMITMENTS
3,575 956 0 12,986 16,414 16,561 17,370 1,221 412
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -273)
-279 -110 0 -12 -152 -291 -262 18 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.4 0.0 73.0 92.3 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 10 7 14 8
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX) OPEN INTEREST: 265,643
COMMITMENTS
130,167 74,939 28,935 42,860 47,697 201,962 151,572 63,681 114,071
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 25,484)
18,769 7,482 2,270 4,636 13,776 25,675 23,528 -191 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 28.2 10.9 16.1 18.0 76.0 57.1 24.0 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 10 13 16 8 33 25
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 401,549
COMMITMENTS
24,162 16,616 15,480 360,105 366,493 399,747 398,589 1,802 2,960
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -832)
1,350 151 -500 -2,202 -749 -1,352 -1,098 520 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.1 3.9 89.7 91.3 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 8 23 25 31 36
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 38,313
COMMITMENTS
6,499 2,624 18 23,630 31,301 30,147 33,943 8,166 4,370
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,187)
543 -1,428 0 -1,469 -131 -926 -1,559 -261 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.8 0.0 61.7 81.7 78.7 88.6 21.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 4 4 43 26 52 33
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 Index Points) OPEN INTEREST: 9,532
COMMITMENTS
4,803 6,330 2,786 844 77 8,433 9,194 1,099 338
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,268)
235 230 1,030 37 12 1,303 1,273 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 66.4 29.2 8.9 0.8 88.5 96.5 11.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
45 30 20 5 2 62 41
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(0.1 Index Points) OPEN INTEREST: 56,611
COMMITMENTS
46,907 48,684 7,636 286 0 54,829 56,321 1,782 290
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 22,074)
18,909 19,099 2,939 70 0 21,917 22,037 157 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.9 86.0 13.5 0.5 0.0 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
109 29 17 3 0 122 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $20) OPEN INTEREST: 358,131
COMMITMENTS
71,065 68,575 64,163 172,295 184,461 307,522 317,200 50,609 40,932
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 6,361)
-9,295 3,221 2,927 8,097 1,175 1,729 7,323 4,633 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 19.1 17.9 48.1 51.5 85.9 88.6 14.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
83 76 67 131 111 249 221
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 337,041
COMMITMENTS
83,810 80,815 35,274 171,746 183,731 290,830 299,820 46,211 37,221
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 4,958)
-7,283 2,840 829 7,973 1,090 1,519 4,759 3,439 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 24.0 10.5 51.0 54.5 86.3 89.0 13.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
73 66 58 125 107 226 203
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 210,901
COMMITMENTS
154,801 159,857 6,635 5,485 7,307 166,922 173,799 43,979 37,102
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 14,034)
-384 23,548 1,241 1,243 849 2,100 25,638 11,934 -11,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 75.8 3.1 2.6 3.5 79.1 82.4 20.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 17 13 8 7 34 30
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 249,748
COMMITMENTS
53,231 138,733 15,878 159,667 63,494 228,776 218,105 20,972 31,643
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 32,378)
3,496 9,899 3,752 24,680 17,997 31,929 31,648 449 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 55.5 6.4 63.9 25.4 91.6 87.3 8.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
28 35 16 37 37 73 80
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 535,384
COMMITMENTS
61,570 84,108 19,579 421,119 408,911 502,269 512,599 33,116 22,785
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,878)
-1,785 2,795 -1,379 5,235 1,208 2,070 2,624 -192 -746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 15.7 3.7 78.7 76.4 93.8 95.7 6.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
50 59 27 173 134 242 201
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 31,906
COMMITMENTS
3,677 704 0 27,187 30,492 30,864 31,196 1,042 710
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 554)
-116 -18 0 395 627 279 609 275 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.2 0.0 85.2 95.6 96.7 97.8 3.3 2.2
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 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $0.5) OPEN INTEREST: 39,156
COMMITMENTS
17,119 25,149 319 10,781 3,299 28,219 28,767 10,937 10,389
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 3,216)
3,454 2,269 153 660 2,068 4,267 4,490 -1,051 -1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 64.2 0.8 27.5 8.4 72.1 73.5 27.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 12 6 6 5 18 19
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,567
COMMITMENTS
2,524 6,720 2,854 14,604 12,308 19,982 21,882 5,585 3,685
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 7,324)
855 -243 2,854 2,630 3,524 6,339 6,135 985 1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 26.3 11.2 57.1 48.1 78.2 85.6 21.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 5 4 15 8 24 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,865
COMMITMENTS
18,481 9,364 6,669 31,892 23,433 57,042 39,466 8,823 26,399
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 12,474)
-1,046 -2,337 6,274 6,493 3,266 11,721 7,203 753 5,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 14.2 10.1 48.4 35.6 86.6 59.9 13.4 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 8 14 26 20 50 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 223,759
COMMITMENTS
104,124 10,823 14,308 102,131 197,478 220,563 222,609 3,195 1,150
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 6,666)
535 -55 1,356 5,265 5,654 7,156 6,954 -489 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 4.8 6.4 45.6 88.3 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 5 12 33 28 63 43
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE Code-43874Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 57,186
COMMITMENTS
950 23,531 25 56,189 33,630 57,164 57,186 22 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 101)
0 484 0 101 -383 101 101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 41.1 0.0 98.3 58.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 2 10 12 15 15
Updated March 05, 2024