BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,853: 0 3,450 328 10,702 7,500 11,030 11,278: 823 575
Old : 11,853: 0 3,450 328 10,702 7,500 11,030 11,278: 823 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 7: 0 -488 111 -168 421 -57 44: 64 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.1 2.8 90.3 63.3 93.1 95.1: 6.9 4.9
Old : 100.0: 0.0 29.1 2.8 90.3 63.3 93.1 95.1: 6.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 11 9 28 23 37 34:
Old : 46: 0 11 9 28 23 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 38.8 67.2 60.6 46.4 36.9 63.9 55.8
Old : 47.2 38.8 67.2 60.6 46.4 36.9 63.9 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,184: 5,698 2,700 1,532 9,664 8,384 16,894 12,616: 2,290 6,568
Old : 19,184: 5,698 2,700 1,532 9,664 8,384 16,894 12,616: 2,290 6,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 530: 1,040 165 -193 -166 133 681 105: -151 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.1 8.0 50.4 43.7 88.1 65.8: 11.9 34.2
Old : 100.0: 29.7 14.1 8.0 50.4 43.7 88.1 65.8: 11.9 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 16 19 18 19 17 46 43:
Old : 63: 16 19 18 19 17 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 25.3 61.6 40.0 47.8 24.0 59.1 36.0
Old : 48.9 25.3 61.6 40.0 47.8 24.0 59.1 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,850: 307 1,805 389 8,500 7,135 9,196 9,329: 654 521
Old : 9,850: 307 1,805 389 8,500 7,135 9,196 9,329: 654 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 153: 21 -274 8 116 483 145 217: 8 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 18.3 3.9 86.3 72.4 93.4 94.7: 6.6 5.3
Old : 100.0: 3.1 18.3 3.9 86.3 72.4 93.4 94.7: 6.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 8 7 39 27 49 37:
Old : 54: 5 8 7 39 27 49 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 51.5 49.8 71.2 28.2 44.9 47.7 60.1
Old : 28.3 51.5 49.8 71.2 28.2 44.9 47.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,953: 2,107 1,603 162 4,528 4,164 6,797 5,929: 156 1,024
Old : 6,953: 2,107 1,603 162 4,528 4,164 6,797 5,929: 156 1,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -929: -938 227 71 -40 -832 -907 -534: -22 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 23.1 2.3 65.1 59.9 97.8 85.3: 2.2 14.7
Old : 100.0: 30.3 23.1 2.3 65.1 59.9 97.8 85.3: 2.2 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 6 6 12 17 19 26:
Old : 34: 4 6 6 12 17 19 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 47.2 93.9 69.3 79.1 47.2 92.4 69.2
Old : 80.6 47.2 93.9 69.3 79.1 47.2 92.4 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 287,058: 96,730 76,729 66,451 99,847 115,139 263,028 258,319: 24,030 28,739
Old : 263,187: 93,191 78,124 58,491 90,963 101,031 242,645 237,646: 20,542 25,541
Other: 23,871: 9,746 4,812 1,753 8,884 14,108 20,383 20,673: 3,488 3,198
: : :
: : Changes in Commitments from: February 25, 2020 :
: -6,558: -2,740 -6,364 114 -4,213 -1,430 -6,839 -7,680: 281 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 26.7 23.1 34.8 40.1 91.6 90.0: 8.4 10.0
Old : 100.0: 35.4 29.7 22.2 34.6 38.4 92.2 90.3: 7.8 9.7
Other: 100.0: 40.8 20.2 7.3 37.2 59.1 85.4 86.6: 14.6 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 96 104 103 69 81 229 243:
Old : 314: 94 110 101 57 78 212 239:
Other: 133: 29 31 12 40 50 76 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 20.9 26.5 27.4 13.9 18.2 22.4 23.6
Old : 16.7 20.5 28.2 27.3 14.7 17.7 23.8 23.5
Other: 22.1 34.8 38.3 45.5 22.1 33.0 34.3 41.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 344,960: 93,021 68,498 80,288 139,383 156,532 312,692 305,318: 32,268 39,642
Old : 344,960: 93,021 68,498 80,288 139,383 156,532 312,692 305,318: 32,268 39,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,308: -1,860 6,695 -889 -63 -5,946 -2,812 -140: 504 -2,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 19.9 23.3 40.4 45.4 90.6 88.5: 9.4 11.5
Old : 100.0: 27.0 19.9 23.3 40.4 45.4 90.6 88.5: 9.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 109 91 119 126 143 298 307:
Old : 394: 109 91 119 126 143 298 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 17.8 27.1 28.2 14.5 15.9 23.8 22.8
Old : 15.8 17.8 27.1 28.2 14.5 15.9 23.8 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,478: 1,442 585 163 815 1,884 2,420 2,632: 1,058 846
Old : 3,478: 1,442 585 163 815 1,884 2,420 2,632: 1,058 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,054: -919 -221 -144 -1 -422 -1,064 -787: 10 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 16.8 4.7 23.4 54.2 69.6 75.7: 30.4 24.3
Old : 100.0: 41.5 16.8 4.7 23.4 54.2 69.6 75.7: 30.4 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 8 4 13 16 27 26:
Old : 39: 12 8 4 13 16 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 38.7 48.4 55.3 27.9 38.7 45.2 53.4
Old : 29.3 38.7 48.4 55.3 27.9 38.7 45.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 50,286: 14,741 15,459 16,073 10,445 6,179 41,259 37,711: 9,027 12,575
Old : 50,286: 14,741 15,459 16,073 10,445 6,179 41,259 37,711: 9,027 12,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -3,629: -2,156 -716 -1,828 -474 -1,484 -4,458 -4,028: 829 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 30.7 32.0 20.8 12.3 82.0 75.0: 18.0 25.0
Old : 100.0: 29.3 30.7 32.0 20.8 12.3 82.0 75.0: 18.0 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 42 53 60 50 42 129 128:
Old : 169: 42 53 60 50 42 129 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 14.6 32.1 24.3 19.2 10.9 24.9 18.1
Old : 23.6 14.6 32.1 24.3 19.2 10.9 24.9 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 19,529: 1,426 6,379 580 17,150 11,564 19,156 18,523: 373 1,006
Old : 19,529: 1,426 6,379 580 17,150 11,564 19,156 18,523: 373 1,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,114: -126 1,607 -58 2,341 547 2,157 2,096: -43 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 32.7 3.0 87.8 59.2 98.1 94.8: 1.9 5.2
Old : 100.0: 7.3 32.7 3.0 87.8 59.2 98.1 94.8: 1.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 10 14 7 21 26 34 44:
Old : 59: 10 14 7 21 26 34 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 50.8 82.1 67.1 61.4 50.5 80.6 66.6
Old : 61.4 50.8 82.1 67.1 61.4 50.5 80.6 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 53,706: 29,123 1,424 537 17,708 45,442 47,368 47,403: 6,338 6,303
Old : 53,706: 29,123 1,424 537 17,708 45,442 47,368 47,403: 6,338 6,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -81: 2,703 963 139 -7,186 -6,085 -4,344 -4,983: 4,263 4,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 2.7 1.0 33.0 84.6 88.2 88.3: 11.8 11.7
Old : 100.0: 54.2 2.7 1.0 33.0 84.6 88.2 88.3: 11.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 6 3 8 8 28 16:
Old : 39: 19 6 3 8 8 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 78.1 74.8 86.5 55.5 78.1 74.6 85.0
Old : 55.7 78.1 74.8 86.5 55.5 78.1 74.6 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 160,511: 55,191 44,612 4,137 65,372 82,628 124,700 131,377: 35,811 29,134
Old : 160,511: 55,191 44,612 4,137 65,372 82,628 124,700 131,377: 35,811 29,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -8,308: -8,467 -4,422 1,555 -779 -5,470 -7,691 -8,337: -617 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 27.8 2.6 40.7 51.5 77.7 81.8: 22.3 18.2
Old : 100.0: 34.4 27.8 2.6 40.7 51.5 77.7 81.8: 22.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 25 24 11 37 39 68 70:
Old : 107: 25 24 11 37 39 68 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 33.3 37.6 43.6 22.4 33.3 34.6 43.3
Old : 22.6 33.3 37.6 43.6 22.4 33.3 34.6 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 54,436: 14,727 17,969 544 23,956 18,887 39,227 37,400: 15,209 17,036
Old : 54,436: 14,727 17,969 544 23,956 18,887 39,227 37,400: 15,209 17,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,756: -5,187 -1,329 541 -2,146 3,222 -6,792 2,434: 4,036 -5,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 33.0 1.0 44.0 34.7 72.1 68.7: 27.9 31.3
Old : 100.0: 27.1 33.0 1.0 44.0 34.7 72.1 68.7: 27.9 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 14 4 16 20 27 36:
Old : 52: 9 14 4 16 20 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 28.6 52.3 39.7 37.6 28.4 46.6 37.7
Old : 41.8 28.6 52.3 39.7 37.6 28.4 46.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 233,892: 147,358 16,177 3,202 77,354 211,239 227,914 230,618: 5,978 3,274
Old : 233,892: 147,358 16,177 3,202 77,354 211,239 227,914 230,618: 5,978 3,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -42,375: -29,478 -10,058 1,989 -14,750 -34,123 -42,239 -42,192: -136 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 6.9 1.4 33.1 90.3 97.4 98.6: 2.6 1.4
Old : 100.0: 63.0 6.9 1.4 33.1 90.3 97.4 98.6: 2.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 73 30 11 27 31 107 66:
Old : 155: 73 30 11 27 31 107 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 73.5 54.5 82.4 39.6 73.0 54.5 81.8
Old : 39.6 73.5 54.5 82.4 39.6 73.0 54.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 214,672: 76,063 40,901 12,383 100,855 133,529 189,301 186,813: 25,371 27,859
Old : 214,672: 76,063 40,901 12,383 100,855 133,529 189,301 186,813: 25,371 27,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 3,351: 3,396 -2,168 5,815 -1,072 -2,582 8,139 1,065: -4,788 2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 19.1 5.8 47.0 62.2 88.2 87.0: 11.8 13.0
Old : 100.0: 35.4 19.1 5.8 47.0 62.2 88.2 87.0: 11.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 26 28 15 46 45 78 83:
Old : 125: 26 28 15 46 45 78 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 29.2 44.7 39.8 29.5 28.9 44.3 39.4
Old : 29.6 29.2 44.7 39.8 29.5 28.9 44.3 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 198,404: 50,598 92,922 5,109 120,130 70,043 175,837 168,074: 22,567 30,330
Old : 198,404: 50,598 92,922 5,109 120,130 70,043 175,837 168,074: 22,567 30,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -25,500: -3,257 -17,322 2,412 -23,934 227 -24,779 -14,683: -721 -10,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 46.8 2.6 60.5 35.3 88.6 84.7: 11.4 15.3
Old : 100.0: 25.5 46.8 2.6 60.5 35.3 88.6 84.7: 11.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 31 35 14 37 44 77 84:
Old : 129: 31 35 14 37 44 77 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 24.7 55.9 36.3 45.7 23.6 54.4 35.3
Old : 47.0 24.7 55.9 36.3 45.7 23.6 54.4 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 640,357: 151,904 238,607 18,922 385,539 329,833 556,365 587,362: 83,992 52,995
Old : 640,357: 151,904 238,607 18,922 385,539 329,833 556,365 587,362: 83,992 52,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 14,794: -5,683 -33,001 -3,307 30,210 59,049 21,220 22,741: -6,426 -7,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 37.3 3.0 60.2 51.5 86.9 91.7: 13.1 8.3
Old : 100.0: 23.7 37.3 3.0 60.2 51.5 86.9 91.7: 13.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 74 74 41 106 80 200 178:
Old : 294: 74 74 41 106 80 200 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 30.8 30.9 42.6 18.8 28.5 28.6 39.3
Old : 19.4 30.8 30.9 42.6 18.8 28.5 28.6 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 22,266: 3,043 1,142 716 11,481 14,923 15,240 16,781: 7,026 5,485
Old : 22,266: 3,043 1,142 716 11,481 14,923 15,240 16,781: 7,026 5,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -735: -219 -243 151 514 -752 446 -844: -1,181 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.1 3.2 51.6 67.0 68.4 75.4: 31.6 24.6
Old : 100.0: 13.7 5.1 3.2 51.6 67.0 68.4 75.4: 31.6 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 2 13 11 17 14:
Old : 20: 3 2 2 13 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 47.4 55.9 64.2 36.0 39.9 51.2 54.5
Old : 38.5 47.4 55.9 64.2 36.0 39.9 51.2 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 55,131: 5,229 48,087 442 47,368 4,534 53,039 53,063: 2,092 2,068
Old : 55,131: 5,229 48,087 442 47,368 4,534 53,039 53,063: 2,092 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -17,094: -6,464 -593 -401 -9,724 -15,234 -16,589 -16,228: -505 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 87.2 0.8 85.9 8.2 96.2 96.2: 3.8 3.8
Old : 100.0: 9.5 87.2 0.8 85.9 8.2 96.2 96.2: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 13 29 4 9 10 25 40:
Old : 59: 13 29 4 9 10 25 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 66.8 89.3 76.8 81.9 66.8 87.8 76.6
Old : 83.5 66.8 89.3 76.8 81.9 66.8 87.8 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 62,847: 20,530 37,487 1,654 38,168 18,138 60,352 57,279: 2,495 5,568
Old : 62,847: 20,530 37,487 1,654 38,168 18,138 60,352 57,279: 2,495 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 4,607: 1,536 3,182 293 3,381 1,394 5,210 4,869: -603 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 59.6 2.6 60.7 28.9 96.0 91.1: 4.0 8.9
Old : 100.0: 32.7 59.6 2.6 60.7 28.9 96.0 91.1: 4.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 25 51 13 25 17 58 74:
Old : 112: 25 51 13 25 17 58 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 31.6 58.5 48.2 43.1 31.5 58.0 48.1
Old : 43.2 31.6 58.5 48.2 43.1 31.5 58.0 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 19,860: 14,288 2,967 192 4,743 14,618 19,223 17,777: 637 2,083
Old : 19,860: 14,288 2,967 192 4,743 14,618 19,223 17,777: 637 2,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -602: -1,186 364 177 862 -1,071 -147 -530: -455 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 14.9 1.0 23.9 73.6 96.8 89.5: 3.2 10.5
Old : 100.0: 71.9 14.9 1.0 23.9 73.6 96.8 89.5: 3.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 8 2 4 8 13 18:
Old : 27: 9 8 2 4 8 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 69.8 93.7 81.4 78.8 69.8 90.2 80.2
Old : 79.7 69.8 93.7 81.4 78.8 69.8 90.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,821,031: 3,151,900 609,494 3,066,022 5,008,633 7,324,568 11,226,555 11,000,084: 594,476 820,947
Old :11,821,031: 3,151,900 609,494 3,066,022 5,008,633 7,324,568 11,226,555 11,000,084: 594,476 820,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -65,123: 133,311 -159,798 67,380 -168,337 64,307 32,354 -28,111: -97,477 -37,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 5.2 25.9 42.4 62.0 95.0 93.1: 5.0 6.9
Old : 100.0: 26.7 5.2 25.9 42.4 62.0 95.0 93.1: 5.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 79 37 87 115 118 224 217:
Old : 252: 79 37 87 115 118 224 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 26.5 29.0 37.4 12.4 22.8 19.7 27.3
Old : 16.7 26.5 29.0 37.4 12.4 22.8 19.7 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,837: 2,227 3,809 621 0 0 2,848 4,430: 1,989 407
Old : 4,837: 2,227 3,809 621 0 0 2,848 4,430: 1,989 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -795: -1,523 -1,107 332 0 0 -1,191 -775: 396 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 78.7 12.8 0.0 0.0 58.9 91.6: 41.1 8.4
Old : 100.0: 46.0 78.7 12.8 0.0 0.0 58.9 91.6: 41.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 25 14 7 0 0 26 21:
Old : 40: 25 14 7 0 0 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 64.0 44.8 80.1 27.0 62.0 33.5 73.2
Old : 38.2 64.0 44.8 80.1 27.0 62.0 33.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 209,585: 37,275 48,244 41,383 129,715 117,018 208,373 206,645: 1,212 2,940
Old : 209,585: 37,275 48,244 41,383 129,715 117,018 208,373 206,645: 1,212 2,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 31,971: 16,555 14,785 6,263 9,191 11,178 32,009 32,226: -38 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 23.0 19.7 61.9 55.8 99.4 98.6: 0.6 1.4
Old : 100.0: 17.8 23.0 19.7 61.9 55.8 99.4 98.6: 0.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 20 13 22 13 20 44 46:
Old : 61: 20 13 22 13 20 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 56.8 81.4 72.6 56.8 48.0 64.2 59.6
Old : 68.2 56.8 81.4 72.6 56.8 48.0 64.2 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 306,314: 101,735 63,665 40,877 162,989 200,930 305,601 305,472: 713 842
Old : 306,314: 101,735 63,665 40,877 162,989 200,930 305,601 305,472: 713 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,733: -3,882 1,474 -6,731 13,056 8,125 2,443 2,868: 290 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 20.8 13.3 53.2 65.6 99.8 99.7: 0.2 0.3
Old : 100.0: 33.2 20.8 13.3 53.2 65.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 22 26 22 22 33 51 74:
Old : 86: 22 26 22 22 33 51 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 26.5 69.5 43.6 45.0 24.4 61.5 37.4
Old : 48.5 26.5 69.5 43.6 45.0 24.4 61.5 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 687,840: 76,985 74,574 35,004 464,114 471,406 576,103 580,984: 111,738 106,857
Old : 687,840: 76,985 74,574 35,004 464,114 471,406 576,103 580,984: 111,738 106,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 70,018: -12,689 -1,257 8,851 44,014 28,175 40,176 35,769: 29,842 34,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.8 5.1 67.5 68.5 83.8 84.5: 16.2 15.5
Old : 100.0: 11.2 10.8 5.1 67.5 68.5 83.8 84.5: 16.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 115 111 65 291 290 431 441:
Old : 627: 115 111 65 291 290 431 441:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 11.6 18.6 21.2 10.2 10.7 15.1 19.1
Old : 11.1 11.6 18.6 21.2 10.2 10.7 15.1 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 74,667: 11,787 10,417 363 48,908 12,812 61,058 23,592: 13,609 51,075
Old : 74,667: 11,787 10,417 363 48,908 12,812 61,058 23,592: 13,609 51,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 25,601: 1,471 2,821 -82 21,607 -8,449 22,996 -5,710: 2,605 31,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.0 0.5 65.5 17.2 81.8 31.6: 18.2 68.4
Old : 100.0: 15.8 14.0 0.5 65.5 17.2 81.8 31.6: 18.2 68.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 5 1 15 10 20 16:
Old : 33: 5 5 1 15 10 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 21.4 61.5 28.7 43.7 21.4 61.0 28.7
Old : 43.7 21.4 61.5 28.7 43.7 21.4 61.0 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 13,435: 1,352 508 0 9,678 12,365 11,030 12,873: 2,405 562
Old : 13,435: 1,352 508 0 9,678 12,365 11,030 12,873: 2,405 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -100: -654 130 -2 645 182 -11 310: -89 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.8 0.0 72.0 92.0 82.1 95.8: 17.9 4.2
Old : 100.0: 10.1 3.8 0.0 72.0 92.0 82.1 95.8: 17.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 0 7 14 11 16:
Old : 25: 4 2 0 7 14 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 65.4 76.9 81.8 66.2 65.4 75.2 81.8
Old : 67.9 65.4 76.9 81.8 66.2 65.4 75.2 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 16,781: 935 1,353 0 13,251 13,968 14,186 15,321: 2,595 1,460
Old : 16,781: 935 1,353 0 13,251 13,968 14,186 15,321: 2,595 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 673: 128 980 -46 273 -399 355 535: 318 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.1 0.0 79.0 83.2 84.5 91.3: 15.5 8.7
Old : 100.0: 5.6 8.1 0.0 79.0 83.2 84.5 91.3: 15.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 0 14 8 16 11:
Old : 26: 2 3 0 14 8 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 79.4 69.9 87.2 47.6 79.4 69.9 86.8
Old : 47.6 79.4 69.9 87.2 47.6 79.4 69.9 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,065,867: 418,869 413,663 80,326 2,076,029 2,292,969 2,575,224 2,786,958: 490,643 278,909
Old : 3,065,867: 418,869 413,663 80,326 2,076,029 2,292,969 2,575,224 2,786,958: 490,643 278,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 222,087: -22,015 28,395 -4,120 112,037 183,119 85,902 207,394: 136,185 14,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.5 2.6 67.7 74.8 84.0 90.9: 16.0 9.1
Old : 100.0: 13.7 13.5 2.6 67.7 74.8 84.0 90.9: 16.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 116 110 64 285 287 424 438:
Old : 626: 116 110 64 285 287 424 438:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 13.0 19.3 23.4 11.4 13.0 16.1 22.9
Old : 12.4 13.0 19.3 23.4 11.4 13.0 16.1 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,305: 594 2,484 0 22,364 24,585 22,958 27,069: 5,347 1,236
Old : 28,305: 594 2,484 0 22,364 24,585 22,958 27,069: 5,347 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -205: -218 55 0 627 -858 409 -803: -614 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.8 0.0 79.0 86.9 81.1 95.6: 18.9 4.4
Old : 100.0: 2.1 8.8 0.0 79.0 86.9 81.1 95.6: 18.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 7 13 9 15:
Old : 22: 2 2 0 7 13 9 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 67.2 80.1 87.8 72.2 67.2 76.9 87.2
Old : 74.8 67.2 80.1 87.8 72.2 67.2 76.9 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 9,419: 785 1,363 0 7,280 7,758 8,065 9,121: 1,354 298
Old : 9,419: 785 1,363 0 7,280 7,758 8,065 9,121: 1,354 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.5 0.0 77.3 82.4 85.6 96.8: 14.4 3.2
Old : 100.0: 8.3 14.5 0.0 77.3 82.4 85.6 96.8: 14.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 9 8 12 9:
Old : 20: 3 1 0 9 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 72.5 75.1 96.8 58.6 72.5 75.1 96.8
Old : 58.6 72.5 75.1 96.8 58.6 72.5 75.1 96.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 11,117: 548 204 0 8,218 10,189 8,766 10,393: 2,351 724
Old : 11,117: 548 204 0 8,218 10,189 8,766 10,393: 2,351 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,301: 25 -249 0 -1,541 -893 -1,516 -1,142: 215 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.8 0.0 73.9 91.7 78.9 93.5: 21.1 6.5
Old : 100.0: 4.9 1.8 0.0 73.9 91.7 78.9 93.5: 21.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 8 11 10 12:
Old : 20: 2 1 0 8 11 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 66.4 76.4 84.4 62.4 66.4 75.4 84.4
Old : 63.4 66.4 76.4 84.4 62.4 66.4 75.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 16,040: 1,510 1,415 0 10,127 14,290 11,637 15,705: 4,403 335
Old : 16,040: 1,510 1,415 0 10,127 14,290 11,637 15,705: 4,403 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 87: 93 0 0 -827 1,267 -734 1,267: 821 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.8 0.0 63.1 89.1 72.5 97.9: 27.5 2.1
Old : 100.0: 9.4 8.8 0.0 63.1 89.1 72.5 97.9: 27.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 0 11 11 15 13:
Old : 26: 4 2 0 11 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 61.7 56.5 88.4 37.7 61.7 55.8 84.8
Old : 38.3 61.7 56.5 88.4 37.7 61.7 55.8 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 72,814: 14,156 2,685 930 48,455 66,193 63,541 69,808: 9,273 3,006
Old : 72,814: 14,156 2,685 930 48,455 66,193 63,541 69,808: 9,273 3,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,867: -1,382 -502 488 229 -2,392 -665 -2,406: -2,202 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.7 1.3 66.5 90.9 87.3 95.9: 12.7 4.1
Old : 100.0: 19.4 3.7 1.3 66.5 90.9 87.3 95.9: 12.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 17 5 8 41 40 59 52:
Old : 86: 17 5 8 41 40 59 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 41.8 44.5 59.1 29.4 41.7 43.5 59.0
Old : 30.2 41.8 44.5 59.1 29.4 41.7 43.5 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 43,369: 15,557 9,115 1,083 19,282 26,018 35,923 36,216: 7,446 7,153
Old : 43,369: 15,557 9,115 1,083 19,282 26,018 35,923 36,216: 7,446 7,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 436: -1,035 439 -61 3,957 2,078 2,862 2,456: -2,426 -2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 21.0 2.5 44.5 60.0 82.8 83.5: 17.2 16.5
Old : 100.0: 35.9 21.0 2.5 44.5 60.0 82.8 83.5: 17.2 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 56 57 26 89 93 155 166:
Old : 258: 56 57 26 89 93 155 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 15.1 30.7 25.3 20.7 14.9 29.6 23.7
Old : 21.2 15.1 30.7 25.3 20.7 14.9 29.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 216,843: 77,787 45,575 5,416 96,410 130,089 179,613 181,080: 37,230 35,763
Old : 216,843: 77,787 45,575 5,416 96,410 130,089 179,613 181,080: 37,230 35,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,178: -5,173 2,193 -305 19,787 10,392 14,309 12,280: -12,131 -10,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 21.0 2.5 44.5 60.0 82.8 83.5: 17.2 16.5
Old : 100.0: 35.9 21.0 2.5 44.5 60.0 82.8 83.5: 17.2 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 56 57 26 89 93 155 166:
Old : 258: 56 57 26 89 93 155 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 15.1 30.7 25.3 20.7 14.9 29.6 23.7
Old : 21.2 15.1 30.7 25.3 20.7 14.9 29.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 223,084: 64,846 116,799 3,481 133,455 68,215 201,782 188,495: 21,302 34,589
Old : 223,084: 64,846 116,799 3,481 133,455 68,215 201,782 188,495: 21,302 34,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 9,760: 8,162 16,263 -1,658 11,672 -3,703 18,176 10,902: -8,416 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 52.4 1.6 59.8 30.6 90.5 84.5: 9.5 15.5
Old : 100.0: 29.1 52.4 1.6 59.8 30.6 90.5 84.5: 9.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 28 38 12 26 37 58 83:
Old : 112: 28 38 12 26 37 58 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 29.7 63.6 41.7 46.1 29.5 60.4 41.5
Old : 49.3 29.7 63.6 41.7 46.1 29.5 60.4 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 468,213: 84,904 61,698 8,196 353,689 381,772 446,789 451,666: 21,424 16,547
Old : 468,213: 84,904 61,698 8,196 353,689 381,772 446,789 451,666: 21,424 16,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -11,208: -26,905 -1,929 1,683 18,194 -9,170 -7,028 -9,416: -4,180 -1,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.2 1.8 75.5 81.5 95.4 96.5: 4.6 3.5
Old : 100.0: 18.1 13.2 1.8 75.5 81.5 95.4 96.5: 4.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 54 42 19 142 119 203 174:
Old : 301: 54 42 19 142 119 203 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 20.3 29.1 34.2 16.0 20.0 26.5 33.5
Old : 17.0 20.3 29.1 34.2 16.0 20.0 26.5 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 17,253: 2,797 4,218 1,043 8,125 8,127 11,965 13,388: 5,288 3,865
Old : 17,253: 2,797 4,218 1,043 8,125 8,127 11,965 13,388: 5,288 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,306: -254 -4,088 440 -1,995 1,241 -1,809 -2,407: -497 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 24.4 6.0 47.1 47.1 69.4 77.6: 30.6 22.4
Old : 100.0: 16.2 24.4 6.0 47.1 47.1 69.4 77.6: 30.6 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 5 3 9 8 17 15:
Old : 27: 6 5 3 9 8 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 53.3 56.6 69.9 43.4 53.3 54.5 67.4
Old : 43.4 53.3 56.6 69.9 43.4 53.3 54.5 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 51,600: 8,586 10,306 2,300 30,631 17,112 41,517 29,718: 10,083 21,882
Old : 51,600: 8,586 10,306 2,300 30,631 17,112 41,517 29,718: 10,083 21,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -8,494: -8,741 -433 1,003 -1,703 2,032 -9,441 2,602: 947 -11,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.0 4.5 59.4 33.2 80.5 57.6: 19.5 42.4
Old : 100.0: 16.6 20.0 4.5 59.4 33.2 80.5 57.6: 19.5 42.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 21 7 31 25 46 51:
Old : 81: 12 21 7 31 25 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 15.7 46.4 24.0 28.3 15.7 46.2 23.7
Old : 28.3 15.7 46.4 24.0 28.3 15.7 46.2 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 137,717: 57,085 950 1,744 78,810 134,462 137,639 137,156: 78 561
Old : 137,717: 57,085 950 1,744 78,810 134,462 137,639 137,156: 78 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 12,489: 16,581 -3,411 -450 -3,668 15,850 12,463 11,989: 26 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 0.7 1.3 57.2 97.6 99.9 99.6: 0.1 0.4
Old : 100.0: 41.5 0.7 1.3 57.2 97.6 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 1 4 29 23 43 28:
Old : 51: 13 1 4 29 23 43 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 61.8 73.6 85.7 46.5 51.6 57.4 62.5
Old : 55.8 61.8 73.6 85.7 46.5 51.6 57.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020